https://github.com/benchopt/benchmark_lasso
Benchopt benchmark for Lasso
https://github.com/benchopt/benchmark_lasso
benchmark optimization
Last synced: about 1 year ago
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Benchopt benchmark for Lasso
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_lasso
- Owner: benchopt
- Created: 2020-09-25T08:59:26.000Z (over 5 years ago)
- Default Branch: main
- Last Pushed: 2023-09-18T22:31:43.000Z (almost 3 years ago)
- Last Synced: 2023-10-20T18:11:35.908Z (over 2 years ago)
- Topics: benchmark, optimization
- Language: Python
- Homepage: https://benchopt.github.io/results/benchmark_lasso.html
- Size: 99.6 KB
- Stars: 11
- Watchers: 4
- Forks: 26
- Open Issues: 28
-
Metadata Files:
- Readme: README.rst
Awesome Lists containing this project
README
Benchmark repository for Lasso
==============================
|Build Status| |Python 3.6+|
Benchopt is a package to simplify and make more transparent and
reproducible the comparisons of optimization algorithms.
The Lasso consists in solving the following program:
$$ \\min_w \\, \\tfrac{1}{2} \\Vert y - Xw \\Vert^2_2 + \\lambda \\Vert w\\Vert_1 $$
where $n$ (or n_samples) stands for the number of samples, $p$ (or n_features) stands for the number of features and
$$ y \\in \\mathbb{R}^n, \\, \\, X \\in \\mathbb{R}^{n \\times p} $$
Install
-------
This benchmark can be run using the following commands:
.. code-block::
$ pip install -U benchopt
$ git clone https://github.com/benchopt/benchmark_lasso
$ cd benchmark_lasso/
To demonstrate the use of benchopt, one can run, from the `benchmark_lasso` folder:
.. code-block::
$ benchopt install . -s sklearn -s python-pgd --env
$ benchopt run . --config example_config.yml --env
Alternatively, one can use the command line interface to select which problems, datasets and solvers are used:
.. code-block::
$ benchopt run -s sklearn -d leukemia --max-runs 10 --n-repetitions 5
Use `benchopt run -h` for more details about these options, or visit https://benchopt.github.io/api.html.
Troubleshooting
---------------
If you run into some errors when running the examples present in this Readme, try installing the development version of `benchopt`:
.. code-block::
$ pip install -U git+https://github.com/benchopt/benchopt
If issues persist, you can also try running the benchmark in local mode with the `-l` option, e.g.:
.. code-block::
$ benchopt run . -l -s sklearn -d leukemia --max-runs 10 --n-repetitions 10
Note that in this case, only solvers which dependencies are installed in the current env will be run.
.. |Build Status| image:: https://github.com/benchopt/benchmark_lasso/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_lasso/actions
.. |Python 3.6+| image:: https://img.shields.io/badge/python-3.6%2B-blue
:target: https://www.python.org/downloads/release/python-360/