Cor: an R package for optimal subset selection in distributed estimation
摘要
In the practice of distributed regression, selecting the optimal subset to eliminate redundant information is crucial for enhancing model performance. Distributed data subsets often face multiple challenges, including outliers, high variability, data duplication, excess independent variables, and point redundancy. Effectively managing and reducing this redundant information is an important approach to mitigate inconsistencies in statistical inference. In this paper, we have developed an R package