Stochastic variance reduced gradient (SVRG) C++ code
This software package provides implementation of the convex case (linear predictors) of stochastic variance reduced gradient (SVRG) described in . Implementation of the non-convex case (neural network) is not included.
The covtype dataset provided as sample data is originally from the UCI repository .
The provided files were generated by converting the LIBSVM scaled version downloadable at .
This program is free software issued under the
GNU General Public License V3
 Rie Johnson and Tong Zhang. Accelerating stochastic gradient descent using predictive variance reduction. NIPS 2013.
 UCI Machine Learning Repository. http://archive.ics.uci.edu/ml/