https://github.com/benchopt/benchmark_logreg_l2
Benchopt benchmark for L2-regularized Logistic Regression
https://github.com/benchopt/benchmark_logreg_l2
benchmark optimization
Last synced: about 1 year ago
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Benchopt benchmark for L2-regularized Logistic Regression
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_logreg_l2
- Owner: benchopt
- Created: 2020-09-25T09:16:59.000Z (over 5 years ago)
- Default Branch: main
- Last Pushed: 2024-09-26T23:00:14.000Z (over 1 year ago)
- Last Synced: 2025-05-08T22:05:56.627Z (about 1 year ago)
- Topics: benchmark, optimization
- Language: Python
- Homepage: https://benchopt.github.io
- Size: 60.5 KB
- Stars: 5
- Watchers: 2
- Forks: 16
- Open Issues: 14
-
Metadata Files:
- Readme: README.rst
Awesome Lists containing this project
README
Benchmark repository for L2-regularized Logistic Regression
===========================================================
|Build Status| |Python 3.6+|
``Benchopt`` is a package to simplify and make more transparent and
reproducible the comparisons of optimization algorithms.
The L2-regularized Logistic Regression consists in solving the following program:
$$
\\min_w \\sum_{i=1}^{n} \\log(1 + \\exp(-y_i x_i^\\top w)) + \\frac{\\lambda}{2} \\lVert w \\rVert_2^2
$$
where $n$ (or ``n_samples``) stands for the number of samples, $p$ (or ``n_features``) stands for the number of features and
$$
y \\in \\mathbb{R}^n, X = [x_1^\\top, \\dots, x_n^\\top]^\\top \\in \\mathbb{R}^{n \\times p}
$$
Install
--------
This benchmark can be run using the following commands:
.. code-block:: shell
pip install -U benchopt
git clone https://github.com/benchopt/benchmark_logreg_l2
benchopt run ./benchmark_logreg_l2
Apart from the problem, options can be passed to ``benchopt run``, to restrict the benchmarks to some solvers or datasets, e.g.:
.. code-block:: shell
$ benchopt run benchmark_logreg_l2 -s sklearn -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_logreg_l2/actions/workflows/main.yml/badge.svg
:target: https://github.com/benchopt/benchmark_logreg_l2/actions
.. |Python 3.6+| image:: https://img.shields.io/badge/python-3.6%2B-blue
:target: https://www.python.org/downloads/release/python-360/