DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation

原文摘要

–Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under a high-dimensional sparse additive model. Our approach involves three steps: divide, decorrelate, and conquer. The decorrelation operation enables each local estimator to recover the sparsity pattern for each additive component without imposing strict constraints on the correlation structure among variables. The effectiveness and efficiency of the proposed algorithm are demonstrated through theoretical analysis and empirical results on both synthetic and real data. The theoretical results include both the consistent sparsity pattern recovery as well as statistical inference for each additive functional component. Our approach provides a practical solution for fitting sparse additive models, with promising applications in a wide range of domains. Supplementary materials for this article are available online.

摘要来源：OpenAlex 索引摘要（稿件版本未注明）