cgvr

Requirements:

ubuntu os

python2.7

g++

armadillo matrix library

Run

1. download the dataset: 'a9a','covtype','w8a','ijcnn1','SUSY','HIGGS'

2. modify the data dir of the dataset.

3. create the dir "sqhinge" in the current dir

4. run cgvr_exp.py sqhinge

Cite

Xiao-Bo Jin, Xu-Yao Zhang, Kaizhu Huang, Guang-Gang Geng, Stochastic Conjugate Gradient Algorithm with Variance Reduction, https://arxiv.org/abs/1710.09979.