dask / dask/dask-glm

Question about convergence on repetitive data

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Description

This is a question for @moody-marlin and @mcg1969

I expect that many large datasets will be highly repetitive. That is that I expect a sample of the data to be decently representative of the full dataset. Given this structure, it feels inefficient for our iterative algorithms to go over the entire dataset before updating parameters.

Are there situations in which it is advantageous to cycle through different subsets of the full dataset?

As a naive (probably wrong) example perhaps we would partition the data into ten randomly selected subsets, and then perform a single round of gradient descent on each in turn to obtain a new gradient direction.

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