[mlpack-git] [mlpack/mlpack] parallel sgd (#603)

[ranjan]

> @@ -39,28 +39,38 @@ double ParallelSGD<DecomposableFunctionType>::Optimize(arma::mat& iterate)
>    double lastObjective = DBL_MAX;
>  
>    //get maximum number of threads that will be running. with is defined by OMP_NUM_THREADS
> -  int num_thread=omp_get_max_threads();
> +  size_t num_thread=omp_get_max_threads();
> +
> +  //T: after T iteration it will go for tollerence checking;  we can define T in many way
> +  //size_t T=maxIterations/num_thread;
> +  //Here I have thaken T=contant
> +  size_t T=1000;

T can be a function of number of Thread , maxIterations, current  Iteration value . Here I have taken Constant.  If T=1. It will check tolerance each time which will slow down the algorithm.

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