<p>In <a href="https://github.com/mlpack/mlpack/pull/603#discussion_r61085875">src/mlpack/core/optimizers/parallel_sgd/sgdp_impl.hpp</a>:</p>
<pre style='color:#555'>> + {
> + continue;
> + }
> +
> +
> + #pragma omp critical
> + {
> + sumIterate += tIterate[th_num];
> + }
> +
> + //wait untill all thread update sumIterate
> + #pragma omp barrier
> +
> +
> + //runing a single thread for tollerence checking
> + #pragma omp master
</pre>
<p>I thought that the tolerance checking was done for each algorithm individually. As in, all you would need to do for this algorithm would be something like:</p>
<pre><code>#pragma omp parallel
{
SGD sgd(...);
sgd.Optimize(...);
}
// Then combine results.
</code></pre>
<p>I think that this could be a lot simpler still. Since we already have the <code>SGD</code> class, why not use it? :) Let me know if I've misunderstood something.</p>
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