mlmc-eig-grad

Overview

The codes used for the numerical experiments in the paper(https://doi.org/10.1137/20M1338848).

Usage

To install:

pip install git+https://github.com/Goda-Research-Group/MLMC_stochastic_gradient.git

To execute:

mlmc_experiments

License

This software is released under the MIT License, see LICENSE.md.