IEEE Transactions on Automatic Control, Vol.62, No.11, 5538-5553, 2017
Fast Convergence Rates for Distributed Non-Bayesian Learning
We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a distributed algorithm and establish consistency, as well as a nonasymptotic, explicit, and geometric convergence rate for the concentration of the beliefs around the set of optimal hypotheses. Additionally, if the agents interact over static networks, we provide an improved learning protocol with better scalability with respect to the number of nodes in the network.