https://github.com/benchopt/benchmark_ridge
Benchopt benchmark for Ridge regression
https://github.com/benchopt/benchmark_ridge
Last synced: about 1 year ago
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Benchopt benchmark for Ridge regression
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_ridge
- Owner: benchopt
- Created: 2022-05-18T14:46:02.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2024-07-24T11:40:33.000Z (almost 2 years ago)
- Last Synced: 2025-05-08T22:07:08.021Z (about 1 year ago)
- Language: Python
- Homepage:
- Size: 14.6 KB
- Stars: 0
- Watchers: 3
- Forks: 5
- Open Issues: 3
-
Metadata Files:
- Readme: README.rst
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README
Benchmark repository for Ridge
==============================
|Build Status| |Python 3.6+|
Benchopt is a package to simplify and make more transparent and
reproducible the comparisons of optimization algorithms.
The Ridge consists in solving the following program:
$$\\min_w\\frac{1}{2} \\Vert y - Xw \\Vert_2^2 + \\frac{\\lambda}{2} \\Vert w \\Vert_2^2$$
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_ridge
$ cd benchmark_ridge/
To demonstrate the use of benchopt, one can run, from the `benchmark_lasso` folder:
.. code-block::
$ benchopt install . -s sklearn -s python-pgd --env
$ benchopt run . --config example_config.yml --env
Alternatively, one can use the command line interface to select which problems, datasets and solvers are used:
.. code-block::
$ benchopt run ./benchmark_ridge -s sklearn -d leukemia --max-runs 10 --n-repetitions 10
Use ``benchopt run -h`` for more details about these options, or visit https://benchopt.github.io/api.html.
Troubleshooting
---------------
If you run into some errors when running the examples present in this Readme, try installing the development version of ``benchopt``:
.. code-block::
$ pip install -U git+https://github.com/benchopt/benchopt
If issues persist, you can also try running the benchmark in local mode with the ``-l`` option, e.g.:
.. code-block::
$ benchopt run . -l -s sklearn -d leukemia --max-runs 10 --n-repetitions 10
Note that in this case, only solvers whose dependencies are installed in the current env will be run.
.. |Build Status| image:: https://github.com/benchopt/benchmark_ridge/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_ridge/actions
.. |Python 3.6+| image:: https://img.shields.io/badge/python-3.6%2B-blue
:target: https://www.python.org/downloads/release/python-360/