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Thread Subject:
vectorized form of LinearModel.fit

Subject: vectorized form of LinearModel.fit

From: James Anderson

Date: 11 Mar, 2013 16:09:08

Message: 1 of 1

Hi,

I am trying to do variable selection for microarray data, which has ~30k variables. I am currently using LinearModel.fit since I need to regress out some confounding variables, seems that I need to do that with a variable by variable way (in another words, the CPU time for this is 30k X the cpu time for a single variable). I am wondering if there is a vectorized way (or matriced way) to do this for all the 30k genes at the same time, which can save a lot of CPU time.

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