diff --git a/asv_benchmarks/benchmarks/linear_model.py b/asv_benchmarks/benchmarks/linear_model.py
index 663ceca61d063..b694a109329f0 100644
--- a/asv_benchmarks/benchmarks/linear_model.py
+++ b/asv_benchmarks/benchmarks/linear_model.py
@@ -164,7 +164,11 @@ def make_data(self, params):
         return data
 
     def make_estimator(self, params):
-        estimator = SGDRegressor(max_iter=1000, tol=1e-16, random_state=0)
+        (representation,) = params
+
+        max_iter = 60 if representation == "dense" else 300
+
+        estimator = SGDRegressor(max_iter=max_iter, tol=None, random_state=0)
 
         return estimator