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arXiv 1309.7841cs.DCcs.ITcs.SYeess.SYmath.ITmath.OC
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异步 gossip 用于平均与谱排名

Asynchronous Gossip for Averaging and Spectral Ranking

IIT Bombay(印度理工学院孟买分校);Indian Institute of Science(印度科学学院)

Vivek S. Borkar, Rahul Makhijani, Rajesh Sundaresan

AI总结:

本文提出两种 gossip 算法变体,一种用于异步随机逼近的平均收敛,另一种用于非负矩阵的 Perron-Frobenius 特征向量计算,均通过强化学习保证收敛。

摘要:

我们考虑两种经典的 gossip 算法变体。第一种是异步随机逼近的变种,指出经典异步 gossip 方案可能无法收敛到期望平均,并提出基于强化学习的替代方案以保证收敛。随后讨论其在无线网络中同时链接激活约束下的潜在应用。第二种是用于分布式计算非负矩阵 Perron-Frobenius 特征向量的 gossip 算法。第一种利用平均成本控制马尔可夫决策问题的强化学习算法,第二种则利用风险敏感控制的强化学习算法。随后讨论第二种变体在排名方案、声誉网络和主成分分析中的潜在应用。

英文摘要:

We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not converge to a desired average, and suggest an alternative scheme based on reinforcement learning that has guaranteed convergence to the desired average. We then discuss a potential application to a wireless network setting with simultaneous link activation constraints. The second variant is a gossip algorithm for distributed computation of the Perron-Frobenius eigenvector of a nonnegative matrix. While the first variant draws upon a reinforcement learning algorithm for an average cost controlled Markov decision problem, the second variant draws upon a reinforcement learning algorithm for risk-sensitive control. We then discuss potential applications of the second variant to ranking schemes, reputation networks, and principal component analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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