swMATH ID: 19509
Software Authors: Yaohui Zeng, Patrick Breheny
Description: R package biglasso. Extending Lasso Model Fitting to Big Data. Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It’s much more memory- and computation-efficient as compared to existing lasso-fitting packages like ’glmnet’ and ’ncvreg’, thus allowing for very powerful big data analysis even with an ordinary laptop.
Homepage: https://cran.r-project.org/web/packages/biglasso/index.html
Source Code:  https://github.com/cran/biglasso
Dependencies: R
Keywords: CRAN; R package; Extending Lasso Model; Big Data; Lasso; memory-efficient; computation-efficient
Related Software: R; glmnet; doParallel; foreach; gglasso; SGL; glinternet; Scikit; ncvreg; RcppEigen; Eigen; grpreg; lars; profvis; bigmemory; Matrix; doMC; oem; rticles; ggplot2
Cited in: 6 Publications

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