https://github.com/benchopt/benchmark_multitask_lasso
https://github.com/benchopt/benchmark_multitask_lasso
Last synced: about 2 months ago
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- Host: GitHub
- URL: https://github.com/benchopt/benchmark_multitask_lasso
- Owner: benchopt
- Created: 2022-10-09T08:41:52.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2022-10-16T12:03:13.000Z (over 3 years ago)
- Last Synced: 2025-12-27T17:31:08.396Z (6 months ago)
- Language: Python
- Size: 2.93 KB
- Stars: 1
- Watchers: 3
- Forks: 2
- Open Issues: 1
-
Metadata Files:
- Readme: README.rst
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README
Benchopt benchmark for multitask Lasso
======================================
|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 solvers of the **multitask Lasso** problem:
$$\\min_{W} \\frac{1}{2} \\Vert Y - XW \\Vert^2_2 + \\lambda \\sum_{j=1}^p \\Vert W_{j:} $$
where $n$ (or ``n_samples``) stands for the number of samples, $p$ (or ``n_features``) stands for the number of features,
$q$ (or ``n_tasks``) stands for the number of tasks and
$$X \\in \\mathbb{R}^{n \\times p} \\ , \\quad W \\in \\mathbb{R}^{p \\times q}$$
Install
--------
This benchmark can be run using the following commands:
.. code-block::
$ pip install -U benchopt
$ git clone https://github.com/benchopt/benchmark_multitask_lasso
$ benchopt run benchmark_multitask_lasso
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_multitask_lasso -s solver1 -d dataset2 --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_multitask_lasso/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_multitask_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/