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Parallel execution for Lasso

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Torsionfree on 1 Oct 2013

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Answered: Sean de Wolski on 1 Oct 2013

I'd like to perform parallel execution for lasso regression. As far as I found on the web, built in lasso function supports parallel computing.

Does it supported from 2013b? What is the mechanism of the algorithm? (I'd like to check where "parfor" is used in lasso regression)

Thanks!!

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Sean de Wolski on 1 Oct 2013

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Look at the 'UseParallel' option in 'options'. It will do the cross validation in parallel.

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