1. Dynamic Social Learning Under Graph Constraints
- Author
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Konstantin Avrachenkov, Suhail M. Shah, Sharayu Moharir, Vivek S. Borkar, Network Engineering and Operations (NEO ), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Department of Electrical Engineering [IIT-Bombay] (EE-IIT), Indian Institute of Technology Kanpur (IIT Kanpur), Hong Kong University of Science and Technology (HKUST), This work was supported by the grant `Machine Learning for NetworkAnalytics' from the Indo-French Centre for Promotion of AdvancedScientific Research (Cefipra) and by the grant `Distributed Learning and Controlfor Network Analysis' from Nokia Bell Labs., and The Hong Kong University of Sciences & Technology (HKUST)
- Subjects
FOS: Computer and information sciences ,Vertex (graph theory) ,Computer Science - Machine Learning ,Control and Optimization ,Computer Networks and Communications ,annealed dynamics ,Stochastic approximation ,Machine Learning (cs.LG) ,[INFO.INFO-NI]Computer Science [cs]/Networking and Internet Architecture [cs.NI] ,[INFO.INFO-LG]Computer Science [cs]/Machine Learning [cs.LG] ,graphical constraints ,FOS: Mathematics ,Mathematics - Optimization and Control ,Equivalence (measure theory) ,Empirical process ,Mathematics ,Discrete mathematics ,Markov chain ,dynamic choice with reinforcement ,Probability (math.PR) ,vertex reinforced random walk ,Recursion (computer science) ,Random walk ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Optimization and Control (math.OC) ,Control and Systems Engineering ,Signal Processing ,Graph (abstract data type) ,optimal choice ,[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] ,Mathematics - Probability - Abstract
International audience; We introduce a model of graph-constrained dynamic choice with reinforcement modeled by positively $\alpha$-homogeneous rewards. We show that its empirical process, which can be written as a stochastic approximation recursion with Markov noise, has the same probability law as a certain vertex reinforced random walk. We use this equivalence to show that for $\alpha > 0$, the asymptotic outcome concentrates around the optimum in a certain limiting sense when 'annealed' by letting $\alpha \to \infty$ slowly.
- Published
- 2022
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