Skip to main content
. Author manuscript; available in PMC: 2010 Aug 30.
Published in final edited form as: J Stat Softw. 2010;33(1):1–22.

Table 2.

Timings (seconds) for logistic models with lasso penalty. Total time for tenfold cross-validation over a grid of 100 λ values.

Logistic Regression — Dense Features
Correlation
0 0.1 0.2 0.5 0.9 0.95

N = 1000, p = 100

glmnet 1.65 1.81 2.31 3.87 5.99 8.48
l1lognet 31.475 31.86 34.35 32.21 31.85 31.81
BBR 40.70 47.57 54.18 70.06 106.72 121.41
LPL 24.68 31.64 47.99 170.77 741.00 1448.25

N = 5000, p = 100

glmnet 7.89 8.48 9.01 13.39 26.68 26.36
l1lognet 239.88 232.00 229.62 229.49 22.19 223.09

N = 100, 000, p = 100

glmnet 78.56 178.45 205.94 274.33 552.48 638.50

N = 100, p = 1000

glmnet 1.06 1.07 1.09 1.45 1.72 1.37
l1lognet 25.99 26.40 25.67 26.49 24.34 20.16
BBR 70.19 71.19 78.40 103.77 149.05 113.87
LPL 11.02 10.87 10.76 16.34 41.84 70.50

N = 100, p = 5000

glmnet 5.24 4.43 5.12 7.05 7.87 6.05
l1lognet 165.02 161.90 163.25 166.50 151.91 135.28

N = 100, p = 100, 000

glmnet 137.27 139.40 146.55 197.98 219.65 201.93