39 research outputs found
Adaptive Robust Distributed Learning in Diffusion Sensor Networks
In this paper, the problem of adaptive distributed learning in diffusion networks is considered. The algorithms are developed within the convex set theoretic framework. More specifically, they are based on computationally simple geometric projections onto closed convex sets. The paper suggests a novel combine-project-adapt protocol for cooperation among the nodes of the network; such a protocol fits naturally with the philosophy that underlies the projection-based rationale. Moreover, the possibility that some of the nodes may fail is also considered and it is addressed by employing robust statistics loss functions. Such loss functions can easily be accommodated in the adopted algorithmic framework; all that is required from a loss function is convexity. Under some mild assumptions, the proposed algorithms enjoy monotonicity, asymptotic optimality, asymptotic consensus, strong convergence and linear complexity with respect to the number of unknown parameters. Finally, experiments in the context of the system-identification task verify the validity of the proposed algorithmic schemes, which are compared to other recent algorithms that have been developed for adaptive distributed learning
Distributed Diffusion-based LMS for Node-Specific Parameter Estimation over Adaptive Networks
A distributed adaptive algorithm is proposed to solve a node-specific
parameter estimation problem where nodes are interested in estimating
parameters of local interest and parameters of global interest to the whole
network. To address the different node-specific parameter estimation problems,
this novel algorithm relies on a diffusion-based implementation of different
Least Mean Squares (LMS) algorithms, each associated with the estimation of a
specific set of local or global parameters. Although all the different LMS
algorithms are coupled, the diffusion-based implementation of each LMS
algorithm is exclusively undertaken by the nodes of the network interested in a
specific set of local or global parameters. To illustrate the effectiveness of
the proposed technique we provide simulation results in the context of
cooperative spectrum sensing in cognitive radio networks.Comment: 5 pages, 2 figures, Published in Proc. IEEE ICASSP, Florence, Italy,
May 201
Decentralized Clustering and Linking by Networked Agents
We consider the problem of decentralized clustering and estimation over
multi-task networks, where agents infer and track different models of interest.
The agents do not know beforehand which model is generating their own data.
They also do not know which agents in their neighborhood belong to the same
cluster. We propose a decentralized clustering algorithm aimed at identifying
and forming clusters of agents of similar objectives, and at guiding
cooperation to enhance the inference performance. One key feature of the
proposed technique is the integration of the learning and clustering tasks into
a single strategy. We analyze the performance of the procedure and show that
the error probabilities of types I and II decay exponentially to zero with the
step-size parameter. While links between agents following different objectives
are ignored in the clustering process, we nevertheless show how to exploit
these links to relay critical information across the network for enhanced
performance. Simulation results illustrate the performance of the proposed
method in comparison to other useful techniques
A Multitask Diffusion Strategy with Optimized Inter-Cluster Cooperation
We consider a multitask estimation problem where nodes in a network are
divided into several connected clusters, with each cluster performing a
least-mean-squares estimation of a different random parameter vector. Inspired
by the adapt-then-combine diffusion strategy, we propose a multitask diffusion
strategy whose mean stability can be ensured whenever individual nodes are
stable in the mean, regardless of the inter-cluster cooperation weights. In
addition, the proposed strategy is able to achieve an asymptotically unbiased
estimation, when the parameters have same mean. We also develop an
inter-cluster cooperation weights selection scheme that allows each node in the
network to locally optimize its inter-cluster cooperation weights. Numerical
results demonstrate that our approach leads to a lower average steady-state
network mean-square deviation, compared with using weights selected by various
other commonly adopted methods in the literature.Comment: 30 pages, 8 figures, submitted to IEEE Journal of Selected Topics in
Signal Processin
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
Distributed Adaptive Networks: A Graphical Evolutionary Game-Theoretic View
Distributed adaptive filtering has been considered as an effective approach
for data processing and estimation over distributed networks. Most existing
distributed adaptive filtering algorithms focus on designing different
information diffusion rules, regardless of the nature evolutionary
characteristic of a distributed network. In this paper, we study the adaptive
network from the game theoretic perspective and formulate the distributed
adaptive filtering problem as a graphical evolutionary game. With the proposed
formulation, the nodes in the network are regarded as players and the local
combiner of estimation information from different neighbors is regarded as
different strategies selection. We show that this graphical evolutionary game
framework is very general and can unify the existing adaptive network
algorithms. Based on this framework, as examples, we further propose two
error-aware adaptive filtering algorithms. Moreover, we use graphical
evolutionary game theory to analyze the information diffusion process over the
adaptive networks and evolutionarily stable strategy of the system. Finally,
simulation results are shown to verify the effectiveness of our analysis and
proposed methods.Comment: Accepted by IEEE Transactions on Signal Processin