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Faster Lasso regression

Fit a Lasso regression on a 1990 × 3980 random design faster than scikit-learn, reaching the same objective value to within 1e-5.

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1{
2 "domain": "computer-science",
3 "topics": [
4 "scientific-computing"
5 ],
6 "type": "algorithm",
7 "benchmark": {
8 "task": "Fit Lasso (alpha = 0.1) on a 1990 × 3980 design faster than scikit-learn",
9 "metric": {
10 "name": "Speed-up over the reference implementation (×)",
11 "better": "higher"
12 },
13 "baseline": {
14 "name": "Reference implementation",
15 "score": 1
16 }
17 },
18 "source": {
19 "key": "algotune",
20 "name": "AlgoTune",
21 "url": "https://github.com/oripress/AlgoTune/tree/main/AlgoTuneTasks/lasso",
22 "id": "lasso",
23 "curator": "Ori Press and the AlgoTune contributors",
24 "poser": "Ori Press et al. (AlgoTune)",
25 "status": "open",
26 "as_of": "2026-10-20",
27 "catalog": "0521c19bbd38"
28 }
29}