Steps to run the code: 0. Parepare the data sets. You can download ``a9a,'' ``real-sim,'' ``rcv1,'' and ``news20'' from LIBSVM's data set page. For ``yahoojp'' and ``yahookr,'' they are not publicly avaliable. 1. Lunch MATLAB command line > matlab 2. Compile rs.c >> make 3. Execute the experiment code. >> run