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:  Experiments for Lasso and SVM with different data sets against straightforward parallel implementations and prior software. In particular, for Lasso on dense data, we improve the state-of-the-art by an order of magnitude compared to straightforward parallel implementations in C++ .