| Cρ 准则下选择最优子集的并行算法 |
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| 引用本文： | 胡庆军,吴翊.Cρ 准则下选择最优子集的并行算法[J].国防科技大学学报,1993,15(2):94-98. |
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| 作者姓名： | 胡庆军 吴翊 |
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| 作者单位： | 国防科技大学系统工程与应用数学系
(胡庆军)，国防科技大学系统工程与应用数学系(吴翊) |
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| 摘 要： | C_p准则是目前颇受重视的一种变量选择准则。本文针对大型线性回归模型,推导了从所有可能子集中用C_p准则选择最优子集的(乘除法) 运算次数,提出了C_p准则下变量选择的并行算法。给出了在YH-1和YH-2向量巨型计算机上运行该算法的模拟结果且获得了15倍左右的向量加速比s/v,体现了该算法的优越性。
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| 关 键 词： | 线性回归模型 变量选择准则 子集回归 并行计算 向量加速比 |
| 收稿时间： | 1991/7/16 0:00:00 |
A Parallel Algorithm of Selecting the Best Subset on C_p Criterion |
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| Hu Qingjun and Wu Yi.A Parallel Algorithm of Selecting the Best Subset on C_p Criterion[J].Journal of National University of Defense Technology,1993,15(2):94-98. |
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| Authors: | Hu Qingjun and Wu Yi |
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| Institution: | Department of System Engineering and Applied Mathematics |
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| Abstract: | The C_p criterion is recently paid much attention to as an important one of variableselection. A parallel algorithm and the number of operations (multiplications and divi-sions) of selecting the best subset from all possible subsets, with regard to a large-scale linear regression model under C_p criterion, are presented. The simulation results forthe algorithm on the vector super-computers YH-1 and YH-2 are given. The vectorspeed-up, ratio, s/v, approximates to fifteen and the advantages of the algorithm areshown. |
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| Keywords: | linear regression model variable selection criterion subset regression parallel computation vector speed-up ratio |
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