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add ftrl optimizer #11547

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merged 2 commits into from
Jun 19, 2018
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@jacquesqiao jacquesqiao commented Jun 18, 2018

project: #10868

“FtrlOptimizer更新方法主要用于广告点击预测,广告点击预测通常千万级别的维度,因此有巨量的稀疏权重。其主要特点是将接近0 的权重直接置0,这样计算时可以直接跳过,从而简化计算。这个方法已经验证过在股票数据上较有效。”

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LGTM

@jacquesqiao jacquesqiao merged commit 4ec9eca into PaddlePaddle:develop Jun 19, 2018
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