Criteo benchmark
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Description
I tried out dask-glm on a subset of the criteo data here:
https://gist.github.com/mrocklin/1a1c0b011e187a750a050eb330ac36b2
This used the following:
1. The LogisticRegression class
2. The lbfgs solver
3. Mixed dense/sparse arrays from dask.array
I suspect that there is still a fair amount to do here to optimize performance and quality of the model
cc @moody-marlin @TomAugspurger @MLnick
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