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A Parallel Solver for Generalised Additive Models

Hegland, Markus; McIntosh, I; Turlach, B

Description

An implementation of the backfitting algorithm for generalised additive models which is suitable for parallel computing is described. This implementation is designed to handle large data sets such as those occurring in data mining with several millions of observations on several hundreds of variables. For such large data sets it is crucial to have a fast, parallel implementation for fitting generalised additive models to allow an exploratory analysis of the data within a reasonable time. The...[Show more]

dc.contributor.authorHegland, Markus
dc.contributor.authorMcIntosh, I
dc.contributor.authorTurlach, B
dc.date.accessioned2015-12-13T23:35:29Z
dc.identifier.issn0167-9473
dc.identifier.urihttp://hdl.handle.net/1885/93932
dc.description.abstractAn implementation of the backfitting algorithm for generalised additive models which is suitable for parallel computing is described. This implementation is designed to handle large data sets such as those occurring in data mining with several millions of observations on several hundreds of variables. For such large data sets it is crucial to have a fast, parallel implementation for fitting generalised additive models to allow an exploratory analysis of the data within a reasonable time. The approach used divides the data into several blocks (groups) and fits a (generalised) additive model to each block. These models are then merged to a single, final model. It is shown that this approach is very efficient as it allows the algorithm to adapt to the structure of the parallel computer (number of processors and amount of internal memory).
dc.publisherElsevier
dc.sourceComputational Statistics and Data Analysis
dc.subjectKeywords: Computer systems programming; Data mining; Data reduction; Data structures; Parallel algorithms; Backfitting algorithms; Generalized additive models; Parallel processing systems Additive models; Backfitting; Data mining; Local scoring; Parallel algorithms
dc.titleA Parallel Solver for Generalised Additive Models
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume31
dc.date.issued1999
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.ariespublicationMigratedxPub25370
local.type.statusPublished Version
local.contributor.affiliationHegland, Markus, College of Engineering and Computer Science, ANU
local.contributor.affiliationMcIntosh, I, College of Engineering and Computer Science, ANU
local.contributor.affiliationTurlach, B, University of Florida
local.description.embargo2037-12-31
local.bibliographicCitation.startpage377
local.bibliographicCitation.lastpage396
dc.date.updated2015-12-12T09:40:09Z
local.identifier.scopusID2-s2.0-0033334550
CollectionsANU Research Publications

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