Package: sgd 1.1.3

Junhyung Lyle Kim

sgd: Stochastic Gradient Descent for Scalable Estimation

A fast and flexible set of tools for large scale estimation. It features many stochastic gradient methods, built-in models, visualization tools, automated hyperparameter tuning, model checking, interval estimation, and convergence diagnostics.

Authors:Junhyung Lyle Kim [cre, aut], Dustin Tran [aut], Panos Toulis [aut], Tian Lian [ctb], Ye Kuang [ctb], Edoardo Airoldi [ctb]

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sgd.pdf |sgd.html✨
sgd/json (API)
NEWS

# Install 'sgd' in R:

install.packages('sgd', repos = c('https://airoldilab.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/airoldilab/sgd/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

winequality - Wine quality data of white wine samples from Portugal

On CRAN:

big-data data-analysis gradient-descent statistics openblas cpp

7.56 score 61 stars 75 scripts 253 downloads 2 mentions 2 exports 24 dependencies

Last updated from:da4f8d2417. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	201
linux-devel-x86_64	OK	148
source / vignettes	OK	219
linux-release-arm64	OK	131
linux-release-x86_64	OK	148
macos-release-arm64	OK	182
macos-release-x86_64	OK	387
macos-oldrel-arm64	OK	154
macos-oldrel-x86_64	OK	338
windows-devel	OK	136
windows-release	OK	116
windows-oldrel	OK	117
wasm-release	OK	135

Exports:predict_all sgd

Dependencies:BH bigmemory bigmemory.sri cli cpp11 farver ggplot2 glue gtable isoband labeling lifecycle MASS R6 RColorBrewer Rcpp RcppArmadillo rlang S7 scales uuid vctrs viridisLite withr

Stochastic gradient decent methods for estimation with large data sets

Rendered fromsgd-jss.pdf.asisusingR.rsp::asison Apr 07 2026.

Last update: 2015-09-22
Started: 2015-09-22

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Extract Model Coefficients	coef.sgd
Extract Model Fitted Values	fitted.sgd
Plot objects of class 'sgd'.	plot.list plot.sgd
Model Predictions	predict.sgd predict_all
Print objects of class 'sgd'.	print.sgd
Extract Model Residuals	residuals.sgd
Stochastic gradient descent	sgd sgd.big.matrix sgd.formula sgd.matrix
Wine quality data of white wine samples from Portugal	winequality