Hi there, I’m a Master’s student in Statistics. I’ve recently been researching ‘safe screening rules’ for accelerating Lasso solvers. These can improve computation times by orders of magnitude when the number of features is large. I’d like to create a package implementing these methods in Julia to…

When implementing a specific, mostly standalone algorithm, I think it is best to put it in a small package, well-tested, documented, with a very lightweight interface. This has the following advantages: the code should remain functional work a long time, because of the simple setup, and should be…

Seeking advice on contributing to Julia: A faster Lasso solver

Specific Domains Statistics

Albert_Zevelev February 4, 2021, 7:02am 10

@barankarakus were you able to complete your faster Lasso solver?

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Seeking advice on contributing to Julia: A faster Lasso solver

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