arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.11939math.OCcs.LG
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稀疏时变optimization的集中式和分布式在线学习

Centralized and distributed online learning for sparse time-varying optimization

Sophie M. Fosson

摘要:

在过去的几年里,在线算法的发展,以跟踪时变系统引起了很多关注,特别是在在线凸优化的框架。同时,稀疏时变优化已经成为一个强大的工具,以处理广泛的应用,从动态压缩传感到简约系统辨识。在大多数关于稀疏时变问题的文献中,假设系统演化的一些先验信息是可用的。相比之下,在本文中,我们提出了一种在线学习方法,它不使用给定的模型,适用于对抗框架。具体来说,我们开发集中式和分布式算法,我们从理论上分析他们的动态遗憾,在网上学习的角度来看。此外,我们提出了数值实验,说明其实际有效性。

英文摘要:

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a powerful tool to deal with widespread applications, ranging from dynamic compressed sensing to parsimonious system identification. In most of the literature on sparse time-varying problems, some prior information on the system's evolution is assumed to be available. In contrast, in this paper, we propose an online learning approach, which does not employ a given model and is suitable for adversarial frameworks. Specifically, we develop centralized and distributed algorithms, and we theoretically analyze them in terms of dynamic regret, in an online learning perspective. Further, we propose numerical experiments that illustrate their practical effectiveness.

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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