A Multitask Diffusion Strategy with Optimized Inter-Cluster Cooperation
This work addresses the problem of inter-cluster cooperation in multitask distributed estimation, offering a stable and optimized approach for networked systems.
The paper proposes a multitask diffusion strategy for distributed estimation in clustered networks, ensuring mean stability and asymptotically unbiased estimation. The method achieves lower average steady-state network mean-square deviation compared to existing weight selection methods.
We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the adapt-then-combine diffusion strategy, we propose a multitask diffusion strategy whose mean stability can be ensured whenever individual nodes are stable in the mean, regardless of the inter-cluster cooperation weights. In addition, the proposed strategy is able to achieve an asymptotically unbiased estimation, when the parameters have same mean. We also develop an inter-cluster cooperation weights selection scheme that allows each node in the network to locally optimize its inter-cluster cooperation weights. Numerical results demonstrate that our approach leads to a lower average steady-state network mean-square deviation, compared with using weights selected by various other commonly adopted methods in the literature.