Bayesian Lasso and multinomial logistic regression on GPU.
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ABSTRACT:
SUBMITTER: Cesnovar R
PROVIDER: S-EPMC5489220 | biostudies-literature | 2017
REPOSITORIES: biostudies-literature
Publications
Bayesian Lasso and multinomial logistic regression on GPU.
Češnovar Rok R Štrumbelj Erik E
PloS one 20170628 6
We describe an efficient Bayesian parallel GPU implementation of two classic statistical models-the Lasso and multinomial logistic regression. We focus on parallelizing the key components: matrix multiplication, matrix inversion, and sampling from the full conditionals. Our GPU implementations of Bayesian Lasso and multinomial logistic regression achieve 100-fold speedups on mid-level and high-end GPUs. Substantial speedups of 25 fold can also be achieved on older and lower end GPUs. Samplers ar ...[more]
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