File to run: AR_algos_compare_neurips_main.m
Requires: AR_algos_compare_neurips.m, gen_data_ar.m, rand_ortho.m

Output:
Performance of SGD, SGD-ER,SGD-RER, OLS methods versus buffer index

Check comments in the code to set the parameters. 
Reference for meanings of parameters are given in the manuscript. 