^*(-\alpha_i) \]
</p>
<p>where \(X\) is the data matrix. Recall that the primal parameter corresponding to a given setting of the dual variables is:</p>
<p class="formulaDsp">
\[ \bw(\balpha) = \frac{1}{\lambda n} \sum_{i=1}^n \bx_i \alpha_i = \frac{1}{\lambda n} X\balpha \]
</p>
<p>In its most basic form, the <em>SDCA algorithm</em> can be summarized as follows:</p>
<ul>
<li>Let \(\balpha_0 = 0\).</li>
<li>Until the duality gap \(P(\bw(\balpha_t)) - D(\balpha_t) &lt; \epsilon\)<ul>
<li>Pick a dual variable