Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks

@article{Chen2012DiffusionAS,
  title={Diffusion Adaptation Strategies for Distributed Optimization and Learning Over Networks},
  author={Jianshu Chen and Ali H. Sayed},
  journal={IEEE Transactions on Signal Processing},
  year={2012},
  volume={60},
  pages={4289-4305}
}
We propose an adaptive diffusion mechanism to optimize global cost functions in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the nodes to cooperate and diffuse information in real-time; it also helps alleviate the effects of stochastic gradient noise and measurement noise through a continuous learning process. We analyze the mean-square-error performance of the algorithm in some detail… CONTINUE READING
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