[R] building a formula for glm() with 30,000 independent vari ables

[ripley@stats.ox.ac.uk]

`Pattern Recognition and Neural Networks' p.119, amongst other places.

See also MASS4 pp.198-9.


On Wed, 13 Nov 2002, Grathwohl,Dominik,LAUSANNE,NRC/NT wrote:

> Dear Prof. Ripley,
>
> you mention the theory of perceptrons.
> Could you please point me to an introduction paper or book?
> Thanks in previous,
>
> Dominik
>
> > -----Original Message-----
> > From: ripley at stats.ox.ac.uk [mailto:ripley at stats.ox.ac.uk]
> > Sent: dimanche, 10. novembre 2002 18:55
> > To: Ben Liblit
> > Cc: r-help at stat.math.ethz.ch
> > Subject: Re: [R] building a formula for glm() with 30,000 independent
> > variables
> >
> >
> > Well, the theory of perceptrons says you will find perfect
> > discrimination
> > with high probability even if there is no structure unless n
> > is well in
> > excess of 2p.  So you do have 100,000 units?  If so you have many
> > gigabytes of data and no R implementation I know of will do
> > this for you.
> > Also, the QR decomposition would take a very long time.
> >
> > You could call glm.fit directly if you could form the design matrix
> > somehow but I doubt if this would run in an acceptable time.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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