Package evaluation of Knockoffs on Julia 1.10.8 (92f03a4775*) started at 2025-02-25T14:56:02.336 ################################################################################ # Set-up # Installing PkgEval dependencies (TestEnv)... Set-up completed after 4.43s ################################################################################ # Installation # Installing Knockoffs... Resolving package versions... Updating `~/.julia/environments/v1.10/Project.toml` [878bf26d] + Knockoffs v2.0.2 Updating `~/.julia/environments/v1.10/Manifest.toml` [7d9f7c33] + Accessors v0.1.41 [79e6a3ab] + Adapt v4.2.0 [66dad0bd] + AliasTables v1.1.3 [4fba245c] + ArrayInterface v7.18.0 ⌅ [67c07d97] + Automa v0.8.4 [28d598bf] + BGZFStreams v0.3.2 [6e4b80f9] + BenchmarkTools v1.6.0 [47718e42] + BioGenerics v0.1.5 [62783981] + BitTwiddlingConvenienceFunctions v0.1.6 [0a1fb500] + BlockDiagonals v0.1.42 [e1450e63] + BufferedStreams v1.2.2 [2a0fbf3d] + CPUSummary v0.2.6 [336ed68f] + CSV v0.10.15 [d360d2e6] + ChainRulesCore v1.25.1 [fb6a15b2] + CloseOpenIntervals v0.1.13 [aaaa29a8] + Clustering v0.15.8 [523fee87] + CodecBzip2 v0.8.5 [ba30903b] + CodecXz v0.7.4 [944b1d66] + CodecZlib v0.7.8 [6b39b394] + CodecZstd v0.8.6 [861a8166] + Combinatorics v1.0.2 [38540f10] + CommonSolve v0.2.4 [bbf7d656] + CommonSubexpressions v0.3.1 [f70d9fcc] + CommonWorldInvalidations v1.0.0 [34da2185] + Compat v4.16.0 [a33af91c] + CompositionsBase v0.1.2 [187b0558] + ConstructionBase v1.5.8 [587fd27a] + CovarianceEstimation v0.2.13 [adafc99b] + CpuId v0.3.1 [a8cc5b0e] + Crayons v4.1.1 [9a962f9c] + DataAPI v1.16.0 [a93c6f00] + DataFrames v1.7.0 [864edb3b] + DataStructures v0.18.20 [e2d170a0] + DataValueInterfaces v1.0.0 [8bb1440f] + DelimitedFiles v1.9.1 [163ba53b] + DiffResults v1.1.0 [b552c78f] + DiffRules v1.15.1 [b4f34e82] + Distances v0.10.12 [31c24e10] + Distributions v0.25.117 [ffbed154] + DocStringExtensions v0.9.3 [fdbdab4c] + ElasticArrays v1.2.12 [48062228] + FilePathsBase v0.9.23 [1a297f60] + FillArrays v1.13.0 [6a86dc24] + FiniteDiff v2.27.0 [26cc04aa] + FiniteDifferences v0.12.32 [f6369f11] + ForwardDiff v0.10.38 [38e38edf] + GLM v1.9.0 ⌃ [8d5ece8b] + GLMNet v0.7.0 [14197337] + GenericLinearAlgebra v0.3.15 [c27321d9] + Glob v1.3.1 [3e5b6fbb] + HostCPUFeatures v0.1.17 ⌅ [b99e6be6] + Hypatia v0.7.4 [34004b35] + HypergeometricFunctions v0.3.27 [615f187c] + IfElse v0.1.1 [842dd82b] + InlineStrings v1.4.3 [3587e190] + InverseFunctions v0.1.17 [41ab1584] + InvertedIndices v1.3.1 [92d709cd] + IrrationalConstants v0.2.4 [42fd0dbc] + IterativeSolvers v0.9.4 [82899510] + IteratorInterfaceExtensions v1.0.0 [692b3bcd] + JLLWrappers v1.7.0 [682c06a0] + JSON v0.21.4 [0f8b85d8] + JSON3 v1.14.1 [4076af6c] + JuMP v1.24.0 [878bf26d] + Knockoffs v2.0.2 [b964fa9f] + LaTeXStrings v1.4.0 [10f19ff3] + LayoutPointers v0.1.17 [d3d80556] + LineSearches v7.3.0 [7a12625a] + LinearMaps v3.11.4 [2ab3a3ac] + LogExpFunctions v0.3.29 [bdcacae8] + LoopVectorization v0.12.171 [1914dd2f] + MacroTools v0.5.15 [d125e4d3] + ManualMemory v0.1.8 [b8f27783] + MathOptInterface v1.37.0 [e1d29d7a] + Missings v1.2.0 [d8a4904e] + MutableArithmetics v1.6.4 [d41bc354] + NLSolversBase v7.8.3 [77ba4419] + NaNMath v1.1.2 [b8a86587] + NearestNeighbors v0.4.21 [6fe1bfb0] + OffsetArrays v1.15.0 [429524aa] + Optim v1.11.0 [bac558e1] + OrderedCollections