Libraries for Online Machine Learning

Question

I am looking for packages (either in python, R, or a standalone package) to perform online learning to predict stock data.

I have found and read about Vowpal Wabbit (https://github.com/JohnLangford/vowpal_wabbit/wiki), which seems to be quite promising but I am wondering if there are any other packages out there.

Thanks in advance.

Answer 1

You could look at scikit-learn or Orange module in Python. Scikit-learn has a SGD classifier and regressor that could do a partial fit data in case of online learning. In R, take a look at caret package

Answer 2

There are a few other libraries for online or incremental machine learning.

• Jubatus, which is written in C++, but it officially provides a C++, Python, Ruby and Java clients.
• The Tornado Framework, written in Python
• creme, written in Python
• LIBOL, written in C++ (and Matlab). You can find a more detailed description of the library in the paper LIBOL: A Library for Online Learning Algorithms (2014)
• LibTopoART, written in C#
• scikit-learn, which provides some online and incremental learning functionalities

Answer 3

River - Online Machine Learning in Python (website) previously creme and scikit-multiflow.