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biglasso

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
Dependencies: R
Keywords: CRAN; R package; Extending Lasso Model; Big Data; Lasso; memory-efficient; computation-efficient
Related Software: glmnet; R; rticles; ggplot2; knitr; testthat; usethis; devtools; RSpectra; dotCall64; CVXPY; Asgl; SGL; gglasso; sparsegl; zoo; CODA; RhpcBLASctl; doParallel; foreach
Referenced in: 5 Publications

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