https://github.com/benchopt/benchmark_sqrt_lasso
benchmark for Square root Lasso
https://github.com/benchopt/benchmark_sqrt_lasso
Last synced: about 1 year ago
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benchmark for Square root Lasso
- Host: GitHub
- URL: https://github.com/benchopt/benchmark_sqrt_lasso
- Owner: benchopt
- Created: 2022-11-20T19:05:31.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2022-12-14T16:47:55.000Z (over 3 years ago)
- Last Synced: 2025-03-11T03:56:21.085Z (over 1 year ago)
- Language: Python
- Size: 43 KB
- Stars: 1
- Watchers: 2
- Forks: 1
- Open Issues: 4
-
Metadata Files:
- Readme: README.rst
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README
Benchmark for Square-root 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 for the Square-root Lasso problem:
$$\\min_{w} \\lVert y - Xw \\rVert_2 + \\lambda \\lVert w \\rVert_1 $$
where $n$ (or ``n_samples``) stands for the number of samples, $p$ (or ``n_features``) stands for the number of features and
$$ \\lambda > 0, \\quad X \\in \\mathbb{R}^{n \\times p} \\ , \\quad w \\in \\mathbb{R}^p$$
Install
--------
This benchmark can be run using the following commands:
.. code-block::
$ pip install -U benchopt
$ git clone https://github.com/benchopt/benchmark_sqrt_lasso
$ benchopt run benchmark_sqrt_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_sqrt_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 Template| image:: https://github.com/benchopt/template_benchmark/workflows/Tests/badge.svg
:target: https://github.com/benchopt/template_benchmark/actions
.. |Build Status| image:: https://github.com/benchopt/benchmark_sqrt_lasso/workflows/Tests/badge.svg
:target: https://github.com/benchopt/benchmark_sqrt_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/