monte_carlo_paper

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:

  1. Prepare an experiment_config.json file (deleting all comments);
  2. Open a terminal on the current folder;
  3. Run python run_experiment.py my_experiment_config.json