Benchopt is a package to simplify and make more transparent and reproducible the comparisons of optimization algorithms. This benchmark is dedicated to solver:
where n_samples
) stands for the number of samples, n_features
) stands for the number of features
and
This benchmark can be run using the following commands:
$ pip install -U benchopt $ git clone https://github.com/benchopt/benchmark_huber_l2 $ cd benchmark_huber_l2 $ 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 simulated --max-runs 10 --n-repetitions 10
Use benchopt run -h
for more details about these options, or visit https://benchopt.github.io/api.html.