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Multiple (sgd_step_size0, l2_regularization) could be given and *fit() methods could use BLAS Level-3 operations when appropriate to allow for more data re-use and speed up the computation.
This is confusing... please consult me for more details ;-)
Multiple (sgd_step_size0, l2_regularization) could be given and
*fit()
methods could use BLAS Level-3 operations when appropriate to allow for more data re-use and speed up the computation.This is confusing... please consult me for more details ;-)
Loosely related work:
Notes on Regularized Least-Squares
by Rifkin. and. Lippert
http://cbcl.mit.edu/publications/ps/MIT-CSAIL-TR-2007-025.pdf
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