MTN use new xfail functionality to skip cyanure/lightning and julia on OSX

.github/workflows/main.yml

@@ -9,37 +9,63 @@ on:
   pull_request:
     branches:
       - master
+  schedule:
+    # Run every day at 7:42am UTC.
+    - cron:  '42 7 * * *'
 
 jobs:
-  build-linux:
-    runs-on: ubuntu-latest
+  test-benchmark:
+    runs-on: ${{ matrix.os }}
     strategy:
-      max-parallel: 5
+      matrix:
+        include:
+          - os: ubuntu-latest
+          - os: macos-latest
+    env:
+      CONDA_ENV: 'test_env'
+      VERSION_PYTHON: ${{ matrix.version_python }}
+      BENCHOPT_BRANCH: benchopt:master
+
+    defaults:
+      run:
+        # Need to use this shell to get conda working properly.
+        # See https://github.com/marketplace/actions/setup-miniconda#important
+        shell: bash -l {0}
 
     steps:
     - uses: actions/checkout@v2
-    - name: Set up Python 3.8
-      uses: actions/setup-python@v2
+    - name: Setup Conda
+      uses: conda-incubator/setup-miniconda@v2
       with:
+        activate-environment: ${{ env.CONDA_ENV }}
         python-version: 3.8
+        # Use miniforge to only get conda-forge as default channel.
+        miniforge-version: latest
 
-    - name: Install dependencies
-      env:
-        BENCH_BRANCH: master
+    - run: conda info
+
+    - name: Install benchopt and its dependencies
       run: |
-        eval "$(conda shell.bash hook)"
-        conda activate base
-        # make sure we have the latest version of pip to correctly install benchopt in sub conda env
-        pip install --upgrade pip
-        pip install -U git+https://github.com/benchopt/benchopt@$BENCH_BRANCH
+        conda info
+        conda install -yq pip
+
+        # Get the correct branch of benchopt
+        user=${BENCHOPT_BRANCH%:*}
+        branch=${BENCHOPT_BRANCH##*:}
+        pip install -U git+https://github.com/$user/benchopt@$branch
 
     - name: Test
       env:
-          BENCHOPT_DEBUG: 1
+        BENCHOPT_DEBUG: 1
       run: |
-        eval "$(conda shell.bash hook)"
-        conda activate base
         benchopt test . --env-name bench_test_env -vl
+
+        echo '-----------------------------------------'
+        conda activate bench_test_env
+        conda config --show channels
+        conda activate ${{ env.CONDA_ENV }}
+        echo '-----------------------------------------'
+
         benchopt test . --env-name bench_test_env -vl --skip-install
 
 

solvers/cyanure.py

@@ -11,7 +11,7 @@ class Solver(BaseSolver):
     name = 'Cyanure'
 
     install_cmd = 'conda'
-    requirements = ['pip:cyanure-mkl']
+    requirements = ['mkl', 'pip:cyanure-mkl']
     references = [
         'J. Mairal, "Cyanure: An Open-Source Toolbox for Empirical Risk'
         ' Minimization for Python, C++, and soon more," '

solvers/modopt_fista.py

@@ -46,9 +46,9 @@ def set_objective(self, X, y, lmbd):
         self.fb = ForwardBackward(
             x=np.zeros(n_features),  # this is the coefficient w
             grad=GradBasic(
+                input_data=y,
                 op=lambda w: self.X@w,
                 trans_op=lambda res: self.X.T@res,
-                data=y,
             ),
             prox=SparseThreshold(Identity(), lmbd),
             beta_param=1.0,

solvers/modopt_pogm.py

@@ -39,9 +39,9 @@ def set_objective(self, X, y, lmbd):
             y=var_init,
             z=var_init,
             grad=GradBasic(
+                input_data=y,
                 op=lambda w: self.X@w,
                 trans_op=lambda res: self.X.T@res,
-                data=y,
             ),
             prox=SparseThreshold(Identity(), lmbd),
             beta_param=1.0,

solvers/r_pgd.py

@@ -20,7 +20,7 @@ class Solver(BaseSolver):
     name = "R-PGD"
 
     install_cmd = 'conda'
-    requirements = ['r-base', '-c conda-forge r rpy2']
+    requirements = ['r-base', 'rpy2']
     stop_strategy = 'iteration'
     support_sparse = False
     references = [
@@ -35,15 +35,14 @@ class Solver(BaseSolver):
 
     def set_objective(self, X, y, lmbd):
         self.X, self.y, self.lmbd = X, y, lmbd
-        self.lmbd_max = np.max(np.abs(X.T @ y))
         self.r_pgd = robjects.r['proximal_gradient_descent']
 
     def run(self, n_iter):
         coefs = self.r_pgd(
             self.X, self.y[:, None], self.lmbd,
             n_iter=n_iter)
-        as_matrix = robjects.r['as']
-        self.w = np.array(as_matrix(coefs, "matrix"))
+        as_r = robjects.r['as']
+        self.w = np.array(as_r(coefs, "vector"))
 
     def get_result(self):
         return self.w.flatten()

solvers/spams.py

@@ -11,7 +11,7 @@ class Solver(BaseSolver):
     name = 'spams'
 
     install_cmd = 'conda'
-    requirements = ['mkl', 'pip:spams']
+    requirements = ['python-spams']
     references = [
         'J. Mairal, F. Bach, J. Ponce and G. Sapiro, '
         '"Online dictionary learning for sparse coding", '

test_config.py

@@ -0,0 +1,29 @@
+import sys
+
+import pytest
+
+
+def check_test_solver_install(solver_class):
+
+    if solver_class.name.lower() == 'cyanure' and sys.platform == 'darwin':
+        pytest.xfail('Cyanure is not easy to install on macos.')
+
+    # Skip test_solver_install for julia in OSX as there is a version
+    # conflict with conda packages for R
+    # See issue benchopt/benchopt#64.
+    if 'julia' in solver_class.name.lower() and sys.platform == 'darwin':
+        pytest.xfail('Julia causes segfault on OSX for now.')
+
+    # Lightning install is broken on python3.9+.
+    # See issue scikit-learn-contrib/lightning#153.
+    if (solver_class.name.lower() == 'lightning'
+            and sys.version_info >= (3, 9)):
+        pytest.xfail('Lightning install is broken on python3.9+.')
+
+    # Lightning install is broken on python3.9+.
+    # See CEA-COSMIC/ModOpt#144.
+    if ('modopt' in solver_class.name.lower()):
+        pytest.skip(
+            'Modopt breaks other package installation by changing '
+            'numpy version. Skipping for now.'
+        )