Doubly_Stochastic_Gradients

Code for doubly stochastic gradients

This repository contains two implementations of Doubly Stochastic Gradients for large-scale kernel methods [1].

The first one is Matlab code on MNIST 8M dataset.

The second one is a GPU implementation based on the cuda-convnet package [2].

Reference

[1] Bo Dai, Bo Xie, Niao He, Yingyu Liang, Anant Raj, Maria-Florina Balcan, and Le Song. Scalable Kernel Methods via Doubly Stochastic Gradients. arXiv:1407.5599: http://arxiv.org/abs/1407.5599

[2] http://code.google.com/p/cuda-convnet