.. _SGDmath:

Stochastic Gradient Descent
=============================

Models that optimize over a manifold obtain the gradient 
using stochastic gradient descent (SGD). 

The SGD method implemented by  H2O is:



.. image:: hogwild.png
   :width: 90%

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References
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Niu, Feng, et al. "Hogwild!: A lock-free approach to parallelizing
stochastic gradient descent." Advances in Neural Information
Processing Systems 24 (2011): 693-701.*implemented algorithm on p.5
http://www.eecs.berkeley.edu/~brecht/papers/hogwildTR.pdf

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