.. _sphx_glr_auto_gallery_4-computation-tips: Computational Tips -------------------------- The generic splicing technique certifiably guarantees the best subset can be selected in a polynomial time. In practice, the computational efficiency can be improved to handle large scale datasets. The tips for computational improvement are applicable for: 1. **ultra-high dimensional data** via - feature screening; - focus on important variables; 2. **large-sample data** via - golden-section searching; - early-stop scheme; 3. **sparse inputs** via - sparse matrix computation; 4. **specific models** via - covariance update for ``LinearRegression`` and ``MultiTaskRegression``; - quasi Newton iteration for ``LogisticRegression``, ``PoissonRegression``, ``CoxRegression``, etc. More importantly, the technique in these tips can be use simultaneously. For example, ``abess`` allow algorithms to use both feature screening and golden-section searching such that algorithms can handle datasets with large-sample and ultra-high dimension. The following contents illustrate the above tips. Besides, ``abess`` efficiently implements warm-start initialization and parallel computing, which are very useful for fast computing. To help use leverage them, we will also describe their implementation details in the following. .. raw:: html
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Ultra-High dimensional data
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Large-Sample Data
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Sparse Inputs
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Specific Models
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.. toctree:: :hidden: /auto_gallery/4-computation-tips/plot_large_dimension /auto_gallery/4-computation-tips/plot_large_sample /auto_gallery/4-computation-tips/plot_sparse_inputs /auto_gallery/4-computation-tips/plot_specific_models