Open AccessA Tree-Adaptation Mechanism for Covariate and Concept Drift
Author(s) -
Gilberto Díaz-Garcia,
César A. Uribe,
Nicanor Quijano
Publication year - 2021
Language(s) - English
Resource type - Conference proceedings
DOI - 10.52591/lxai202107241
Subject(s) - computer science , reuse , task (project management) , adaptation (eye) , machine learning , tree (set theory) , artificial intelligence , task analysis , mechanism (biology) , covariate , data mining , ecology , mathematical analysis , physics , mathematics , management , economics , biology , philosophy , epistemology , optics
We study the problem of minimizing a convex function over probability measures supported in a graph. We build upon the recent formulation of optimal transport over discrete domains to propose a method that generates a sequence that provably converges to a minimum of the objective function and smoothly transports mass over the edges of the graph. Moreover, we identify novel relation between Riemannian gradient flows and perturbed best response protocols that provide sufficient conditions for the convergence of the proposed algorithm. Numerical results show practical advantages over existing approaches with respect to the implementability and convergence rates.