Lasso for big data in R using various tricks and memory mapping. https://arxiv.org/abs/1701.05936 pic.twitter.com/Vgnus21VOA
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I mean, since it claims out-of-core capabilities, you should be able to run a UKBB-size dataset, just slower. I'm wondering if there are any gotchas or if the slowdown is so bad that it's possible but not really feasible.
I'll try when I get a copy of UKBB for sure.
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