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madgrad

'MADGRAD' Method for Stochastic Optimization

v0.1.0 · May 10, 2021 · MIT + file LICENSE

Description

A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization algorithm. MADGRAD is a 'best-of-both-worlds' optimizer with the generalization performance of stochastic gradient descent and at least as fast convergence as that of Adam, often faster. A drop-in optim_madgrad() implementation is provided based on Defazio et al (2020) <arxiv:2101.11075>.

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CRAN incoming feasibility

Maintainer: ‘Daniel Falbel <daniel@rstudio.com>’

The Description field contains
  (2020) <arxiv:2101.11075>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Daniel Falbel <daniel@rstudio.com>’

The Description field contains
  (2020) <arxiv:2101.11075>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘rlang’ ‘torch’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘rlang’ ‘torch’
  All declared Imports should be used.
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NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Daniel Falbel <daniel@rstudio.com>’

The Description field contains
  (2020) <arxiv:2101.11075>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Daniel Falbel <daniel@rstudio.com>’

The Description field contains
  (2020) <arxiv:2101.11075>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘rlang’ ‘torch’
  All declared Imports should be used.
NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘rlang’ ‘torch’
  All declared Imports should be used.

Dependency Network

Dependencies Reverse dependencies torch rlang madgrad

Version History

new 0.1.0 Mar 9, 2026