npinto/asgd — Issue #13: step_size0 should be cross validated on a small subset of the data
Author: npinto
Created: 2011-11-17 03:11:49+00:00
State: open

The constant η0 is determined by performing preliminary experiments on a data subsample.

http://leon.bottou.org/projects/sgd

We could also have a ```asgd.tune_...()``` methods to "tune" speed and accuracy (here step_size0 would be optimized).