Real-time semiparametric regression for distributed data sets

Abstract: This paper proposes a method for semiparametric regression analysis of large-scale data which are distributed over multiple hosts. This enables modeling of nonlinear relationships and both the batch approach, where analysis starts after all data have been collected, and the real-time setting are addressed. The methodology is extended to operate in evolving environments, where it can no longer be assumed that model parameters remain constant over time. Two areas of application for the methodology are presented: regression modeling when there are multiple data owners and regression modeling within the MapReduce framework. A website, realtime-semiparametric-regression.net, illustrates the use of the proposed method on United States domestic airline data in real-time.