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Distributed Sequence Prediction: A consensus+innovations approach

Abstract: 

This paper focuses on the problem of distributed sequence
prediction in a network of sparsely interconnected agents,
where agents collaborate to achieve provably reasonable
predictive performance. An expert assisted online learning
algorithm in a distributed setup of the consensus+innovations
form is proposed, in which the agents update their weights
for the experts’ predictions by simultaneously processing the
latest network losses (innovations) and the cumulative losses
obtained from neighboring agents (consensus). This paper
characterizes the regret of the agents’ prediction in lieu of
the proposed distributed online learning algorithm and establishes
the sub-linear regret of the agents’ predictions with
respect to the best forecasting expert.

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Paper Details

Authors:
Anit Kumar Sahu, Soummya Kar
Submitted On:
6 December 2016 - 3:37am
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Anit Kumar Sahu
Paper Code:
1551
Document Year:
2016
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GlobalSIP_talk.pdf

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[1] Anit Kumar Sahu, Soummya Kar, "Distributed Sequence Prediction: A consensus+innovations approach", IEEE SigPort, 2016. [Online]. Available: http://sigport.org/1357. Accessed: Jun. 15, 2019.
@article{1357-16,
url = {http://sigport.org/1357},
author = {Anit Kumar Sahu; Soummya Kar },
publisher = {IEEE SigPort},
title = {Distributed Sequence Prediction: A consensus+innovations approach},
year = {2016} }
TY - EJOUR
T1 - Distributed Sequence Prediction: A consensus+innovations approach
AU - Anit Kumar Sahu; Soummya Kar
PY - 2016
PB - IEEE SigPort
UR - http://sigport.org/1357
ER -
Anit Kumar Sahu, Soummya Kar. (2016). Distributed Sequence Prediction: A consensus+innovations approach. IEEE SigPort. http://sigport.org/1357
Anit Kumar Sahu, Soummya Kar, 2016. Distributed Sequence Prediction: A consensus+innovations approach. Available at: http://sigport.org/1357.
Anit Kumar Sahu, Soummya Kar. (2016). "Distributed Sequence Prediction: A consensus+innovations approach." Web.
1. Anit Kumar Sahu, Soummya Kar. Distributed Sequence Prediction: A consensus+innovations approach [Internet]. IEEE SigPort; 2016. Available from : http://sigport.org/1357