Computing of high breakdown regression estimators without sorting on graphics processing units


Autoria(s): Beliakov, G.; Johnstone, M.; Nahavandi, S.
Data(s)

01/01/2012

Resumo

We present an approach to computing high-breakdown regression estimators in parallel on graphics processing units (GPU).We show that sorting the residuals is not necessary, and it can be substituted by calculating the median. We present and compare various methods to calculate the median and order statistics on GPUs. We introduce an alternative method based on the optimization of a convex function, and showits numerical superiority when calculating the order statistics of very large arrays on GPUs. <br />

Identificador

http://hdl.handle.net/10536/DRO/DU:30046955

Idioma(s)

eng

Publicador

Springer-Verlag

Relação

http://dro.deakin.edu.au/eserv/DU:30046955/beliakov-computingofhigh-2012.pdf

http://dx.doi.org/10.1007/s00607-011-0183-7

Direitos

2012, Spinger-Verlag

Palavras-Chave #cutting plane #GPU #median #order statistic #robust regression #sorting
Tipo

Journal Article