I'm looking for a fast library in c++ for ridge regression. I used GSL but it is two orders of magnitude slower than Python's sklearn.

Any recommendations?


closed as off-topic by Ferdi, kjetil b halvorsen, steffen, usεr11852, SmallChess Jul 29 '18 at 14:50

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  • $\begingroup$ Ridge Regression is not that hard to implement is something like Eigen. That said, probably you need to move this SO as the particulars of your the implementation (e.g. how you load the data, how you cast them, etc.) will have a significant effect to the overall performance. $\endgroup$ – usεr11852 Jul 29 '18 at 14:29
  • $\begingroup$ @usεr11852 - the training itself was much slower, regardless of the loading. $\endgroup$ – Roy Jul 29 '18 at 14:35
  • $\begingroup$ OK, that might be the case but still this is an issue for SO rather than SE. :) (Also probably this will depend on your benchmarking too - dataset size, etc.) $\endgroup$ – usεr11852 Jul 29 '18 at 14:38