On the Learning Behavior of Adaptive Networks - Part I: Transient Analysis

Abstract

This work carries out a detailed transient analysis of the learning behavior of multi-agent networks, and reveals interesting results about the learning abilities of distributed strategies. Among other results, the analysis reveals how combination policies influence the learning process of networked agents, and how these policies can steer the convergence point towards any of many possible Pareto optimal solutions. The results also establish that the learning process of an adaptive network undergoes three (rather than two) well-defined stages of evolution with distinctive convergence rates during the first two stages, while attaining a finite mean-square-error (MSE) level in the last stage. The analysis reveals what aspects of the network topology influence performance directly and suggests design procedures that can optimize performance by adjusting the relevant topology parameters. Interestingly, it is further shown that, in the adaptation regime, each agent in a sparsely connected network is able to achieve the same performance level as that of a centralized stochastic-gradient strategy even for left-stochastic combination strategies. These results lead to a deeper understanding and useful insights on the convergence behavior of coupled distributed learners. The results also lead to effective design mechanisms to help diffuse information more thoroughly over networks.

to appear in IEEE Transactions on Information Theory, 2015

References in corpus (1)

• Dictionary Learning over Distributed Models

Cited by in corpus (4)

• Adaptive Penalty-Based Distributed Stochastic Convex Optimization
• Asynchronous Adaptation and Learning over Networks - Part II: Performance Analysis
• Asynchronous Adaptation and Learning over Networks --- Part I: Modeling and Stability Analysis
• Distributed Policy Evaluation Under Multiple Behavior Strategies