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Asaga

Fast asynchronous optimization for machine learning

This repository contains the code we used to run the experiments for our paper: http://arxiv.org/abs/1606.04809.

An example of how to run the optimization routines can be found in experiments/ExampleRun.

To run the code, you need to create an environment variable called "SAGA_DATA_DIR" which points to the directory containing the datasets. The datasets we used were downloaded from https://www.csie.ntu.edu.tw/~cjlin/libsvm/.

Any feedback will be appreciated!

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Fast asynchronous optimization for machine learning

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