making HAL faster
nhejazi opened this issue · 1 comments
nhejazi commented
clever things that might help us be fast:
-
lassi_fit_cd
should accept an index and perform fitting on that subset - make things into a core class as per #20
- benchmark further cases of n, p for how
lassi
is performing vsglmnet
- coordinate descent wrt cv-risk -- only do things that minimize cv-risk
- use of R code for
cv_lasso
might be (probably is) causing significant delays - could consider moving CV steps into
RcppParallel
instead oforigami
- Wainwright http://jmlr.csail.mit.edu/papers/volume17/15-605/15-605.pdf
nhejazi commented
Stale -- closing since we've deprecated lassi
as of v0.4.0+