This repo is for code for a streaming version of stochastic gradient descent.
Inspired by the following paper http://blog.smola.org/post/977927287/parallel-stochastic-gradient-descent
Stochastic Gradient Descent: http://en.wikipedia.org/wiki/Stochastic_gradient_descent
Sample Applications:
- Recommendation systems - http://jakehofman.com/tmp/cu_recsys_20110404.pdf
- Logistic regression uses SGD which is again used in ad targeting etc https://cwiki.apache.org/MAHOUT/logistic-regression.html