The last two releases of glmnet have yielded significant speed increases, as legacy Fortran code has been replaced with modern C++ (see their NEWS file). In the interest of objectivity, I think it would be a good idea to update the benchmarks that are highlighted on the README here. AFAICT these benchmarks were last run in 2020.
Regardless, thanks for maintaining this excellent package. I'm a big fan.
The last two releases of glmnet have yielded significant speed increases, as legacy Fortran code has been replaced with modern C++ (see their NEWS file). In the interest of objectivity, I think it would be a good idea to update the benchmarks that are highlighted on the README here. AFAICT these benchmarks were last run in 2020.
Regardless, thanks for maintaining this excellent package. I'm a big fan.