# 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} }

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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