  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. Cyanure can handle a large variety of loss functions
(logistic, square, squared hinge, multinomial logistic) and regularization
functions (l_2, l_1, 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.
