Stable Principal Component Pursuit

In this paper, we study the problem of recovering a low-rank matrix (the principal components) from a high-dimensional data matrix despite both small entry-wise noise and gross sparse errors. Recently, it has been shown that a convex program, named Principal Component Pursuit (PCP), can recover the low-rank matrix when the data matrix is corrupted by gross sparse errors. We further prove that the solution to a related convex program (a relaxed PCP) gives an estimate of the low-rank matrix that is simultaneously stable to small entrywise noise and robust to gross sparse errors. More precisely, our result shows that the proposed convex program recovers the low-rank matrix even though a positive fraction of its entries are arbitrarily corrupted, with an error bound proportional to the noise level. We present simulation results to support our result and demonstrate that the new convex program accurately recovers the principal components (the low-rank matrix) under quite broad conditions. To our knowledge, this is the first result that shows the classical Principal Component Analysis (PCA), optimal for small i.i.d. noise, can be made robust to gross sparse errors; or the first that shows the newly proposed PCP can be made stable to small entry-wise perturbations.Comment: 5-page paper submitted to ISIT 201

Vanishing of black hole tidal Love numbers from scattering amplitudes

We extract the black hole (BH) static tidal deformability coefficients (Love numbers) and their spin-0 and spin-1 analogs by comparing on-shell amplitudes for fields to scatter off a spinning BH in the worldline effective field theory (EFT) and in general relativity (GR). We point out that the GR amplitudes due to tidal effects originate entirely from the BH potential region. Thus, they can be separated from gravitational non-linearities in the wave region, whose proper treatment requires higher order EFT loop calculations. In particular, the elastic scattering in the near field approximation is produced exclusively by tidal effects. We find this contribution to vanish identically, which implies that the static Love numbers of Kerr BHs are zero for all types of perturbations. We also reproduce the known behavior of scalar Love numbers for higher dimensional BHs. Our results are manifestly gauge-invariant and coordinate-independent, thereby providing a valuable consistency check for the commonly used off-shell methods.Comment: 7 pages, 1 figure, comments are welcom

A Cost-effective Shuffling Method against DDoS Attacks using Moving Target Defense

Moving Target Defense (MTD) has emerged as a newcomer into the asymmetric field of attack and defense, and shuffling-based MTD has been regarded as one of the most effective ways to mitigate DDoS attacks. However, previous work does not acknowledge that frequent shuffles would significantly intensify the overhead. MTD requires a quantitative measure to compare the cost and effectiveness of available adaptations and explore the best trade-off between them. In this paper, therefore, we propose a new cost-effective shuffling method against DDoS attacks using MTD. By exploiting Multi-Objective Markov Decision Processes to model the interaction between the attacker and the defender, and designing a cost-effective shuffling algorithm, we study the best trade-off between the effectiveness and cost of shuffling in a given shuffling scenario. Finally, simulation and experimentation on an experimental software defined network (SDN) indicate that our approach imposes an acceptable shuffling overload and is effective in mitigating DDoS attacks

Model-Free, Regret-Optimal Best Policy Identification in Online CMDPs

This paper considers the best policy identification (BPI) problem in online Constrained Markov Decision Processes (CMDPs). We are interested in algorithms that are model-free, have low regret, and identify an optimal policy with a high probability. Existing model-free algorithms for online CMDPs with sublinear regret and constraint violation do not provide any convergence guarantee to an optimal policy and provide only average performance guarantees when a policy is uniformly sampled at random from all previously used policies. In this paper, we develop a new algorithm, named Pruning-Refinement-Identification (PRI), based on a fundamental structural property of CMDPs proved in Koole(1988); Ross(1989), which we call limited stochasticity. The property says for a CMDP with $N$ constraints, there exists an optimal policy with at most $N$ stochastic decisions. The proposed algorithm first identifies at which step and in which state a stochastic decision has to be taken and then fine-tunes the distributions of these stochastic decisions. PRI achieves trio objectives: (i) PRI is a model-free algorithm; and (ii) it outputs a near-optimal policy with a high probability at the end of learning; and (iii) in the tabular setting, PRI guarantees $\tilde{\mathcal{O}}(\sqrt{K})$ regret and constraint violation, which significantly improves the best existing regret bound $\tilde{\mathcal{O}}(K^{\frac{4}{5}})$ under a model-free algorithm, where $K$ is the total number of episodes

Sharp Variance-Dependent Bounds in Reinforcement Learning: Best of Both Worlds in Stochastic and Deterministic Environments

We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic MDPs). The existing algorithms are either variance-independent or suboptimal. We first propose two new environment norms to characterize the fine-grained variance properties of the environment. For model-based methods, we design a variant of the MVP algorithm (Zhang et al., 2021a) and use new analysis techniques show to this algorithm enjoys variance-dependent bounds with respect to our proposed norms. In particular, this bound is simultaneously minimax optimal for both stochastic and deterministic MDPs, the first result of its kind. We further initiate the study on model-free algorithms with variance-dependent regret bounds by designing a reference-function-based algorithm with a novel capped-doubling reference update schedule. Lastly, we also provide lower bounds to complement our upper bounds.Comment: ICML 202