Added README file(s) and LICENSE.

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diff --git a/LICENSE b/LICENSE
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+Permission is hereby granted, free of charge, to any person obtaining a copy of
+this software and associated documentation files (the "Software"), to deal in
+the Software without restriction, including without limitation the rights to
+use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
+of the Software, and to permit persons to whom the Software is furnished to do
+so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
diff --git a/README.md b/README.md
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+# Introduction
+These scripts are used to reproduce the experiments I ran during my Master's
+research. The R scripts are the main experiments, while the python scripts in
+the `datasets` directory are used to download and prepare the datasets used.
+
+# R scripts
+The main R script is `run.R`. It is configured via `config.R`, which contains
+details about which techniques and datasets we are running the experiments on.
+
+# Python scripts
+Most scripts should run with a simple `python script.py`. If it requires
+additional parameters, it will say so and explain which are those. Whenever that
+happens, the parameters used in my experiments are detailed in a `README` file
+inside the corresponding directory.
diff --git a/datasets/mnist/README b/datasets/mnist/README
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+The script was originally run as:
+    python mnist_extract.py 2000
+
+The generated samples are stored in the files `mnist_train_sample.tbl` and
+`mnist_test_sample.tbl`.