In straw-boy/solvers: Various solvers for SLOPE

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(solvers)

Well Conditioned Problems

p = 5

set.seed(34)
d <- randomProblem(100, 5, response="multinomial", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

d <- randomProblem(500, 5, response="multinomial", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

p = 10

d <- randomProblem(100, 10, response="multinomial", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

d <- randomProblem(500, 10, response="multinomial", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

Badly Conditioned Problems

p = 5

d <- randomProblem(100, 5, response="multinomial", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

d <- randomProblem(500, 5, response="multinomial", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

p = 10

d <- randomProblem(100, 10, response="multinomial", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

d <- randomProblem(500, 10, response="multinomial", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="multinomial", path_length = 20)

straw-boy/solvers documentation built on Sept. 5, 2020, 6:28 a.m.