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SGD-based warm start in SDCA / SAG / SVRG #24

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mblondel opened this issue Jan 3, 2015 · 0 comments
Open

SGD-based warm start in SDCA / SAG / SVRG #24

mblondel opened this issue Jan 3, 2015 · 0 comments

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@mblondel
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mblondel commented Jan 3, 2015

SGD has very fast early convergence. SDCA, SAG and SVRG can benefit from SGD-based warm start.

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