Distributed Gaussian Process Hyperparameter Optimization for Multi-Agent Systems

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

16 Downloads (Pure)

Abstract

Gaussian Process (GP) is a flexible non-parametric method which has a wide variety of applications e.g., field estimation using multi-agent systems. However, the training of the hyperparameters suffers from high computational complexity. Recently, distributed hyperparameter optimization with proximal gradients has been proposed to reduce complexity, however only for a network with a central station. In this work, exploiting edge-based constraints, we propose two fully-distributed algorithms pxADMMfd and pxADMMfd,fast for a network of multi-agent systems, which do not rely on a central station. In addition, asynchronous versions of the algorithms are also proposed to reduce the synchronization overhead in heterogeneous networks. Simulations are conducted for a field estimation problem, using both artificial, and real-world datasets, which show that the proposed fully-distributed algorithms successfully converge, at the cost of an increased number of iterations.
Original languageEnglish
Title of host publicationProceedings of the ICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Place of PublicationPiscataway
PublisherIEEE
Number of pages5
ISBN (Electronic)978-1-7281-6327-7
ISBN (Print)978-1-7281-6328-4
DOIs
Publication statusPublished - 2023
Event48th IEEE International Conference on Acoustics, Speech and Signal Processing 2023 - Rhodes Island, Greece
Duration: 4 Jun 202310 Jun 2023

Conference

Conference48th IEEE International Conference on Acoustics, Speech and Signal Processing 2023
Abbreviated titleICASSP 2023
Country/TerritoryGreece
CityRhodes Island
Period4/06/2310/06/23

Bibliographical note

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care
Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • Gaussian Process
  • Multi-agent Systems
  • ADMM
  • Field estimation

Fingerprint

Dive into the research topics of 'Distributed Gaussian Process Hyperparameter Optimization for Multi-Agent Systems'. Together they form a unique fingerprint.

Cite this