A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation
We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-then-combine diffusion strategy, we propose a multitask diffusio...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2017
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| Online Access: | https://hdl.handle.net/10356/81466 http://hdl.handle.net/10220/43469 |
| _version_ | 1811686599828701184 |
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| author | Wang, Yuan Tay, Wee Peng Hu, Wuhua |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Wang, Yuan Tay, Wee Peng Hu, Wuhua |
| author_sort | Wang, Yuan |
| collection | NTU |
| description | We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-then-combine diffusion strategy, we propose a multitask diffusion strategy whose mean stability can be ensured whenever individual nodes are stable in the mean, regardless of the inter-cluster cooperation weights. In addition, the proposed strategy is able to achieve an asymptotically unbiased estimation when the parameters have same mean. We also develop an inter-cluster cooperation weights selection scheme that allows each node in the network to locally optimize its inter-cluster cooperation weights. Numerical results demonstrate that our approach leads to a lower average steady-state network mean-square deviation, compared with using weights selected by various other commonly adopted methods in the literature. |
| first_indexed | 2024-10-01T05:02:59Z |
| format | Journal Article |
| id | ntu-10356/81466 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:02:59Z |
| publishDate | 2017 |
| record_format | dspace |
| spelling | ntu-10356/814662020-03-07T13:57:21Z A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation Wang, Yuan Tay, Wee Peng Hu, Wuhua School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering Diffusion strategy Distributed estimation We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-then-combine diffusion strategy, we propose a multitask diffusion strategy whose mean stability can be ensured whenever individual nodes are stable in the mean, regardless of the inter-cluster cooperation weights. In addition, the proposed strategy is able to achieve an asymptotically unbiased estimation when the parameters have same mean. We also develop an inter-cluster cooperation weights selection scheme that allows each node in the network to locally optimize its inter-cluster cooperation weights. Numerical results demonstrate that our approach leads to a lower average steady-state network mean-square deviation, compared with using weights selected by various other commonly adopted methods in the literature. NRF (Natl Research Foundation, S’pore) MOE (Min. of Education, S’pore) Accepted version 2017-07-27T07:06:56Z 2019-12-06T14:31:39Z 2017-07-27T07:06:56Z 2019-12-06T14:31:39Z 2017 Journal Article Wang, Y., Tay, W. P., & Hu, W. (2017). A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation. IEEE Journal of Selected Topics in Signal Processing, 11(3), 504-517. 1932-4553 https://hdl.handle.net/10356/81466 http://hdl.handle.net/10220/43469 10.1109/JSTSP.2017.2679339 en IEEE Journal of Selected Topics in Signal Processing © 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. The published version is available at: [http://dx.doi.org/10.1109/JSTSP.2017.2679339]. 14 p. application/pdf |
| spellingShingle | DRNTU::Engineering::Electrical and electronic engineering Diffusion strategy Distributed estimation Wang, Yuan Tay, Wee Peng Hu, Wuhua A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title | A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title_full | A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title_fullStr | A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title_full_unstemmed | A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title_short | A Multitask Diffusion Strategy With Optimized Inter-cluster Cooperation |
| title_sort | multitask diffusion strategy with optimized inter cluster cooperation |
| topic | DRNTU::Engineering::Electrical and electronic engineering Diffusion strategy Distributed estimation |
| url | https://hdl.handle.net/10356/81466 http://hdl.handle.net/10220/43469 |
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