Title
Massively-Parallel Best Subset Selection For Ordinary Least-Squares Regression
Abstract
Selecting an optimal subset of k out of d features for linear regression models given n training instances is often considered intractable for feature spaces with hundreds or thousands of dimensions. We propose an efficient massively-parallel implementation for selecting such optimal feature subsets in a brute-force fashion for small k. By exploiting the enormous compute power provided by modern parallel devices such as graphics processing units, it can deal with thousands of input dimensions even using standard commodity hardware only. We evaluate the practical runtime using artificial datasets and sketch the applicability of our framework in the context of astronomy.
Year
Venue
Field
2017
2017 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (SSCI)
Graphics,Massively parallel,Computer science,Ordinary least squares,Theoretical computer science,Commodity hardware,Linear regression,Sketch
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Fabian Gieseke112318.21
Kai Lars Polsterer200.34
Ashish Mahabal342.80
Christian Igel41841123.54
Tom Heskes51519198.44