Thomas Lumley 7/8/2013

Big data linear models

Read Original

The article discusses the biglm package in R, which uses incremental QR decomposition for linear models on large datasets. It explains a method to parallelize the computation by processing data chunks separately and then merging the QR decompositions, referencing techniques from LAPACK. The author notes this improvement is coming to the package soon.

Big data linear models

Comments

No comments yet

Be the first to share your thoughts!

Browser Extension

Get instant access to AllDevBlogs from your browser