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.