Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more

Cyanure is an open-source C software package with a Python 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. 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. Cyanure is distributed under BSD-3-Clause license. Even though this is non-legally binding, the author kindly ask users to cite the present arXiv document in their publications, as well as the publication related to the algorithm they have chosen (see Section 4 for the related publications).