I think people here (e.g. @pprett) might be interested in the
following new release of Léon Bottou's influential project:

  http://leon.bottou.org/projects/sgd

It did not know about Averaged SGD. Will have to read the cited references.

I wonder if those results are transposable on online clustering and /
or online matrix factorization.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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