v1.8.0 [90014a1f] + PDMats v0.11.32 [d96e819e] + Parameters v0.12.3 [69de0a69] + Parsers v2.8.1 [1d0040c9] + PolyesterWeave v0.2.2 [3a141323] + PolynomialRoots v1.0.0 [2dfb63ee] + PooledArrays v1.4.3 [85a6dd25] + PositiveFactorizations v0.2.4 [aea7be01] + PrecompileTools v1.2.1 [21216c6a] + Preferences v1.4.3 [08abe8d2] + PrettyTables v2.4.0 [92933f4c] + ProgressMeter v1.10.2 [43287f4e] + PtrArrays v1.3.0 [1fd47b50] + QuadGK v2.11.2 [3cdcf5f2] + RecipesBase v1.3.4 [189a3867] + Reexport v1.2.2 [ae029012] + Requires v1.3.0 [708f8203] + Richardson v1.4.2 [79098fc4] + Rmath v0.8.0 [f2b01f46] + Roots v2.2.5 [94e857df] + SIMDTypes v0.1.0 [476501e8] + SLEEFPirates v0.6.43 [91c51154] + SentinelArrays v1.4.8 [efcf1570] + Setfield v1.1.1 [1277b4bf] + ShiftedArrays v2.0.0 [4e780e97] + SnpArrays v0.3.22 [a2af1166] + SortingAlgorithms v1.2.1 [276daf66] + SpecialFunctions v2.5.0 [aedffcd0] + Static v1.1.1 [0d7ed370] + StaticArrayInterface v1.8.0 [90137ffa] + StaticArrays v1.9.12 [1e83bf80] + StaticArraysCore v1.4.3 [82ae8749] + StatsAPI v1.7.0 ⌅ [2913bbd2] + StatsBase v0.33.21 [4c63d2b9] + StatsFuns v1.3.2 [3eaba693] + StatsModels v0.7.4 [892a3eda] + StringManipulation v0.4.1 [856f2bd8] + StructTypes v1.11.0 [9449cd9e] + TSVD v0.4.4 [3783bdb8] + TableTraits v1.0.1 [bd369af6] + Tables v1.12.0 [8290d209] + ThreadingUtilities v0.5.2 ⌅ [3bb67fe8] + TranscodingStreams v0.9.13 [3a884ed6] + UnPack v1.0.2 [28eba6e3] + VariantCallFormat v0.5.6 [3d5dd08c] + VectorizationBase v0.21.71 [ea10d353] + WeakRefStrings v1.4.2 [efce3f68] + WoodburyMatrices v1.0.0 [76eceee3] + WorkerUtilities v1.6.1 [6e34b625] + Bzip2_jll v1.0.9+0 [efe28fd5] + OpenSpecFun_jll v0.5.6+0 [f50d1b31] + Rmath_jll v0.5.1+0 [ffd25f8a] + XZ_jll v5.6.4+1 [3161d3a3] + Zstd_jll v1.5.7+1 [78c6b45d] + glmnet_jll v5.0.0+0 [0dad84c5] + ArgTools v1.1.1 [56f22d72] + Artifacts [2a0f44e3] + Base64 [ade2ca70] + Dates [8ba89e20] + Distributed [f43a241f] + Downloads v1.6.0 [7b1f6079] + FileWatching [9fa8497b] + Future [b77e0a4c] + InteractiveUtils [b27032c2] + LibCURL v0.6.4 [76f85450] + LibGit2 [8f399da3] + Libdl [37e2e46d] + LinearAlgebra [56ddb016] + Logging [d6f4376e] + Markdown [a63ad114] + Mmap [ca575930] + NetworkOptions v1.2.0 [44cfe95a] + Pkg v1.10.0 [de0858da] + Printf [9abbd945] + Profile [3fa0cd96] + REPL [9a3f8284] + Random [ea8e919c] + SHA v0.7.0 [9e88b42a] + Serialization [6462fe0b] + Sockets [2f01184e] + SparseArrays v1.10.0 [10745b16] + Statistics v1.10.0 [4607b0f0] + SuiteSparse [fa267f1f] + TOML v1.0.3 [a4e569a6] + Tar v1.10.0 [8dfed614] + Test [cf7118a7] + UUIDs [4ec0a83e] + Unicode [e66e0078] + CompilerSupportLibraries_jll v1.1.1+0 [deac9b47] + LibCURL_jll v8.4.0+0 [e37daf67] + LibGit2_jll v1.6.4+0 [29816b5a] + LibSSH2_jll v1.11.0+1 [c8ffd9c3] + MbedTLS_jll v2.28.2+1 [14a3606d] + MozillaCACerts_jll v2023.1.10 [4536629a] + OpenBLAS_jll v0.3.23+4 [05823500] + OpenLibm_jll v0.8.1+4 [bea87d4a] + SuiteSparse_jll v7.2.1+1 [83775a58] + Zlib_jll v1.2.13+1 [8e850b90] + libblastrampoline_jll v5.11.0+0 [8e850ede] + nghttp2_jll v1.52.0+1 [3f19e933] + p7zip_jll v17.4.0+2 Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m` Installation completed after 8.59s ################################################################################ # Precompilation # Precompiling PkgEval dependencies... Precompiling package