This example:
https://scikit-learn.org/dev/auto_examples/linear_model/plot_logistic_path.html

Shows wrong results according to
https://papers.nips.cc/paper/8491-geno-generic-optimization-for-classical-machine-learning.pdf

I'm surprised the data is not scaled, I wouldn't expect saga to work without scaling. That paper has some other interesting graphs also.

cc @agramfort who might now actually see this ping [you did unfollow the repo, right?]