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The goal is to implement an MXNet Python Module that implements SVRG optimization technique.

Tenets

  • Minimize the surface footprint by implementing a complete SVRGModule
  • From a user's perspective, using the SVRG Module should be similar to using MXNet Python Module API, except the underlying optimization technique will be SVRG. Minimize the differences of the external APIs of SVRGModule from the Module API.
  • SVRG Module should seamlessly support both dense and sparse data, run on CPU and GPU instances on single machine and in distributing setting. 

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