dependencies... Precompilation completed after 558.47s ################################################################################ # Testing # Testing Knockoffs Status `/tmp/jl_vVgZQa/Project.toml` [0a1fb500] BlockDiagonals v0.1.42 [336ed68f] CSV v0.10.15 [aaaa29a8] Clustering v0.15.8 [587fd27a] CovarianceEstimation v0.2.13 [a93c6f00] DataFrames v1.7.0 [8bb1440f] DelimitedFiles v1.9.1 [31c24e10] Distributions v0.25.117 [fdbdab4c] ElasticArrays v1.2.12 [38e38edf] GLM v1.9.0 ⌃ [8d5ece8b] GLMNet v0.7.0 ⌅ [b99e6be6] Hypatia v0.7.4 [4076af6c] JuMP v1.24.0 [878bf26d] Knockoffs v2.0.2 [bdcacae8] LoopVectorization v0.12.171 [429524aa] Optim v1.11.0 [85a6dd25] PositiveFactorizations v0.2.4 [92933f4c] ProgressMeter v1.10.2 [189a3867] Reexport v1.2.2 [f2b01f46] Roots v2.2.5 [4e780e97] SnpArrays v0.3.22 ⌅ [2913bbd2] StatsBase v0.33.21 [c751599d] ToeplitzMatrices v0.8.5 [f43a241f] Downloads v1.6.0 [37e2e46d] LinearAlgebra [9a3f8284] Random [10745b16] Statistics v1.10.0 [8dfed614] Test Status `/tmp/jl_vVgZQa/Manifest.toml` [621f4979] AbstractFFTs v1.5.0 [7d9f7c33] Accessors v0.1.41 [79e6a3ab] Adapt v4.2.0 [66dad0bd] AliasTables v1.1.3 [4fba245c] ArrayInterface v7.18.0 ⌅ [67c07d97] Automa v0.8.4 [28d598bf] BGZFStreams v0.3.2 [6e4b80f9] BenchmarkTools v1.6.0 [0e736298] Bessels v0.2.8 [47718e42] BioGenerics v0.1.5 [62783981] BitTwiddlingConvenienceFunctions v0.1.6 [0a1fb500] BlockDiagonals v0.1.42 [e1450e63] BufferedStreams v1.2.2 [2a0fbf3d] CPUSummary v0.2.6 [336ed68f] CSV v0.10.15 [d360d2e6] ChainRulesCore v1.25.1 [fb6a15b2] CloseOpenIntervals v0.1.13 [aaaa29a8] Clustering v0.15.8 [523fee87] CodecBzip2 v0.8.5 [ba30903b] CodecXz v0.7.4 [944b1d66] CodecZlib v0.7.8 [6b39b394] CodecZstd v0.8.6 [861a8166] Combinatorics v1.0.2 [38540f10] CommonSolve v0.2.4 [bbf7d656] CommonSubexpressions v0.3.1 [f70d9fcc] CommonWorldInvalidations v1.0.0 [34da2185] Compat v4.16.0 [a33af91c] CompositionsBase v0.1.2 [187b0558] ConstructionBase v1.5.8 [587fd27a] CovarianceEstimation v0.2.13 [adafc99b] CpuId v0.3.1 [a8cc5b0e] Crayons v4.1.1 [717857b8] DSP v0.8.2 [9a962f9c] DataAPI v1.16.0 [a93c6f00] DataFrames v1.7.0 [864edb3b] DataStructures v0.18.20 [e2d170a0] DataValueInterfaces v1.0.0 [8bb1440f] DelimitedFiles v1.9.1 [163ba53b] DiffResults v1.1.0 [b552c78f] DiffRules v1.15.1 [b4f34e82] Distances v0.10.12 [31c24e10] Distributions v0.25.117 [ffbed154] DocStringExtensions v0.9.3 [fdbdab4c] ElasticArrays v1.2.12 [7a1cc6ca] FFTW v1.8.1 [48062228] FilePathsBase v0.9.23 [1a297f60] FillArrays v1.13.0 [6a86dc24] FiniteDiff v2.27.0 [26cc04aa] FiniteDifferences v0.12.32 [f6369f11] ForwardDiff v0.10.38 [38e38edf] GLM v1.9.0 ⌃ [8d5ece8b] GLMNet v0.7.0 [14197337] GenericLinearAlgebra v0.3.15 [c27321d9] Glob v1.3.1 [3e5b6fbb] HostCPUFeatures v0.1.17 ⌅ [b99e6be6] Hypatia v0.7.4 [34004b35] HypergeometricFunctions v0.3.27 [615f187c] IfElse v0.1.1 [842dd82b] InlineStrings v1.4.3 [3587e190] InverseFunctions v0.1.17 [41ab1584] InvertedIndices v1.3.1 [92d709cd] IrrationalConstants v0.2.4 [c8e1da08] IterTools v1.10.0 [42fd0dbc] IterativeSolvers v0.9.4 [82899510] IteratorInterfaceExtensions v1.0.0 [692b3bcd] JLLWrappers v1.7.0 [682c06a0] JSON v0.21.4 [0f8b85d8] JSON3 v1.14.1 [4076af6c] JuMP v1.24.0 [878bf26d] Knockoffs v2.0.2 [b964fa9f] LaTeXStrings v1.4.0 [10f19ff3] LayoutPointers v0.1.17 [d3d80556] LineSearches v7.3.0 [7a12625a] LinearMaps