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Regression problems#4

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Michael-Howes wants to merge 7 commits intocvxpy:mainfrom
Michael-Howes:regression-problems
Open

Regression problems#4
Michael-Howes wants to merge 7 commits intocvxpy:mainfrom
Michael-Howes:regression-problems

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@Michael-Howes
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Add regression problems with Capital Bikeshare dataset https://capitalbikeshare.com/system-data

Description of benchmark problems:

  • Large regression problems with ~1_000_000 observations and ~300 features.
  • Linear regression problems with ridge, lasso and elastic net regression (Clarabel solve time ~15 s).
  • Logistic regression problem with lasso regression (Clarabel solve time ~150 s).

New files:

  • Add problems/ecp.py for exponential cone problems (logistic regression).
  • Add data/bikeshare.py for loading data.

New dependencies:

  • Add scipy, pandas and requests.


Returns pandas DataFrame.
"""
URL = "https://s3.amazonaws.com/capitalbikeshare-data/2011-capitalbikeshare-tripdata.zip"
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@PTNobel what's your view on the benchmarks downloading external data? Probably better to include the data as a git lfs file IMO.

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