With any martial art you will generally learn faster with private lessons as opposed to group lessons, due to the fact group lessons generally only progress at the rate of the dumbest, least serious individual in the class (the weakest link).
Also don't forget that with BJJ at least, it usually helps alot to be able to learn from a 3rd person perspective, watching another person execute a technique on someone else, rather than just feeling what is being done to you and trying to visualise things from your instructor's perspective.
You just have to consider how you learn best, and whether slightly faster learning justifies higher fees.
You also need to recognise that sparring/grappling with just one person will cause you to get used to that person and their size, strength, flexibility, style, etc. of fighting and not many different peoples!
Hope I've helped!