v3.11.4 [2ab3a3ac] LogExpFunctions v0.3.29 [bdcacae8] LoopVectorization v0.12.171 [1914dd2f] MacroTools v0.5.15 [d125e4d3] ManualMemory v0.1.8 [b8f27783] MathOptInterface v1.37.0 [e1d29d7a] Missings v1.2.0 [d8a4904e] MutableArithmetics v1.6.4 [d41bc354] NLSolversBase v7.8.3 [77ba4419] NaNMath v1.1.2 [b8a86587] NearestNeighbors v0.4.21 [6fe1bfb0] OffsetArrays v1.15.0 [429524aa] Optim v1.11.0 [bac558e1] OrderedCollections v1.8.0 [90014a1f] PDMats v0.11.32 [d96e819e] Parameters v0.12.3 [69de0a69] Parsers v2.8.1 [1d0040c9] PolyesterWeave v0.2.2 [3a141323] PolynomialRoots v1.0.0 [f27b6e38] Polynomials v4.0.17 [2dfb63ee] PooledArrays v1.4.3 [85a6dd25] PositiveFactorizations v0.2.4 [aea7be01] PrecompileTools v1.2.1 [21216c6a] Preferences v1.4.3 [08abe8d2] PrettyTables v2.4.0 [92933f4c] ProgressMeter v1.10.2 [43287f4e] PtrArrays v1.3.0 [1fd47b50] QuadGK v2.11.2 [3cdcf5f2] RecipesBase v1.3.4 [189a3867] Reexport v1.2.2 [ae029012] Requires v1.3.0 [708f8203] Richardson v1.4.2 [79098fc4] Rmath v0.8.0 [f2b01f46] Roots v2.2.5 [94e857df] SIMDTypes v0.1.0 [476501e8] SLEEFPirates v0.6.43 [91c51154] SentinelArrays v1.4.8 [efcf1570] Setfield v1.1.1 [1277b4bf] ShiftedArrays v2.0.0 [4e780e97] SnpArrays v0.3.22 [a2af1166] SortingAlgorithms v1.2.1 [276daf66] SpecialFunctions v2.5.0 [aedffcd0] Static v1.1.1 [0d7ed370] StaticArrayInterface v1.8.0 [90137ffa] StaticArrays v1.9.12 [1e83bf80] StaticArraysCore v1.4.3 [82ae8749] StatsAPI v1.7.0 ⌅ [2913bbd2] StatsBase v0.33.21 [4c63d2b9] StatsFuns v1.3.2 [3eaba693] StatsModels v0.7.4 [892a3eda] StringManipulation v0.4.1 [856f2bd8] StructTypes v1.11.0 [9449cd9e] TSVD v0.4.4 [3783bdb8] TableTraits 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[d6f4376e] Markdown [a63ad114] Mmap [ca575930] NetworkOptions v1.2.0 [44cfe95a] Pkg v1.10.0 [de0858da] Printf [9abbd945] Profile [3fa0cd96] REPL [9a3f8284] Random [ea8e919c] SHA v0.7.0 [9e88b42a] Serialization [6462fe0b] Sockets [2f01184e] SparseArrays v1.10.0 [10745b16] Statistics v1.10.0 [4607b0f0] SuiteSparse [fa267f1f] TOML v1.0.3 [a4e569a6] Tar v1.10.0 [8dfed614] Test [cf7118a7] UUIDs [4ec0a83e] Unicode [e66e0078] CompilerSupportLibraries_jll v1.1.1+0 [deac9b47] LibCURL_jll v8.4.0+0 [e37daf67] LibGit2_jll v1.6.4+0 [29816b5a] LibSSH2_jll v1.11.0+1 [c8ffd9c3] MbedTLS_jll v2.28.2+1 [14a3606d] MozillaCACerts_jll v2023.1.10 [4536629a] OpenBLAS_jll v0.3.23+4 [05823500] OpenLibm_jll v0.8.1+4 [bea87d4a] SuiteSparse_jll v7.2.1+1 [83775a58] Zlib_jll v1.2.13+1 [8e850b90] libblastrampoline_jll v5.11.0+0 [8e850ede] nghttp2_jll v1.52.0+1 [3f19e933] p7zip_jll v17.4.0+2 Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. Testing Running tests... 96.119068 seconds (35.46 M allocations: 2.376 GiB, 2.49% gc time, 98.91% compilation time) Test Summary: | Pass Total Time fixed knockoffs | 10204 10204 1m37.3s 8.440953 seconds (277.04 k allocations: 187.163 MiB, 2.92% gc time) Test Summary: | Pass Total Time model X Guassian Knockoffs | 4 4 8.4s 4.251940 seconds (262.92 k allocations: 189.025 MiB, 15.93% gc time) Test Summary: | Pass Total Time model X 2nd order Knockoffs | 3 3 4.3s Test Summary: | Pass Total Time utility functions | 246986 246986 14.5s Test Summary: | Pass Total Time MK_statistics | 16 16 1.9s Test Summary: | Pass Total Time Markov chain knockoffs have the right correlation structure | 55 