npinto / asgd

Averaged Stochastic Gradient Descent Classifiers
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Online LOOE-like for hyper-parameters selection. #8

Open npinto opened 13 years ago

npinto commented 13 years ago

Multiple (sgd_step_size0, l2_regularization) could be given and *fit() methods could use BLAS Level-3 operations when appropriate to allow for more data re-use and speed up the computation.

This is confusing... please consult me for more details ;-)

Loosely related work: Notes on Regularized Least-Squares by Rifkin. and. Lippert http://cbcl.mit.edu/publications/ps/MIT-CSAIL-TR-2007-025.pdf