Accelerating Iterative Computations for Large-Scale Data Processing

Recent advances in sensing, storage, and networking technologies are creating massive amounts of data at an unprecedented scale and pace. Large-scale data processing is commonly leveraged to make sense of these data, which will enable companies, governments, and organizations, to make better decisions and bring convenience to our daily life. However, the massive amount of data involved makes it challenging to perform data processing in a timely manner. On the one hand, huge volumes of data might not even fit into the disk of a single machine. On the other hand, data mining and machine learning algorithms, which are usually involved in large-scale data processing, typically require time-consuming iterative computations. Therefore, it is imperative to efficiently perform iterative computations on large computer clusters or cloud using highly-parallel and shared-nothing distributed systems. This research aims to explore new forms of iterative computations that reduce unnecessary computations so as to accelerate large-scale data processing in a distributed environment. We propose the iterative computation transformation for well-known data mining and machine learning algorithms, such as expectation-maximization, nonnegative matrix factorization, belief propagation, and graph algorithms (e.g., PageRank). These algorithms have been used in a wide range of application domains. First, we show how to accelerate expectation-maximization algorithms with frequent updates in a distributed environment. Then, we illustrate the way of efficiently scaling distributed nonnegative matrix factorization with block-wise updates. Next, our approach of scaling distributed belief propagation with prioritized block updates is presented. Last, we illustrate how to efficiently perform distributed incremental computation on evolving graphs. We will elaborate how to implement these transformed iterative computations on existing distributed programming models such as the MapReduce-based model, as well as develop new scalable and efficient distributed programming models and frameworks when necessary. The goal of these supporting distributed frameworks is to lift the burden of the programmers in specifying transformation of iterative computations and communication mechanisms, and automatically optimize the execution of the computation. Our techniques are evaluated extensively to demonstrate their efficiency. While the techniques we propose are in the context of specific algorithms, they address the challenges commonly faced in many other algorithms

Fast Real-Time DC State Estimation in Electric Power Systems Using Belief Propagation

We propose a fast real-time state estimator based on the belief propagation algorithm for the power system state estimation. The proposed estimator is easy to distribute and parallelize, thus alleviating computational limitations and allowing for processing measurements in real time. The presented algorithm may run as a continuous process, with each new measurement being seamlessly processed by the distributed state estimator. In contrast to the matrix-based state estimation methods, the belief propagation approach is robust to ill-conditioned scenarios caused by significant differences between measurement variances, thus resulting in a solution that eliminates observability analysis. Using the DC model, we numerically demonstrate the performance of the state estimator in a realistic real-time system model with asynchronous measurements. We note that the extension to the AC state estimation is possible within the same framework.Comment: 6 pages; 7 figures; submitted in the IEEE International Conference on Smart Grid Communications (SmartGridComm 2017

Cooperative Simultaneous Localization and Synchronization in Mobile Agent Networks

Cooperative localization in agent networks based on interagent time-of-flight measurements is closely related to synchronization. To leverage this relation, we propose a Bayesian factor graph framework for cooperative simultaneous localization and synchronization (CoSLAS). This framework is suited to mobile agents and time-varying local clock parameters. Building on the CoSLAS factor graph, we develop a distributed (decentralized) belief propagation algorithm for CoSLAS in the practically important case of an affine clock model and asymmetric time stamping. Our algorithm allows for real-time operation and is suitable for a time-varying network connectivity. To achieve high accuracy at reduced complexity and communication cost, the algorithm combines particle implementations with parametric message representations and takes advantage of a conditional independence property. Simulation results demonstrate the good performance of the proposed algorithm in a challenging scenario with time-varying network connectivity.Comment: 13 pages, 6 figures, 3 tables; manuscript submitted to IEEE Transaction on Signal Processin

Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of previously proposed Bayesian dynamic CS algorithms in the literature, the ability to perform inference on high-dimensional problems in a computationally efficient manner remains elusive. In response, we propose a probabilistic dynamic CS signal model that captures both amplitude and support correlation structure, and describe an approximate message passing algorithm that performs soft signal estimation and support detection with a computational complexity that is linear in all problem dimensions. The algorithm, DCS-AMP, can perform either causal filtering or non-causal smoothing, and is capable of learning model parameters adaptively from the data through an expectation-maximization learning procedure. We provide numerical evidence that DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety of operating conditions. We further describe the result of applying DCS-AMP to two real dynamic CS datasets, as well as a frequency estimation task, to bolster our claim that DCS-AMP is capable of offering state-of-the-art performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure

Distributed Inference over Linear Models using Alternating Gaussian Belief Propagation

We consider the problem of maximum likelihood estimation in linear models represented by factor graphs and solved via the Gaussian belief propagation algorithm. Motivated by massive internet of things (IoT) networks and edge computing, we set the above problem in a clustered scenario, where the factor graph is divided into clusters and assigned for processing in a distributed fashion across a number of edge computing nodes. For these scenarios, we show that an alternating Gaussian belief propagation (AGBP) algorithm that alternates between inter- and intra-cluster iterations, demonstrates superior performance in terms of convergence properties compared to the existing solutions in the literature. We present a comprehensive framework and introduce appropriate metrics to analyse AGBP algorithm across a wide range of linear models characterised by symmetric and non-symmetric, square, and rectangular matrices. We extend the analysis to the case of dynamic linear models by introducing dynamic arrival of new data over time. Using a combination of analytical and extensive numerical results, we show the efficiency and scalability of AGBP algorithm, making it a suitable solution for large-scale inference in massive IoT networks.Comment: 14 pages, 18 figure

Distributed field estimation in wireless sensor networks

This work takes into account the problem of distributed estimation of a physical field of interest through a wireless sesnor networks