Exactly, thanks for the clarification.
2012/7/10 Olivier Grisel <[email protected]>
> Ok so if I understand correctly the sentence:
>
> > The glmnet implementation is not yet competitive with the current
> > implementation.
>
> Should read:
>
> """
> The l1+l2 penalized least square regression implemented with
> coordinate descent and
> covariance updates not yet competitive with the current implementation
> in cd_fast.pyx (without covariance updates).
> """
>
> We should be precise because "glmnet" is the original name of a broad
> R package [1] that comprises many subparts and along and the paper
> you mentioned that was already the main inspiration when Alexandre
> implemented cd_fast.pyx, hence the confusion.
>
> [1] http://cran.r-project.org/web/packages/glmnet/index.html
>
> --
> Olivier
>
>
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