Runs all the solvers on (x, y) training data with SLOPE parameter alpha, prints the total time in each case, and returns the merged data frame.

getBenchmarks(
  x,
  y,
  family = c("gaussian", "binomial", "multinomial", "poisson"),
  alpha = 0.01,
  path_length = 1
)

Arguments

x

the design matrix, which can be either a dense matrix of the standard matrix class, or a sparse matrix inheriting from Matrix::sparseMatrix. Data frames will be converted to matrices internally.

y

the response, which for family = "gaussian" must be numeric; for family = "binomial" or family = "multinomial", it can be a factor.

family

model family

alpha

parameter used for SLOPE regularization

path_length

The regularization path length. By default, it is one. 'alpha' is ignored if path_length is not 1, in which case, list of alpha and the length of the list is returned.