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Decentralized Eigendecomposition for Online Learning over Graphs with Applications

Fan, Yufan ; Trinh-Hoang, Minh ; Ardic, Cemil Emre ; Pesavento, Marius (2023)
Decentralized Eigendecomposition for Online Learning over Graphs with Applications.
In: IEEE Transactions on Signal and Information Processing over Networks, 9
doi: 10.1109/TSIPN.2023.3302658
Artikel, Bibliographie

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Kurzbeschreibung (Abstract)

In this article, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of collecting all information in a fusion center, the proposed algorithm involves only local interactions among adjacent agents. It benefits from the representation of the matrix as a sum of rank-one components which makes the algorithm attractive for online eigenvalue and eigenvector tracking applications. We examine the performance of the proposed algorithm in two types of important application examples: First, we consider the online eigendecomposition of a sample covariance matrix over the network, with application in decentralized Direction-of-Arrival (DoA) estimation and DoA tracking applications. Then, we investigate the online computation of the spectra of the graph Laplacian that is important in, e.g., Graph Fourier Analysis and graph dependent filter design. We apply our proposed algorithm to track the spectra of the graph Laplacian in static and dynamic networks. Simulation results reveal that the proposed algorithm outperforms existing decentralized algorithms both in terms of estimation accuracy as well as communication cost.

Typ des Eintrags: Artikel
Erschienen: 2023
Autor(en): Fan, Yufan ; Trinh-Hoang, Minh ; Ardic, Cemil Emre ; Pesavento, Marius
Art des Eintrags: Bibliographie
Titel: Decentralized Eigendecomposition for Online Learning over Graphs with Applications
Sprache: Englisch
Publikationsjahr: 7 August 2023
Verlag: IEEE
Titel der Zeitschrift, Zeitung oder Schriftenreihe: IEEE Transactions on Signal and Information Processing over Networks
Jahrgang/Volume einer Zeitschrift: 9
Auflage: 2. Version
DOI: 10.1109/TSIPN.2023.3302658
URL / URN: https://ieeexplore.ieee.org/document/10210076
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Kurzbeschreibung (Abstract):

In this article, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of collecting all information in a fusion center, the proposed algorithm involves only local interactions among adjacent agents. It benefits from the representation of the matrix as a sum of rank-one components which makes the algorithm attractive for online eigenvalue and eigenvector tracking applications. We examine the performance of the proposed algorithm in two types of important application examples: First, we consider the online eigendecomposition of a sample covariance matrix over the network, with application in decentralized Direction-of-Arrival (DoA) estimation and DoA tracking applications. Then, we investigate the online computation of the spectra of the graph Laplacian that is important in, e.g., Graph Fourier Analysis and graph dependent filter design. We apply our proposed algorithm to track the spectra of the graph Laplacian in static and dynamic networks. Simulation results reveal that the proposed algorithm outperforms existing decentralized algorithms both in terms of estimation accuracy as well as communication cost.

Freie Schlagworte: Eigenvalues and eigenfunctions, Signal processing algorithms, Estimation, Heuristic algorithms, Partitioning algorithms, Covariance matrices, Direction-of-arrival estimation, Signal Processing (eess.SP), FOS: Electrical engineering, electronic engineering, information engineering, FOS: Electrical engineering, electronic engineering, information engineering
Fachbereich(e)/-gebiet(e): 18 Fachbereich Elektrotechnik und Informationstechnik
18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik
18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Nachrichtentechnik > Nachrichtentechnische Systeme
Hinterlegungsdatum: 18 Okt 2023 13:14
Letzte Änderung: 21 Mai 2024 07:18
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