Computational improvements to multiscale geographically weighted regression

Geographically Weighted Regression (GWR) has been broadly used in various fields to model spatially non-stationary relationships. Multi-scale Geographically Weighted Regression (MGWR) is a recent advancement to the classic GWR model. MGWR is superior in capturing multi-scale processes over the traditional single-scale GWR model by using different bandwidths for each covariate. However, the multiscale property of MGWR brings additional computation costs. The calibration process of MGWR involves iterative back-fitting under the additive model (AM) framework. Currently, MGWR can only be applied on small datasets within a tolerable time and is prohibitive on moderately large datasets (greater than 5,000 observations). In this paper, we propose a parallel implementation that has crucial computational improvements to MGWR calibration. This improved computational method reduces both memory footprint and runtime to allow MGWR modelling to be applied to moderate-to-large datasets (up to 100,000 observations). These improvements are integrated into the mgwr python package and MGWR 2.0 software, both of which are freely available to download.