Title
In-Network Linear Regression With Arbitrarily Split Data Matrices
Abstract
We address for the first time the question of how networked agents can collaboratively fit a Morozov-regularized linear model when each agent knows a summand of the regression data. This question generalizes previously studied data-splitting scenarios, which require that the data be partitioned among the agents. To answer the question, we introduce a class of network-structured problems, which contains the regularization problem, and by using the Douglas-Rachford splitting algorithm, we develop a distributed algorithm to solve these problems. We illustrate through simulations that our approach is an effective strategy for fully distributed linear regression.
Year
Venue
Keywords
2016
2016 IEEE GLOBAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING (GLOBALSIP)
Distributed algorithm, regression, splitting
Field
DocType
ISSN
Mathematical optimization,Regression,Linear model,Matrix (mathematics),Theoretical computer science,Convex function,Distributed algorithm,Regularization (mathematics),Distributed database,Mathematics,Linear regression
Conference
2376-4066
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
François D. Côté101.35
Ioannis N. Psaromiligkos2238.08
Warren J. Gross31106113.38