Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms with Directed Gossip Communication

We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node,) convex, nodes' objectives and each node imposes a private convex constraint on the allowed values of x. We solve this problem for generic connected network topologies with asymmetric random link failures with a novel distributed, decentralized algorithm. We refer to this algorithm as AL-G (augmented Lagrangian gossiping,) and to its variants as AL-MG (augmented Lagrangian multi neighbor gossiping) and AL-BG (augmented Lagrangian broadcast gossiping.) The AL-G algorithm is based on the augmented Lagrangian dual function. Dual variables are updated by the standard method of multipliers, at a slow time scale. To update the primal variables, we propose a novel, Gauss-Seidel type, randomized algorithm, at a fast time scale. AL-G uses unidirectional gossip communication, only between immediate neighbors in the network and is resilient to random link failures. For networks with reliable communication (i.e., no failures,) the simplified, AL-BG (augmented Lagrangian broadcast gossiping) algorithm reduces communication, computation and data storage cost. We prove convergence for all proposed algorithms and demonstrate by simulations the effectiveness on two applications: l_1-regularized logistic regression for classification and cooperative spectrum sensing for cognitive radio networks.Comment: 28 pages, journal; revise

Learning and Management for Internet-of-Things: Accounting for Adaptivity and Scalability

Internet-of-Things (IoT) envisions an intelligent infrastructure of networked smart devices offering task-specific monitoring and control services. The unique features of IoT include extreme heterogeneity, massive number of devices, and unpredictable dynamics partially due to human interaction. These call for foundational innovations in network design and management. Ideally, it should allow efficient adaptation to changing environments, and low-cost implementation scalable to massive number of devices, subject to stringent latency constraints. To this end, the overarching goal of this paper is to outline a unified framework for online learning and management policies in IoT through joint advances in communication, networking, learning, and optimization. From the network architecture vantage point, the unified framework leverages a promising fog architecture that enables smart devices to have proximity access to cloud functionalities at the network edge, along the cloud-to-things continuum. From the algorithmic perspective, key innovations target online approaches adaptive to different degrees of nonstationarity in IoT dynamics, and their scalable model-free implementation under limited feedback that motivates blind or bandit approaches. The proposed framework aspires to offer a stepping stone that leads to systematic designs and analysis of task-specific learning and management schemes for IoT, along with a host of new research directions to build on.Comment: Submitted on June 15 to Proceeding of IEEE Special Issue on Adaptive and Scalable Communication Network

Shape Animation with Combined Captured and Simulated Dynamics

We present a novel volumetric animation generation framework to create new types of animations from raw 3D surface or point cloud sequence of captured real performances. The framework considers as input time incoherent 3D observations of a moving shape, and is thus particularly suitable for the output of performance capture platforms. In our system, a suitable virtual representation of the actor is built from real captures that allows seamless combination and simulation with virtual external forces and objects, in which the original captured actor can be reshaped, disassembled or reassembled from user-specified virtual physics. Instead of using the dominant surface-based geometric representation of the capture, which is less suitable for volumetric effects, our pipeline exploits Centroidal Voronoi tessellation decompositions as unified volumetric representation of the real captured actor, which we show can be used seamlessly as a building block for all processing stages, from capture and tracking to virtual physic simulation. The representation makes no human specific assumption and can be used to capture and re-simulate the actor with props or other moving scenery elements. We demonstrate the potential of this pipeline for virtual reanimation of a real captured event with various unprecedented volumetric visual effects, such as volumetric distortion, erosion, morphing, gravity pull, or collisions

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio