32,691 research outputs found
Distributed Learning with Infinitely Many Hypotheses
We consider a distributed learning setup where a network of agents
sequentially access realizations of a set of random variables with unknown
distributions. The network objective is to find a parametrized distribution
that best describes their joint observations in the sense of the
Kullback-Leibler divergence. Apart from recent efforts in the literature, we
analyze the case of countably many hypotheses and the case of a continuum of
hypotheses. We provide non-asymptotic bounds for the concentration rate of the
agents' beliefs around the correct hypothesis in terms of the number of agents,
the network parameters, and the learning abilities of the agents. Additionally,
we provide a novel motivation for a general set of distributed Non-Bayesian
update rules as instances of the distributed stochastic mirror descent
algorithm.Comment: Submitted to CDC201
Learning without Recall: A Case for Log-Linear Learning
We analyze a model of learning and belief formation in networks in which
agents follow Bayes rule yet they do not recall their history of past
observations and cannot reason about how other agents' beliefs are formed. They
do so by making rational inferences about their observations which include a
sequence of independent and identically distributed private signals as well as
the beliefs of their neighboring agents at each time. Fully rational agents
would successively apply Bayes rule to the entire history of observations. This
leads to forebodingly complex inferences due to lack of knowledge about the
global network structure that causes those observations. To address these
complexities, we consider a Learning without Recall model, which in addition to
providing a tractable framework for analyzing the behavior of rational agents
in social networks, can also provide a behavioral foundation for the variety of
non-Bayesian update rules in the literature. We present the implications of
various choices for time-varying priors of such agents and how this choice
affects learning and its rate.Comment: in 5th IFAC Workshop on Distributed Estimation and Control in
Networked Systems, (NecSys 2015
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