6 research outputs found
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
An Event-based Diffusion LMS Strategy
We consider a wireless sensor network consists of cooperative nodes, each of
them keep adapting to streaming data to perform a least-mean-squares
estimation, and also maintain information exchange among neighboring nodes in
order to improve performance. For the sake of reducing communication overhead,
prolonging batter life while preserving the benefits of diffusion cooperation,
we propose an energy-efficient diffusion strategy that adopts an event-based
communication mechanism, which allow nodes to cooperate with neighbors only
when necessary. We also study the performance of the proposed algorithm, and
show that its network mean error and MSD are bounded in steady state. Numerical
results demonstrate that the proposed method can effectively reduce the network
energy consumption without sacrificing steady-state network MSD performance
significantly
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 Learning for Stochastic Generalized Nash Equilibrium Problems
This work examines a stochastic formulation of the generalized Nash
equilibrium problem (GNEP) where agents are subject to randomness in the
environment of unknown statistical distribution. We focus on fully-distributed
online learning by agents and employ penalized individual cost functions to
deal with coupled constraints. Three stochastic gradient strategies are
developed with constant step-sizes. We allow the agents to use heterogeneous
step-sizes and show that the penalty solution is able to approach the Nash
equilibrium in a stable manner within , for small step-size
value and sufficiently large penalty parameters. The operation
of the algorithm is illustrated by considering the network Cournot competition
problem