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Make stochastic solvers fit in this benchmark #16

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tomMoral opened this issue Sep 3, 2021 · 0 comments
Open
4 tasks

Make stochastic solvers fit in this benchmark #16

tomMoral opened this issue Sep 3, 2021 · 0 comments

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@tomMoral
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tomMoral commented Sep 3, 2021

Now that we use SufficientProcessCriterion to stop the benchmark and that we can have multiple loss at once, there is no real gain to have separate benchmarks for logreg_l2 with batch and stochastic solvers. We should thus merge benchopt/benchmark_stochastic_logreg_l2 and this benchmark. To do this, we should:

  • port SGD solver in this benchmark
  • add a notion of train/test losses in objective.py
  • improve the plotting utils for multi value loss functions to get train/test graphs.
  • close the benchopt/benchmark_stochastic_logreg_l2 repo

Moreover, to make this benchmark more inline with literature practices, we should try and reproduce the following figures:

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