This paper considers a problem of distributed hypothesis testing and social learning. Individual nodes in a network receive noisy local (private) observations whose distribution is parameterized by a discrete parameter (hypotheses). The conditional distributions are known locally at the nodes, but the true parameter hypothesis is not known. An update rule is analyzed in which nodes first perform a Bayesian update of their belief (distribution estimate) of the parameter based on their local observation, communicate these updates to their neighbors, and then perform a "non-Bayesian" linear consensus using the log-beliefs of their neighbors. In this paper we show that under mild assumptions, the belief of any node in any incorrect hypothesis converges to zero exponentially fast, and we characterize the exponential rate of learning which is given in terms of the network structure and the divergences between the observations' distributions. Our main result is the concentration property established on the rate of convergence.
Several works @cite_15 @cite_6 @cite_9 @cite_37 @cite_41 consider an update rule which uses local Bayesian updating combined with a linear consensus strategy on the beliefs @cite_4 that enables all nodes in the network identify the true hypothesis. @cite_15 characterize the learning rate'' of the algorithm in terms of the total variational error across the network and provide an almost sure upper bound on this quantity in terms of the KL-divergences and influence vector of agents. In Corollary we analytically show that the proposed learning rule in this paper provides a strict improvement over linear consensus strategies @cite_15 . Simultaneous and independent works by @cite_23 and Nedi ' c et al @cite_20 consider a similar learning rule (with a change of order in the update steps). They obtain similar convergence and concentration results under the assumption of bounded ratios of likelihood functions. Nedi ' c et al @cite_20 analyze the learning rule for time-varying graphs. Theorem strengthens these results for static networks by providing a large deviation analysis for a broader class of likelihood functions which includes Gaussian mixtures.
@cite_37 @cite_4 @cite_41 @cite_9 @cite_6 @cite_23 @cite_15 @cite_20
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The paper studies average consensus with random topologies (intermittent links) and noisy channels. Consensus with noise in the network links leads to the bias-variance dilemma-running consensus for long reduces the bias of the final average estimate but increases its variance. We present two different compromises to this tradeoff: the A-ND algorithm modifies conventional consensus by forcing the weights to satisfy a persistence condition (slowly decaying to zero;) and the A-NC algorithm where the weights are constant but consensus is run for a fixed number of iterations [^(iota)], then it is restarted and rerun for a total of [^(p)] runs, and at the end averages the final states of the [^(p)] runs (Monte Carlo averaging). We use controlled Markov processes and stochastic approximation arguments to prove almost sure convergence of A-ND to a finite consensus limit and compute explicitly the mean square error (mse) (variance) of the consensus limit. We show that A-ND represents the best of both worlds-zero bias and low variance-at the cost of a slow convergence rate; rescaling the weights balances the variance versus the rate of bias reduction (convergence rate). In contrast, A-NC, because of its constant weights, converges fast but presents a different bias-variance tradeoff. For the same number of iterations [^(iota)][^(p)] , shorter runs (smaller [^(iota)] ) lead to high bias but smaller variance (larger number [^(p)] of runs to average over.) For a static nonrandom network with Gaussian noise, we compute the optimal gain for A-NC to reach in the shortest number of iterations [^(iota)][^(p)] , with high probability (1-delta), (epsiv, delta)-consensus (epsiv residual bias). Our results hold under fairly general assumptions on the random link failures and communication noise. Generative Adversarial Networks (GANs) excel at creating realistic images with complex models for which maximum likelihood is infeasible. However, the convergence of GAN training has still not been proved. We propose a two time-scale update rule (TTUR) for training GANs with stochastic gradient descent on arbitrary GAN loss functions. TTUR has an individual learning rate for both the discriminator and the generator. Using the theory of stochastic approximation, we prove that the TTUR converges under mild assumptions to a stationary local Nash equilibrium. The convergence carries over to the popular Adam optimization, for which we prove that it follows the dynamics of a heavy ball with friction and thus prefers flat minima in the objective landscape. For the evaluation of the performance of GANs at image generation, we introduce the "Frechet Inception Distance" (FID) which captures the similarity of generated images to real ones better than the Inception Score. In experiments, TTUR improves learning for DCGANs and Improved Wasserstein GANs (WGAN-GP) outperforming conventional GAN training on CelebA, CIFAR-10, SVHN, LSUN Bedrooms, and the One Billion Word Benchmark. Generative Adversarial Networks (GANs) excel at creating realistic images with complex models for which maximum likelihood is infeasible. However, the convergence of GAN training has still not been proved. We propose a two time-scale update rule (TTUR) for training GANs with stochastic gradient descent on arbitrary GAN loss functions. TTUR has an individual learning rate for both the discriminator and the generator. Using the theory of stochastic approximation, we prove that the TTUR converges under mild assumptions to a stationary local Nash equilibrium. The convergence carries over to the popular Adam optimization, for which we prove that it follows the dynamics of a heavy ball with friction and thus prefers flat minima in the objective landscape. For the evaluation of the performance of GANs at image generation, we introduce the Frechet Inception Distance'' (FID) which captures the similarity of generated images to real ones better than the Inception Score. In experiments, TTUR improves learning for DCGANs and Improved Wasserstein GANs (WGAN-GP) outperforming conventional GAN training on CelebA, CIFAR-10, SVHN, LSUN Bedrooms, and the One Billion Word Benchmark. Recently, neuron activations extracted from a pre-trained convolutional neural network (CNN) show promising performance in various visual tasks. However, due to the domain and task bias, using the features generated from the model pre-trained for image classification as image representations for instance retrieval is problematic. In this paper, we propose quartet-net learning to improve the discriminative power of CNN features for instance retrieval. The general idea is to map the features into a space where the image similarity can be better evaluated. Our network differs from the traditional Siamese-net in two ways. First, we adopt a double-margin contrastive loss with a dynamic margin tuning strategy to train the network which leads to more robust performance. Second, we introduce in the mimic learning regularization to improve the generalization ability of the network by preventing it from overfitting to the training data. Catering for the network learning, we collect a large-scale dataset, namely GeoPair, which consists of 68k matching image pairs and 63k non-matching pairs. Experiments on several standard instance retrieval datasets demonstrate the effectiveness of our method.