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Image Credit: Arxiv

Communication-Efficient l_0 Penalized Least Square

  • This paper introduces a communication-efficient penalized regression algorithm for high-dimensional sparse linear regression models with massive data.
  • The algorithm, named CESDAR, leverages an optimized distributed system communication algorithm and introduces the communication-efficient surrogate likelihood framework to enhance privacy and data security.
  • It achieves the same statistical accuracy as the global estimator while significantly reducing communication costs.
  • Simulations and real data benchmarks experiments demonstrate the efficiency and accuracy of the CESDAR algorithm.

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