step_size0 should be cross validated on a small subset of the data

[npinto]

The constant η0 is determined by performing preliminary experiments on a data subsample.

http://leon.bottou.org/projects/sgd

We could also have a asgd.tune_...() methods to "tune" speed and accuracy (here step_size0 would be optimized).

[jaberg]

I'm working on this right now, implementing it as a mixin class.

[jaberg]

That project is GPL btw, is this project GPL?

[jaberg]

Code for determining step_size0 is included in PR #17