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correct alg1 description in README
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gschramm committed Sep 30, 2024
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where $\tilde{\nabla} f(x)$ is the SVRG stochastic gradient of a subset and
$P$ is a diagonal preconditioner calculated as the harmonic mean of
$x / A^T 1$ and the diagonal of the Hessian of the RDP, as proposed
$x / A^T 1$ and the inverse of diagonal of the Hessian of the RDP, as proposed
in work of Nuyts et al.
The scalar step size $\alpha$ is set to 3 in the first epochs and then decreased
to 1 and finally to 0.5 in late epochs.
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