https://arxiv.org/abs/1506.03296
http://www.maths.ed.ac.uk/~richtarik/papers/SDA.pdf
Plus R. M. Gower is fantastically nice and enthusiastic so there's that
And thanks for the link !
If your goal is to solve say a LS problem, why not go for CGLS? http://web.stanford.edu/group/SOL/software/cgls/
https://arxiv.org/abs/1506.03296
http://www.maths.ed.ac.uk/~richtarik/papers/SDA.pdf
Plus R. M. Gower is fantastically nice and enthusiastic so there's that
And thanks for the link !