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A Distributed Algorithm for Fitting Generalized Additive Models
Convex optimization Distributed optimization Generalized additive models
2015/7/9
Generalized additive models are an effective regression tool, popular in the statistics literature, that provide an automatic extension of traditional linear models to nonlinear systems. We pres...
Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates
Divide and Conquer Kernel Ridge Regression A Distributed Algorithm Minimax Optimal Rates
2013/6/14
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subse...