Computational Approaches for Stochastic Shortest Path on Succinct MDPs

We consider the stochastic shortest path (SSP) problem for succinct Markov decision processes (MDPs), where the MDP consists of a set of variables, and a set of nondeterministic rules that update the variables. First, we show that several examples from the AI literature can be modeled as succinct MDPs. Then we present computational approaches for upper and lower bounds for the SSP problem: (a)~for computing upper bounds, our method is polynomial-time in the implicit description of the MDP; (b)~for lower bounds, we present a polynomial-time (in the size of the implicit description) reduction to quadratic programming. Our approach is applicable even to infinite-state MDPs. Finally, we present experimental results to demonstrate the effectiveness of our approach on several classical examples from the AI literature

Asynchronous Optimization Methods for Efficient Training of Deep Neural Networks with Guarantees

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees exist beyond cases where closed-form proximal operator solutions are available. As most popular contemporary deep neural networks lead to nonsmooth and nonconvex objectives, there is now a pressing need for such convergence guarantees. In this paper, we analyze for the first time the convergence of stochastic asynchronous optimization for this general class of objectives. In particular, we focus on stochastic subgradient methods allowing for block variable partitioning, where the shared-memory-based model is asynchronously updated by concurrent processes. To this end, we first introduce a probabilistic model which captures key features of real asynchronous scheduling between concurrent processes; under this model, we establish convergence with probability one to an invariant set for stochastic subgradient methods with momentum. From the practical perspective, one issue with the family of methods we consider is that it is not efficiently supported by machine learning frameworks, as they mostly focus on distributed data-parallel strategies. To address this, we propose a new implementation strategy for shared-memory based training of deep neural networks, whereby concurrent parameter servers are utilized to train a partitioned but shared model in single- and multi-GPU settings. Based on this implementation, we achieve on average 1.2x speed-up in comparison to state-of-the-art training methods for popular image classification tasks without compromising accuracy

Sequential Decision Algorithms for Measurement-Based Impromptu Deployment of a Wireless Relay Network along a Line

We are motivated by the need, in some applications, for impromptu or as-you-go deployment of wireless sensor networks. A person walks along a line, starting from a sink node (e.g., a base-station), and proceeds towards a source node (e.g., a sensor) which is at an a priori unknown location. At equally spaced locations, he makes link quality measurements to the previous relay, and deploys relays at some of these locations, with the aim to connect the source to the sink by a multihop wireless path. In this paper, we consider two approaches for impromptu deployment: (i) the deployment agent can only move forward (which we call a pure as-you-go approach), and (ii) the deployment agent can make measurements over several consecutive steps before selecting a placement location among them (which we call an explore-forward approach). We consider a light traffic regime, and formulate the problem as a Markov decision process, where the trade-off is among the power used by the nodes, the outage probabilities in the links, and the number of relays placed per unit distance. We obtain the structures of the optimal policies for the pure as-you-go approach as well as for the explore-forward approach. We also consider natural heuristic algorithms, for comparison. Numerical examples show that the explore-forward approach significantly outperforms the pure as-you-go approach. Next, we propose two learning algorithms for the explore-forward approach, based on Stochastic Approximation, which asymptotically converge to the set of optimal policies, without using any knowledge of the radio propagation model. We demonstrate numerically that the learning algorithms can converge (as deployment progresses) to the set of optimal policies reasonably fast and, hence, can be practical, model-free algorithms for deployment over large regions.Comment: 29 pages. arXiv admin note: text overlap with arXiv:1308.068

Reduced Complexity Filtering with Stochastic Dominance Bounds: A Convex Optimization Approach

This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization methods for nuclear norm minimization with copositive constraints, we construct low rank stochastic marices so that the optimal filters using these matrices provably lower and upper bound (with respect to a partially ordered set) the true filtered distribution at each time instant. Since these matrices are low rank (say R), the computational cost of evaluating the filtering bounds is O(XR) instead of O(X2). A Monte-Carlo importance sampling filter is presented that exploits these upper and lower bounds to estimate the optimal posterior. Finally, using the Dobrushin coefficient, explicit bounds are given on the variational norm between the true posterior and the upper and lower bounds

Distributing Multipartite Entanglement over Noisy Quantum Networks

A quantum internet aims at harnessing networked quantum technologies, namely by distributing bipartite entanglement between distant nodes. However, multipartite entanglement between the nodes may empower the quantum internet for additional or better applications for communications, sensing, and computation. In this work, we present an algorithm for generating multipartite entanglement between different nodes of a quantum network with noisy quantum repeaters and imperfect quantum memories, where the links are entangled pairs. Our algorithm is optimal for GHZ states with 3 qubits, maximising simultaneously the final state fidelity and the rate of entanglement distribution. Furthermore, we determine the conditions yielding this simultaneous optimality for GHZ states with a higher number of qubits, and for other types of multipartite entanglement. Our algorithm is general also in the sense that it can optimise simultaneously arbitrary parameters. This work opens the way to optimally generate multipartite quantum correlations over noisy quantum networks, an important resource for distributed quantum technologies.Comment: More detailed calculations of the metrics and minor changes. Keywords: Quantum Internet, QLANs, Multipartite Entanglement, Entanglement Distribution, Multi-objective Routing, Quantum Network