Module multistochgrad::scsg[][src]

Expand description

A Rust implementation of Lei-Jordan papers:
"On the adaptativity of Stochastic gradient based optimization" (2019) SCSG-1
"Less than a single pass : stochastically controlled stochastic gradient" (2019) SCSG-2

Structs

BatchSizeInfo
StochasticControlledGradientDescent

Provides Stochastic Controlled Gradient Descent optimization based on 2 papers of Lei-Jordan.