This is the R Simulation code for the DLSA method.

Reference

Zhu X, Li F, & Wang H. Least Squares Approximation for a Distributed System. arXiv preprint arXiv:1908.04904, 2019.

Please run 'main.sh' to obtain the Example 1--Example 5.

1. Distributed LSA

• main.R: main code file, which outputs all simulation results
• wlse_func: five regressions with DLSA implementation
• dlsa_alasso_func: shrinkage DLSA estimation functions
• func_others: other functions, e.g., output function, format function and others.
• simulator: simulate data in local workers

2. Comparison with other methods

CSL method: proposed by Jordan and Yang (2019, JASA) [in the file comparison]

• dlsa_compare.R: main demo code, which runs the distributed logistic regression and compares with CSL method
• compare_func.R: functions which implement CSL method

3. Spark implementation

See https://github.com/feng-li/dlsa for more details.