Title :
A Sparsity Promoting Adaptive Algorithm for Distributed Learning
Author :
Chouvardas, Symeon ; Slavakis, Konstantinos ; Kopsinis, Yannis ; Theodoridis, Sergios
Author_Institution :
Dept. of Inf. & Telecommun., Univ. of Athens, Ilissia, Greece
Abstract :
In this paper, a sparsity promoting adaptive algorithm for distributed learning in diffusion networks is developed. The algorithm follows the set-theoretic estimation rationale. At each time instance and at each node of the network, a closed convex set, known as property set, is constructed based on the received measurements; this defines the region in which the solution is searched for. In this paper, the property sets take the form of hyperslabs. The goal is to find a point that belongs to the intersection of these hyperslabs. To this end, sparsity encouraging variable metric projections onto the hyperslabs have been adopted. In addition, sparsity is also imposed by employing variable metric projections onto weighted l1 balls. A combine adapt cooperation strategy is adopted. Under some mild assumptions, the scheme enjoys monotonicity, asymptotic optimality and strong convergence to a point that lies in the consensus subspace. Finally, numerical examples verify the validity of the proposed scheme compared to other algorithms, which have been developed in the context of sparse adaptive learning.
Keywords :
compressed sensing; learning (artificial intelligence); adapt cooperation strategy; asymptotic optimality; diffusion networks; distributed learning; hyperslabs; monotonicity; set-theoretic estimation rationale; sparse adaptive learning; sparsity promoting adaptive algorithm; variable metric projections; Adaptive algorithms; Convergence; Current measurement; Estimation; Signal processing algorithms; Vectors; Adaptive distributed learning; diffusion networks; projections; sparsity;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2012.2204987