A multithreaded implementation of FTRL-Proximal algorithm for Logistic Regression. This library is parallelized by an asynchronous procedure, followed the work of Downpour SGD by Jeffrey Dean etc.

Related Work:

• FTRL: http://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf
• Asynchronous SGD: http://research.google.com/archive/large_deep_networks_nips2012.html

• LibSVM file format
• Multithreaded accelerated

• Single thread mode: ./ftrl_train -f input_file -m model_output [-t test_file]
• Multithread mode: ./ftrl_train -f input_file -m model_output [-t test_file] --thread 0

Most of the time async ftrl works pretty well and you don't need to touch async ftrl related parameters. But if dosen't work, you may try the following:

• sync-step: number of push/fetch steps to sync up with global model, default is 3. you may try 2/1 if default param fails.
• warmstarting: train a single model using a small fraction of the data before async ftrl start.
  • --burn-in fraction : set fraction of data used to train a single model before async ftrl start.