|Build Status| |Python 3.6+|
Benchopt is a package to simplify and make more transparent and reproducible the comparisons of optimization algorithms. The Lasso consists in solving the following program:
$$ \min_w \, \tfrac{1}{2} \Vert y - Xw \Vert^2_2 + \lambda \Vert w\Vert_1 $$
where $n$ (or n_samples) stands for the number of samples, $p$ (or n_features) stands for the number of features and
$$ y \in \mathbb{R}^n, \, \, X \in \mathbb{R}^{n \times p} $$
This benchmark can be run using the following commands:
.. code-block::
$ pip install -U benchopt $ git clone https://github.com/benchopt/benchmark_lasso $ cd benchmark_lasso/
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 -s sklearn -d leukemia --max-runs 10 --n-repetitions 5
Use benchopt run -h
for more details about these options, or visit https://benchopt.github.io/api.html.
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 which dependencies are installed in the current env will be run.
.. |Build Status| image:: https://github.com/benchopt/benchmark_lasso/workflows/Tests/badge.svg :target: https://github.com/benchopt/benchmark_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/