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Project description
rank2plan
Implementation of constraint generation and column generation for solving large
L1-RankSVMs with hinge loss (with pair-specific gaps) and sample weights. This
is based on the work by Dedieu et al (2022) on solving large L1-SVMs with hinge
loss. See documents/theory.pdf for how we extend their work. The "2plan" part
of the package name comes from the tool being used to learn heuristics for
planning.
Installation
Install with
pip install rank2plan
This package requires Python 3.10 or later.
Examples
See under tests for examples.
Todo
- We log pretty aggressively, probably should add a verbosity control
References
- A. Dedieu, R. Mazumder, and H. Wang. Solving L1-regularized SVMs and Related Linear Programs: Revisiting the Effectiveness of Column and Constraint Generation. J. Mach. Learn. Res., 23:164:1–164:41, 2022. [URL].
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