论文标题
使用交替的高斯信念传播对线性模型的分布推断
Distributed Inference over Linear Models using Alternating Gaussian Belief Propagation
论文作者
论文摘要
我们考虑以因子图表示并通过高斯信念传播算法求解的线性模型中最大似然估计的问题。由大规模物联网(IoT)网络和边缘计算的动机,我们在集群的场景中设置了上述问题,其中因子图被分为群集,并分配了用于在许多边缘计算节点上以分布式方式处理的群集。对于这些情况,我们表明,与文献中现有的解决方案相比,在群体间和集群内迭代之间交替的交替高斯信念传播(AGBP)算法在收敛性能方面表现出了卓越的性能。我们提出了一个综合框架,并引入了适当的指标,以分析以对称和非对称,正方形和矩形矩阵来表征的各种线性模型的AGBP算法。我们通过随时间推出新数据的动态到达,将分析扩展到动态线性模型的情况。结合分析和广泛的数值结果,我们显示了AGBP算法的效率和可扩展性,使其成为大规模物联网网络中大规模推断的合适解决方案。
We consider the problem of maximum likelihood estimation in linear models represented by factor graphs and solved via the Gaussian belief propagation algorithm. Motivated by massive internet of things (IoT) networks and edge computing, we set the above problem in a clustered scenario, where the factor graph is divided into clusters and assigned for processing in a distributed fashion across a number of edge computing nodes. For these scenarios, we show that an alternating Gaussian belief propagation (AGBP) algorithm that alternates between inter- and intra-cluster iterations, demonstrates superior performance in terms of convergence properties compared to the existing solutions in the literature. We present a comprehensive framework and introduce appropriate metrics to analyse AGBP algorithm across a wide range of linear models characterised by symmetric and non-symmetric, square, and rectangular matrices. We extend the analysis to the case of dynamic linear models by introducing dynamic arrival of new data over time. Using a combination of analytical and extensive numerical results, we show the efficiency and scalability of AGBP algorithm, making it a suitable solution for large-scale inference in massive IoT networks.