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Implement a solver backend for when K >> N #490

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tbenthompson opened this issue Nov 25, 2021 · 0 comments
Open

Implement a solver backend for when K >> N #490

tbenthompson opened this issue Nov 25, 2021 · 0 comments

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@tbenthompson
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I'm not sure if there's interest for this, but see the tweet and follow up here: https://twitter.com/mathusmassias/status/1463442830513352706

@mathurinm -- thanks for your benchmarking!

As far as what this should look like, I think coordinating with @mathurinm and looking at celer would be a good place to start. It also looks like he has a request out for someone to build a fast and flexible GLM tool for this situation.

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