[mlpack-git] [mlpack] Investigate implementing SGD for LRSDP (#395)

[Stephen Tu]

SGD for LR-SDP is becoming more popular, and this paper http://arxiv.org/pdf/1411.1134v2.pdf lays the groundwork for some neat theoretical convergence results (in particular, how to choose step sizes). This is really cool stuff which we should investigate. 

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/issues/395
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