IEEE Transactions on Automatic Control, Vol.61, No.12, 3857-3869, 2016
Random Pairwise Gossip on CAT(kappa) Metric Spaces
In the context of sensor networks, gossip algorithms are a popular, well established technique for achieving consensus when sensor data are encoded in linear spaces. Gossip algorithms also have several extensions to non linear data spaces. Most of these extensions deal with Riemannian manifolds and use Riemannian gradient descent. This paper, instead, exhibits a very simple metric property that does not rely on any differential structure. This property strongly suggests that gossip algorithms could be studied on a broader family than Riemannian manifolds. And it turns out that, indeed, (local) convergence is guaranteed as soon as the data space is a mere CAT(kappa) metric space. We also study convergence speed in this setting and establish linear rates for CAT(0) spaces, and local linear rates for CAT(kappa) spaces with kappa > 0. Numerical simulations on several scenarii, with corresponding state spaces that are either Riemannian manifolds-as in the problem of positive definite matrices consensus-or bare metric spaces-as in the problem of arms consensus-validate the results. This shows that our metric approach not only allows for a simpler andmore general mathematical analysis but also paves the way for new kinds of applications that go beyond the Riemannian setting.