Merge pull request #74 from lbluque/main

Refactoring estimators to be fully scikit learn compliant

.github/workflows/build.yml

@@ -1,4 +1,4 @@
-name: build-dist
+name: build
 
 # Use this workflow to manually trigger a build for testing purposes.
 # Download it from artifacts to test installation, or upload directly to PyPI.

.github/workflows/test.yml

@@ -1,5 +1,8 @@
 name: test
 
+env:
+  scip-version: 8.0.0
+
 on:
   push:
     branches:
@@ -11,31 +14,29 @@ on:
 
 jobs:
   test:
-    runs-on: ubuntu-latest
+    runs-on: ubuntu-20.04
     strategy:
       max-parallel: 10
       matrix:
-        python_version: ["3.8", "3.9", "3.10"]  #  cvxopt install in python "3.11" fails
+        python_version: ["3.8", "3.9", "3.10", "3.11"]  #  cvxopt install in python "3.11" fails
 
     steps:
       - uses: actions/checkout@v3
+
+      - name: Install dependencies
+        run: |
+          wget --quiet --no-check-certificate https://scipopt.org/download/release/SCIPOptSuite-${{ env.scip-version }}-Linux-ubuntu.deb
+          sudo apt-get update && sudo apt install -y ./SCIPOptSuite-${{ env.scip-version }}-Linux-ubuntu.deb
+
       - name: Set up Python ${{ matrix.python_version }}
         uses: actions/setup-python@v4
         with:
           python-version:  ${{ matrix.python_version }}
 
-      - name: Cache pip
-        uses: actions/cache@v3
-        with:
-          path: ~/.cache/pip
-          key: ${{ runner.os }}-pip-${{ hashFiles('requirements.txt') }}
-          restore-keys: |
-            ${{ runner.os }}-pip-
-            ${{ runner.os }}-
-
       - name: Install dependencies and package
         run: |
           python -m pip install --upgrade pip
+          pip install cython
           pip install .[tests,dev]
 
       - name: Test with pytest

.pre-commit-config.yaml

@@ -54,23 +54,14 @@ repos:
         - --expand-star-imports
         - --ignore-init-module-imports
 
-# flake8 can not be configured in pytoml, so line lengths will cause many failures
-#- repo: https://github.com/PyCQA/flake8
-#  rev: 5.0.4
-#  hooks:
-#  - id: flake8
-#    files: ^sparselm/
-#    language_version: python3
-#    additional_dependencies:
-#    - flake8-typing-imports==1.10.1
-#    - flake8-rst-docstrings==0.2.3
-#    - flake8-rst==0.8.0
-
 - repo: https://github.com/pycqa/pydocstyle
   rev: 6.3.0  # pick a git hash / tag to point to
   hooks:
   - id: pydocstyle
-    files: ^sparselm/
+    files: ^src/sparselm/
+    args:
+      - --convention=google
+      - --add-ignore=D107
 
 - repo: https://github.com/pre-commit/pygrep-hooks
   rev: v1.10.0

README.md

@@ -7,31 +7,21 @@ Sparse Linear Regression Models
 [![pre-commit.ci status](https://results.pre-commit.ci/badge/github/CederGroupHub/sparse-lm/main.svg)](https://results.pre-commit.ci/latest/github/CederGroupHub/sparse-lm/main)
 [![pypi version](https://img.shields.io/pypi/v/sparse-lm?color=blue)](https://pypi.org/project/sparse-lm)
 
-**sparse-lm**  includes several regularized regression estimators that are absent in the
+**sparse-lm**  includes several (structured) sparse linear regression estimators that are absent in the
 `sklearn.linear_model` module. The estimators in **sparse-lm** are designed to fit right into
-[scikit-lean](https://scikit-learn.org/stable/index.html) by inheriting from their base
-`LinearModel`. But the underlying optimization problem is expressed and solved by
-leveraging [cvxpy](https://www.cvxpy.org/).
+[scikit-lean](https://scikit-learn.org/stable/index.html), but the underlying optimization problem is expressed and
+solved by leveraging [cvxpy](https://www.cvxpy.org/).
 
