quasi-quant2010 / svrg

graph

Required Libaray

Centos

• CentOS release 6.9 (Final)

GSL

• The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers
• version 1.16
• https://www.gnu.org/software/gsl/

Eigen

• https://bitbucket.org/eigen/eigen

Boost

• ver 1.58.0

data set

example data

• https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/australian_scale

Sample Command

• make
• ./main --train ~/data/libsvm/dense/australian.train \
  --test ~/data/libsvm/dense/australian.valid \
  --out_path result \
  --out_fname SVRG_L2.dat \
  --step_size 0.1 \
  --lambda 1.0e-5 \
  --convergence_threshold 1.0e-4 \
  --convergence_threshold_count 1

Sample Result

• in sample folder(result), there is a Batch VS SGD LogLoss Plot.