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train is part of liblinear. You can install it using your package manager. On a mac, if you have homebrew, brew install liblinear works. On Ubuntu, you'd have to install liblinear-tools. Or alternatively, you can build it locally following the instructions here: https://github.com/cjlin1/liblinear.
While running the experiment I am getting an error: scripts/experiment.sh: line 109: train: command not found
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