A variant of SDCA (Stochastic Dual Coordinate Ascent) method with primal gradient update, instead of using the proximal mappig of the conjugate loss functions which may be hard to compute.
primal SDCA: a variant of SDCA with primal gradient update (conjugate-free)
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microsoft/pSDCA
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primal SDCA: a variant of SDCA with primal gradient update (conjugate-free)
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