Bayesian Lasso and multinomial logistic regression on GPU
نویسندگان
چکیده
منابع مشابه
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 Bayesian Lasso and multinomial logistic regression achieve 100-fold speedups on mid-level and high-...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0180343