JMP Pro, Dantzig selector: how do I improve computational time

Not_A_Student — Fri, 09 Jun 2023 00:53:39 GMT

Hello JMP community members.

Concerning the use of the Dantzig selector on big and sparse datasets.

I wondered what features would be at disposal to tune the computational time.

Right now it takes about 40 minutes to get a result back for a problem with 380 rows and 149 non-singular parameters.

This makes me wonder about the options available to tweak the computation time.

I was thinking about reducing the grid from 150 to 50.

And also about boosting up the priority of JMP program in windows task manager.

Other suggestions?

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