Merge branch 'main' of https://github.com/softmin/ReHLine-python

Author: yixuan

.github/workflows/wheels.yml

@@ -1,40 +1,28 @@
 name: Build
 
-on: [push, pull_request]
+# on: [push, pull_request]
+on: 
+  push:
+    paths-ignore:
+      - .gitignore
+      - README.md
+      - LICENSE
+      - doc/
 
 jobs:
   build_wheels:
     name: Build wheels on ${{ matrix.os }}
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ubuntu-20.04, windows-2019]
+        os: [ubuntu-latest, windows-latest]
 
     steps:
-      # Install poetry
       - uses: actions/checkout@v4
-      - name: Install poetry
-        run: pipx install poetry
-
-      # Used to host poetry
-      - uses: actions/setup-python@v3
-      - name: Lock and install dependencies
-        run: |
-          poetry lock
-          poetry install
-
-      - name: Build and build sdist package
-        run: |
-          poetry run python setup.py build
-          poetry run python setup.py sdist
-
-      - name: Build wheel package
-        run: poetry run python setup.py bdist_wheel
-
-      - name: Build wheels for more general OS 
-        run: poetry build --format=wheel
 
+      - uses: pypa/cibuildwheel@v2.16
+        
       - uses: actions/upload-artifact@v4
         with:
           name: rehline-wheels-${{ matrix.os }}-${{ strategy.job-index }}
-          path: ./dist
+          path: ./wheelhouse/*.whl

.gitignore

@@ -20,4 +20,17 @@ eigen3.zip
 
 # Package sdist
 *.tar.gz
-*.whl
+*.whl
+
+.vscode/*
+!.vscode/settings.json
+!.vscode/tasks.json
+!.vscode/launch.json
+!.vscode/extensions.json
+!.vscode/*.code-snippets
+
+# Local History for Visual Studio Code
+.history/
+
+# Built Visual Studio Code Extensions
+*.vsix

.ipynb_checkpoints/FairSVM-checkpoint.ipynb

@@ -1,3 +1,9 @@
 {
-    "esbonio.sphinx.confDir": ""
+    "esbonio.sphinx.confDir": "",
+    "files.associations": {
+        "random": "cpp",
+        "type_traits": "cpp",
+        "tuple": "cpp",
+        "utility": "cpp"
+    }
 }

.ipynb_checkpoints/QR-checkpoint.ipynb

@@ -0,0 +1,9 @@
+cmake_minimum_required(VERSION 3.0)
+project(rehline LANGUAGES CXX)
+
+set(PYBIND11_FINDPYTHON ON)
+find_package(pybind11 CONFIG REQUIRED)
+
+pybind11_add_module(rehline MODULE src/rehline.cpp)
+
+install(TARGETS rehline DESTINATION .)

.ipynb_checkpoints/SVM-checkpoint.ipynb

@@ -1,12 +1,14 @@
-# ReHLine <a href="https://github.com/softmin/ReHLine"><img src="doc/source/logo.png" align="right" height="138" /></a>
+# ReHLine <a href="https://github.com/softmin/ReHLine"><img src="doc/source/figs/logo.png" align="right" height="138" /></a>
 
 **ReHLine** is designed to be a computationally efficient and practically useful software package for large-scale empirical risk minimization (ERM) problems.
 
-- GitHub repo: [https://github.com/softmin/ReHLine-python](https://github.com/softmin/ReHLine-python) 
 - Documentation: [https://rehline-python.readthedocs.io](https://rehline-python.readthedocs.io)
+- Project homepage: [https://rehline.github.io](https://rehline.github.io)
+- GitHub repo: [https://github.com/softmin/ReHLine-python](https://github.com/softmin/ReHLine-python) 
 - PyPi: [https://pypi.org/project/rehline](https://pypi.org/project/rehline)
-- Open Source: [MIT license](https://opensource.org/licenses/MIT)
 - Paper: [NeurIPS | 2023](https://openreview.net/pdf?id=3pEBW2UPAD)
+<!-- - Open Source: [MIT license](https://opensource.org/licenses/MIT) -->
+
 
 The **ReHLine** solver has four appealing
 "linear properties":
@@ -16,6 +18,7 @@ The **ReHLine** solver has four appealing
 - The optimization algorithm has a provable linear convergence rate.
 - The per-iteration computational complexity is linear in the sample size.
 
