diff --git a/README.rst b/README.rst index d8f057d..053f093 100644 --- a/README.rst +++ b/README.rst @@ -1,20 +1,15 @@ -My Benchopt Benchmark -===================== +Benchmark for Generalized Linear Models (GLM) +============================================= |Build Status| |Python 3.6+| Benchopt is a package to simplify and make more transparent and reproducible the comparisons of optimization algorithms. -This benchmark is dedicated to solver of **describe your problem**: +The GLM consists in solving the following program: -.. math:: +$\\min_{w} f(W^\\top X, y) + \\lambda R(w)$ - \min_{w} f(X, w) - -where n (or n_samples) stands for the number of samples, p (or n_features) stands for the number of features and - -.. math:: - - X = [x_1^\top, \dots, x_n^\top]^\top \in \mathbb{R}^{n \times p} +where $f$ is a link function, defined by the distribution of the target variables, +and $R$ is a regularisation function -- typically the $\\ell_1$ or $\\ell_2$ norm. Install --------