Code used to run tests for the Monte Carlo paper.
Pre-requisites:
- Python 3
- Numpy + Scipy + Scikit-learn
- LAPACK + OpenBLAS (both optional, but recommended)
How to run an experiment:
- Prepare an experiment_config.json file (deleting all comments);
- Open a terminal on the current folder;
- Run
python run_experiment.py my_experiment_config.json