Invention Grant
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
- Patent Title: Computer-implemented distributed iteratively reweighted least squares system and method
- Patent Title (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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Application No.: US12604631Application Date: 2009-10-23
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Publication No.: US08352215B2Publication Date: 2013-01-08
- Inventor: Lin (Colin) Chen , Steve Krueger , Christopher D. Bailey
- Applicant: Lin (Colin) Chen , Steve Krueger , Christopher D. Bailey
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Agency: Kilpatrick Townsend & Stockton LLP
- Main IPC: G06F17/18
- IPC: G06F17/18 ; G06F19/00

Abstract:
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.
Public/Granted literature
- US20110098972A1 Computer-Implemented Distributed Iteratively Reweighted Least Squares System And Method Public/Granted day:2011-04-28
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