[WIP] Mini-batch solvers from StochOpt.jl #29
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Maybe also pinging @ngazagna |
This was referenced May 1, 2022
tomMoral
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May 2, 2022
tomMoral
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May 2, 2022
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some comments.
Also, could you share the result you got? I am curious about what it look like for now.
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Subopt curves are definitely not sexy yet:
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tomMoral
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May 4, 2022
tbng
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Some plots on 2 reps simulated data, the delay time in the beginning for StochOpt solvers is probably due to julia wrapper initializing the function
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Objective: adding solver implemented in julia from https://github.com/gowerrobert/StochOpt.jl . Based on Nidham Gazagnadou, Robert M. Gower, Joseph Salmon (2019). Optimal mini-batch and step sizes for SAGA.
TODO list:
solvers/julia_saga_batch.jl)solvers/julia_saga_batch.py)