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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:
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 forlogreg_l2
with batch and stochastic solvers. We should thus merge benchopt/benchmark_stochastic_logreg_l2 and this benchmark. To do this, we should:SGD
solver in this benchmarktrain/test
losses inobjective.py
Moreover, to make this benchmark more inline with literature practices, we should try and reproduce the following figures:
From Schmidtt et al. 2014
![image](https://user-images.githubusercontent.com/3321081/132006409-8ef88dc1-fffb-4cfe-87de-27685aaa5bca.png)
From Leblond et al. 2017
![image](https://user-images.githubusercontent.com/3321081/132006531-9a61a576-4476-43a7-927e-66ae9282973c.png)
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