High-Dimensional Assisted Learning for Vertically Distributed Data with Blockwise Missingness
块状缺失的纵向特征分布数据:高维辅助学习
In multi-institutional studies, different parties hold distinct feature blocks for partially overlapping sets of individuals. Responses may also be missing for some records. In such settings, we propose Assisted Learning with Block-Missing Data (ALB) for sparse high-dimensional linear estimation and coordinatewise inference without pooling records or relying on a coordinating server. ALB minimizes a regularized available-case quadratic loss using cyclic block updates. Each…