Contributor
Rover Van

Speed optimizations for iregnet


Mentors
Toby Dylan Hocking, Anuj Khare
Organization
R project for statistical computing

The iregnet package is the first R package to support four types of censoring and elastic net (L1 + L2) regularization. Though it is already useful for making predictions in data sets with possibly censored observations, the current code is too slow for large data sets. After this GSOC project, its model fitting code will be even faster. The iregnet package will get better performance in large data sets.