Benchmark repository for Non-negative Least Square

Benchopt is a package to simplify and make more transparent and reproducible the comparisons of optimization algorithms. The Non-Negative Least Square consists in solving the following program:

$${\min}_{w \geq 0} \frac{1}{2} \lVert y - Xw \rVert^2_2$$

where $n$ (or n_samples) stands for the number of samples, $p$ (or n_features) stands for the number of features and

$$y \in \mathbb{R}^n, X = [x_1^\top, \dots, x_n^\top]^\top \in \mathbb{R}^{n \times p}$$

In case a $w$ with negative entries is passed, those entries are set to 0 to evaluate the objective function at a feasible point.

Install

To download and run the benchmark on a few solvers and datasets, use:

$ pip install -U benchopt
$ git clone https://github.com/benchopt/benchmark_nnls
$ benchopt run benchmark_nnls  --config simple_config.yml

Options can be passed to benchopt run, e.g. to restrict the benchmarks to some solvers or datasets:

$ benchopt run benchmark_nnls -s scipy -d leukemia --max-runs 10 --n-repetitions 10

Use benchopt run -h for more details about these options, or visit https://benchopt.github.io/api.html.