Multitask Diffusion Adaptation Over Networks

DOI10.1109/TSP.2014.2333560zbMATH Open1393.90026arXiv1311.4894MaRDI QIDQ4579375FDOQ4579375

Jie Chen, Ali H. Sayed, Cédric Richard

Publication date: 22 August 2018

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

Abstract: Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a single optimum parameter vector collaboratively. However, there are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously, in a collaborative manner, over the area covered by the network. In this paper, we employ diffusion strategies to develop distributed algorithms that address multitask problems by minimizing an appropriate mean-square error criterion with $el{l}_2$-regularization. The stability and convergence of the algorithm in the mean and in the mean-square sense is analyzed. Simulations are conducted to verify the theoretical findings, and to illustrate how the distributed strategy can be used in several useful applications related to spectral sensing, target localization, and hyperspectral data unmixing.

Full work available at URL: https://arxiv.org/abs/1311.4894

Mathematics Subject Classification ID

Communication networks in operations research (90B18)

Cited In (19)

• Decision Learning and Adaptation Over Multi-Task Networks
• Distributed maximum a posteriori estimation under non-stationary condition
• Robust multitask diffusion affine projection M-estimate algorithm: design and performance analysis
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• Distributed multi-task classification: a decentralized online learning approach
• Biologically Inspired Control Of A Fleet Of Uavs With Threat Evasion Strategy
• Adaptive multitask clustering algorithm based on distributed diffusion least-mean-square estimation
• Diffusion least mean kurtosis algorithm and its performance analysis
• Distributed adaptive clustering learning over time-varying multitask networks
• Robust multitask diffusion normalized M-estimate subband adaptive filter algorithm over adaptive networks
• Diffusion LMS Over Multitask Networks
• Adaptive Diffusion Schemes for Heterogeneous Networks
• Diffusion sign subband adaptive filtering algorithm with individual weighting factors for distributed estimation
• Robust variable step-size diffusion sign-error algorithm over adaptive networks
• Diffusion bias-compensation RLS estimation over noisy node-specific networks
• Event-driven multi-consensus of multi-agent networks with repulsive links

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