This is the julia code for the experiments in the paper "Luckiness in Multiscale Online Learning"

There are two experiments
- Massart data (figure 4, Left)
- Multi-scale games (figure 4, Right, and Figure 5)


For each experiment, the code is split in two parts. The first part is computing the results, the second is for plotting the results.

The computation scripts are
run_bernstein.jl
run_games.jl

These scripts each create a .jdl2 file with the results.

The plotting scripts are
viz_bernstein.jl <- figure 4, Left
viz_games.jl     <- figure 4, Right
viz_games2.jl    <- figure 5

These scrips output a .pdf file, and also show the graph on screen in interactive mode.


The "run_" bernstein script is setup for parallel execution, for which one needs to start julia with the -p option. We use
> julia -O3 -p8 run_bernstein.jl

