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[READY] ENH - add working set strategy to group_bcd_solver #28

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merged 25 commits into from Jun 11, 2022

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Badr-MOUFAD
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@Badr-MOUFAD Badr-MOUFAD commented Jun 3, 2022

This continues #26

It will proceed as follows

  • Implement working sets
  • Benchmark against main branch

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I did some benchmarks, thanks to benchopts, against the main branch which doesn't implement working set strategy

Here are my results:

Results for alpha / alpha_max = 0.1

rho=01

Results for alpha / alpha_max = 0.01

rho001

Results for alpha / alpha_max = 0.001

rho0001

@mathurinm @PABannier, shall we proceed forward to adding Anderson acceleration?

@Badr-MOUFAD Badr-MOUFAD changed the title [WIP] ENH - add working set strategy to group_bcd_solver [READY] ENH - add working set strategy to group_bcd_solver Jun 8, 2022
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Can you add unit tests ?

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Apart from minor cosmetic, LGTM

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@mathurinm mathurinm merged commit 9929e71 into scikit-learn-contrib:main Jun 11, 2022
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Thanks @Badr-MOUFAD :)

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3 participants