55 18.9s 26.813005 seconds (550.03 k allocations: 595.302 MiB, 3.05% gc time) 0.106799 seconds (55 allocations: 15.384 MiB) 0.124412 seconds (57 allocations: 15.389 MiB) 3.406000 seconds (212.77 k allocations: 62.791 MiB, 38.51% compilation time) 3.007890 seconds (755 allocations: 49.643 MiB) 3.674864 seconds (755 allocations: 49.643 MiB, 18.76% gc time) Test Summary: | Pass Total Time SDP vs MVR vs ME knockoffs | 2 2 37.2s 38.548555 seconds (561.05 k allocations: 592.844 MiB, 3.06% gc time) 0.853614 seconds (39 allocations: 10.467 MiB) Test Summary: | Pass Total Time SDP vs SDP fast | 1 1 39.4s 0.546863 seconds (39 allocations: 10.467 MiB) 1.394522 seconds (39 allocations: 10.467 MiB) Test Summary: | Pass Total Time keyword arguments | 1 1 1.9s 0.536281 seconds (55 allocations: 42.423 MiB) 5.522121 seconds (760 allocations: 125.324 MiB, 1.11% gc time) 5.614274 seconds (952 allocations: 136.146 MiB) Test Summary: | Pass Total Time debiasing preserves sparsity pattern | 5 5 11.7s ┌ Warning: `Progress(n::Integer, dt::Real, desc::AbstractString = "Progress: ", barlen = nothing, color::Symbol = :green, output::IO = stderr; offset::Integer = 0)` is deprecated, use `Progress(n; dt = dt, desc = desc, barlen = barlen, color = color, output = output, offset = offset)` instead. │ caller = ip:0x0 └ @ Core :-1 Approximating covariance by blocks... 33%|████▋ | ETA: 0:00:03 Approximating covariance by blocks... 100%|██████████████| Time: 0:00:03 11.115461 seconds (2.09 M allocations: 645.647 MiB, 1.11% gc time, 65.62% compilation time) 0.429673 seconds (717 allocations: 43.013 MiB) 1.001296 seconds (737 allocations: 202.089 MiB, 1.87% gc time) Test Summary: | Pass Total Time approximate constructions | 4 4 12.6s norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 0.8767629533082448 norm(ko.betas[i] - b) = 0.9356208228898971 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 0.6014451799923305 norm(ko.betas[i] - b) = 0.9258529744157991 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 3.3454937386220522 norm(ko.betas[i] - b) = 0.8590402919777409 norm(ko.betas[i] - b) = 0.863992012891004 Test Summary: | Pass Total Time fit lasso Gaussian | 3 3 1.6s norm(ls_ko.betas[i] - b) = 4.072391064775389 norm(ls_ko.betas[i] - b) = 4.072391064775389 norm(ls_ko.betas[i] - b) = 4.072391064775389 norm(ls_ko.betas[i] - b) = 0.7415681288283337 norm(ls_ko.betas[i] - b) = 0.9636483604768742 norm(lasso_ko.betas[i] - b) = 4.072391064775389 norm(lasso_ko.betas[i] - b) = 4.072391064775389 norm(lasso_ko.betas[i] - b) = 3.70966387903355 norm(lasso_ko.betas[i] - b) = 3.710691888096125 norm(lasso_ko.betas[i] - b) = 3.719044549397052 norm(nodebias_ko.betas[i] - b) = 4.072391064775389 norm(nodebias_ko.betas[i] - b) = 4.072391064775389 norm(nodebias_ko.betas[i] - b) = 4.072391064775389 norm(nodebias_ko.betas[i] - b) = 3.75347010995881 norm(nodebias_ko.betas[i] - b) = 3.7527584360250956 Test Summary: | Pass Total Time fit lasso logistic | 3 3 45.6s Test Summary: | Pass Total Time predict via knockoff-filter | 15 15 1.6s 78.594267 seconds (28.00 M allocations: 1.744 GiB, 1.01% gc time, 99.99% compilation time) SDP initial obj = 2.600000000000002 Iter 1 (PCA): obj = 0.04235355947096328, δ = 0.9874010495584882, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 2 (PCA): obj = 0.0076425694218480575, δ = 0.1049513868593349, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 3 (PCA): obj = 0.0034459041620199357, δ = 0.012891029698779576, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 4 (PCA): obj = 0.002468051757417651, δ = 0.004615087855127155, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 5 (PCA): obj = 0.0017054405081494684, δ = 0.00934076126679786, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 6 (PCA): obj = 0.0012815483847531087, δ = 0.0036136772135410087, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 7 (PCA): obj = 0.0009487836727680071, δ = 0.0020343293010157046, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 8 (PCA): obj = 0.000730738543804908, δ = 0.0014838583134576626, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 9 (PCA): obj = 0.0006182524210547019, δ = 0.0006769799569998174, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 10 (PCA): obj = 0.000558175587766423, δ = 0.0006571834545315721, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 11 (PCA): obj = 0.0005253955252115187, δ = 0.0002733251270502751, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 12 (PCA): obj = 0.0005011821332138296, δ = 0.00017258408984083783, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 13 (PCA): obj = 0.0005003029756800681, δ = 0.00012494593920418898, t1 = 0.01, t2 = 0.0, t3 = 0.01 6.954027 seconds (1.07 M allocations: 79.705 MiB, 99.46% compilation time) SDP initial obj = 2.600000000000002 Iter 1 (PCA): obj = 0.04235355947096328, δ = 0.9874010495584882, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 2 (PCA): obj = 0.007642569421848044, δ = 0.1049513868593349, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 3 (PCA): obj = 0.003445904162019915, δ = 0.012891029698779576, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 4 (PCA): obj = 0.002468051757417631, δ = 0.004615087855127155, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 5 (PCA): obj = 0.0017054405081494545, δ = 0.00934076126679786, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 6 (PCA): obj = 0.0012815483847530853, δ = 0.0036136772135410087, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 7 (PCA): obj = 0.0009487836727679915, δ = 0.0020343293010157046, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 8 (PCA): obj = 0.0007307385438048969, δ = 0.0014838583134576626, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 9 (PCA): obj = 0.0006182524210546915, δ = 0.0006769799569998174, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 10 (PCA): obj = 0.0005581755877664172, δ = 0.0006571834545315721, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 11 (CCD): obj = 2.084040498699191e-15, δ = 0.0012531657723307554, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 12 (CCD): obj = 2.084040498699191e-15, δ = 0.0, t1 = 0.0, t2 = 0.0, t3 = 0.01 Iter 13 (PCA): obj = 0.00012393119554853323, δ = 9.45712295155215e-5, t1 = 0.01, t2 = 0.01, t3 = 0.01 Iter 14 (CCD): obj = 2.0637767177437896e-15, δ = 4.6788636386851934e-5, t1 = 0.01, t2 = 0.01, t3 = 0.01 0.031556 seconds (4.04 k allocations: 11.567 MiB) SDP initial obj = 2.600000000000002 Iter 1 (PCA): obj = 0.04235355947096328, δ = 0.9874010495584882, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 2 (CCD): obj = 2.0263912245508265e-15, δ = 0.026246930919087696, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 