DocumentCode
105972
Title
Asynchronous Adaptation and Learning Over Networks—Part I: Modeling and Stability Analysis
Author
Xiaochuan Zhao ; Sayed, Ali H.
Author_Institution
Dept. of Electr. Eng., Univ. of California, Los Angeles, Los Angeles, CA, USA
Volume
63
Issue
4
fYear
2015
fDate
Feb.15, 2015
Firstpage
811
Lastpage
826
Abstract
In this work and the supporting Parts II and III of this paper, also in the current issue, we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We examine asynchronous networks that are subject to fairly general sources of uncertainties, such as changing topologies, random link failures, random data arrival times, and agents turning on and off randomly. Under this model, agents in the network may stop updating their solutions or may stop sending or receiving information in a random manner and without coordination with other agents. We establish in Part I conditions on the first and second-order moments of the relevant parameter distributions to ensure mean-square stable behavior. We derive in Part II expressions that reveal how the various parameters of the asynchronous behavior influence network performance. We compare in Part III the performance of asynchronous networks to the performance of both centralized solutions and synchronous networks. One notable conclusion is that the mean-square-error performance of asynchronous networks shows a degradation only in the order of O(ν), where ν is a small step-size parameter, while the convergence rate remains largely unaltered. The results provide a solid justification for the remarkable resilience of cooperative networks in the face of random failures at multiple levels: agents, links, data arrivals, and topology.
Keywords
modelling; stability; asynchronous adaptation; asynchronous behavior; asynchronous networks; asynchronous strategies; data arrivals; distributed optimization; mean-square stable behavior; mean-square-error performance; modeling; random data arrival times; random link failures; stability analysis; topology; Cost function; Network topology; Noise; Random variables; Stability analysis; Topology; Vectors; Distributed learning; adaptive networks; asynchronous behavior; diffusion adaptation; distributed optimization; dynamic topology; link failures;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2014.2385046
Filename
6994854
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