报告人:吴远山 副教授 (武汉大学sunbet中国官网)
报告题目: Doubly Dividing the Massive Data for Model Averaging
报告摘要:We propose a doubly dividing model averaging approach to enhancing the prediction accuracy based on the massive data, which are typically storied in a distributed manner. We further devise a communication-efficient algorithm to resolve the optimal weights for each working model. Within several rounds of communications, we show that our method can achieve prediction error bound of the oracle method. Compared with the existing methods, the proposed method delivers favorable performance in numerical studies.
报告时间:2017年9月25日(星期一)下午2:00---3:00
报告地点:科技楼南楼602