论文标题

通过应用程序的图表,用于在线学习的分散特征组成

Decentralized Eigendecomposition for Online Learning over Graphs with Applications

论文作者

Fan, Yufan, Trinh-Hoang, Minh, Ardic, Cemil Emre, Pesavento, Marius

论文摘要

在本文中,研究了重要的对称矩阵的分散特征值分解的问题,例如,在主成分分析中,研究了一个分散的在线学习算法。拟议的算法没有在融合中心收集所有信息,而是仅涉及相邻代理之间的局部相互作用。它从矩阵的表示形式中受益,这使得该算法对在线特征值和特征向量跟踪应用程序有吸引力。我们在两种类型的应用程序示例中检查了所提出的算法的性能:首先,我们考虑网络上样本协方差矩阵的在线特征分类,并在分散的到达方向(DOA)估计和DOA跟踪应用中进行应用。然后,我们研究了图形laplacian的光谱的在线计算,例如图形傅立叶分析和图形依赖滤波器设计。我们应用提出的算法在静态和动态网络中跟踪图形laplacian的光谱。仿真结果表明,在估计准确性和通信成本方面,所提出的算法均优于现有的分散算法。

In this paper, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of collecting all information in a fusion center, the proposed algorithm involves only local interactions among adjacent agents. It benefits from the representation of the matrix as a sum of rank-one components which makes the algorithm attractive for online eigenvalue and eigenvector tracking applications. We examine the performance of the proposed algorithm in two types of important application examples: First, we consider the online eigendecomposition of a sample covariance matrix over the network, with application in decentralized Direction-of-Arrival (DoA) estimation and DoA tracking applications. Then, we investigate the online computation of the spectra of the graph Laplacian that is important in, e.g., Graph Fourier Analysis and graph dependent filter design. We apply our proposed algorithm to track the spectra of the graph Laplacian in static and dynamic networks. Simulation results reveal that the proposed algorithm outperforms existing decentralized algorithms both in terms of estimation accuracy as well as communication cost.

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