1. In a computing environment, a computer-implemented method performed on at least one processor, comprising, developing a learned mechanism for use in outputting a result given input data, including solving a minimization problem that includes a loss function and a regularization term, including processing each data item of a set of data, and for each data item, computing and maintaining information representative of a computed optimization variable and previously computed optimization variables, computing a subgradient based upon the optimization variable, and maintaining information representative of the computed subgradient and previously computed subgradients, wherein computing and maintaining the information representative of the computed optimization variable and the previously computed optimization variables comprises computing and maintaining a running optimization variable average, and wherein computing the subgradient based upon the optimization variable and maintaining the information representative of the computed subgradient and previously computed subgradients further comprises computing and maintaining a running subgradient average, wherein the regularization term utilized is a whole regularization term, and further wherein the regularization term includes L 1 -regularization.