A distributed algorithm for fitting generalized additive models

DOI10.1007/S11081-013-9215-9MaRDI QIDQ402192zbMATHOpenAlexFDO

Authors Eric Chu, Arezou Keshavarz, Stephen Boyd

Publication date 27 August 2014

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11081-013-9215-9

zbMATH Keywords

convex optimizationgeneralized additive modelsdistributed optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A parallel solver for generalised additive models
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• Generalized additive models. With discussion
• Model Selection and Estimation in Regression with Grouped Variables
• NESTA: A fast and accurate first-order method for sparse recovery
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Smoothing by spline functions.
• Templates for convex cone problems with applications to sparse signal recovery
• The composite absolute penalties family for grouped and hierarchical variable selection

Cited in

(10)

• Fast automatic smoothing for generalized additive models
• scientific article; zbMATH DE number 7370577 (Why is no real title available?)
• scientific article; zbMATH DE number 7448088 (Why is no real title available?)
• A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
• A new large-scale learning algorithm for generalized additive models
• Hierarchical optimisation model for waste management forecasting in EU
• A parallel solver for generalised additive models
• Local-aggregate modeling for big data via distributed optimization: applications to neuroimaging
• Sufficiency Revisited: Rethinking Statistical Algorithms in the Big Data Era
• Privacy-preserving and lossless distributed estimation of high-dimensional generalized additive mixed models

Describes a project that uses

Uses Software

• NESTA
• glmnet
• ElemStatLearn
• TFOCS

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