[R] Fisher Scoring v/s Coordinate Descent for MLE in R

Vijay goel bgoelv at gmail.com
Thu Jul 3 19:32:00 CEST 2014

R base function glm() uses Fishers Scoring for MLE, while the glmnet uses the
coordinate descent method to solve the same equation ? Coordinate descent is
more time efficient than Fisher Scoring as fisher scoring calculates the
second order derivative matrix and some other matrix operation which makes
it space and time expensive, while coordinate descent can do the same task
in O(np) time.

Why R base function uses Fisher Scoring or this method has advantage over
other optimization methods? What will be comparison between coordinate
descent and Fisher Scoring ? I am relatively new to do this field so any
help or resource will be helpful


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