Cyanure: a new efficient open-source machine learning toolbox for linear models

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Cyanure is an open-source C++ software package with a Python 3 interface. The goal of Cyanure is to provide state-of-the-art solvers for learning linear models, based on stochastic variance-reduced stochastic optimization with acceleration mechanisms and Quasi-Newton principles. Cyanure can handle a large variety of loss functions (logistic, square, squared hinge, multinomial logistic) and regularization functions (l2, l1, elastic-net, fused Lasso, multi-task group Lasso). It provides a simple Python API, which is very close to that of scikit-learn, which should be extended to other languages such as R or Matlab in a near future.