High penetration of renewable energies enlarge the peak-valley difference of the net load of the distribution system, which puts forward higher requirements for the operation scheduling of the distribution system. From the perspective of leveraging demand-side adjustment capabilities, an optimal scheduling method of the distribution system with edge computing and data-driven modeling of price-based demand response (PBDR) is proposed. By introducing the edge computing paradigm, a collaborative interaction framework between the control center and the edge nodes is designed for the optimization of the distribution system. At the edge nodes, a classified XGBoost-based PBDR modeling method is proposed for large-scale differentiated users. At the control center, a two-stage optimization method integrating pre-scheduling and re-scheduling is proposed based on demand response results from all edge nodes. Through the information interaction between the control center and edge nodes, the optimized scheduling of the distribution system with large-scale users is realized. Finally, a case study is implemented on the modified IEEE 33-node system, which verifies that the proposed classified modeling method has lower errors, and it is beneficial to improve the economics of the system operation. Moreover, the simulation results show that the application of edge computing can significantly reduce the calculation time of the optimal scheduling problem with PBDR modeling of large-scale users.