Gossip Dual Averaging for Decentralized Optimization of Pairwise Functions

In decentralized networks (of sensors, connected objects, etc.), there is an important need for efficient algorithms to optimize a global cost function, for instance to learn a global model from the local data collected by each computing unit. In this paper, we address the problem of decentralized minimization of pairwise functions of the data points, where these points are distributed over the nodes of a graph defining the communication topology of the network. This general problem finds applications in ranking, distance metric learning and graph inference, among others. We propose new gossip algorithms based on dual averaging which aims at solving such problems both in synchronous and asynchronous settings. The proposed framework is flexible enough to deal with constrained and regularized variants of the optimization problem. Our theoretical analysis reveals that the proposed algorithms preserve the convergence rate of centralized dual averaging up to an additive bias term. We present numerical simulations on Area Under the ROC Curve (AUC) maximization and metric learning problems which illustrate the practical interest of our approach

Distributed localization of a RF target in NLOS environments

We propose a novel distributed expectation maximization (EM) method for non-cooperative RF device localization using a wireless sensor network. We consider the scenario where few or no sensors receive line-of-sight signals from the target. In the case of non-line-of-sight signals, the signal path consists of a single reflection between the transmitter and receiver. Each sensor is able to measure the time difference of arrival of the target's signal with respect to a reference sensor, as well as the angle of arrival of the target's signal. We derive a distributed EM algorithm where each node makes use of its local information to compute summary statistics, and then shares these statistics with its neighbors to improve its estimate of the target localization. Since all the measurements need not be centralized at a single location, the spectrum usage can be significantly reduced. The distributed algorithm also allows for increased robustness of the sensor network in the case of node failures. We show that our distributed algorithm converges, and simulation results suggest that our method achieves an accuracy close to the centralized EM algorithm. We apply the distributed EM algorithm to a set of experimental measurements with a network of four nodes, which confirm that the algorithm is able to localize a RF target in a realistic non-line-of-sight scenario.Comment: 30 pages, 11 figure

Distributed Maximum Likelihood for Simultaneous Self-localization and Tracking in Sensor Networks

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line Expectation-Maximization algorithms to localize the sensor network simultaneously with target tracking. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a novel message passing algorithm. The latter allows each node to compute the local derivatives of the likelihood or the sufficient statistics needed for Expectation-Maximization. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we demonstrate that the developed algorithms are able to learn the localization parameters.Comment: shorter version is about to appear in IEEE Transactions of Signal Processing; 22 pages, 15 figure

Self-Calibration Methods for Uncontrolled Environments in Sensor Networks: A Reference Survey

Growing progress in sensor technology has constantly expanded the number and range of low-cost, small, and portable sensors on the market, increasing the number and type of physical phenomena that can be measured with wirelessly connected sensors. Large-scale deployments of wireless sensor networks (WSN) involving hundreds or thousands of devices and limited budgets often constrain the choice of sensing hardware, which generally has reduced accuracy, precision, and reliability. Therefore, it is challenging to achieve good data quality and maintain error-free measurements during the whole system lifetime. Self-calibration or recalibration in ad hoc sensor networks to preserve data quality is essential, yet challenging, for several reasons, such as the existence of random noise and the absence of suitable general models. Calibration performed in the field, without accurate and controlled instrumentation, is said to be in an uncontrolled environment. This paper provides current and fundamental self-calibration approaches and models for wireless sensor networks in uncontrolled environments

Sensor Networks with Random Links: Topology Design for Distributed Consensus

In a sensor network, in practice, the communication among sensors is subject to:(1) errors or failures at random times; (3) costs; and(2) constraints since sensors and networks operate under scarce resources, such as power, data rate, or communication. The signal-to-noise ratio (SNR) is usually a main factor in determining the probability of error (or of communication failure) in a link. These probabilities are then a proxy for the SNR under which the links operate. The paper studies the problem of designing the topology, i.e., assigning the probabilities of reliable communication among sensors (or of link failures) to maximize the rate of convergence of average consensus, when the link communication costs are taken into account, and there is an overall communication budget constraint. To consider this problem, we address a number of preliminary issues: (1) model the network as a random topology; (2) establish necessary and sufficient conditions for mean square sense (mss) and almost sure (a.s.) convergence of average consensus when network links fail; and, in particular, (3) show that a necessary and sufficient condition for both mss and a.s. convergence is for the algebraic connectivity of the mean graph describing the network topology to be strictly positive. With these results, we formulate topology design, subject to random link failures and to a communication cost constraint, as a constrained convex optimization problem to which we apply semidefinite programming techniques. We show by an extensive numerical study that the optimal design improves significantly the convergence speed of the consensus algorithm and can achieve the asymptotic performance of a non-random network at a fraction of the communication cost.Comment: Submitted to IEEE Transaction

Distributive Power Control Algorithm for Multicarrier Interference Network over Time-Varying Fading Channels - Tracking Performance Analysis and Optimization

Distributed power control over interference limited network has received an increasing intensity of interest over the past few years. Distributed solutions (like the iterative water-filling, gradient projection, etc.) have been intensively investigated under \emph{quasi-static} channels. However, as such distributed solutions involve iterative updating and explicit message passing, it is unrealistic to assume that the wireless channel remains unchanged during the iterations. Unfortunately, the behavior of those distributed solutions under \emph{time-varying} channels is in general unknown. In this paper, we shall investigate the distributed scaled gradient projection algorithm (DSGPA) in a $K$ pairs multicarrier interference network under a finite-state Markov channel (FSMC) model. We shall analyze the \emph{convergence property} as well as \emph{tracking performance} of the proposed DSGPA. Our analysis shows that the proposed DSGPA converges to a limit region rather than a single point under the FSMC model. We also show that the order of growth of the tracking errors is given by \mathcal{O}\(1 \big/ \bar{N}\), where $\bar{N}$ is the \emph{average sojourn time} of the FSMC. Based on the analysis, we shall derive the \emph{tracking error optimal scaling matrices} via Markov decision process modeling. We shall show that the tracking error optimal scaling matrices can be implemented distributively at each transmitter. The numerical results show the superior performance of the proposed DSGPA over three baseline schemes, such as the gradient projection algorithm with a constant stepsize.Comment: To Appear on the IEEE Transaction on Signal Processin