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Stochastic LBFGS

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.

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