Optimastic is a project to that aims to help the originator (Tarun) figure out how one should best structure stochastic optimizers. The goals of this project include:
- Figure out how to extend parallelization schemes (such as Hogwild) to stochastic optimizers with momentum
- Test out some of the new accelerated stochastic optimizers (such as Katyusha) that have theoretical promises
- Make it easy to perform experiments on new optimizers
- Make an interface that is thread-safe and easy to adapt to the massively parallel regime