I'm using glmnet for logistic regression, I got a fairly sparse dataset, 20,000 samples(very imbalanced too, 5% from one group), 1500 variables,.
the code have beed running for 2 hours, still waiting for result, I am doing lasso here(alpha=1), my computer is core 2 due CPU @3Ghz, 4GB ram, why it's much more slower than the speed report in tibshirani etc's paper? has anyone got same problem? Many thanks yan -- View this message in context: http://r.789695.n4.nabble.com/glmnet-speed-tp4629953.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.