11,618 research outputs found
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
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
Adaptation and learning over networks for nonlinear system modeling
In this chapter, we analyze nonlinear filtering problems in distributed
environments, e.g., sensor networks or peer-to-peer protocols. In these
scenarios, the agents in the environment receive measurements in a streaming
fashion, and they are required to estimate a common (nonlinear) model by
alternating local computations and communications with their neighbors. We
focus on the important distinction between single-task problems, where the
underlying model is common to all agents, and multitask problems, where each
agent might converge to a different model due to, e.g., spatial dependencies or
other factors. Currently, most of the literature on distributed learning in the
nonlinear case has focused on the single-task case, which may be a strong
limitation in real-world scenarios. After introducing the problem and reviewing
the existing approaches, we describe a simple kernel-based algorithm tailored
for the multitask case. We evaluate the proposal on a simulated benchmark task,
and we conclude by detailing currently open problems and lines of research.Comment: To be published as a chapter in `Adaptive Learning Methods for
Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C.
Principe (2018
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