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Is GLMNET as a whole outclassed by SVM? Are there no exceptions?
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https://arxiv.org/pdf/1409.1976.pdf
The paper 'A Reduction of the Elastic Net to Support Vector: Machines with an Application to GPU Computing' 'demonstrate on twelve real world data sets, that [SVM] yields identical results as the popular (and highly optimized) glmnet implementation but is one or several orders of magnitude faster' with a GPU.
I'm unsure if there is another paper that looks at exceptions of this. Are there any exceptions?
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