On the Learning Behavior of Adaptive Networks—Part I: Transient Analysis

DOI10.1109/TIT.2015.2427360MaRDI QIDQ2978589zbMATH OpenOpenAlexFDO

Authors Jianshu Chen, Ali H. Sayed

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.7581

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Abstract: This work carries out a detailed transient analysis of the learning behavior of multi-agent networks, and reveals interesting results about the learning abilities of distributed strategies. Among other results, the analysis reveals how combination policies influence the learning process of networked agents, and how these policies can steer the convergence point towards any of many possible Pareto optimal solutions. The results also establish that the learning process of an adaptive network undergoes three (rather than two) well-defined stages of evolution with distinctive convergence rates during the first two stages, while attaining a finite mean-square-error (MSE) level in the last stage. The analysis reveals what aspects of the network topology influence performance directly and suggests design procedures that can optimize performance by adjusting the relevant topology parameters. Interestingly, it is further shown that, in the adaptation regime, each agent in a sparsely connected network is able to achieve the same performance level as that of a centralized stochastic-gradient strategy even for left-stochastic combination strategies. These results lead to a deeper understanding and useful insights on the convergence behavior of coupled distributed learners. The results also lead to effective design mechanisms to help diffuse information more thoroughly over networks.

Cited in

(9)

• A necessary and sufficient condition for stability of LMS-based consensus adaptive filters
• Distributed stochastic gradient tracking methods
• An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems
• Robust variable step-size diffusion sign-error algorithm over adaptive networks
• Correction-based diffusion LMS algorithms for distributed estimation
• Analysis of compressed distributed adaptive filters
• Fast decentralized nonconvex finite-sum optimization with recursive variance reduction
• Distributed constrained optimization algorithms with linear convergence rate over time-varying unbalanced graphs
• An accelerated distributed stochastic gradient method with momentum

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