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Coding up Implicit-SGD from the Toward stability and Optimality of SGD paper

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ArkashJ/implict-SGD-implementation

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Code to write up the implicit SGD algorithm for loss functions.

  1. Modifications made to the sgd.R file to add code for Adam, AMSGrad, and RMSProp.
  2. Added code to plot mse for theta values for each of the algorithms in functions.R (run function)
  3. Added code to calculate time and memory usage for each of the algorithms in sgd.R

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Coding up Implicit-SGD from the Toward stability and Optimality of SGD paper

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