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?
