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FSML

A machine learning library written in F#!

Version

0.1.0

Algorithms implemented:

  • Logistic Regression without regularization by reweighted least square
  • Lasso Logistic Regression with L1 regularization by cyclic coordinate descent
  • Ridge Logistic Regression with L2 regularization by two algorithms, i.e., cyclic coordinate descent and exact newton update

Algorithms todo list:

  • cox ph model
  • subdistribution model

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