 ---------------------------------------------------------------------------------------
 
 Available regression models
 ---------------------------
-- Ordinary Least Squares (`sklearn` may be a better option)
-- Lasso (`sklearn` may be a better option)
-- Group Lasso, Overlap Group Lasso & Sparse Group Lasso
+- Lasso, Group Lasso, Overlap Group Lasso, Sparse Group Lasso & Ridged Group Lasso.
 - Adaptive versions of Lasso, Group Lasso, Overlap Group Lasso, Sparse Group Lasso & Ridged Group Lasso.
 - Best Subset Selection, Ridged Best Subset, L0, L1L0 & L2L0 (all with optional grouping of parameters)
-  (`gurobi` recommended for performance)
 
-Installation
-------------
-From pypi:
-
-    pip install sparse-lm
-
-Usage
------
+Basic usage
+-----------
 If you already use **scikit-learn**, using **sparse-lm** will be very easy. Just use any
 model like you would any linear model in **scikit-learn**:
 

docs/api.rst

@@ -5,5 +5,6 @@ API Documentation
    :maxdepth: 2
 
    sparselm.model
+   sparselm.stepwise
    sparselm.model_selection
    sparselm.tools

docs/contributing.rst

@@ -0,0 +1,74 @@
+Contributing
+============
+
+We welcome all forms of contribution, please consider contributing in any way you can!
+
+Bugs, issues, input, and questions
+----------------------------------
+Please use the
+`issue tracker <https://github.com/CederGroupHub/sparse-lm/issues>`_ to share any
+of the following:
+
+-   Bugs
+-   Issues
+-   Questions
+-   Feature requests
+-   Ideas
+-   Input
+
+Having these reported and saved in the issue tracker is very helpful to make
+sure that they are properly addressed. Please make sure to be as descriptive
+and neat as possible when opening up an issue.
+
+Developing guidelines
+---------------------
+If you have written code or want to start writing new code that you think will improve **sparse-lm** then please follow
+the steps below to make a contribution.
+
+* All code should have unit tests.
+* Code should be well documented following `google style <https://google.github.io/styleguide/pyguide.html>`_  docstrings.
+* All code should pass the pre-commit hook. The code follows the `black code style <https://black.readthedocs.io/en/stable/>`_.
+* Estimators should follow scikit-learn's `developing estimator guidelines <https://scikit-learn.org/stable/developers/develop.html>`_.
+
+Adding code contributions
+-------------------------
+
+#.  If you are contributing for the first time:
+
+    * *Fork* the repository and then *clone* your fork to your local workspace.
+    * Make sure to add the *upstream* repository as a remote::
+
+        git remote add upstream https://github.com/CederGroupHub/sparse-lm.git
+
+    * You should always keep your ``main`` branch or any feature branch up to date
+      with the upstream repository ``main`` branch. Be good about doing *fast forward*
+      merges of the upstream ``main`` into your fork branches while developing.
+
+#.  In order to have changes available without having to re-install the package:
+
+    * Install the package in *editable* mode::
+
+         pip install -e .
+
+#.  To develop your contributions you are free to do so in your *main* branch or any feature
+    branch in your fork.
+
+    * We recommend to only your forks *main* branch for short/easy fixes and additions.
+    * For more complex features, try to use a feature branch with a descriptive name.
+    * For very complex feautres feel free to open up a PR even before your contribution is finished with
+      [WIP] in its name, and optionally mark it as a *draft*.
+
+#.  While developing we recommend you use the pre-commit hook that is setup to ensure that your
+    code will satisfy all lint, documentation and black requirements. To do so install pre-commit, and run
+    in your clones top directory::
+
+        pre-commit install
+
+    *  All code should use `google style <https://google.github.io/styleguide/pyguide.html>`_ docstrings
+       and `black <https://black.readthedocs.io/en/stable/?badge=stable>`_ style formatting.
+
+#.  Make sure to test your contribution and write unit tests for any new features. All tests should go in the
+    ``sparse-lm\tests`` directory. The CI will run tests upon opening a PR, but running them locally will help find
+    problems before::
+
+        pytests tests

docs/examples.rst

@@ -0,0 +1,5 @@
+Examples
+========
+
+.. note::
+    Under construction...

docs/install.rst

@@ -31,4 +31,4 @@ to run tests must be installed::
 
 Then run the tests using::
 
-    pytest
+    pytest tests

docs/license.rst

@@ -1,3 +1,4 @@
+=======
 License
 =======