This article was originally posted on Kaggle’s Avazu competition forum and reposted here with a few edits.
Here I’d like to share what I’ve put together for online learning as a Python package – named Kaggler.
You can install it with pip as follows:
$ pip install -U Kaggler
then, import algorithm classes as follows:
from kaggler.online_model import SGD, FTRL, FM, NN, NN_H2
Currently it supports 4 online learning algorithms – SGD, FTRL, FM, NN (1 or 2 ReLU hidden layers), and 1 batch learning algorithm – NN with L-BFGS AUC optimization.