Todo
Problems:
-Ridge regression
-Lasso
-Logistic regression
-Neural Network
-SVM
-Matrix completion
Methods:
-Batch gradient with/without acceleration
-SGD
-Proximal/FISTA/ISTA
-SVRG/SAG/SAGA/SDCA/MISO/Finito (see with catalyst)
-Convex relation for matrix completion then whatever algo
-ADMM