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Published 20 hours ago • verified publisher icon scikit-learn-contrib

Automatic step size in SVRG

Open mblondel opened this issue 10 years ago • 1 comments

The theory gives step sizes for which the algorithms are guaranteed to converge (see papers). We need to add an eta="auto" option.

mblondel avatar Jan 03 '15 05:01 mblondel

done for SAG in #42, still needs to be done for SVRG

fabianp avatar Dec 14 '15 09:12 fabianp