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stat.ML2015★ 5 cited
DUAL-LOCO: Distributing Statistical Estimation Using Random Projections
Christina Heinze, Brian McWilliams, Nicolai Meinshausen
We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather th…
stat.ML2014★ 17 cited
LOCO: Distributing Ridge Regression with Random Projections
Christina Heinze, Brian McWilliams, Nicolai Meinshausen +1
We propose LOCO, an algorithm for large-scale ridge regression which distributes the features across workers on a cluster. Important dependencies between variables are preserved us…