TY - GEN
T1 - A consensus-based decentralized algorithm for non-convex optimization with application to dictionary learning
AU - Wai, Hoi To
AU - Chang, Tsung Hui
AU - Scaglione, Anna
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/8/4
Y1 - 2015/8/4
N2 - In handling massive-scale signal processing problems arising from 'big-data' applications, key technologies could come from the development of decentralized algorithms. In this context, consensus-based methods have been advocated because of their simplicity, fault tolerance and versatility. This paper presents a new consensus-based decentralized algorithm for a class of non-convex optimization problems that arises often in inference and learning problems, including 'sparse dictionary learning' as a special case. For the proposed algorithm, we provide sufficient conditions for convergence to a stationary point. Numerical results demonstrate the efficacy of the proposed algorithm and provide evidence that validates our convergence claim.
AB - In handling massive-scale signal processing problems arising from 'big-data' applications, key technologies could come from the development of decentralized algorithms. In this context, consensus-based methods have been advocated because of their simplicity, fault tolerance and versatility. This paper presents a new consensus-based decentralized algorithm for a class of non-convex optimization problems that arises often in inference and learning problems, including 'sparse dictionary learning' as a special case. For the proposed algorithm, we provide sufficient conditions for convergence to a stationary point. Numerical results demonstrate the efficacy of the proposed algorithm and provide evidence that validates our convergence claim.
KW - decentralized algorithm
KW - dictionary learning
KW - non-convex optimization
UR - http://www.scopus.com/inward/record.url?scp=84946016206&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84946016206&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2015.7178631
DO - 10.1109/ICASSP.2015.7178631
M3 - Conference contribution
AN - SCOPUS:84946016206
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3546
EP - 3550
BT - 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Y2 - 19 April 2014 through 24 April 2014
ER -