Matlab code to reproduce the results of the paper
There are three folders online finite sum here
- "online fold" contains the source codes of the synthetic example in our paper, and "online_toyexample.m" is the main file to run. In this code,
$n$ is the dimension of the problem, it is set to 10^3. - "finite sum" fold contains the course codes of LASSO and sparse logistic regression (SLR), "runme_lasso.m" and "runme_slr.m" are the main files to run. In the data folder, 8 datasets are included for tests. Set the "i_file" value to choose the dataset.