3 (PCA): obj = 0.00012393119554919874, δ = 9.4571229516383e-5, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 4 (CCD): obj = 1.9964477628324397e-15, δ = 4.678863638751807e-5, t1 = 0.0, t2 = 0.0, t3 = 0.0 0.020794 seconds (1.91 k allocations: 11.383 MiB) MVR initial obj = 3627.7584052390794 Iter 1 (PCA): obj = 2134.333834179735, δ = 0.9825804476712029, t1 = 0.0, t2 = 0.0 Iter 2 (PCA): obj = 2134.2325877013504, δ = 0.064365048700893, t1 = 0.0, t2 = 0.0 1.569654 seconds (229.41 k allocations: 25.234 MiB, 98.86% compilation time) MVR initial obj = 3627.7584052390794 Iter 1 (PCA): obj = 2134.333834179735, δ = 0.9825804476712029, t1 = 0.0, t2 = 0.0 Iter 2 (PCA): obj = 2134.2325877013504, δ = 0.064365048700893, t1 = 0.0, t2 = 0.0 Iter 3 (CCD): obj = 2134.2325877012877, δ = 2.3275091878961352e-7, t1 = 0.0, t2 = 0.0,t3 = 0.0 0.021126 seconds (1.08 k allocations: 11.462 MiB) MVR initial obj = 3627.7584052390794 Iter 1 (PCA): obj = 2134.333834179735, δ = 0.9825804476712029, t1 = 0.0, t2 = 0.0 Iter 2 (CCD): obj = 2134.32441057449, δ = 0.0011116260339162362, t1 = 0.0, t2 = 0.0,t3 = 0.0 Iter 3 (PCA): obj = 2134.2327037668088, δ = 0.061319793151697825, t1 = 0.0, t2 = 0.0 Iter 4 (CCD): obj = 2134.2326519499584, δ = 0.00012568491784442073, t1 = 0.0, t2 = 0.01,t3 = 0.0 0.025292 seconds (1.33 k allocations: 11.482 MiB) Maxent initial obj = -257.9275190821772 Iter 1 (PCA): obj = -153.27202274240102, δ = 0.9946996466431096, t1 = 0.0, t2 = 0.0 Iter 2 (PCA): obj = -153.24879130720362, δ = 0.06018956607736612, t1 = 0.0, t2 = 0.0 1.267533 seconds (145.00 k allocations: 20.560 MiB, 98.72% compilation time) Maxent initial obj = -257.9275190821772 Iter 1 (PCA): obj = -153.27202274240102, δ = 0.9946996466431096, t1 = 0.0, t2 = 0.0 Iter 2 (PCA): obj = -153.24879130720362, δ = 0.06018956607736612, t1 = 0.0, t2 = 0.0 Iter 3 (CCD): obj = -153.2487895675824, δ = 0.00010284693384665026, t1 = 0.0, t2 = 0.0, t3 = 0.0 0.017686 seconds (1.06 k allocations: 11.334 MiB) Maxent initial obj = -257.9275190821772 Iter 1 (PCA): obj = -153.27202274240102, δ = 0.9946996466431096, t1 = 0.0, t2 = 0.0 Iter 2 (CCD): obj = -153.26564804055067, δ = 0.003144588665808597, t1 = 0.0, t2 = 0.0, t3 = 0.0 Iter 3 (PCA): obj = -153.24886074953, δ = 0.05119933659455436, t1 = 0.0, t2 = 0.0 Iter 4 (CCD): obj = -153.24880953840918, δ = 0.0006013379878981288, t1 = 0.0, t2 = 0.0, t3 = 0.0 0.020441 seconds (1.31 k allocations: 11.355 MiB) Init obj = 3.1101883230919296, with 10 unique blocks to optimze Iter 1: obj = 1.515746969179797, δ = 0.6182819765522792 Iter 2: obj = 1.4493013605454983, δ = 0.13569653046033248 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 3: obj = 1.429494394336305, δ = 0.08315953611577176 Iter 4: obj = 1.4109059341214922, δ = 0.06411607422459664 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 5: obj = 1.3964552779373198, δ = 0.06659144397859668 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 6: obj = 1.3853590662739366, δ = 0.048065415324609284 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 7: obj = 1.377439824220286, δ = 0.0440808627601087 Iter 8: obj = 1.3710762842782394, δ = 0.04712290763926469 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 9: obj = 1.365628060159866, δ = 0.040383836314394544 Iter 10: obj = 1.3612870322800998, δ = 