Khakhutskyy, V; Pflüger, Dirk; Hegland, Markus
In this work we investigate the alternating direction method of multipliers (ADMM) for the solution of regression problems using sparse grids on parallel and distributed systems. This method was successfully used in a number of applications for the parallel processing of large datasets. While the method allows for both parallelization in the data and in the degrees of freedom, research was mostly focused on the first approach so far. In this work we consider and compare both approaches. On the...[Show more]
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