This repository contains the work done as I participated in my Online Optimization graduate course's Reproducibility Challenge, covering papers chosen by our academic supervisor, Professor Olivier Wintenberger (Sorbonne Université).
This project involved the implementation of the Online Optimization algorithm named Streaming sparse regression (SSR), following the paper: Jacob Steinhardt, Stefan Wager, Percy Liang, The Statistics of Streaming Sparse Regression, arXiv, 2014.
We compared found results with Stochastic Gradient Descent (SGD) and projected Stochastic Gradient Descent, our chosen baselines.