Here we include codes for the paper 'Iterative Approximate Cross-Validation' by Yuetian Luo, Zhimei Ren and Rina Foygel Barber.
(1) 'gd_experiment_parallel.m', 'proxgd_experiment_parallel.m' and 'sgd_experiment_parallel' include the simulation setup code for comparing IACV with the other methods in regularized logistic regression.
(2) 'comparison_gd.m', 'comparison_proxgd.m' and 'comparison_sgd.m' include the main functions for comparing IACV with the other methods in regularized logistic regression.
(3) All plot codes are provided in 'plot.R'