Diffusion Adaptation Strategies for Distributed Optimization and Learning over Networks

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the nodes to cooperate and diffuse information in real-time; it also helps alleviate the effects of stochastic gradient noise and measurement noise through a continuous learning process. We analyze the mean-square-error performance of the algorithm in some detail, including its transient and steady-state behavior. We also apply the diffusion algorithm to two problems: distributed estimation with sparse parameters and distributed localization. Compared to well-studied incremental methods, diffusion methods do not require the use of a cyclic path over the nodes and are robust to node and link failure. Diffusion methods also endow networks with adaptation abilities that enable the individual nodes to continue learning even when the cost function changes with time. Examples involving such dynamic cost functions with moving targets are common in the context of biological networks.Comment: 34 pages, 6 figures, to appear in IEEE Transactions on Signal Processing, 201

Flow graphs: interweaving dynamics and structure

The behavior of complex systems is determined not only by the topological organization of their interconnections but also by the dynamical processes taking place among their constituents. A faithful modeling of the dynamics is essential because different dynamical processes may be affected very differently by network topology. A full characterization of such systems thus requires a formalization that encompasses both aspects simultaneously, rather than relying only on the topological adjacency matrix. To achieve this, we introduce the concept of flow graphs, namely weighted networks where dynamical flows are embedded into the link weights. Flow graphs provide an integrated representation of the structure and dynamics of the system, which can then be analyzed with standard tools from network theory. Conversely, a structural network feature of our choice can also be used as the basis for the construction of a flow graph that will then encompass a dynamics biased by such a feature. We illustrate the ideas by focusing on the mathematical properties of generic linear processes on complex networks that can be represented as biased random walks and also explore their dual consensus dynamics.Comment: 4 pages, 1 figur

An analytical framework for a consensus-based global optimization method

In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the convergence to the global minimizer for a large class of functions. Theoretical results on consensus estimates are then illustrated by numerical simulations where variants of the method including nonlinear diffusion are introduced

Laplacian Mixture Modeling for Network Analysis and Unsupervised Learning on Graphs

Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and finite mixture modeling methods, they provide probabilistic or fuzzy dimensionality reductions or domain decompositions for a variety of input data types, including mixture distributions, feature vectors, and graphs or networks. Provable optimal recovery using the algorithm is analytically shown for a nontrivial class of cluster graphs. Heuristic approximations for scalable high-performance implementations are described and empirically tested. Connections to PageRank and community detection in network analysis demonstrate the wide applicability of this approach. The origins of fuzzy spectral methods, beginning with generalized heat or diffusion equations in physics, are reviewed and summarized. Comparisons to other dimensionality reduction and clustering methods for challenging unsupervised machine learning problems are also discussed.Comment: 13 figures, 35 reference

Diffusion-Based Adaptive Distributed Detection: Steady-State Performance in the Slow Adaptation Regime

This work examines the close interplay between cooperation and adaptation for distributed detection schemes over fully decentralized networks. The combined attributes of cooperation and adaptation are necessary to enable networks of detectors to continually learn from streaming data and to continually track drifts in the state of nature when deciding in favor of one hypothesis or another. The results in the paper establish a fundamental scaling law for the steady-state probabilities of miss-detection and false-alarm in the slow adaptation regime, when the agents interact with each other according to distributed strategies that employ small constant step-sizes. The latter are critical to enable continuous adaptation and learning. The work establishes three key results. First, it is shown that the output of the collaborative process at each agent has a steady-state distribution. Second, it is shown that this distribution is asymptotically Gaussian in the slow adaptation regime of small step-sizes. And third, by carrying out a detailed large deviations analysis, closed-form expressions are derived for the decaying rates of the false-alarm and miss-detection probabilities. Interesting insights are gained. In particular, it is verified that as the step-size $\mu$ decreases, the error probabilities are driven to zero exponentially fast as functions of $1/\mu$, and that the error exponents increase linearly in the number of agents. It is also verified that the scaling laws governing errors of detection and errors of estimation over networks behave very differently, with the former having an exponential decay proportional to $1/\mu$, while the latter scales linearly with decay proportional to $\mu$. It is shown that the cooperative strategy allows each agent to reach the same detection performance, in terms of detection error exponents, of a centralized stochastic-gradient solution.Comment: The paper will appear in IEEE Trans. Inf. Theor

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