A SPLIT-AND-CONQUER APPROACH FOR ANALYSIS OF EXTRAORDINARILY LARGE DATA

A SPLIT-AND-CONQUER APPROACH FOR ANALYSIS OF EXTRAORDINARILY LARGE DATA
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DOI:
10.5705/ss.2013.088
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发表时间:
2014-10-01
期刊:
影响因子:
1.4
通讯作者:
Xie, Min-ge
Xie, Min-ge
中科院分区:
数学3区
文献类型:
--
作者:
Chen, Xueying;Xie, Min-ge

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如果数据集太大,无法放入一台计算机,或者对于计算密集型数据分析来说太昂贵,我们应该怎么办?我们提出了一个分裂和征服的方法,并说明它使用几个计算密集型惩罚回归方法,沿着与理论支持。我们表明,分裂和征服的方法可以大大减少计算时间和计算机内存的要求。所提出的方法进行了说明,数值模拟和数据的例子。
If there are datasets, too large to fit into a single computer or too expensive for a computationally intensive data analysis, what should we do? We propose a split-and-conquer approach and illustrate it using several computationally intensive penalized regression methods, along with a theoretical support. We show that the split-and-conquer approach can substantially reduce computing time and computer memory requirements. The proposed methodology is illustrated numerically using both simulation and data examples.