Closed carterbox closed 2 years ago
Allow compact mini-batches with synchronized updates for the lstsq method.
Instead of having a new preconditioner for each minibatch, preserve it over multiple updates.
Collect the object updates from all minibatches and apply them all at once instead of sequentially.
The preconditioner is averaged with the previous iteration preconditioner to have a geometric mean type smoothing.
Related to https://github.com/AdvancedPhotonSource/tike/issues/145
Related to #148
Purpose
Allow compact mini-batches with synchronized updates for the lstsq method.
Instead of having a new preconditioner for each minibatch, preserve it over multiple updates.
Approach
Collect the object updates from all minibatches and apply them all at once instead of sequentially.
The preconditioner is averaged with the previous iteration preconditioner to have a geometric mean type smoothing.
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