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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...
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Publicado no: | PLoS One |
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Main Authors: | , |
Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
Public Library of Science
2017
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Assuntos: | |
Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5489220/ https://ncbi.nlm.nih.gov/pubmed/28658298 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0180343 |
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