Decentralized RLS With Data-Adaptive Censoring for Regressions Over Large-Scale Networks

DOI10.1109/TSP.2018.2795594MaRDI QIDQ4621679zbMATH OpenOpenAlexFDO

Authors Zifeng Wang, Zheng Yu, Qing Ling, Dimitris Berberidis, Georgios B. Giannakis

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.08263

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The deluge of networked data motivates the development of algorithms for computation- and communication-efficient information processing. In this context, three data-adaptive censoring strategies are introduced to considerably reduce the computation and communication overhead of decentralized recursive least-squares (D-RLS) solvers. The first relies on alternating minimization and the stochastic Newton iteration to minimize a network-wide cost, which discards observations with small innovations. In the resultant algorithm, each node performs local data-adaptive censoring to reduce computations, while exchanging its local estimate with neighbors so as to consent on a network-wide solution. The communication cost is further reduced by the second strategy, which prevents a node from transmitting its local estimate to neighbors when the innovation it induces to incoming data is minimal. In the third strategy, not only transmitting, but also receiving estimates from neighbors is prohibited when data-adaptive censoring is in effect. For all strategies, a simple criterion is provided for selecting the threshold of innovation to reach a prescribed average data reduction. The novel censoring-based (C)D-RLS algorithms are proved convergent to the optimal argument in the mean-square deviation sense. Numerical experiments validate the effectiveness of the proposed algorithms in reducing computation and communication overhead.

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Cited in

(2)

• Distributed Censored Regression Over Networks
• Robust and scalable distributed recursive least squares

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