Communication-efficient sparse regression: a one-shot approach
نویسندگان
چکیده
We devise a one-shot approach to distributed sparse regression in the high-dimensional setting. The key idea is to average " debiased " or " desparsified " lasso estimators. We show the approach converges at the same rate as the lasso as long as the dataset is not split across too many machines. We also extend the approach to generalized linear models.
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Communication-efficient Sparse Regression
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عنوان ژورنال:
- CoRR
دوره abs/1503.04337 شماره
صفحات -
تاریخ انتشار 2015