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

Stephen Tu notifications at github.com
Mon Mar 28 14:44:22 EDT 2016


@abhinvgpta: Unfortunately not really. As I mentioned before this is an open ended project. I really should change the title to "investigate alternative methods for solving low rank SDPs". As I mentioned above, LR-SDP has its drawbacks. For problems like matrix completion, SGD seems to be a reasonable heuristic that works well in practice. Maybe that could be a first place to start.  

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