DocumentCode :
187661
Title :
Removing sampling bias in networked stochastic approximation
Author :
Dwivedi, Raaz ; Borkar, Vivek S.
Author_Institution :
Dept. of Electr. Eng., IIT Bombay, Mumbai, India
fYear :
2014
fDate :
22-25 July 2014
Firstpage :
1
Lastpage :
6
Abstract :
We consider a stochastic approximation algorithm implemented on a network of computing elements corresponding to the nodes of a connected graph wherein each node polls one or more of its neighbors at random and pulls the relevant data from there. A blind implementation suffers from `sampling bias´ whereby each node´s contribution to the computation gets weighed by its frequency of being polled. We propose a modified step size schedule that works around this problem. As an example, we propose a modification of an existing scheme for reputation systems that removes such a bias therein.
Keywords :
graph theory; sampling methods; stochastic processes; computing elements; connected graph; networked stochastic approximation; node polls; reputation systems; sampling bias removal; stochastic approximation algorithm; Approximation algorithms; Approximation methods; Convergence; Noise; Random variables; Schedules; Standards;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signal Processing and Communications (SPCOM), 2014 International Conference on
Conference_Location :
Bangalore
Print_ISBN :
978-1-4799-4666-2
Type :
conf
DOI :
10.1109/SPCOM.2014.6983986
Filename :
6983986
Link To Document :
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