ENH – Add `skglm` SmoothQuantileRegressor solver and related improvements (add. python based solvers, sparse dataset (finance), lambda_max fix)#13

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floriankozikowski wants to merge 7 commits intobenchopt:mainfrom

floriankozikowski:quanthuberbenchopt

Commits on Jun 20, 2025

first attempt at adding skglm sqr solver
floriankozikowski
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Commits on Jun 23, 2025

add sklearn solver to see if that works better than skglm
floriankozikowski
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Commits on Jul 8, 2025

fix intercept handling in objective.py, add config.yml for testing, add fallbacks for solvers and verified stopping criterion
floriankozikowski
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Commits on Jul 15, 2025

temporary commit to play around and debug
floriankozikowski
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Commits on Jul 23, 2025

Commits on Jul 25, 2025

clean up script
floriankozikowski
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