Corpus ID: 199577342

Least Squares Approximation for a Distributed System

@article{Zhu2019LeastSA,
  title={Least Squares Approximation for a Distributed System},
  author={Xuening Zhu and F. Li and Hansheng Wang},
  journal={ArXiv},
  year={2019},
  volume={abs/1908.04904}
}
  • Xuening Zhu, F. Li, Hansheng Wang
  • Published 2019
  • Mathematics, Computer Science
  • ArXiv
  • In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By approximating the local objective function using a local quadratic form, we are able to obtain a combined estimator by taking a weighted average of local estimators. The resulting estimator is proved to be statistically as efficient as the global estimator. Moreover… CONTINUE READING
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