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Convex optimization based sparse learning over networks
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Information Science and Engineering.
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Information Science and Engineering.ORCID iD: 0000-0003-2638-6047
2019 (English)In: 2019 27th European Signal Processing Conference (EUSIPCO), European Signal Processing Conference, EUSIPCO , 2019Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we consider the problem of estimating a sparse signal over a network. The main interest is to save communication resource for information exchange over the network and hence reduce processing time. With this aim, we develop a distributed learning algorithm where each node of the network uses a locally optimized convex optimization based algorithm. The nodes iteratively exchange their signal estimates over the network to refine the local estimates. The convex cost is constructed to promote sparsity as well as to include influence of estimates from the neighboring nodes. We provide a restricted isometry property (RIP)-based theoretical guarantee on the estimation quality of the proposed algorithm. Using simulations, we show that the algorithm provides competitive performance vis-a-vis a globally optimum distributed LASSO algorithm, both in convergence speed and estimation error.

Place, publisher, year, edition, pages
European Signal Processing Conference, EUSIPCO , 2019.
Series
European Signal Processing Conference, ISSN 2219-5491
Keywords [en]
Convex optimization, Greedy algorithms, Restricted isometry property, Sparse learning
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-267911DOI: 10.23919/EUSIPCO.2019.8902625ISI: 000604567700100Scopus ID: 2-s2.0-85075594603ISBN: 9789082797039 (print)OAI: oai:DiVA.org:kth-267911DiVA, id: diva2:1396792
Conference
27th European Signal Processing Conference, EUSIPCO 2019, 2 September 2019 through 6 September 2019, A Coruna, Spain
Note

QC 20200226

Available from: 2020-02-26 Created: 2020-02-26 Last updated: 2022-06-26Bibliographically approved

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Zaki, AhmedChatterjee, Saikat

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf