second order demos
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README.md
cls.m
cosplaydriver.m
mls.m
mlsinner.m
mnist_all.mat
stagewisemls.m

README.md

secondorderdemos

Demos of second order algorithms for multi class classification.

The algorithms are described in this paper

cosplaydriver runs the following algorithms on the mnist digit dataset

  • calibrated least squares (algorithm 2 from the paper)
  • generalized least squares (algorithm 1 from the paper)
  • stagewise regression (algorithm 3 from the paper)