Problems parallelizing glmnet

I was not aware of this unfortunate limitation.  Was it specific to a
particular back-end, or just foreach in general?

On Thu, Sep 6, 2012 at 1:15 PM, Patrik Waldmann
<patrik.waldmann at boku.ac.at>wrote:

I would like to avoid foreach since we showed earlier that it is VERY slow.

Foreach is 'very slow' (i.e. has a lot of overhead) if your function 
evaluation to be parallelized in computationally trivial,  in which case 
the benefits of parallelization are rather questionable.

In the case where your function evaluation is not trivial, the overhead 
of foreach is marginal in comparison to the various *apply* methods that 
it wraps, and almost certainly worth the flexibility to not change code 
as your parallel backend changes.

Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock