Bayesian Lasso and multinomial logistic regression on GPU.

We describe an efficient Bayesian parallel GPU implementation of two classic statistical models-the Lasso and multinomial logistic regression. We focus on parallelizing the key components: matrix multiplication, matrix inversion, and sampling from the full conditionals. Our GPU implementations of Ba...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Rok Češnovar, Erik Štrumbelj
Format: Artikel
Sprache:English
Veröffentlicht: Public Library of Science (PLoS) 2017-01-01
Schriftenreihe:PLoS ONE
Online Zugang:http://europepmc.org/articles/PMC5489220?pdf=render