发明授权
US08352215B2 Computer-implemented distributed iteratively reweighted least squares system and method
有权
计算机实现的分布式迭代最小二乘法系统和方法
- 专利标题: Computer-implemented distributed iteratively reweighted least squares system and method
- 专利标题(中): 计算机实现的分布式迭代最小二乘法系统和方法
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申请号: US12604631申请日: 2009-10-23
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公开(公告)号: US08352215B2公开(公告)日: 2013-01-08
- 发明人: Lin (Colin) Chen , Steve Krueger , Christopher D. Bailey
- 申请人: Lin (Colin) Chen , Steve Krueger , Christopher D. Bailey
- 申请人地址: US NC Cary
- 专利权人: SAS Institute Inc.
- 当前专利权人: SAS Institute Inc.
- 当前专利权人地址: US NC Cary
- 代理机构: Kilpatrick Townsend & Stockton LLP
- 主分类号: G06F17/18
- IPC分类号: G06F17/18 ; G06F19/00
摘要:
Systems and methods are provided for performing an estimation using an iteratively reweighted least squares technique on a scenario defined by a design matrix, a response variable vector, and a parameter to be estimated. A system and method can be configured to include a root data processor, where a least squares estimate is calculated by the root data processor during each of a plurality of processing iterations. A plurality of node data processors can also be configured to: update values of a weight matrix according to a current state of the least squares estimate, determine a first intermediate value based on the design matrix and the weight matrix, determine a second intermediate value based on the design and weight matrices and the response variable vector. The root data processor calculates an updated least squares estimate based on the intermediate values.
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