Before revision:  Experiments for Lasso and SVM with different data sets show a speedup of typically an order of magnitude compared to straightforward parallel implementations in C++ .
After revision:  Our library efficiently supports dense and sparse datasets as well as 4-bit quantized data for further possible gains in performance. We show benchmarks for Lasso and SVM with different data sets show a speedup of typically an order of magnitude compared to straightforward parallel implementations in C++ .