DocumentCode
187661
Title
Removing sampling bias in networked stochastic approximation
Author
Dwivedi, Raaz ; Borkar, Vivek S.
Author_Institution
Dept. of Electr. Eng., IIT Bombay, Mumbai, India
fYear
2014
fDate
22-25 July 2014
Firstpage
1
Lastpage
6
Abstract
We consider a stochastic approximation algorithm implemented on a network of computing elements corresponding to the nodes of a connected graph wherein each node polls one or more of its neighbors at random and pulls the relevant data from there. A blind implementation suffers from `sampling bias´ whereby each node´s contribution to the computation gets weighed by its frequency of being polled. We propose a modified step size schedule that works around this problem. As an example, we propose a modification of an existing scheme for reputation systems that removes such a bias therein.
Keywords
graph theory; sampling methods; stochastic processes; computing elements; connected graph; networked stochastic approximation; node polls; reputation systems; sampling bias removal; stochastic approximation algorithm; Approximation algorithms; Approximation methods; Convergence; Noise; Random variables; Schedules; Standards;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing and Communications (SPCOM), 2014 International Conference on
Conference_Location
Bangalore
Print_ISBN
978-1-4799-4666-2
Type
conf
DOI
10.1109/SPCOM.2014.6983986
Filename
6983986
Link To Document