README.txt

This file contains a brief description of the functionality of the files in these directories. The files were written by Botond Cseke and Guido Sanguinetti.

The utils directory contains a number of auxiliary scripts that put the data in the right format for being used by the optimisation scripts. These are contained in the optimisation directory. The file demo.m contains instructions on how the programs have to be run; to use ridge regression or ridge regression on the residuals one needs the Ridge_Analysis or Ridge_Analysis_residuals files. Files doing L1 rgression are also available.