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Greedy Sparsity-Promoting Algorithms for Distributed Learning

机译:贪婪稀疏性推广分布式学习算法

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摘要

This paper focuses on the development of novel greedy techniques fordistributed learning under sparsity constraints. Greedy techniques have widelybeen used in centralized systems due to their low computational requirementsand at the same time their relatively good performance in estimating sparseparameter vectors/signals. The paper reports two new algorithms in the contextof sparsity--aware learning. In both cases, the goal is first to identify thesupport set of the unknown signal and then to estimate the non--zero valuesrestricted to the active support set. First, an iterative greedy multi--stepprocedure is developed, based on a neighborhood cooperation strategy, usingbatch processing on the observed data. Next, an extension of the algorithm tothe online setting, based on the diffusion LMS rationale for adaptivity, isderived. Theoretical analysis of the algorithms is provided, where it is shownthat the batch algorithm converges to the unknown vector if a RestrictedIsometry Property (RIP) holds. Moreover, the online version converges in themean to the solution vector under some general assumptions. Finally, theproposed schemes are tested against recently developed sparsity--promotingalgorithms and their enhanced performance is verified via simulation examples.
机译:本文重点研究稀疏约束下用于分布式学习的新型贪婪技术。贪婪技术由于其较低的计算要求,同时在估计稀疏参数矢量/信号方面具有相对较好的性能,因此已广泛用于集中式系统中。该论文报告了稀疏情况下的两种新算法-意识学习。在这两种情况下,目标都是首先识别未知信号的支持集,然后估计限制为活动支持集的非零值。首先,基于邻域合作策略,使用批处理对观察到的数据开发了一个迭代的贪婪多步骤过程。接下来,基于对适应性的扩散LMS理论,推导了该算法对在线设置的扩展。提供了算法的理论分析,其中表明,如果保留了等距特性(RIP),则批处理算法收敛到未知向量。此外,在某些一般假设下,在线版本在主题上收敛于解向量。最后,针对最近开发的稀疏性算法进行了测试,并通过仿真示例验证了它们的增强性能。

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