Parisini, Thomas
Communication-Efficient Stochastic Distributed Learning
Ren, Xiaoxing, Bastianello, Nicola, Johansson, Karl H., Parisini, Thomas
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges of high communication costs, and large datasets. Our design tackles these challenges i) by enabling the agents to perform multiple local training steps between each round of communications; and ii) by allowing the agents to employ stochastic gradients while carrying out local computations. We show that the proposed algorithm converges to a neighborhood of a stationary point, for nonconvex problems, and of an optimal point, for convex problems. We also propose a variant of the algorithm to incorporate variance reduction thus achieving exact convergence. We show that the resulting algorithm indeed converges to a stationary (or optimal) point, and moreover that local training accelerates convergence. We thoroughly compare the proposed algorithms with the state of the art, both theoretically and through numerical results.
A Multi-Player Potential Game Approach for Sensor Network Localization with Noisy Measurements
Xu, Gehui, Chen, Guanpu, Fidan, Baris, Hong, Yiguang, Qi, Hongsheng, Parisini, Thomas, Johansson, Karl H.
Sensor network localization (SNL) is a challenging problem due to its inherent non-convexity and the effects of noise in inter-node ranging measurements and anchor node position. We formulate a non-convex SNL problem as a multi-player non-convex potential game and investigate the existence and uniqueness of a Nash equilibrium (NE) in both the ideal setting without measurement noise and the practical setting with measurement noise. We first show that the NE exists and is unique in the noiseless case, and corresponds to the precise network localization. Then, we study the SNL for the case with errors affecting the anchor node position and the inter-node distance measurements. Specifically, we establish that in case these errors are sufficiently small, the NE exists and is unique. It is shown that the NE is an approximate solution to the SNL problem, and that the position errors can be quantified accordingly. Based on these findings, we apply the results to case studies involving only inter-node distance measurement errors and only anchor position information inaccuracies.
Global solution to sensor network localization: A non-convex potential game approach and its distributed implementation
Xu, Gehui, Chen, Guanpu, Hong, Yiguang, Fidan, Baris, Parisini, Thomas, Johansson, Karl H.
Consider a sensor network consisting of both anchor and non-anchor nodes. We address the following sensor network localization (SNL) problem: given the physical locations of anchor nodes and relative measurements among all nodes, determine the locations of all non-anchor nodes. The solution to the SNL problem is challenging due to its inherent non-convexity. In this paper, the problem takes on the form of a multi-player non-convex potential game in which canonical duality theory is used to define a complementary dual potential function. After showing the Nash equilibrium (NE) correspondent to the SNL solution, we provide a necessary and sufficient condition for a stationary point to coincide with the NE. An algorithm is proposed to reach the NE and shown to have convergence rate $\mathcal{O}(1/\sqrt{k})$. With the aim of reducing the information exchange within a network, a distributed algorithm for NE seeking is implemented and its global convergence analysis is provided. Extensive simulations show the validity and effectiveness of the proposed approach to solve the SNL problem.
Non-convex potential game approach to global solution in sensor network localization
Xu, Gehui, Chen, Guanpu, Hong, Yiguang, Parisini, Thomas, Fidan, Baris, Johansson, Karl H.
Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-anchor and anchor nodes. Attributed to the intrinsic non-convexity, obtaining a globally optimal solution to SNL is challenging, as well as implementing corresponding algorithms. In this paper, we formulate a non-convex multi-player potential game for a generic SNL problem to investigate the identification condition of the global Nash equilibrium (NE) therein, where the global NE represents the global solution of SNL. We employ canonical duality theory to transform the non-convex game into a complementary dual problem. Then we develop a conjugation-based algorithm to compute the stationary points of the complementary dual problem. On this basis, we show an identification condition of the global NE: the stationary point of the proposed algorithm satisfies a duality relation. Finally, simulation results are provided to validate the effectiveness of the theoretical results.