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arxiv: 1509.08574 · v1 · pith:II2IMRAVnew · submitted 2015-09-29 · 🧮 math.OC

Network Independent Rates in Distributed Learning

classification 🧮 math.OC
keywords distributedindependentlearningnetworkagentsrateratesrule
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We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the proposed update rule, inspired by the Push-Sum algorithm, is consistent, moreover we provide an explicit characterization of its convergence rate. Our main result states that, after a transient time, all agents will concentrate their beliefs at a network independent rate. Network independent rates were not available for other consensus based distributed learning algorithms.

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