benchopt / benchopt/benchmark_logreg_l2
DATA add ill-conditionned simulated data
- Dominant language
- Python
- Stars
- 5
- Forks
- 15
- PR merge metrics
- No merged PRs in 30d
Description
As discussed in this [comment from sklearn](https://github.com/scikit-learn/scikit-learn/pull/15583#issuecomment-553964422), when the features of the dataset are not scaled, there can be slow convergence of optimization methods.
Adding an example which such ill-conditioned matrix would be very interesting.
The data generation mechanism is (quick extract, check this before coding :) ):
```python
from sklearn.datasets import make_low_rank_matrix
n_samples, n_features = 1000, 10000
w_true = rng.randn(n_features)
X = make_low_rank_matrix(n_samples, n_features, random_state=rng)
X[:, 0] *= 1e3
X[:, -1] *= 1e3
z = X @ w_true + 1
z += 1e-1 * rng.randn(n_samples)
# Balanced binary classification problem
y = (z > np.median(z)).astype(np.int32)
```
Contributor guide
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Research direction
The issue mentions no files or tests. Start with the supplied sklearn.datasets.make_low_rank_matrix snippet, confirm the intended benchmark integration, and add an unscaled ill-conditioned dataset following the shown dimensions and balanced binary target construction.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, scikit-learn
- Domain
- data, machine-learning
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100