Divide-and-conquer for debiased l₁-norm support vector machine in ultra-high dimensions

zbMATH Open1468.68158MaRDI QIDQ4558508FDOQ4558508

Authors: Heng Lian, Zengyan Fan 

Publication date: 22 November 2018

Full work available at URL: http://jmlr.csail.mit.edu/papers/v18/17-343.html

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zbMATH Keywords

classificationsparsitydebiased estimatordivide and conquerdistributed estimator

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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Cited In (22)

• A communication efficient distributed one-step estimation
• Distributed estimation with empirical likelihood
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• Two-stage online debiased Lasso estimation and inference for high-dimensional quantile regression with streaming data
• An error bound for \(L_1\)-norm support vector machine coefficients in ultra-high dimension
• A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
• The backbone method for ultra-high dimensional sparse machine learning
• Online two-way estimation and inference via linear mixed-effects models
• Online updating Huber robust regression for big data streams
• Distributed inference for linear support vector machine
• The statistical rate for support matrix machines under low rankness and row (column) sparsity
• Support vector machine in big data: smoothing strategy and adaptive distributed inference
• Debiased magnitude-preserving ranking: learning rate and bias characterization
• Sparse high-dimensional fractional-norm support vector machine via DC programming
• Distributed learning for sketched kernel regression
• A divide-and-combine method for large scale nonparallel support vector machines
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
• Sparse additive support vector machines in bounded variation space
• A review of distributed statistical inference
• Robust distributed multicategory angle-based classification for massive data
• Adaptive distributed support vector regression of massive data
• Statistical inference and distributed implementation for linear multicategory SVM

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