Patent ID: 8352215
Filing Date: 2013-01-08
Classification: G06F

Abstract:
1. A distributed data processor system having multiple data processors for generating an updated least squares estimate (b) for a parameter to be estimated (β) using an iteratively reweighted least squares technique on a scenario defined by a design matrix (X), a response variable vector (Y), and the parameter to be estimated (β), the system comprising: a root data processor for performing a plurality of processing iterations, wherein the updated least squares estimate (b) is calculated by the root data processor during each processing iteration; the root data processor being configured to command further processing iterations by node data processors until the updated least squares estimate (b) converges; and the node data processors for receiving the plurality of processing iteration commands from the root data processor, upon receipt of a command to perform a processing iteration, each node data processor being further configured to: the root data processor being configured to receive the first intermediate values and the second intermediate values from the node data processors and to calculate the updated least squares estimate (b) based on a sum of the first intermediate values from the node data processors and a sum of the second intermediate values from the node data processors; the root data processor being configured to store the updated least squares estimate (b) on a non-transitory computer-readable medium as the parameter to be estimated (β) upon convergence of the updated least squares estimate (b).