Module sgd 

Stochastic Gradient Descent (SGD) optimization

This module implements the basic SGD algorithm and its variants for stochastic optimization problems.

Structs

SGDOptions

Options for SGD optimization

Functions

minimize_mini_batch_sgd

Mini-batch SGD with averaging for better convergence

minimize_sgd

Stochastic Gradient Descent optimizer

minimize_svrg

Variance-reduced SGD using SVRG (Stochastic Variance Reduced Gradient)