Efficient distributed optimization for large-scale high-dimensional sparse penalized Huber regression.
Yingli PanKaidong XuSha WeiXiaojuan WangZhan LiuPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- high dimensional
- loss function
- low dimensional
- variable selection
- cooperative
- sparse data
- distributed systems
- least squares
- sparse coding
- lightweight
- multi agent
- efficient optimization
- risk minimization
- optimization method
- high dimensional data
- optimization problems
- parameter space
- model selection
- linear regression
- data intensive
- multi dimensional
- feature space
- real world
- generalized linear models