2022/07/13 by Yin, Ziyan
#Distributed #FOS: Computer and information sciences #Methodology (stat.ME) #Parallel #and Cluster Computing (cs.DC)
paper · doi:10.48550/arxiv.2207.06253
In modern data science, it is common that large-scale data are stored and processed parallelly across a great number of locations. For reasons including confidentiality concerns, only limited data information from each parallel center is eligible to be transferred. To solve these problems more efficiently, a group of communication-efficient methods are being actively developed. We propose two communication-efficient Newton-type algorithms, combining the M-estimator and the gradient collected from each data center. They are created by constructing two Fisher information estimators globally with those communication-efficient statistics. Enjoying a higher rate of convergence, this framework improves upon existing Newton-like methods. Moreover, we present two bias-adjusted one-step distributed estimators. When the square of the center-wise sample size is of a greater magnitude than the total number of centers, they are as efficient as the global M-estimator asymptotically. The advantages of our methods are illustrated by extensive theoretical and empirical evidences.