How to use GPU to run this codes?

[Samzhang029]

How to use GPU to run this codes?

[J3FALL]

How to use GPU to run this codes?

Greetings, Samzhang!

Unfortunately, the current implemented version of lasso does not support GPU as-is.
Since the basic algorithm has a 'sequential' nature (coordinate descent), it can be parallelized only in mathematic operations with matrices and vectors.
For instance, here vectorMultiply and vectorMultiplyComponentWise can be replaced with CUDA-operations. The possible boost can be visible on large matrices.

But, more advanced algorithms exist that can speed-up coordinate descent, for instance, check Shotgun algorithm:
https://github.com/akyrola/shotgun