This is a Matlab port for the efficient procedures for fitting the entire lasso or elastic-net path for linear regression, logistic and multinomial regression, Poisson regression and the Cox model.
Hi,
I'm trying to scale up my code by running glmnet on a linux cluster (with Matlab 2021a). Unfortunately, the mex file is much slower than on my windows PC (up to 30 times for my particular application), even after re-compiling. I was wondering if you had encountered similar issues or had advices on where to look for a workaround solution (didn't get any reply from the original glmnet developpers).
Best,
Julien