+<!-- 
 ## 📝 Formulation
 
 **ReHLine** is designed to address the empirical regularized ReLU-ReHU minimization problem, named *ReHLine optimization*, of the following form:
@@ -38,7 +41,7 @@ $$
 
 This formulation has a wide range of applications spanning various fields, including statistics, machine learning, computational biology, and social studies. Some popular examples include SVMs with fairness constraints (FairSVM), elastic net regularized quantile regression (ElasticQR), and ridge regularized Huber minimization (RidgeHuber).
 
-![](./figs/tab.png)
+![](./figs/tab.png) -->
 
 ## ⌛ Benchmark (powered by benchopt)
 

.vscode/settings.json

@@ -0,0 +1,16 @@
+.summarylabel {
+    background-color: var(--color-foreground-secondary);
+    color: var(--color-background-secondary);
+    font-size: 70%;
+    padding-left: 2px;
+    padding-right: 2px;
+    border-radius: 3px;
+    vertical-align: 15%;
+    padding-bottom: 2px;
+    filter: opacity(40%);
+}
+
+
+table.summarytable {
+    width: 100%;
+}

CMakeLists.txt

@@ -0,0 +1,12 @@
+API Reference
+=============
+
+This page contains auto-generated API reference documentation.
+
+.. toctree::
+   :titlesonly:
+
+   {% for page in pages %}
+   {{ page.include_path }}
+   {% endfor %}
+

README.md

@@ -0,0 +1,68 @@
+{# AutoApiSummary replacement macro #}
+{#
+The intent of this macro is to replace the autoapisummary directive with the following
+improvements:
+1) Method signature is generated without typing annotation regardless of the value of
+   `autodoc_typehints`
+2) Properties are treated like attribute (but labelled as properties).
+3) Label are added as summary prefix to indicate if the member is a property, class
+   method, or static method.
+
+Copyright: Antoine Beyeler, 2022
+License: MIT
+#}
+
+{# Renders an object's name with a proper reference and optional signature.
+
+The signature is re-generated from obj.obj.args, which is undocumented but is the
+only way to have a type-less signature if `autodoc_typehints` is `signature` or
+`both`. #}
+{% macro _render_item_name(obj, sig=False) -%}
+:py:obj:`{{ obj.name }} <{{ obj.id }}>`
+     {%- if sig -%}
+       \ (
+       {%- for arg in obj.obj.args -%}
+          {%- if arg[0] %}{{ arg[0]|replace('*', '\*') }}{% endif -%}{{  arg[1] -}}
+          {%- if not loop.last  %}, {% endif -%}
+       {%- endfor -%}
+       ){%- endif -%}
+{%- endmacro %}
+
+
+{# Generates a single object optionally with a signature and a labe. #}
+{% macro _item(obj, sig=False, label='') %}
+   * - {{ _render_item_name(obj, sig) }}
+     - {% if label %}:summarylabel:`{{ label }}` {% endif %}{% if obj.summary %}{{ obj.summary }}{% else %}\-{% endif +%}
+{% endmacro %}
+
+
+
+{# Generate an autosummary-like table with the provided members. #}
+{% macro auto_summary(objs, title='') -%}
+
+.. list-table:: {{ title }}
+   :header-rows: 0
+   :widths: auto
+   :class: summarytable {#- apply CSS class to customize styling +#}
+
+  {% for obj in objs -%}
+    {#- should the full signature be used? -#}
+    {%- set sig = (obj.type in ['method', 'function'] and not 'property' in obj.properties) -%}
+
+    {#- compute label -#}
+    {%- if 'property' in obj.properties -%}
+      {%- set label = 'prop' -%}
+    {%- elif 'classmethod' in obj.properties -%}
+      {%- set label = 'class' -%}
+    {%- elif 'abstractmethod' in obj.properties -%}
+      {%- set label = 'abc' -%}
+    {%- elif 'staticmethod' in obj.properties -%}
+      {%- set label = 'static' -%}
+    {%- else -%}
+      {%- set label = '' -%}
+    {%- endif -%}
+
+    {{- _item(obj, sig=sig, label=label) -}}
+  {%- endfor -%}
+
+{% endmacro %}