Distributed (ATC) gradient descent for high dimension sparse regression

DOI10.1109/TIT.2023.3267742MaRDI QIDQ6574814zbMATH OpenFDO

Authors Yao Ji, Gesualdo Scutari, Ying Sun, Harsha Honnappa

Publication date 18 July 2024

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2023.3267742

zbMATH Keywords

data distributed over a network of agentsLasso estimationlinear regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25)

Cited in

(4)

• High probability convergence of distributed clipped stochastic gradient descent with heavy-tailed noise
• Analysis of DGD for decentralized high-dimensional statistical models: beyond the least squares
• Decentralized sparse linear regression via gradient-tracking
• Distributed online sparse identification for multivariate stochastic regression models

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