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Asynchronous Gossip for Averaging and Spectral Ranking

Borkar, Vivek S and Makhijani, Rahul and Sundaresan, Rajesh (2014) Asynchronous Gossip for Averaging and Spectral Ranking. In: IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, 8 (4). pp. 703-716.

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Official URL: http://dx.doi.org/ 10.1109/JSTSP.2014.2320229


We consider two variants of the classical gossip algorithm. The first variant is a version of asynchronous stochastic approximation. We highlight a fundamental difficulty associated with the classical asynchronous gossip scheme, viz., that it may not converge to a desired average, and suggest an alternative scheme based on reinforcement learning that has guaranteed convergence to the desired average. We then discuss a potential application to a wireless network setting with simultaneous link activation constraints. The second variant is a gossip algorithm for distributed computation of the Perron-Frobenius eigenvector of a nonnegative matrix. While the first variant draws upon a reinforcement learning algorithm for an average cost controlled Markov decision problem, the second variant draws upon a reinforcement learning algorithm for risk-sensitive control. We then discuss potential applications of the second variant to ranking schemes, reputation networks, and principal component analysis.

Item Type: Journal Article
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Additional Information: Copy right for this article belongs to the IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 445 HOES LANE, PISCATAWAY, NJ 08855-4141 USA
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 18 Sep 2014 09:10
Last Modified: 18 Sep 2014 09:10
URI: http://eprints.iisc.ernet.in/id/eprint/49898

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