402 research outputs found

    Distributed Partitioned Big-Data Optimization via Asynchronous Dual Decomposition

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    In this paper we consider a novel partitioned framework for distributed optimization in peer-to-peer networks. In several important applications the agents of a network have to solve an optimization problem with two key features: (i) the dimension of the decision variable depends on the network size, and (ii) cost function and constraints have a sparsity structure related to the communication graph. For this class of problems a straightforward application of existing consensus methods would show two inefficiencies: poor scalability and redundancy of shared information. We propose an asynchronous distributed algorithm, based on dual decomposition and coordinate methods, to solve partitioned optimization problems. We show that, by exploiting the problem structure, the solution can be partitioned among the nodes, so that each node just stores a local copy of a portion of the decision variable (rather than a copy of the entire decision vector) and solves a small-scale local problem

    Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

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    Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also allow for perturbations in the regression matrix of the least-absolute selection and shrinkage selection operator (Lasso), and endow TLS approaches with ability to cope with sparse, under-determined "errors-in-variables" models. Interesting generalizations can further exploit prior knowledge on the perturbations to obtain novel weighted and structured S-TLS solvers. Analysis and simulations demonstrate the practical impact of S-TLS in calibrating the mismatch effects of contemporary grid-based approaches to cognitive radio sensing, and robust direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal Processin

    ISEE.U: Distributed online active target localization with unpredictable targets

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    This paper addresses target localization with an online active learning algorithm defined by distributed, simple and fast computations at each node, with no parameters to tune and where the estimate of the target position at each agent is asymptotically equal in expectation to the centralized maximum-likelihood estimator. ISEE.U takes noisy distances at each agent and finds a control that maximizes localization accuracy. We do not assume specific target dynamics and, thus, our method is robust when facing unpredictable targets. Each agent computes the control that maximizes overall target position accuracy via a local estimate of the Fisher Information Matrix. We compared the proposed method with a state of the art algorithm outperforming it when the target movements do not follow a prescribed trajectory, with x100 less computation time, even when our method is running in one central CPU
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