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ENH add Lasso.jl julia solver#89

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jolars wants to merge 49 commits intobenchopt:mainbenchopt/benchmark_lasso:mainfrom jolars:lassojl-solverjolars/benchmark_lasso:lassojl-solverCopy head branch name to clipboard

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Commits on Nov 30, 2021

• Fix bug in glmnet solver

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Commits on Dec 1, 2021

• add debug script

  mathurinm

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• add computation of objective functions

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• test that for lambda just below lambda max both solutions are non zero

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• Drop unnecessary computation of lambda_max

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• Harmonize lambda scaling for glmnet solver

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• Merge branch 'main' of github.com:jolars/benchmark_lasso

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Commits on Dec 6, 2021

• Switch benchopt method to use tolerance instead

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• tweaks to test_glmnet

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• change glmnet criterion to use a higher patience

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Commits on Dec 7, 2021

• faster tol decrease for glmnet, try to have common initial point

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• increase patience again

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Commits on Dec 8, 2021

• get common starting point, comment code

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• CLN remove test_glmnet.py

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• more comments on glmnet behavior

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Commits on Dec 9, 2021

• Update solvers/glmnet.py

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Commits on Apr 12, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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Commits on Apr 22, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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Commits on May 11, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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• ENH add Lasso.jl Julia solver

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• FIX remove unnecessary using calls

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  tomMoral

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• FIX remove unnecessary dependencies

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• fix: set randomize and stopearly to defaults

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• Merge branch 'lassojl-solver' of github.com:jolars/benchmark_lasso into lassojl-solver

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• fix: run tol == INFINITY iteration on julia side

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• fix: decrease tolerance used for JIT compilation

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Commits on May 12, 2022

• fix: catch convergence errors and return prev sol

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• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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• fix(style): resolve linter warnings

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• fix(ci): fix julia error by disabling multithreads

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• Revert "fix(ci): fix julia error by disabling multithreads"

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• fix(ci): try to fix failing MacOS julia tests

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• fix(ci): disable julia multi-threading on osx

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• fix(ci): move JULIA_NUM_THREADS export to Test run

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Commits on May 13, 2022

• fix(ci): stop testing on OSX

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Commits on May 17, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso into lassojl-solver

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• imports in import_ctx

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• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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Commits on May 18, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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• Merge branch 'main' of github.com:jolars/benchmark_lasso into lassojl-solver

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• FIX ignore FutureWarnings from pyjulia

  jolars

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• FIX shorten line to appease flake8

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• FIX remove trailing whitespace

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• Merge branch 'main' of github.com:jolars/benchmark_lasso into lassojl-solver

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Commits on May 20, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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Commits on May 23, 2022

• Merge branch 'main' of github.com:benchopt/benchmark_lasso

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• Merge branch 'main' of github.com:jolars/benchmark_lasso into lassojl-solver

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• Merge branch 'main' of github.com:jolars/benchmark_lasso into lassojl-solver

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Commits on Jun 20, 2022

• refactor: increase the maximum number of iters

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