Title: A Multitask Diffusion Strategy with Optimized Inter-Cluster Cooperation,
Abstract: We consider a multitask estimation problem where nodes in a network are
divided into several connected clusters, with each cluster performing a
least-mean-squares estimation of a different random parameter vector. Inspired
by the adapt-then-combine diffusion strategy, we propose a multitask diffusion
strategy whose mean stability can be ensured whenever individual nodes are
stable in the mean, regardless of the inter-cluster cooperation weights. In
addition, the proposed strategy is able to achieve an asymptotically unbiased
estimation, when the parameters have same mean. We also develop an
inter-cluster cooperation weights selection scheme that allows each node in the
network to locally optimize its inter-cluster cooperation weights. Numerical
results demonstrate that our approach leads to a lower average steady-state
network mean-square deviation, compared with using weights selected by various
other commonly adopted methods in the literature.