Parallel execution for Lasso

I'd like to perform parallel execution for lasso regression. As far as I found on the web, built in lasso function supports parallel computing.

Does it supported from 2013b? What is the mechanism of the algorithm? (I'd like to check where "parfor" is used in lasso regression)

Thanks!!

Answer 1

[Sean de Wolski]

doc lasso

Look at the 'UseParallel' option in 'options'. It will do the cross validation in parallel.