8,525 research outputs found
A Sparsity-Aware Adaptive Algorithm for Distributed Learning
In this paper, a sparsity-aware adaptive algorithm for distributed learning
in diffusion networks is developed. The algorithm follows the set-theoretic
estimation rationale. At each time instance and at each node of the network, a
closed convex set, known as property set, is constructed based on the received
measurements; this defines the region in which the solution is searched for. In
this paper, the property sets take the form of hyperslabs. The goal is to find
a point that belongs to the intersection of these hyperslabs. To this end,
sparsity encouraging variable metric projections onto the hyperslabs have been
adopted. Moreover, sparsity is also imposed by employing variable metric
projections onto weighted balls. A combine adapt cooperation strategy
is adopted. Under some mild assumptions, the scheme enjoys monotonicity,
asymptotic optimality and strong convergence to a point that lies in the
consensus subspace. Finally, numerical examples verify the validity of the
proposed scheme, compared to other algorithms, which have been developed in the
context of sparse adaptive learning
Diffusion Adaptation Strategies for Distributed Estimation over Gaussian Markov Random Fields
The aim of this paper is to propose diffusion strategies for distributed
estimation over adaptive networks, assuming the presence of spatially
correlated measurements distributed according to a Gaussian Markov random field
(GMRF) model. The proposed methods incorporate prior information about the
statistical dependency among observations, while at the same time processing
data in real-time and in a fully decentralized manner. A detailed mean-square
analysis is carried out in order to prove stability and evaluate the
steady-state performance of the proposed strategies. Finally, we also
illustrate how the proposed techniques can be easily extended in order to
incorporate thresholding operators for sparsity recovery applications.
Numerical results show the potential advantages of using such techniques for
distributed learning in adaptive networks deployed over GMRF.Comment: Submitted to IEEE Transactions on Signal Processing. arXiv admin
note: text overlap with arXiv:1206.309
Proximal Multitask Learning over Networks with Sparsity-inducing Coregularization
In this work, we consider multitask learning problems where clusters of nodes
are interested in estimating their own parameter vector. Cooperation among
clusters is beneficial when the optimal models of adjacent clusters have a good
number of similar entries. We propose a fully distributed algorithm for solving
this problem. The approach relies on minimizing a global mean-square error
criterion regularized by non-differentiable terms to promote cooperation among
neighboring clusters. A general diffusion forward-backward splitting strategy
is introduced. Then, it is specialized to the case of sparsity promoting
regularizers. A closed-form expression for the proximal operator of a weighted
sum of -norms is derived to achieve higher efficiency. We also provide
conditions on the step-sizes that ensure convergence of the algorithm in the
mean and mean-square error sense. Simulations are conducted to illustrate the
effectiveness of the strategy
Sparse Distributed Learning Based on Diffusion Adaptation
This article proposes diffusion LMS strategies for distributed estimation
over adaptive networks that are able to exploit sparsity in the underlying
system model. The approach relies on convex regularization, common in
compressive sensing, to enhance the detection of sparsity via a diffusive
process over the network. The resulting algorithms endow networks with learning
abilities and allow them to learn the sparse structure from the incoming data
in real-time, and also to track variations in the sparsity of the model. We
provide convergence and mean-square performance analysis of the proposed method
and show under what conditions it outperforms the unregularized diffusion
version. We also show how to adaptively select the regularization parameter.
Simulation results illustrate the advantage of the proposed filters for sparse
data recovery.Comment: to appear in IEEE Trans. on Signal Processing, 201
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