Optimal Network Control in Partially-Controllable Networks

The effectiveness of many optimal network control algorithms (e.g., BackPressure) relies on the premise that all of the nodes are fully controllable. However, these algorithms may yield poor performance in a partially-controllable network where a subset of nodes are uncontrollable and use some unknown policy. Such a partially-controllable model is of increasing importance in real-world networked systems such as overlay-underlay networks. In this paper, we design optimal network control algorithms that can stabilize a partially-controllable network. We first study the scenario where uncontrollable nodes use a queue-agnostic policy, and propose a low-complexity throughput-optimal algorithm, called Tracking-MaxWeight (TMW), which enhances the original MaxWeight algorithm with an explicit learning of the policy used by uncontrollable nodes. Next, we investigate the scenario where uncontrollable nodes use a queue-dependent policy and the problem is formulated as an MDP with unknown queueing dynamics. We propose a new reinforcement learning algorithm, called Truncated Upper Confidence Reinforcement Learning (TUCRL), and prove that TUCRL achieves tunable three-way tradeoffs between throughput, delay and convergence rate

Analysis of a parallelized nonlinear elliptic boundary value problem solver with application to reacting flows

A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n

Differentiable Game Mechanics

Deep learning is built on the foundational guarantee that gradient descent on an objective function converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, that exhibit multiple interacting losses. The behavior of gradient-based methods in games is not well understood -- and is becoming increasingly important as adversarial and multi-objective architectures proliferate. In this paper, we develop new tools to understand and control the dynamics in n-player differentiable games. The key result is to decompose the game Jacobian into two components. The first, symmetric component, is related to potential games, which reduce to gradient descent on an implicit function. The second, antisymmetric component, relates to Hamiltonian games, a new class of games that obey a conservation law akin to conservation laws in classical mechanical systems. The decomposition motivates Symplectic Gradient Adjustment (SGA), a new algorithm for finding stable fixed points in differentiable games. Basic experiments show SGA is competitive with recently proposed algorithms for finding stable fixed points in GANs -- while at the same time being applicable to, and having guarantees in, much more general cases.Comment: JMLR 2019, journal version of arXiv:1802.0564