@inproceedings{716cb15b4936473a90faef884089f2c0,
title = "Variance Reduced Diffusion Adaptation for Online Learning over Networks",
abstract = "The stochastic variance reduced gradient (SVRG) algorithm has shown its effectiveness in accelerating the convergence of stochastic gradient algorithms. Considering the emergent applications of distributed estimation, it is interesting to investigate the way to adapt this algorithm to distributed learning with streaming data. For this purpose, in this work we first propose a time-averaging SVRG algorithm that fits into the context of streaming data processing. Then, we integrate this algorithm with the diffusion adaptation to enhance the performance of distributed estimation over networks. Theoretical analysis of the resulted algorithm is conducted to characterize its stability. We also provide the simulation results to illustrate its favorable performance.",
keywords = "diffusion strategy, Distributed estimation, stochastic optimization, SVRG, variance reduction",
author = "Mengfei Zhang and Danqi Jin and Jie Chen",
note = "Publisher Copyright: {\textcopyright} 2020 IEEE.; 2020 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2020 ; Conference date: 21-08-2020 Through 23-08-2020",
year = "2020",
month = aug,
day = "21",
doi = "10.1109/ICSPCC50002.2020.9259540",
language = "英语",
series = "ICSPCC 2020 - IEEE International Conference on Signal Processing, Communications and Computing, Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "ICSPCC 2020 - IEEE International Conference on Signal Processing, Communications and Computing, Proceedings",
}