| Paper Abstract and Keywords |
| Presentation |
2023-10-07 13:20
Proposal and evaluation of a distributed lasso algorithm based on alternating direction multiplier method Naoki Toda, Tsuyoshi Migita, Norikazu Takahashi (Okayama Univ.) CAS2023-55 NLP2023-54 |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
Lasso is widely known as a sparse estimation method for regression coefficients in linear regression models, and the Alternating Direction Method of Multipliers (ADMM) is one of the representative computational methods for lasso. In this report, we propose an algorithm for multiple computers to execute the ADMM algorithm in a distributed manner under the situation where 1) the matrix of observed values of explanatory variables is partitioned in both row and column directions, 2) each block of the matrix is assigned to one computer, and 3) each computer can directly communicate with the four computers to which four blocks of the matrix adjacent to the block assigned to itself. The proposed algorithm performs an average consensus algorithm to compute the summation in ADMM, and solves the system of linear equations in a distributed manner by combining the Jacobi method with the average consensus algorithm. We conduct numerical experiments using synthetic and real-world data, demonstrating that the proposed algorithm can accurately estimate regression coefficients if the numbers of iterations for the average consensus algorithm, the Jacobi method and the lasso are appropriately set. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
consensus / distributed computation / lasso / alternating direction multiplier method / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 123, no. 203, NLP2023-54, pp. 111-116, Oct. 2023. |
| Paper # |
NLP2023-54 |
| Date of Issue |
2023-09-29 (CAS, NLP) |
| ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
| Download PDF |
CAS2023-55 NLP2023-54 |
| Conference Information |
| Committee |
NLP CAS |
| Conference Date |
2023-10-06 - 2023-10-07 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Work plaza Gifu |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
CAS, NLP, etc. |
| Paper Information |
| Registration To |
NLP |
| Conference Code |
2023-10-NLP-CAS |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Proposal and evaluation of a distributed lasso algorithm based on alternating direction multiplier method |
| Sub Title (in English) |
|
| Keyword(1) |
consensus |
| Keyword(2) |
distributed computation |
| Keyword(3) |
lasso |
| Keyword(4) |
alternating direction multiplier method |
| Keyword(5) |
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| 1st Author's Name |
Naoki Toda |
| 1st Author's Affiliation |
Okayama University (Okayama Univ.) |
| 2nd Author's Name |
Tsuyoshi Migita |
| 2nd Author's Affiliation |
Okayama University (Okayama Univ.) |
| 3rd Author's Name |
Norikazu Takahashi |
| 3rd Author's Affiliation |
Okayama University (Okayama Univ.) |
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| Speaker |
Author-1 |
| Date Time |
2023-10-07 13:20:00 |
| Presentation Time |
20 minutes |
| Registration for |
NLP |
| Paper # |
CAS2023-55, NLP2023-54 |
| Volume (vol) |
vol.123 |
| Number (no) |
no.202(CAS), no.203(NLP) |
| Page |
pp.111-116 |
| #Pages |
6 |
| Date of Issue |
2023-09-29 (CAS, NLP) |