really quickly: matrix inversion is ~O(n^3) gradient descent is ~O(np) where p is the number of predictors and n are the observations (n x p matrix). for las

really quickly: matrix inversion is ~O(n^3) gradient descent is ~O(np) where p is the number of predictors and n are the observations (n x p matrix). for lasso, calculating that derivative of the multiplier is not possible (for all points), so coordinated descent is used.