A fully asynchronous variant of the SAGA algorithm

Category: optimization
#optimization #asynchronous #SAGA

By Fabian Pedregosa.

My friend Rémi Leblond has recently uploaded to ArXiv our preprint on an asynchronous version of the SAGA optimization algorithm.

The main contribution is to develop a parallel (fully asynchronous, no locks) variant of the SAGA algorighm. This is a stochastic variance-reduced method for general optimization, specially adapted for problems …