Adaptive Social Learning
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Publication:4958285
DOI10.1109/TIT.2021.3094633zbMATH Open1486.91060arXiv2004.02494OpenAlexW3179235957MaRDI QIDQ4958285FDOQ4958285
Authors: Virginia Bordignon, Vincenzo Matta, Ali H. Sayed 
Publication date: 7 September 2021
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Abstract: This work proposes a novel strategy for social learning by introducing the critical feature of adaptation. In social learning, several distributed agents update continually their belief about a phenomenon of interest through: i) direct observation of streaming data that they gather locally; and ii) diffusion of their beliefs through local cooperation with their neighbors. Traditional social learning implementations are known to learn well the underlying hypothesis (which means that the belief of every individual agent peaks at the true hypothesis), achieving steady improvement in the learning accuracy under stationary conditions. However, these algorithms do not perform well under nonstationary conditions commonly encountered in online learning, exhibiting a significant inertia to track drifts in the streaming data. In order to address this gap, we propose an Adaptive Social Learning (ASL) strategy, which relies on a small step-size parameter to tune the adaptation degree. First, we provide a detailed characterization of the learning performance by means of a steady-state analysis. Focusing on the small step-size regime, we establish that the ASL strategy achieves consistent learning under standard global identifiability assumptions. We derive reliable Gaussian approximations for the probability of error (i.e., of choosing a wrong hypothesis) at each individual agent. We carry out a large deviations analysis revealing the universal behavior of adaptive social learning: the error probabilities decrease exponentially fast with the inverse of the step-size, and we characterize the resulting exponential learning rate. Second, we characterize the adaptation performance by means of a detailed transient analysis, which allows us to obtain useful analytical formulas relating the adaptation time to the step-size.
Full work available at URL: https://arxiv.org/abs/2004.02494
Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Social networks; opinion dynamics (91D30) Rationality and learning in game theory (91A26)
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