All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=biglasso

Facebook Share Twitter Share

biglasso: Big Lasso: Extending Lasso Model Fitting to Big Data in R

Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. Compared to existing lasso-fitting packages, it preserves equivalently fast computation speed but is much more memory-efficient, thus allowing for very powerful big data analysis even with only a single laptop.

biglasso.pdf