Random cycles in solvers

scikit-learn-contrib / lightning

Large-scale linear classification, regression and ranking in Python

https://contrib.scikit-learn.org/lightning/

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Random cycles in solvers #112

Open arthurmensch opened 7 years ago

arthurmensch commented 7 years ago

Currently there is no way to use random permutations in SAG(A) and SVRG solvers. It is known to often yield better performance, and its implementation would not be too costly (only a matter of implementing permutation in random_kit.