Can FTRL be applied on linear least squares? or is it just for logistic regression models? -


i'm exploring follow-the-regularized-leader ftrl proximal gradient descent: paper, reference implementation.

everywhere ftrl mentioned, loss surface gradient decent logloss, , model prediction logistic regression.

can use same algorithm linear least squares model? have problem want model linear model , define loss least squares, , ftrl find optimal solution - see problem that?

thanks.

i don't believe have studied enough ftrl i'm trying to. i've been doing research on algorithm , believe python code since uses least squares loss. since code written regression return value of 'predict' method changed since using sigmoid function regression useless. https://www.kaggle.com/scirpus/grupo-bimbo-inventory-demand/ftlr-use-pypy/code

i hope familiar python if not believe answer yes since i've tested same code on kaggle bimbo competition , produced similar score on test data 1 on public leader board.


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