2014/08/31 by Zaid J. Towfic, Ali H. Sayed · 52 citations
Computer Science · Engineering · Mathematics · #Advanced Adaptive Filtering Techniques #Artificial intelligence #Augmented Lagrangian method #Computer science #Distributed Control Multi-Agent Systems #Dual (grammatical number) #Machine learning #Mathematical optimization #Mathematics #Neural Networks Stability and Synchronization #Optimization problem #Regularization (linguistics) #Stability (learning theory) #cs.DC #cs.LG #cs.MA #math.OC
paper · pdf · doi:10.1109/tsp.2015.2415759
published in IEEE Transactions on Signal Processing 63(11), 2888-2903 (Institute of Electrical and Electronics Engineers) · 16 pages, 9 figures
openalex publication_date 2015/03/23 · arxiv created 2015/05/13 · arxiv updated 2015/05/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
This paper studies distributed primal-dual strategies for adaptation and learning over networks from streaming data. Two first-order methods are considered based on the Arrow-Hurwicz (AH) and augmented Lagrangian (AL) techniques. Several revealing results are discovered in relation to the performance and stability of these strategies when employed over adaptive networks. The conclusions establish that the advantages that these methods exhibit for deterministic optimization problems do not necessarily carry over to stochastic optimization problems. It is found that they have narrower stability ranges and worse steady-state mean-square-error performance than primal methods of the consensus and diffusion type. It is also found that the AH technique can become unstable under a partial observation model, while the other techniques are able to recover the unknown under this scenario. A method to enhance the performance of AL strategies is proposed by tying the selection of the step-size to their regularization parameter. It is shown that this method allows the AL algorithm to approach the performance of consensus and diffusion strategies but that it remains less stable than these other strategies.