Virginia Bordignon

Mert Kayaalp, Virginia Bordignon, Stefan Vlaski et al.

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used for sequential state estimation tasks, as well as for modeling opinion formation over social networks under dynamic environments. We show that the disagreement with the optimal centralized solution is asymptotically bounded for the class of geometrically ergodic state transition models, which includes rapidly changing models. We also derive recursions for calculating the probability of error and establish convergence under Gaussian observation models. Simulations are provided to illustrate the theory and to compare against alternative approaches.

Roula Nassif, Virginia Bordignon, Stefan Vlaski et al.

Observations collected by agents in a network may be unreliable due to observation noise or interference. This paper proposes a distributed algorithm that allows each node to improve the reliability of its own observation by relying solely on local computations and interactions with immediate neighbors, assuming that the field (graph signal) monitored by the network lies in a low-dimensional subspace and that a low-rank noise is present in addition to the usual full-rank noise. While oblique projections can be used to project measurements onto a low-rank subspace along a direction that is oblique to the subspace, the resulting solution is not distributed. Starting from the centralized solution, we propose an algorithm that performs the oblique projection of the overall set of observations onto the signal subspace in an iterative and distributed manner. We then show how the oblique projection framework can be extended to handle distributed learning and adaptation problems over networks.

Ping Hu, Virginia Bordignon, Mert Kayaalp et al.

This paper studies the probability of error associated with the social machine learning framework, which involves an independent training phase followed by a cooperative decision-making phase over a graph. This framework addresses the problem of classifying a stream of unlabeled data in a distributed manner. In this work, we examine the classification task with limited observations during the decision-making phase, which requires a non-asymptotic performance analysis. We establish a condition for consistent training and derive an upper bound on the probability of error for classification. The results clarify the dependence on the statistical properties of the data and the combination policy used over the graph. They also establish the exponential decay of the probability of error with respect to the number of unlabeled samples.

Marco Carpentiero, Virginia Bordignon, Vincenzo Matta et al.

In social learning, a network of agents assigns probability scores (beliefs) to some hypotheses of interest, which rule the generation of local streaming data observed by each agent. Belief formation takes place by means of an iterative two-step procedure where: i) the agents update locally their beliefs by using some likelihood model; and ii) the updated beliefs are combined with the beliefs of the neighboring agents, using a pooling rule. This procedure can fail to perform well in the presence of dynamic drifts, leading the agents to incorrect decision making. Here, we focus on the fully online setting where both the true hypothesis and the likelihood models can change over time. We propose the doubly adaptive social learning ($\text{A}^2\text{SL}$) strategy, which infuses social learning with the necessary adaptation capabilities. This goal is achieved by exploiting two adaptation stages: i) a stochastic gradient descent update to learn and track the drifts in the decision model; ii) and an adaptive belief update to track the true hypothesis changing over time. These stages are controlled by two adaptation parameters that govern the evolution of the error probability for each agent. We show that all agents learn consistently for sufficiently small adaptation parameters, in the sense that they ultimately place all their belief mass on the true hypothesis. In particular, the probability of choosing the wrong hypothesis converges to values on the order of the adaptation parameters. The theoretical analysis is illustrated both on synthetic data and by applying the $\text{A}^2\text{SL}$ strategy to a social learning problem in the online setting using real data.

Virginia Bordignon, Stefan Vlaski, Vincenzo Matta et al.

This work proposes a decentralized architecture, where individual agents aim at solving a classification problem while observing streaming features of different dimensions and arising from possibly different distributions. In the context of social learning, several useful strategies have been developed, which solve decision making problems through local cooperation across distributed agents and allow them to learn from streaming data. However, traditional social learning strategies rely on the fundamental assumption that each agent has significant prior knowledge of the underlying distribution of the observations. In this work we overcome this issue by introducing a machine learning framework that exploits social interactions over a graph, leading to a fully data-driven solution to the distributed classification problem. In the proposed social machine learning (SML) strategy, two phases are present: in the training phase, classifiers are independently trained to generate a belief over a set of hypotheses using a finite number of training samples; in the prediction phase, classifiers evaluate streaming unlabeled observations and share their instantaneous beliefs with neighboring classifiers. We show that the SML strategy enables the agents to learn consistently under this highly-heterogeneous setting and allows the network to continue learning even during the prediction phase when it is deciding on unlabeled samples. The prediction decisions are used to continually improve performance thereafter in a manner that is markedly different from most existing static classification schemes where, following training, the decisions on unlabeled data are not re-used to improve future performance.

Virginia Bordignon, Stefan Vlaski, Vincenzo Matta et al.

This work proposes a new way of combining independently trained classifiers over space and time. Combination over space means that the outputs of spatially distributed classifiers are aggregated. Combination over time means that the classifiers respond to streaming data during testing and continue to improve their performance even during this phase. By doing so, the proposed architecture is able to improve prediction performance over time with unlabeled data. Inspired by social learning algorithms, which require prior knowledge of the observations distribution, we propose a Social Machine Learning (SML) paradigm that is able to exploit the imperfect models generated during the learning phase. We show that this strategy results in consistent learning with high probability, and it yields a robust structure against poorly trained classifiers. Simulations with an ensemble of feedforward neural networks are provided to illustrate the theoretical results.