Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation

Penporn Koanantakool, Alnur Ali, Ariful Azad, Aydin Buluç, Dmitriy Morozov, Leonid Oliker, Katherine A. Yelick, Sang-Yun Oh

Abstract: Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most es...