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Distributed Learning with Infinitely Many Hypotheses

arXiv.org Machine Learning

We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes their joint observations in the sense of the Kullback-Leibler divergence. Apart from recent efforts in the literature, we analyze the case of countably many hypotheses and the case of a continuum of hypotheses. We provide non-asymptotic bounds for the concentration rate of the agents' beliefs around the correct hypothesis in terms of the number of agents, the network parameters, and the learning abilities of the agents. Additionally, we provide a novel motivation for a general set of distributed Non-Bayesian update rules as instances of the distributed stochastic mirror descent algorithm.


Distributed Gaussian Learning over Time-varying Directed Graphs

arXiv.org Machine Learning

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of $O(1/k)$ with the constant term depending on the number of agents and the topology of the network. Moreover, we show almost sure convergence to the optimal solution of the estimation problem for the general case of time-varying directed graphs.


A General Framework for Distributed Inference with Uncertain Models

arXiv.org Artificial Intelligence

This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first abstracted to a hypothesis-testing framework, where we assume that the agents seek to agree on the hypothesis (target class) that best matches the distribution of observations. Non-Bayesian social learning theory provides a framework that solves this problem in an efficient manner by allowing the agents to sequentially communicate and update their beliefs for each hypothesis over the network. Most existing approaches assume that agents have access to exact statistical models for each hypothesis. However, in many practical applications, agents learn the likelihood models based on limited data, which induces uncertainty in the likelihood function parameters. In this work, we build upon the concept of uncertain models to incorporate the agents' uncertainty in the likelihoods by identifying a broad set of parametric distribution that allows the agents' beliefs to converge to the same result as a centralized approach. Furthermore, we empirically explore extensions to non-parametric models to provide a generalized framework of uncertain models in non-Bayesian social learning.


Non-Bayesian Social Learning with Uncertain Models

arXiv.org Artificial Intelligence

Non-Bayesian social learning theory provides a framework that models distributed inference for a group of agents interacting over a social network. In this framework, each agent iteratively forms and communicates beliefs about an unknown state of the world with their neighbors using a learning rule. Existing approaches assume agents have access to precise statistical models (in the form of likelihoods) for the state of the world. However in many situations, such models must be learned from finite data. We propose a social learning rule that takes into account uncertainty in the statistical models using second-order probabilities. Therefore, beliefs derived from uncertain models are sensitive to the amount of past evidence collected for each hypothesis. We characterize how well the hypotheses can be tested on a social network, as consistent or not with the state of the world. We explicitly show the dependency of the generated beliefs with respect to the amount of prior evidence. Moreover, as the amount of prior evidence goes to infinity, learning occurs and is consistent with traditional social learning theory.


Robust Asynchronous and Network-Independent Cooperative Learning

arXiv.org Machine Learning

We consider the model of cooperative learning via distributed non-Bayesian learning, where a network of agents tries to jointly agree on a hypothesis that best described a sequence of locally available observations. Building upon recently proposed weak communication network models, we propose a robust cooperative learning rule that allows asynchronous communications, message delays, unpredictable message losses, and directed communication among nodes. We show that our proposed learning dynamics guarantee that all agents in the network will have an asymptotic exponential decay of their beliefs on the wrong hypothesis, indicating that the beliefs of all agents will concentrate on the optimal hypotheses. Numerical experiments provide evidence on a number of network setups.