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research article

Diffusion-Based Adaptive Distributed Detection: Steady-State Performance in the Slow Adaptation Regime

Matta, Vincenzo
•
Braca, Paolo
•
Marano, Stefano
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2016
IEEE Transactions on Information Theory

This paper examines the close interplay between cooperation and adaptation for distributed detection schemes over fully decentralized networks. The combined attributes of cooperation and adaptation are necessary to enable networks of detectors to continually learn from streaming data and to continually track drifts in the state of nature when deciding in favor of one hypothesis or another. The results in this paper establish a fundamental scaling law for the steady-state probabilities of miss detection and false alarm in the slow adaptation regime, when the agents interact with each other according to distributed strategies that employ small constant step-sizes. The latter are critical to enable continuous adaptation and learning. This paper establishes three key results. First, it is shown that the output of the collaborative process at each agent has a steady-state distribution. Second, it is shown that this distribution is asymptotically Gaussian in the slow adaptation regime of small step-sizes. Third, by carrying out a detailed large deviations analysis, closed-form expressions are derived for the decaying rates of the false-alarm and miss-detection probabilities. Interesting insights are gained from these expressions. In particular, it is verified that as the step-size μ decreases, the error probabilities are driven to zero exponentially fast as functions of 1μ, and that the exponents governing the decay increase linearly in the number of agents. It is also verified that the scaling laws governing the errors of detection and the errors of estimation over the network behave very differently, with the former having exponential decay proportional to 1μ, while the latter scales linearly with decay proportional to μ. Moreover, and interestingly, it is shown that the cooperative strategy allows each agent to reach the same detection performance, in terms of detection error exponents, of a centralized stochastic-gradient solution. The results of this paper are illustrated by applying them to canonical distributed detection problems.

  • Details
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Type
research article
DOI
10.1109/TIT.2016.2580665
ArXiv ID

1401.5742

Author(s)
Matta, Vincenzo
Braca, Paolo
Marano, Stefano
Sayed, Ali H.  
Date Issued

2016

Publisher

Institute of Electrical and Electronics Engineers

Published in
IEEE Transactions on Information Theory
Volume

62

Issue

8

Start page

4710

End page

4732

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/20.500.14299/143416
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