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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...
Autores principales: | Češnovar, Rok, Štrumbelj, Erik |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2017
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5489220/ https://www.ncbi.nlm.nih.gov/pubmed/28658298 http://dx.doi.org/10.1371/journal.pone.0180343 |
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