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rust-ml / linfa

A Rust machine learning framework.
Apache License 2.0
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Support sparse matrices #192

Open PABannier opened 2 years ago

PABannier commented 2 years ago

In high dimensional statistics, we usually rely on CSC and CSR arrays when matrices are very sparse. It is particularly for speeding up the coordinate descent procedure.

I can implement that in the ElasticNet subpackage if you find it worth it. What do you think?

YuhanLiin commented 2 years ago

The sprs crate implements CSR matrices and is already used in linfa-kernel and linfa-processing. Integrating it into ElasticNet would be welcome.