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Distributed regression estimation with incomplete data in multi-agent networks
Wang, Yinghui1,2; Lin, Peng1,2; Hong, Yiguang2
2018-09-01
Source PublicationSCIENCE CHINA-INFORMATION SCIENCES
ISSN1674-733X
Volume61Issue:9Pages:14
AbstractIn this paper, distributed regression estimation problem with incomplete data in a time-varying multi-agent network is investigated. Regression estimation is carried out based on local agent information with incomplete in the non-ignorable mechanism. By virtue of gradient-based design and adaptive filter, a distributed algorithm is proposed to deal with a regression estimation problem with incomplete data. With the help of convex analysis and stochastic approximation techniques, the exact convergence is obtained for the proposed algorithm with incomplete data and a jointly-connected multi-agent topology. Moreover, online regret analysis is also given for real-time learning. Then, simulations for the proposed algorithm are also given to demonstrate how it can solve the estimation problem in a distributed way, even when the network configuration is time-varying.
Keywordmulti-agent systems time-varying network estimation with incomplete data online learning stochastic approximation
DOI10.1007/s11432-016-9173-8
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61333001] ; National Natural Science Foundation of China[61374168]
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Information Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000429096900002
PublisherSCIENCE PRESS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30013
Collection系统科学研究所
Affiliation1.Univ Chinese Acad Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Wang, Yinghui,Lin, Peng,Hong, Yiguang. Distributed regression estimation with incomplete data in multi-agent networks[J]. SCIENCE CHINA-INFORMATION SCIENCES,2018,61(9):14.
APA Wang, Yinghui,Lin, Peng,&Hong, Yiguang.(2018).Distributed regression estimation with incomplete data in multi-agent networks.SCIENCE CHINA-INFORMATION SCIENCES,61(9),14.
MLA Wang, Yinghui,et al."Distributed regression estimation with incomplete data in multi-agent networks".SCIENCE CHINA-INFORMATION SCIENCES 61.9(2018):14.
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