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

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 $\ell_1$-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