https://github.com/benchopt/benchmark_ols
Benchopt benchmark for Ordinary Least Square
https://github.com/benchopt/benchmark_ols
benchmark optimization
Last synced: 11 months ago
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Benchopt benchmark for Ordinary Least Square
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_ols
- Owner: benchopt
- Created: 2020-09-08T16:57:46.000Z (almost 6 years ago)
- Default Branch: main
- Last Pushed: 2023-06-28T09:35:54.000Z (almost 3 years ago)
- Last Synced: 2025-05-08T22:06:43.615Z (about 1 year ago)
- Topics: benchmark, optimization
- Language: Python
- Homepage: https://benchopt.github.io
- Size: 19.5 KB
- Stars: 4
- Watchers: 1
- Forks: 6
- Open Issues: 3
-
Metadata Files:
- Readme: README.rst
Awesome Lists containing this project
README
Benchmark repository for Ordinary Least Squares
===============================================
|Build Status| |Python 3.6+|
Benchopt is a package to simplify and make more transparent and
reproducible the comparisons of optimization algorithms.
The Ordinary Least Squares consists in solving the following program:
$$\\min_{w} \\frac{1}{2} \\Vert y - Xw \\Vert_2^2$$
where $n$ (or ``n_samples``) stands for the number of samples, $p$ (or ``n_features``) stands for the number of features and
$$y \\in \\mathbb{R}^n, \\ X \\in \\mathbb{R}^{n \\times p}$$
Install
--------
This benchmark can be run using the following commands:
.. code-block::
$ pip install -U benchopt
$ git clone https://github.com/benchopt/benchmark_ols
$ cd benchmark_ols
$ benchopt run .
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 . -s sklearn -d boston --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_ols/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_ols/actions
.. |Python 3.6+| image:: https://img.shields.io/badge/python-3.6%2B-blue
:target: https://www.python.org/downloads/release/python-360/