The Choice of Normalization Influences Shrinkage in Regularized Regression

This repository hosts the code for the paper The Choice of Normalization Influences Shrinkage in Regularized Regression.

Reproducing the Results

The final results from the experiments are available in results/ and can be reproduced by calling the scripts in scripts/experiments/.

Nix

If you want to ensure to be able to fully reproduce the results here, you can setup all the dependencies of this project using the nix flake provided in this repository. You only need to enter the root directory of this project and run the following nix command.

nix develop

Julia

This project is based on Julia, and dependencies are declared in Project.toml and Manifest.toml.

To activate the project, first start Julia in the project directory (by just running julia in the terminal.

Then activate and instantiate by running the following lines.

]activate .
]instantiate

After this, you can either run the experiments, stored in scripts/experiments/, interactively through the REPL, or run them from the console by calling the following line, replacing <experiment> with whatever experiment you want to run.

julia --project scripts/experiments/<experiment>.jl

The same applies to all the scripts for plots and tables, which are stored in scripts/plots/ and scripts/tables/