My Benchopt Benchmark

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 solver of describe your problem:

$$\min_{\beta} f(X, \beta),$$

where $X$ is the matrix of data and $\beta$ is the optimization variable.

Install

This benchmark can be run using the following commands:

$ pip install -U benchopt
$ git clone https://github.com/tobias-liaudat/benchmark_sampling
$ benchopt run benchmark_sampling

Apart from the problem, options can be passed to benchopt run, to restrict the benchmarks to some solvers or datasets, e.g.:

$ benchopt run benchmark_sampling -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.