I want to run some supervised ML experiments on a very sparse data set (50k x 3k). Until now I have used R but it got very slow. What other tools would you suggest?
R is very memory-cosuming. Please try weka package in Java or Matlab. Better use C++ package if the algorithm is available, such as LibSVM.
You can try this one: www.khiops.com
It can process very large data set and specially a large number of columns. I have used it on tens of thousands of columns.
I think Weka is a good idea.
Weka is a good tool for sparse data.
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