Problems parallelizing glmnet

FWIW, the foreach construct itself (without any parallel backend) is
quite slow and I would not use to loop over a large number of quick
calculations.

Peter, this is right.  It is not a general replacement for a for 
loop.... there's too much infrastructure involved.  However, we 
typically write all of our code that will be parallelized for deployment 
using %dopar% and then use registerDoSEQ() and run single threaded on a 
smaller test set while debugging.

Regards,

    - Brian

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