Asaga
Fast asynchronous optimization for machine learning
This repository contains the code we used to run the experiments for our paper: http://arxiv.org/abs/1606.04809.
An example of how to run the optimization routines can be found in experiments/ExampleRun.
To run the code, you need to create an environment variable called "SAGA_DATA_DIR" which points to the directory containing the datasets. The datasets we used were downloaded from https://www.csie.ntu.edu.tw/~cjlin/libsvm/.
Any feedback will be appreciated!