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distributed quantile regression feature screening

This repository contains the code to reproduce the experimental results from the paper "Communication-Efficient Feature Screening for Ultrahigh-dimensional Data under Quantile Regression".

Prerequisites

  • python==3.11.8
  • numpy==1.26.4
  • scipy==1.12.0
  • pandas==2.2.0
  • numba==0.59.0
  • openpyxl==3.1.2

Usage

  • simulator.py contains the code to simulate the data.
  • fun.py contains all the functions used in the paper.
  • conquer.py contains the code to reproduce the initial values.
  • screening.py contains the code to implement the proposed method.
  • U_fun.py contains the code to implement the U-statistics method.
  • main.py contains the code to reproduce the results in the paper.