Benchmark repository for Ordinary Least Squares

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:

$ 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.:

$ 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.