An open API service indexing awesome lists of open source software.

https://github.com/benchopt/benchmark_lasso_path

Benchopt benchmark for Lasso path
https://github.com/benchopt/benchmark_lasso_path

Last synced: 8 months ago
JSON representation

Benchopt benchmark for Lasso path

Awesome Lists containing this project

README

          

Benchopt Benchmark for the Lasso Path
=====================
|Build Status| |Python 3.6+|

Benchopt is a package to simplify and make more transparent and reproducible
the comparisons of optimization algorithms. This benchmark is dedicated to
benchmarking algorithms that solve the full lasso path, that is, solving

$$\\min_w \\left(\\frac{1}{2} \\|y - Xw\\|^2_2 + \\lambda \\|w\\|_1\\right)$$

for a sequence of $\\lambda$ values.

Install
--------

This benchmark can be run using the following commands:

.. code-block::

conda create -n benchopt python
conda activate benchopt
pip install benchopt
git clone https://github.com/benchopt/benchmark_lasso_path
benchopt install -e benchmark_lasso_path
benchopt run -e benchmark_lasso_path

Apart from the problem, options can be passed to `benchopt run`, to restrict
the benchmarks to some solvers or datasets, e.g.:

.. code-block::

benchopt run benchmark_lasso_path -s celer -d simulated --max-runs 10 --n-repetitions 10

Use `benchopt run -h` for more details about these options, or visit
https://benchopt.github.io/api.html.

.. |Build Status| image::
https://github.com/benchopt/benchmark_lasso_path/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_lasso_path/actions
.. |Python 3.6+| image:: https://img.shields.io/badge/python-3.6%2B-blue
:target: https://www.python.org/downloads/release/python-360/