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scikit-learn-contrib / lightning

Large-scale linear classification, regression and ranking in Python
https://contrib.scikit-learn.org/lightning/
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Automatic step size in SVRG #25

Open mblondel opened 9 years ago

mblondel commented 9 years ago

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

fabianp commented 8 years ago

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