Implement ASAG and AsySVRG

[bytesnake]

As you are using Hogwild! for the multicore SGD implementation, it would perhaps be interesting to investigate whether you can speed up the optimization with

• AsySVRG (https://arxiv.org/abs/1508.05711)
• ASAG (https://arxiv.org/abs/1606.04809)

ps nice project you have there :+1:

[danieldk]

Thanks for the pointers, we will definitely look at that!