lars_light

a light-weight implementation of LARS (least angle regression)

Reference: Efron, Bradley, et al. "Least angle regression." The Annals of statistics 32.2 (2004): 407-499.

Branch

master: baseline, no optimization

opt_all: optimized with all strategies mentioned in the report with regard to the hardware architecture of Intel i7-6700 CPU, achieving 7.2x speed-up

Usage

mkdir build
cd build 
cmake .. -DCMAKE_CXX_COMPILER=icpc -DCMAKE_C_COMPILER=icc
make
./test_lars

Before/After Optimization