Generate datasets

1. Download the MNIST and CIFAR-10 datasets. See Data/MNIST/README.md and Data/CIFAR-10/README.md for details.
2. Launch MATLAB from the Utils directory, and the run LoadMNIST.m and LoadCifar10.m to generate the dataset files.

How to Run

1. To conduct the multiclass logistic regression experiment, first open main_LR.m and choose one configuration script file, for example,

%% Section 2: Set parameters (choose one configuration script and comment the others, the configuration scripts can be found in the Config/LR/ folder)
if ~exist('IS_TUNING_PARAMETERS', 'var') || IS_TUNING_PARAMETERS == false
    MNIST_stochastic_regret;
    % MNIST_stochastic_time;
    % MNIST_adversary;
    % CIFAR10_stochastic_regret;
    % CIFAR10_stochastic_time;
    % CIFAR10_adversary;
end

After saving changes to main_LR.m, type main_LR in the MATLAB command window.

2. To conduct the one-hidden-layer neural network experiment, first open main_NN.m and choose one configuration script file, for example,

%% Section 2: Set parameters (choose one configuration script and comment the others, the configuration scripts can be found in the Config/LR/ folder)
if ~exist('IS_TUNING_PARAMETERS', 'var') || IS_TUNING_PARAMETERS == false
    MNIST_NN;
    % CIFAR10_NN;
end

After saving changes to main_NN.m, type main_NN in the MATLAB command window.

Project Structure

├── Algorithms
│   ├── README.m
│   ├── cell_array
│   │   ├── FW.m
│   │   ├── OAW.m
│   │   ├── OFW.m
│   │   ├── ORGFW.m
│   │   ├── OSFW.m
│   │   ├── ROFW.m
│   │   ├── SPIDER_FW.m
│   │   └── SVRG_FW.m
│   └── vector
│       ├── FW.m
│       ├── MFW.m
│       ├── MORGFW.m
│       ├── OAW.m
│       ├── OFW.m
│       ├── ORGFW.m
│       ├── OSFW.m
│       └── ROFW.m
├── Config  # configuration scripts
│   ├── LR
│   │   ├── CIFAR10_adversary.m  # CIFAR-10 dataset, adversarial online setting
│   │   ├── CIFAR10_stochastic_regret.m  # CIFAR-10 dataset, stochastic online setting, report regret v.s. #rounds
│   │   ├── CIFAR10_stochastic_time.m  # CIFAR-10 dataset, stochastic optimization setting, report suboptimality v.s. running time
│   │   ├── MNIST_adversary.m  # MNIST dataset, adversarial online setting
│   │   ├── MNIST_stochastic_regret.m  # MNIST dataset, stochastic online setting, report regret v.s. #rounds
│   │   └── MNIST_stochastic_time.m  # MNIST dataset, stochastic optimization setting, report suboptimality v.s. running time
│   └── NN
│       ├── CIFAR10_NN.m  # CIFAR-10 dataset, stochastic optimization setting, report suboptimality v.s. running time
│       └── MNIST_NN.m  # MNIST dataset, stochastic optimization setting, report suboptimality v.s. running time
├── Data
│   ├── CIFAR-10
│   │   └── README.md
│   ├── CIFAR10_LR_opt.mat
│   ├── CIFAR10_NN_opt.mat
│   ├── MNIST
│   │   └── README.md
│   ├── MNIST_LR_opt.mat
│   └── MNIST_NN_opt.mat
├── README.md
├── Utils
│   ├── LoadCifar10.m
│   └── LoadMNIST.m
├── main_LR.m
└── main_NN.m