[R] glmnet speed

yan
2012-05-14T15:45:22Z

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

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