[scikit-learn] Implement Catalyst-SVRG optimizer for linear models?

Hello all, *TL;DR*: I'd like to implement Catalyst-SVRG , an accelerated optimization algorithm for sklearn (or scikit-learn-contrib/lightning, if it is more appropriate). Any feedback? *Long version*: I've been playing around with Catalyst-SVRG

[scikit-learn] Google Summer of Code Project- Implementing R Package of SAGA algorithm

Hi, I'm attempting to work on a project for google summer of code to create an R package for the SAGA algorithm this summer. I was hoping I could get one of the developers of the algorithm to mentor me this summer while I work on it. Thanks, Sirin Baireddy __