Marc Moonen

Pourya Behmandpoor, Puya Latafat, Andreas Themelis et al.

We introduce SPIRAL, a SuPerlinearly convergent Incremental pRoximal ALgorithm, for solving nonconvex regularized finite sum problems under a relative smoothness assumption. Each iteration of SPIRAL consists of an inner and an outer loop. It combines incremental gradient updates with a linesearch that has the remarkable property of never being triggered asymptotically, leading to superlinear convergence under mild assumptions at the limit point. Simulation results with L-BFGS directions on different convex, nonconvex, and non-Lipschitz differentiable problems show that our algorithm, as well as its adaptive variant, are competitive to the state of the art.

Pourya Behmandpoor, Marc Moonen, Panagiotis Patrinos

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and consensus-based learning (e.g., federated learning and learning over graphs), focus on optimizing either local costs or a global cost, there remains a need for further exploration of their interconnections. This paper specifically focuses on a scenario where agents collaborate towards a common task (i.e., optimizing a global cost equal to aggregated local costs) while effectively having distinct individual tasks (i.e., optimizing individual local parameters in a local cost). Each agent's actions can potentially impact other agents' performance through interactions. Notably, each agent has access to only its local zeroth-order oracle (i.e., cost function value) and shares scalar values, rather than gradient vectors, with other agents, leading to communication bandwidth efficiency and agent privacy. Agents employ zeroth-order optimization to update their parameters, and the asynchronous message-passing between them is subject to bounded but possibly random communication delays. This paper presents theoretical convergence analyses and establishes a convergence rate for nonconvex problems. Furthermore, it addresses the relevant use-case of deep learning-based resource allocation in communication networks and conducts numerical experiments in which agents, acting as transmitters, collaboratively train their individual policies to maximize a global reward, e.g., a sum of data rates.

Thomas Dietzen, Marc Moonen, Toon van Waterschoot

Power spectral density (PSD) estimates of various microphone signal components are essential to many speech enhancement procedures. As speech is highly non-nonstationary, performance improvements may be gained by maintaining time-variations in PSD estimates. In this paper, we propose an instantaneous PSD estimation approach based on generalized principal components. Similarly to other eigenspace-based PSD estimation approaches, we rely on recursive averaging in order to obtain a microphone signal correlation matrix estimate to be decomposed. However, instead of estimating the PSDs directly from the temporally smooth generalized eigenvalues of this matrix, yielding temporally smooth PSD estimates, we propose to estimate the PSDs from newly defined instantaneous generalized eigenvalues, yielding instantaneous PSD estimates. The instantaneous generalized eigenvalues are defined from the generalized principal components, i.e. a generalized eigenvector-based transform of the microphone signals. We further show that the smooth generalized eigenvalues can be understood as a recursive average of the instantaneous generalized eigenvalues. Simulation results comparing the multi-channel Wiener filter (MWF) with smooth and instantaneous PSD estimates indicate better speech enhancement performance for the latter. A MATLAB implementation is available online.

Pourya Behmandpoor, Mark Eisen, Panagiotis Patrinos et al.

Deep learning (DL) based resource allocation (RA) has recently gained significant attention due to its performance efficiency. However, most related studies assume an ideal case where the number of users and their utility demands, e.g., data rate constraints, are fixed, and the designed DL-based RA scheme exploits a policy trained only for these fixed parameters. Consequently, computationally complex policy retraining is required whenever these parameters change. In this paper, we introduce a DL-based resource allocator (ALCOR) that allows users to adjust their utility demands freely, such as based on their application layer requirements. ALCOR employs deep neural networks (DNNs) as the policy in a time-sharing problem. The underlying optimization algorithm iteratively optimizes the on-off status of users to satisfy their utility demands in expectation. The policy performs unconstrained RA (URA) -- RA without considering user utility demands -- among active users to maximize the sum utility (SU) at each time instant. Depending on the chosen URA scheme, ALCOR can perform RA in either a centralized or distributed scenario. The derived convergence analyses provide theoretical guarantees for ALCOR's convergence, and numerical experiments corroborate its effectiveness compared to meta-learning and reinforcement learning approaches.

T. Dietzen, S. Doclo, M. Moonen et al.

In multi-microphone speech enhancement, reverberation as well as additive noise and/or interfering speech are commonly suppressed by deconvolution and spatial filtering, e.g., using multi-channel linear prediction (MCLP) on the one hand and beamforming, e.g., a generalized sidelobe canceler (GSC), on the other hand. In this paper, we consider several reverberant speech components, whereof some are to be dereverberated and others to be canceled, as well as a diffuse (e.g., babble) noise component to be suppressed. In order to perform both deconvolution and spatial filtering, we integrate MCLP and the GSC into a novel architecture referred to as integrated sidelobe cancellation and linear prediction (ISCLP), where the sidelobe-cancellation (SC) filter and the linear prediction (LP) filter operate in parallel, but on different microphone signal frames. Within ISCLP, we estimate both filters jointly by means of a single Kalman filter. We further propose a spectral Wiener gain post-processor, which is shown to relate to the Kalman filter's posterior state estimate. The presented ISCLP Kalman filter is benchmarked against two state-of-the-art approaches, namely first a pair of alternating Kalman filters respectively performing dereverberation and noise reduction, and second an MCLP+GSC Kalman filter cascade. While the ISCLP Kalman filter is roughly $M^2$ times less expensive than both reference algorithms, where $M$ denotes the number of microphones, it is shown to perform similarly as compared to the former, and to outperform the latter.

T. Dietzen, S. Doclo, M. Moonen et al.

Multi-channel short-time Fourier transform (STFT) domain-based processing of reverberant microphone signals commonly relies on power-spectral-density (PSD) estimates of early source images, where early refers to reflections contained within the same STFT frame. State-of-the-art approaches to multi-source early PSD estimation, given an estimate of the associated relative early transfer functions (RETFs), conventionally minimize the approximation error defined with respect to the early correlation matrix, requiring non-negative inequality constraints on the PSDs. Instead, we here propose to factorize the early correlation matrix and minimize the approximation error defined with respect to the early-correlation-matrix square root. The proposed minimization problem -- constituting a generalization of the so-called orthogonal Procrustes problem -- seeks a unitary matrix and the square roots of the early PSDs up to an arbitrary complex argument, making non-negative inequality constraints redundant. A solution is obtained iteratively, requiring one singular value decomposition (SVD) per iteration. The estimated unitary matrix and early PSD square roots further allow to recursively update the RETF estimate, which is not inherently possible in the conventional approach. An estimate of the said early-correlation-matrix square root itself is obtained by means of the generalized eigenvalue decomposition (GEVD), where we further propose to restore non-stationarities by desmoothing the generalized eigenvalues in order to compensate for inevitable recursive averaging. Simulation results indicate fast convergence of the proposed multi-source early PSD estimation approach in only one iteration if initialized appropriately, and better performance as compared to the conventional approach.

Jorge Plata-Chaves, Mohamad Hasan Bahari, Marc Moonen et al.

We study a distributed node-specific parameter estimation problem where each node in a wireless sensor network is interested in the simultaneous estimation of different vectors of parameters that can be of local interest, of common interest to a subset of nodes, or of global interest to the whole network. We assume a setting where the nodes do not know which other nodes share the same estimation interests. First, we conduct a theoretical analysis on the asymptotic bias that results in case the nodes blindly process all the local estimates of all their neighbors to solve their own node-specific parameter estimation problem. Next, we propose an unsupervised diffusion-based LMS algorithm that allows each node to obtain unbiased estimates of its node-specific vector of parameters by continuously identifying which of the neighboring local estimates correspond to each of its own estimation tasks. Finally, simulation experiments illustrate the efficiency of the proposed strategy.