Code for doubly stochastic gradients
This repository contains two implementations of Doubly Stochastic Gradients for large-scale kernel methods [1].
The first one is Matlab code on MNIST 8M dataset.
The second one is a GPU implementation based on the cuda-convnet package [2].
Reference
[1] Bo Dai, Bo Xie, Niao He, Yingyu Liang, Anant Raj, Maria-Florina Balcan, and Le Song. Scalable Kernel Methods via Doubly Stochastic Gradients. arXiv:1407.5599: http://arxiv.org/abs/1407.5599