API function for merge

[DamienLesens]

The API provides a function for running a benchmark and plotting some results, but not for merging multiple result files.
Right now in my script I'm using the function from the CLI with something like

from benchopt import run_benchmark
from benchopt.plotting import plot_benchmark
from benchopt.benchmark import Benchmark
from benchopt.cli.process_results import merge
from pathlib import Path

benchmark_path = '.'
benchmark = Benchmark(benchmark_path,no_cache=False)

exp_name = "my_exp"

#running some benchmarks, generating output_file_list

merge.callback(benchmark_path,filenames=output_file_list,output=exp_name)

plot_benchmark(
    fname=Path("outputs/"+exp_name+".parquet"),
    benchmark=benchmark,
)

I would be good to have an API function that returns the Path object of the merged results

[tomMoral]

Yeah I agree this would be nice.
One simply need to create an helpe for the 4 lines bellow this one: https://github.com/benchopt/benchopt/blob/main/benchopt/cli/process_results.py#L116

Adding this in benchopt/results/process.py with docstring would do the job, with returning the return from save_result.

PR welcome :)