Very cool, Chris. I’ve done a lot of work on SGD in Julia, so I’m glad to see more.
Regarding the averaging technique you’re using, have you done much testing to see how well it works? My sense is that the algorithm you’re using is a little brittle, but perhaps I’ve misunderstood it. — John On Jun 8, 2014, at 11:36 AM, Christopher Fusting <[email protected]> wrote: > Hi everyone. I've been playing around with Julia for awhile now and have > implemented Parallel Stochastic Gradient Descent. This is my first Julia > project (and attempt at implementing this algorithm) so its not perfect, but > I think I have a good start and wanted to share it: > https://github.com/cfusting/PSGD.jl. I welcome any feedback. > > Eventually I'd like to integrate the package with DataFrames and do a little > optimization, especially on the algorithm that partition the data. > > _Chris
