Good dataset for lasso regression [P]

Hello everyone, I'm currently doing a memoir on accelerated proximal point algorithm and I need to prove the efficiency of my accelerated algorithm with a lasso regression. The thing is I need to have a dataset which has a lot of features ( to show the efficiency of lasso) like between 1000 and 2000 , do you know where I can download such dataset for Lasso Regression, that would be a huge help Thank You!!!

dataset good lasso machinelearning regression