A stochastic approximation algorithm for stochastic semidefinite programming

Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential scheme regularized by the addition of an entropy-like term to the problem's objective function. We show that the resulting algorithm converges almost surely to an $\varepsilon$-approximation of the optimal solution requiring only an unbiased estimate of the gradient of the problem's stochastic objective. When applied to throughput maximization in wireless multiple-input and multiple-output (MIMO) systems, the proposed algorithm retains its convergence properties under a wide array of mobility impediments such as user update asynchronicities, random delays and/or ergodically changing channels. Our theoretical analysis is complemented by extensive numerical simulations which illustrate the robustness and scalability of the proposed method in realistic network conditions.Comment: 25 pages, 4 figure

Distributed stochastic optimization via matrix exponential learning

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect and/or obsolete. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria - or locally convergent when an equilibrium is only locally stable. We also derive an explicit linear bound for the algorithm's convergence speed, which remains valid under measurement errors and uncertainty of arbitrarily high variance. To validate our theoretical analysis, we test the algorithm in realistic multi-carrier/multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between 100% and 500% in energy efficiency, even under very high uncertainty.Comment: 31 pages, 3 figure

Neuronal Synchronization Can Control the Energy Efficiency of Inter-Spike Interval Coding

The role of synchronous firing in sensory coding and cognition remains controversial. While studies, focusing on its mechanistic consequences in attentional tasks, suggest that synchronization dynamically boosts sensory processing, others failed to find significant synchronization levels in such tasks. We attempt to understand both lines of evidence within a coherent theoretical framework. We conceptualize synchronization as an independent control parameter to study how the postsynaptic neuron transmits the average firing activity of a presynaptic population, in the presence of synchronization. We apply the Berger-Levy theory of energy efficient information transmission to interpret simulations of a Hodgkin-Huxley-type postsynaptic neuron model, where we varied the firing rate and synchronization level in the presynaptic population independently. We find that for a fixed presynaptic firing rate the simulated postsynaptic interspike interval distribution depends on the synchronization level and is well-described by a generalized extreme value distribution. For synchronization levels of 15% to 50%, we find that the optimal distribution of presynaptic firing rate, maximizing the mutual information per unit cost, is maximized at ~30% synchronization level. These results suggest that the statistics and energy efficiency of neuronal communication channels, through which the input rate is communicated, can be dynamically adapted by the synchronization level.Comment: 47 pages, 14 figures, 2 Table

Model-Based Deep Learning

Signal processing, communications, and control have traditionally relied on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and additional domain knowledge. Simple classical models are useful but sensitive to inaccuracies and may lead to poor performance when real systems display complex or dynamic behavior. On the other hand, purely data-driven approaches that are model-agnostic are becoming increasingly popular as datasets become abundant and the power of modern deep learning pipelines increases. Deep neural networks (DNNs) use generic architectures which learn to operate from data, and demonstrate excellent performance, especially for supervised problems. However, DNNs typically require massive amounts of data and immense computational resources, limiting their applicability for some signal processing scenarios. We are interested in hybrid techniques that combine principled mathematical models with data-driven systems to benefit from the advantages of both approaches. Such model-based deep learning methods exploit both partial domain knowledge, via mathematical structures designed for specific problems, as well as learning from limited data. In this article we survey the leading approaches for studying and designing model-based deep learning systems. We divide hybrid model-based/data-driven systems into categories based on their inference mechanism. We provide a comprehensive review of the leading approaches for combining model-based algorithms with deep learning in a systematic manner, along with concrete guidelines and detailed signal processing oriented examples from recent literature. Our aim is to facilitate the design and study of future systems on the intersection of signal processing and machine learning that incorporate the advantages of both domains