dask / dask/dask-glm

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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