This folder contains the R code of the 4 methods described in the main paper EP, SEP, VI and GFITC. The code can be evaluated in the MNIST dataset for the stochastic version of the methods. For that, the first step is to generate the data. For this, you can use the supplied script "download_mnist.R" in the "data" folder, which downloads the needed files from http://yann.lecun.com/exdb/mnist/ and saves them in a file called "mnist.dat" To do that, you should go to that folder and run R --no-save < download_mnist.R That will generate the MNIST data used by the different experiments. Batch versions of the methods will run on the Satellite dataset from the UCI repository. In the "data" folder we have included a file "satellite.dat", as well as another file called "folds.dat", that contains 100 splits of the dataset Then, in the folder "experiments" there is one sub-folder per method with one script inside each sub-folder of type "simulate_ ...". Simply run that script using R --no-save < name_of_the_script That will simulate the corresponding method and the results will be stored in the sub-folder results. When launching a batch method the number of the split needs to be specified, using R --no-save < name_of_the_script split Note that several R packages have to be installed for the code to work properly. You can install them using the typical R package installing tool.