Diffusion LMS for multitask problems with overlapping hypothesis subspaces

Jie Chen; Cedric Richard; Alfred O. Hero; Ali H. Sayed

doi:10.1109/MLSP.2014.6958929

Diffusion LMS for multitask problems with overlapping hypothesis subspaces

Jie Chen, Cedric Richard, Alfred O. Hero, Ali H. Sayed

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

38 Scopus citations

Abstract

There are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously by networked agents. In this paper, we formulate an online multitask learning problem where node hypothesis spaces partly overlap. A cooperative algorithm based on diffusion adaptation is derived. Some results on its stability and convergence properties are also provided. Simulations are conducted to illustrate the theoretical results.

Original language	English
Title of host publication	IEEE International Workshop on Machine Learning for Signal Processing, MLSP
Editors	Mamadou Mboup, Tulay Adali, Eric Moreau, Jan Larsen
Publisher	IEEE Computer Society
ISBN (Electronic)	9781479936946
DOIs	https://doi.org/10.1109/MLSP.2014.6958929
State	Published - 14 Nov 2014
Externally published	Yes
Event	2014 24th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014 - Reims, France Duration: 21 Sep 2014 → 24 Sep 2014

Publication series

Name	IEEE International Workshop on Machine Learning for Signal Processing, MLSP
ISSN (Print)	2161-0363
ISSN (Electronic)	2161-0371

Conference

Conference	2014 24th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014
Country/Territory	France
City	Reims
Period	21/09/14 → 24/09/14

Keywords

collaborative processing
diffusion strategy
distributed optimization
Multitask learning

Access to Document

10.1109/MLSP.2014.6958929

Cite this

Chen, J., Richard, C., Hero, A. O., & Sayed, A. H. (2014). Diffusion LMS for multitask problems with overlapping hypothesis subspaces. In M. Mboup, T. Adali, E. Moreau, & J. Larsen (Eds.), IEEE International Workshop on Machine Learning for Signal Processing, MLSP Article 6958929 (IEEE International Workshop on Machine Learning for Signal Processing, MLSP). IEEE Computer Society. https://doi.org/10.1109/MLSP.2014.6958929

Chen, Jie ; Richard, Cedric ; Hero, Alfred O. et al. / Diffusion LMS for multitask problems with overlapping hypothesis subspaces. IEEE International Workshop on Machine Learning for Signal Processing, MLSP. editor / Mamadou Mboup ; Tulay Adali ; Eric Moreau ; Jan Larsen. IEEE Computer Society, 2014. (IEEE International Workshop on Machine Learning for Signal Processing, MLSP).

@inproceedings{1aa22781bda341829e6086cbc57d3969,

title = "Diffusion LMS for multitask problems with overlapping hypothesis subspaces",

abstract = "There are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously by networked agents. In this paper, we formulate an online multitask learning problem where node hypothesis spaces partly overlap. A cooperative algorithm based on diffusion adaptation is derived. Some results on its stability and convergence properties are also provided. Simulations are conducted to illustrate the theoretical results.",

keywords = "collaborative processing, diffusion strategy, distributed optimization, Multitask learning",

author = "Jie Chen and Cedric Richard and Hero, {Alfred O.} and Sayed, {Ali H.}",

note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 24th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014 ; Conference date: 21-09-2014 Through 24-09-2014",

year = "2014",

month = nov,

day = "14",

doi = "10.1109/MLSP.2014.6958929",

language = "英语",

series = "IEEE International Workshop on Machine Learning for Signal Processing, MLSP",

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Chen, J, Richard, C, Hero, AO & Sayed, AH 2014, Diffusion LMS for multitask problems with overlapping hypothesis subspaces. in M Mboup, T Adali, E Moreau & J Larsen (eds), IEEE International Workshop on Machine Learning for Signal Processing, MLSP., 6958929, IEEE International Workshop on Machine Learning for Signal Processing, MLSP, IEEE Computer Society, 2014 24th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014, Reims, France, 21/09/14. https://doi.org/10.1109/MLSP.2014.6958929

Diffusion LMS for multitask problems with overlapping hypothesis subspaces. / Chen, Jie; Richard, Cedric; Hero, Alfred O. et al.
IEEE International Workshop on Machine Learning for Signal Processing, MLSP. ed. / Mamadou Mboup; Tulay Adali; Eric Moreau; Jan Larsen. IEEE Computer Society, 2014. 6958929 (IEEE International Workshop on Machine Learning for Signal Processing, MLSP).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AB - There are many important applications that are multitask-oriented in the sense that there are multiple optimum parameter vectors to be inferred simultaneously by networked agents. In this paper, we formulate an online multitask learning problem where node hypothesis spaces partly overlap. A cooperative algorithm based on diffusion adaptation is derived. Some results on its stability and convergence properties are also provided. Simulations are conducted to illustrate the theoretical results.

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KW - diffusion strategy

KW - distributed optimization

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BT - IEEE International Workshop on Machine Learning for Signal Processing, MLSP

A2 - Mboup, Mamadou

A2 - Adali, Tulay

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Chen J, Richard C, Hero AO, Sayed AH. Diffusion LMS for multitask problems with overlapping hypothesis subspaces. In Mboup M, Adali T, Moreau E, Larsen J, editors, IEEE International Workshop on Machine Learning for Signal Processing, MLSP. IEEE Computer Society. 2014. 6958929. (IEEE International Workshop on Machine Learning for Signal Processing, MLSP). doi: 10.1109/MLSP.2014.6958929

Diffusion LMS for multitask problems with overlapping hypothesis subspaces

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