Application of generalized linear models in big data: a divide and recombine (D&R) approach
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866910738878038016 |
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| author | Nayem, Md. Mahadi Hassan Biswas, Soma Chowdhury |
| author_facet | Nayem, Md. Mahadi Hassan Biswas, Soma Chowdhury |
| contents | D&R is a statistical approach designed to handle large and complex datasets. It partitions the dataset into several manageable subsets and subsequently applies the analytic method to each subset independently to obtain results. Finally, the results from each subset are combined to yield the results for the entire dataset. D&R strategies can be implemented to fit GLMs to datasets too large for conventional methods. Several D&R strategies are available for different GLMs, some of which are theoretically justified but lack practical validation. A significant limitation is the theoretical and practical justification for estimating combined standard errors and confidence intervals. This paper reviews D&R strategies for GLMs and proposes a method to determine the combined standard error for D&R-based estimators. In addition to the traditional dataset division procedures, we propose a different division method named sequential partitioning for D&R-based estimators on GLMs. We show that the obtained D&R estimator with the proposed standard error attains equivalent efficiency as the full data estimate. We illustrate this on a large synthetic dataset and verify that the results from D&R are accurate and identical to those from other available R packages. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_05018 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Application of generalized linear models in big data: a divide and recombine (D&R) approach Nayem, Md. Mahadi Hassan Biswas, Soma Chowdhury Methodology D&R is a statistical approach designed to handle large and complex datasets. It partitions the dataset into several manageable subsets and subsequently applies the analytic method to each subset independently to obtain results. Finally, the results from each subset are combined to yield the results for the entire dataset. D&R strategies can be implemented to fit GLMs to datasets too large for conventional methods. Several D&R strategies are available for different GLMs, some of which are theoretically justified but lack practical validation. A significant limitation is the theoretical and practical justification for estimating combined standard errors and confidence intervals. This paper reviews D&R strategies for GLMs and proposes a method to determine the combined standard error for D&R-based estimators. In addition to the traditional dataset division procedures, we propose a different division method named sequential partitioning for D&R-based estimators on GLMs. We show that the obtained D&R estimator with the proposed standard error attains equivalent efficiency as the full data estimate. We illustrate this on a large synthetic dataset and verify that the results from D&R are accurate and identical to those from other available R packages. |
| title | Application of generalized linear models in big data: a divide and recombine (D&R) approach |
| topic | Methodology |
| url | https://arxiv.org/abs/2412.05018 |