2020
DOI: 10.1109/access.2020.3006526
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Expectile Regression on Distributed Large-Scale Data

Abstract: Large-scale data presents great challenges to data analysis due to the limited computer storage capacity and the heterogeneous data structure. In this article, we propose a distributed expectile regression model to resolve the challenges of large-scale data by designing a surrogate loss function and using the Iterative Local Alternating Direction Method of the Multipliers (IL-ADMM) algorithm, which is developed for the calculation of the proposed estimator. To obtain nice performance only after fewer rounds of… Show more

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Cited by 2 publications
(2 citation statements)
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“…One notable advantage of DRF is its ability to utilize nonlinear algorithms. Additionally, it can provide valuable feedback on the importance of each predictor in the algorithm, making it a robust choice for handling noisy data [ 26 , 27 , 28 , 29 ]. When employing DRF for MQTT attack detection, a series of five steps are typically followed.…”
Section: Implementation and Resultsmentioning
confidence: 99%
“…One notable advantage of DRF is its ability to utilize nonlinear algorithms. Additionally, it can provide valuable feedback on the importance of each predictor in the algorithm, making it a robust choice for handling noisy data [ 26 , 27 , 28 , 29 ]. When employing DRF for MQTT attack detection, a series of five steps are typically followed.…”
Section: Implementation and Resultsmentioning
confidence: 99%
“…Tan et al (2022) also proposed the communication‐constrained distributed QR estimator using a double‐smoothing approach. Hu et al (2020) and Pan (2021) considered the CSL framework for ER model with the SCAD and adaptive Lasso penalties. However, all these distributed methods only work well when the local sample size is larger than the dimension of covariates and may lead to bias in high‐dimensional regression models.…”
Section: Introductionmentioning
confidence: 99%