In this project led by Junyang Qian, we developed BASIL, a novel algorithm to fit large-scale L1 penalized (Lasso) regression model using an iterative procedure, and implemented R snpnet package specially designed for genetic data. We demonstrate the ability of this approach in an application to UK Biobank dataset.
Citation: J. Qian, Y. Tanigawa, W. Du, M. Aguirre, R. Tibshirani, M. A. Rivas, T. Hastie, A Fast and Scalable Framework for Large-scale and Ultrahigh-dimensional Sparse Regression with Application to the UK Biobank. bioRxiv, 630079 (2019). https://doi.org/10.1101/630079