This repository contains the code for ICML 2016 paper -- Experimental Design on a Budget for Sparse Linear Models and Applications. This is the simple matlab implementation of our code of both our models. It requires CPLEX for the projection step. We believe that all files related to the presented algorithms are present in the folder viz., lasso_exp_design.m, lasso_lev_scores.m, other files are basically just add ons (but we might be totally wrong). The pipage rounding scheme is a standard technique, mentioned here for example: http://www.research.ibm.com/people/s/sviri/papers/bigpapfin.ps
Please let us know if you need any clarifications (other than the data files) or if any files are missing. Thanks!!