Installation
About
Extend lasso and elastic-net model fitting for ultra high-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data analysis even on an ordinary laptop.
Citation | biglasso citation info |
yaohuizeng.github.io/biglasso/index.html | |
github.com/YaohuiZeng/biglasso | |
arxiv.org/abs/1701.05936 | |
Bug report | File report |
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