Himalaya implements machine learning linear(ized) models in
Python, focusing on computational efficiency for large numbers
of targets. Himalaya efficiently estimates linear(ized) models
on large numbers of targets (for example, thousands of voxels in an
fMRI experiment), it runs on both CPU and GPU hardware, and it
provides estimators that are compatible with scikit-learn's API.
Himalaya is routinely used in our lab to fit voxelwise encoding
models to very large fMRI data sets. A paper describing Himalaya
can be found
here.