Communication-efficient Distributed Sparse Linear Discriminant Analysis

15 Oct 2016Lu TianQuanquan Gu

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA estimator on each machine using the data subset of size $N/m$... (read more)

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