Extending Lasso Model Fitting to Big Data
Direct interface to biglasso fitting, no preprocessing
Direct interface to biglasso fitting, no preprocessing, path version
Extending Lasso Model Fitting to Big Data
Fit lasso penalized regression path for big data
Cross-validation for biglasso
Internal biglasso functions
Plot coefficients from a "biglasso" object
Plots the cross-validation curve from a "cv.biglasso" object
Plot coefficients from a "mbiglasso" object
Model predictions based on a fitted biglasso object
Model predictions based on a fitted cv.biglasso() object
Set up design matrix X by reading data from big data file
Summarizing inferences based on cross-validation
Extend lasso and elastic-net model fitting for large data sets that cannot be loaded into memory. Designed to be more memory- and computation-efficient than existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing the user to analyze big data with limited RAM <doi:10.32614/RJ-2021-001>.
Useful links