Fast distributed/parallel estimation for multinomial logistic regression via Poisson factorization and the 'gamlr' package. For details see: Taddy (2015, AoAS), Distributed Multinomial Regression,
This is an R package for distributed multinomial regression. The main function is `dmr', which fits independent Poisson log regressions for each category in your multinomial response.
To cite this package, use "Taddy (2015), Distributed Multinomial Regression, Annals of Applied Statistics".
The R package makes use of the parallel library. This allows easy in-memory parallelization, and can also be used to facilitate distribution across multiple machines.