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In-Network Linear Regression with Arbitrarily Split Data Matrices

Abstract: 

We address for the first time the question of how networked agents can collaboratively fit a Morozov-regularized linear model when each agent knows a summand of the regression data. This question generalizes previously studied data-splitting scenarios, which require that the data be partitioned among the agents. To answer the question, we introduce a class of network-structured problems, which contains the regularization problem, and by using the Douglas-Rachford splitting algorithm, we develop a distributed algorithm to solve these problems. We illustrate through simulations that our approach is an effective strategy for fully distributed linear regression.

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Paper Details

Authors:
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross
Submitted On:
5 December 2016 - 6:33pm
Short Link:
Type:
Poster
Event:
Presenter's Name:
François D. Côté
Paper Code:
RMN-P1.13
Document Year:
2016
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Poster.pdf

(295 downloads)

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[1] François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross, "In-Network Linear Regression with Arbitrarily Split Data Matrices", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/1353. Accessed: Jun. 24, 2017.
@article{1353-16,
url = {http://sigport.org/1353},
author = {François D. Côté; Ioannis N. Psaromiligkos; Warren J. Gross },
publisher = {IEEE SigPort},
title = {In-Network Linear Regression with Arbitrarily Split Data Matrices},
year = {2016} }
TY - EJOUR
T1 - In-Network Linear Regression with Arbitrarily Split Data Matrices
AU - François D. Côté; Ioannis N. Psaromiligkos; Warren J. Gross
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/1353
ER -
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. (2016). In-Network Linear Regression with Arbitrarily Split Data Matrices. IEEE SigPort. http://sigport.org/1353
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross, 2016. In-Network Linear Regression with Arbitrarily Split Data Matrices. Available at: http://sigport.org/1353.
François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. (2016). "In-Network Linear Regression with Arbitrarily Split Data Matrices." Web.
1. François D. Côté, Ioannis N. Psaromiligkos, Warren J. Gross. In-Network Linear Regression with Arbitrarily Split Data Matrices [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/1353