A sparsity promoting adaptive algorithm for distributed learning

Symeon Chouvardas, Konstantinos Slavakis, Yannis Kopsinis, Sergios Theodoridis

Research output: Contribution to journalArticle

68 Scopus citations

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 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.

Original languageEnglish (US)
Article number6218786
Pages (from-to)5412-5424
Number of pages13
JournalIEEE Transactions on Signal Processing
Volume60
Issue number10
DOIs
StatePublished - Sep 26 2012

Keywords

  • Adaptive distributed learning
  • Diffusion networks
  • Projections
  • Sparsity

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    Chouvardas, S., Slavakis, K., Kopsinis, Y., & Theodoridis, S. (2012). A sparsity promoting adaptive algorithm for distributed learning. IEEE Transactions on Signal Processing, 60(10), 5412-5424. [6218786]. https://doi.org/10.1109/TSP.2012.2204987