This repository contains code to reproduce some of the experiments published in the paper "A Linearly-Convergent Stochastic L-BFGS Algorithm" (see http://arxiv.org/abs/1508.02087). To run it, you need Julia v0.3 and the following packages installed:
- Regression
- SVM
- Optim
- ArrayViews
- DataStructures
- DataFrames
- ArgParse
- HDF5
The adult dataset can be obtained from https://archive.ics.uci.edu/ml/machine-learning-databases/adult/
You need to put the adult.data file into the working directory.
Some example parameters can be found in the file experiments/adult.sh.