All in the day:
Anqi Fu, our wickedly smart Math & Data Science  hacker-intern from Stanford this summer, was characterizing GLMNet in R on sparse data and comparing with other tools. We were using a data sets predicting Two Bedroom median rent based on neighborhoods from huduser.org.
DATA : http://www.huduser.org/portal/datasets/fmr/CensusRentData/index.html 

She found the analysis brisk and surprisingly fast.. Until we got around to checking the data matrix and the factor
call. Most of the data was missing! So she exclaimed:
 
[Credits to Addletters.org & Matt Groenig for the Simpsons]

Results of her work “Characterizing GLMNet on Sparse Matrices”, will have to wait for a future post!