Great.

About the switch point for SGD / ASGD: in the other thread David
pointed to http://cs.nyu.edu/~zsx/nips2011/ . And it seems that Moving
Averaged SGD might be interesting to implement to.

AFAIK it is not covered by the bounds provided by F. Bach nor by Wei
Xu but if it works good in practice, a simple empirical trick like
that is good enough for me ;)

-- 
Olivier

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