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Create a benchmark for LibLinear/LibSVM to quantify past and future improvements to the C code #16864

@smarie

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@smarie

Following PR #13511 it appears that there is not reference benchmark for SVMs in scikit-learn or in any side-project (sklearn-contrib).

This seems quite risky on the long run, maybe we should create one - especially to quantify the impact of changes to C code such as in PR #13511 .

I have been working quite a bit on this topic of creating reference benchmarks in the past years, leading to the creation of tools in the pytest ecosystem: pytest-cases and pytest-harvest, with a beginning of tutorial here (outdated I'm afraid). I can therefore certainly try to help with a benchmark framework structure if you find such an idea interesting.

However I do not know a good set of reference datasets to start with (apart from creating challenging ones "by hand").

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