DUAL-LOCO: Distributing Statistical Estimation Using Random Projections

By Christina Heinze, Brian McWilliams, Nicolai Meinshausen. 2015

41 citations recorded by the source corpus.

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 than the samples. It requires only a single round of communication where low-dimensional random projections are used to approximate the dependences between features available to different workers. We show that DUAL-LOCO has bounded approximation error which only depends weakly on the number of workers. We compare DUAL-LOCO against a state-of-the-art distributed optimization method on a variety of real world datasets and show that it obtains better speedups while retaining good accuracy.

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  1. Jakub Konecný
  2. Martin Jaggi
  3. Christina Heinze-Deml
  4. Celestine Mendler-Dünner
  5. Simone Forte
  6. Virginia Smith
  7. Peter Richtárik
  8. Francis R. Bach

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