0.05143427070562884 Iter 11: obj = 1.3573808780873169, δ = 0.03336464221842973 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 12: obj = 1.3533470454331573, δ = 0.052108203215114 Iter 13: obj = 1.349537362858883, δ = 0.051860407666558195 Iter 14: obj = 1.346395016822127, δ = 0.07698793422293777 Iter 15: obj = 1.3439471436116994, δ = 0.05215953814672608 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 16: obj = 1.3417825620030894, δ = 0.08331455216649314 Iter 17: obj = 1.3395701739681969, δ = 0.05189856134459666 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 18: obj = 1.3376536826765522, δ = 0.12675908875928027 Iter 19: obj = 1.3359810908981167, δ = 0.13532669248694257 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 20: obj = 1.3345216747576396, δ = 0.01909148767558555 Iter 21: obj = 1.3331848619003017, δ = 0.07769227563094211 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 22: obj = 1.3320924476811624, δ = 0.054465437989723475 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 23: obj = 1.3311520270189603, δ = 0.012945866140942397 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 24: obj = 1.3303710108295563, δ = 0.10770410744079156 Iter 25: obj = 1.3296795782656265, δ = 0.11483834962236067 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 26: obj = 1.3290972872834887, δ = 0.03258023687381906 Iter 27: obj = 1.3285745002792366, δ = 0.03634861902190922 ┌ Warning: cannot step in centering direction └ @ Hypatia.Solvers ~/.julia/packages/Hypatia/Yxeja/src/Solvers/steppers/combined.jl:111 Iter 28: obj = 1.328106817565247, δ = 0.007969122920764349 36.602382 seconds (11.10 M allocations: 675.879 MiB, 1.40% gc time, 87.51% compilation time) Init obj = 4618.77588142147, with 10 unique blocks to optimze Iter 1: obj = 2535.422234282537, δ = 0.5005375882299727 Iter 2: obj = 2541.3882832155664, δ = 0.22479856559118572 Iter 3: obj = 2563.467796595396, δ = 0.03677418350957473 Iter 4: obj = 2571.7494253990903, δ = 0.016978395610843133 Iter 5: obj = 2576.2672291210165, δ = 0.01043677715031055 Iter 6: obj = 2578.64121290611, δ = 0.007405648007592136 26.223852 seconds (8.55 M allocations: 1011.576 MiB, 0.68% gc time, 39.93% compilation time) Init obj = -315.2320654202781, with 10 unique blocks to optimze Iter 1: obj = -234.0931764079312, δ = 0.1827748099726148 Iter 2: obj = -235.8579650041243, δ = 0.013365552850458484 Iter 3: obj = -235.8170555241231, δ = 0.00047825913564802924 18.979952 seconds (6.44 M allocations: 423.153 MiB, 0.30% gc time, 96.45% compilation time) 0.076548 seconds (29.17 k allocations: 13.399 MiB, 28.69% compilation time) 0.660522 seconds (86.72 k allocations: 47.688 MiB, 4.07% compilation time) Test Summary: | Pass Total Time group knockoff optimization | 3558 3558 2m57.2s 2.789953 seconds (453.32 k allocations: 30.092 MiB, 99.47% compilation time) Test Summary: | Pass Total Time block descent for a single block | 2 2 8.4s Test Summary: | Pass Total Time group knockoff utilities | 7 7 3.7s Test Summary: | Pass Total Time representative group knockoffs | 15 15 54.4s 1.096823 seconds (1.87 k allocations: 147.064 MiB) 1.545922 seconds (1.90 k allocations: 271.741 MiB) Test Summary: | Pass Total Time multiple knockoffs | 8 8 3m27.3s Testing Knockoffs tests passed Testing completed after 959.99s PkgEval succeeded after 1561.03s