Title :
Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning
Author :
Gharehshiran, Omid Namvar ; Krishnamurthy, Vikram ; Yin, George
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of British Columbia, Vancouver, BC, Canada
Abstract :
This paper presents a game-theoretic approach to node activation control in parameter estimation via diffusion least mean squares (LMS). Nodes cooperate by exchanging estimates over links characterized by the connectivity graph of the network. The energy-aware activation control is formulated as a noncooperative repeated game where nodes autonomously decide when to activate based on a utility function that captures the trade-off between individual node´s contribution and energy expenditure. The diffusion LMS stochastic approximation is combined with a game-theoretic learning algorithm such that the overall energy-aware diffusion LMS has two timescales: the fast timescale corresponds to the game-theoretic activation mechanism, whereby nodes distributively learn their optimal activation strategies, whereas the slow timescale corresponds to the diffusion LMS. The convergence analysis shows that the parameter estimates weakly converge to the true parameter across the network, yet the global activation behavior along the way tracks the set of correlated equilibria of the underlying activation control game.
Keywords :
approximation theory; game theory; learning (artificial intelligence); least mean squares methods; connectivity graph; convergence analysis; diffusion LMS stochastic approximation; distributed energy-aware diffusion least mean squares; game-theoretic activation mechanism; game-theoretic learning algorithm; global activation behavior; node activation control; noncooperative repeated game; parameter estimation; utility function; Algorithm design and analysis; Approximation algorithms; Convergence; Least squares approximations; Peer-to-peer computing; Stochastic processes; Adaptive networks; correlated equilibrium; diffusion LMS; distributed estimation; game theory; stochastic approximation;
Journal_Title :
Selected Topics in Signal Processing, IEEE Journal of
DOI :
10.1109/JSTSP.2013.2266318