diff --git a/src/assemble.jl b/src/assemble.jl
index 9d259c3..6e626f9 100644
--- a/src/assemble.jl
+++ b/src/assemble.jl
@@ -39,6 +39,32 @@ function assemble(data::AbstractVector{<:AbstractData}, basis; do_gc = true)
     return Array(A), Array(Y), assemble_weights(data)
 end
 
+"""
+Assemble feature matrix and target vector for given data and basis.
+"""
+function assemble(data::AbstractVector{<:AbstractData}, basis; do_gc = true)
+    @info "Assembling linear problem."
+    rows = Array{UnitRange}(undef, length(data))  # row ranges for each element of data
+    rows[1] = 1:count_observations(data[1])
+    for i in 2:length(data)
+        rows[i] = rows[i - 1][end] .+ (1:count_observations(data[i]))
+    end
+    packets = DataPacket.(rows, data)
+    sort!(packets, by = length, rev = true)
+    (nprocs() > 1) && sendto(workers(), basis = basis)
+    @info "  - Creating feature matrix with size ($(rows[end][end]), $(length(basis)))."
+    A = SharedArray(zeros(rows[end][end], length(basis)))
+    Y = SharedArray(zeros(size(A, 1)))
+    @info "  - Beginning assembly with processor count:  $(nprocs())."
+    @showprogress pmap(packets) do p
+        A[p.rows, :] .= feature_matrix(p.data, basis)
+        Y[p.rows] .= target_vector(p.data)
+        do_gc && GC.gc()
+    end
+    @info "  - Assembly completed."
+    return Array(A), Array(Y), assemble_weights(data)
+end
+
 """
 Assemble full weight vector for vector of data elements.
 """