  Contrary to the situation with stochastic gradient descent, we argue that
when using stochastic methods with variance reduction, such as SDCA, SAG or
SVRG, as well as their variants, it could be beneficial to reuse previously
used samples instead of fresh samples, even when fresh samples are available.
We demonstrate this empirically for SDCA, SAG and SVRG, studying the optimal
sample size one should use, and also uncover be-havior that suggests running
SDCA for an integer number of epochs could be wasteful.
