src/glmnetpp/README.md

In glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

glmnetpp C++ Core Engine

Overview

The glmnetpp C++ core engine implements the core components of the system.

Dependencies

If you have set up a conda environment following the instructions in the main repo README, you should already have a C++ toolchain installed along with Bazel. If not, we require a C++ toolchain that supports C++-14 and OpenMP and an installation of Bazel

Suggested compilers: - GCC >= 9.3.0 - Clang >= 10.0.0

Build

mamba update -y conda
mamba env create
conda activate glmnetpp

Note: On Linux, it's best to specify whether you want to use clang or gcc. Add the appropriate flag to each bazel call below:

# For gcc
# For clang
bazel ... --config=gcc
bazel ... --config=clang

To build glmnetpp:

bazel build //:glmnetpp 

Note that glmnetpp is a header-only library, so this will simply collect all the headers and register its dependencies. For release mode, add the flag -c opt after build. For debug mode, add the flag -c dbg after build.

To run all tests:

bazel test -c dbg //test/... 

To run a particular test:

bazel test -c dbg //test:name-of-test

To run the benchmarks:

bazel run -c opt //benchmark:name-of-benchmark

glmnet documentation built on Aug. 22, 2023, 9:12 a.m.