Result on group lasso benchmark

0.0e+01.0e+12.0e+13.0e+14.0e+15.0e+11.0e−101.0e−81.0e−61.0e−41.0e−21.0e+01.0e+2
Sparse Group Lasso[reg=0.01,tau=0.9]Data: Simulated[groups=10,n_features=2000,n_samples=1000]Time [sec]F(x) - F(x*)
Solvers (Click on a solver to hide it or double click to hide all the others)
gsroptim
E. Ndiaye, O. Fercoq, A. Gramfort, and J. Salmon, "GAP safe screening rules for Sparse-Group Lasso", NeurIPS 2016.
skglm
Q. Bertrand and Q. Klopfenstein and P.-A. Bannier and G. Gidel and M. Massias, "Beyond L1: Faster and Better Sparse Models with skglm", NeurIPS 2022.