Recovery Guarantees for Distributed-OMP
- URL: http://arxiv.org/abs/2209.07230v2
- Date: Tue, 31 Oct 2023 11:55:54 GMT
- Title: Recovery Guarantees for Distributed-OMP
- Authors: Chen Amiraz, Robert Krauthgamer and Boaz Nadler
- Abstract summary: We study distributed schemes for high-dimensional sparse linear regression.
We prove that distributed-OMP schemes recover the support of the regression vector with communication per machine linear in its sparsity and logarithmic in the dimension.
Our simulations show that distributed-OMP schemes are competitive with more computationally intensive methods, and in some cases even outperform them.
- Score: 8.393317912360564
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study distributed schemes for high-dimensional sparse linear regression,
based on orthogonal matching pursuit (OMP). Such schemes are particularly
suited for settings where a central fusion center is connected to end machines,
that have both computation and communication limitations. We prove that under
suitable assumptions, distributed-OMP schemes recover the support of the
regression vector with communication per machine linear in its sparsity and
logarithmic in the dimension. Remarkably, this holds even at low
signal-to-noise-ratios, where individual machines are unable to detect the
support. Our simulations show that distributed-OMP schemes are competitive with
more computationally intensive methods, and in some cases even outperform them.
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