I have a machine learning model that takes some time to train. Data pre-processing and model fitting can take 15–20 minutes. That’s not so bad, but I also want to tune my model to make sure I’m using the best hyper-parameters. With 16 different combinations of hyperparameters and 5-fold cross-validation, my 20 minutes can become a day or more.

AWS has announced support for container images for their serverless computing platform Lambda. AWS doesn’t provide an R runtime for Lambda, and this was the excuse I needed to finally try to make one.