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SAGA / SVRG example plot and SAGA Trace ? #49

@GeoffNN

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@GeoffNN

From the docs on the SAGA / SVRG methods, it seems like max_iter is the number of epochs (full passes over the dataset). Therefore, the x_axis values in plt_saga_vs_svrg.py should be multiplied by n_samples for consistency. Do I understand this well?

Cf https://storage.googleapis.com/copt-doc/auto_examples/plot_saga_vs_svrg.html#sphx-glr-auto-examples-plot-saga-vs-svrg-py

Is it possible to get the trace of function values within an epoch?

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