Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

Hearing the clusters in a graph: A distributed algorithm

We propose a novel distributed algorithm to cluster graphs. The algorithm recovers the solution obtained from spectral clustering without the need for expensive eigenvalue/vector computations. We prove that, by propagating waves through the graph, a local fast Fourier transform yields the local component of every eigenvector of the Laplacian matrix, thus providing clustering information. For large graphs, the proposed algorithm is orders of magnitude faster than random walk based approaches. We prove the equivalence of the proposed algorithm to spectral clustering and derive convergence rates. We demonstrate the benefit of using this decentralized clustering algorithm for community detection in social graphs, accelerating distributed estimation in sensor networks and efficient computation of distributed multi-agent search strategies

Distributed Coupled Multi-Agent Stochastic Optimization

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of the entries of a global parameter vector or model, and is subject to convex constraints that are only known locally. Problems of this type arise in several applications, most notably in disease propagation models, minimum-cost flow problems, distributed control formulations, and distributed power system monitoring. This work focuses on stochastic settings, where a stochastic risk function is associated with each agent and the objective is to seek the minimizer of the aggregate sum of all risks subject to a set of constraints. Agents are not aware of the statistical distribution of the data and, therefore, can only rely on stochastic approximations in their learning strategies. We derive an effective distributed learning strategy that is able to track drifts in the underlying parameter model. A detailed performance and stability analysis is carried out showing that the resulting coupled diffusion strategy converges at a linear rate to an $O(\mu)-$neighborhood of the true penalized optimizer

Multitask Diffusion Adaptation over Networks

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a single optimum parameter vector collaboratively. However, there are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously, in a collaborative manner, over the area covered by the network. In this paper, we employ diffusion strategies to develop distributed algorithms that address multitask problems by minimizing an appropriate mean-square error criterion with $\ell_2$-regularization. The stability and convergence of the algorithm in the mean and in the mean-square sense is analyzed. Simulations are conducted to verify the theoretical findings, and to illustrate how the distributed strategy can be used in several useful applications related to spectral sensing, target localization, and hyperspectral data unmixing.Comment: 29 pages, 11 figures, submitted for publicatio

Matrix completion and extrapolation via kernel regression

Matrix completion and extrapolation (MCEX) are dealt with here over reproducing kernel Hilbert spaces (RKHSs) in order to account for prior information present in the available data. Aiming at a faster and low-complexity solver, the task is formulated as a kernel ridge regression. The resultant MCEX algorithm can also afford online implementation, while the class of kernel functions also encompasses several existing approaches to MC with prior information. Numerical tests on synthetic and real datasets show that the novel approach performs faster than widespread methods such as alternating least squares (ALS) or stochastic gradient descent (SGD), and that the recovery error is reduced, especially when dealing with noisy data