https://github.com/benchopt/benchmark_lasso_path
Benchopt benchmark for Lasso path
https://github.com/benchopt/benchmark_lasso_path
Last synced: 8 months ago
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Benchopt benchmark for Lasso path
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_lasso_path
- Owner: benchopt
- Created: 2022-04-14T08:26:01.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2023-06-28T12:24:10.000Z (almost 3 years ago)
- Last Synced: 2025-05-08T22:06:58.660Z (about 1 year ago)
- Language: Python
- Homepage:
- Size: 55.7 KB
- Stars: 4
- Watchers: 5
- Forks: 4
- Open Issues: 4
-
Metadata Files:
- Readme: README.rst
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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/