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Stochastic-gradient

Implementation of SAG on GPUs in HOGWILD Way

Install: cuda toolkit and NVIDIA SDK

Test phase: Create at .cu file Compile it to .ptx file

Compile the first program using cuda kernels to compute sine and cosine of a function

Compile .cu to mex files.

Included cudart, cuda lib files and mexopts from parallel computing toolbox

Helpful Links

http://faculty.washington.edu/dushaw/epubs/Matlab_CUDA_Tutorial_2_10.pdf http://docs.nvidia.com/cuda/cuda-getting-started-guide-for-microsoft-windows/index.html http://www.mathworks.com/help/distcomp/run-cuda-or-ptx-code-on-gpu.html http://www.nvidia.co.kr/content/cudazone/download/showcase/kr/Tutorial-DKIRK.pdf http://www.mathworks.com/help/distcomp/run-cuda-or-ptx-code-on-gpu.html https://www.writelatex.com/1873589pdfxfj#/4703913/ http://docs.nvidia.com/cuda/pdf/CUBLAS_Library.pdf

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Computing Stochastic Gradient on GPUs

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