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research article

Proximal Multitask Learning Over Networks With Sparsity-Inducing Coregularization

Nassif, Roula  
•
Richard, Cedric
•
Ferrari, Andre
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2016
IEEE Transactions on Signal Processing

In this work, we consider multitask learning problems where clusters of nodes are interested in estimating their own parameter vector. Cooperation among clusters is beneficial when the optimal models of adjacent clusters have a good number of similar entries. We propose a fully distributed algorithm for solving this problem. The approach relies on minimizing a global mean-square error criterion regularized by nondifferentiable terms to promote cooperation among neighboring clusters. A general diffusion forward-backward splitting strategy is introduced. Then, it is specialized to the case of sparsity promoting regularizers. A closed-form expression for the proximal operator of a weighted sum of ℓ1-norms is derived to achieve higher efficiency. We also provide conditions on the step-sizes that ensure convergence of the algorithm in the mean and mean-square error sense. Simulations are conducted to illustrate the effectiveness of the strategy.

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Type
research article
DOI
10.1109/TSP.2016.2601282
Author(s)
Nassif, Roula  
Richard, Cedric
Ferrari, Andre
Sayed, Ali H.  
Date Issued

2016

Publisher

IEEE

Published in
IEEE Transactions on Signal Processing
Volume

64

Issue

23

Start page

6329

End page

6344

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
ASL  
Available on Infoscience
December 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/143405
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