• 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