Sensor networks and distributed CSP: communication, computation and complexity

We introduce SensorDCSP, a naturally distributed benchmark based on a real-world application that arises in the context of networked distributed systems. In order to study the performance of Distributed CSP (DisCSP) algorithms in a truly distributed setting, we use a discrete-event network simulator, which allows us to model the impact of different network traffic conditions on the performance of the algorithms. We consider two complete DisCSP algorithms: asynchronous backtracking (ABT) and asynchronous weak commitment search (AWC), and perform performance comparison for these algorithms on both satisfiable and unsatisfiable instances of SensorDCSP. We found that random delays (due to network traffic or in some cases actively introduced by the agents) combined with a dynamic decentralized restart strategy can improve the performance of DisCSP algorithms. In addition, we introduce GSensorDCSP, a plain-embedded version of SensorDCSP that is closely related to various real-life dynamic tracking systems. We perform both analytical and empirical study of this benchmark domain. In particular, this benchmark allows us to study the attractiveness of solution repairing for solving a sequence of DisCSPs that represent the dynamic tracking of a set of moving objects.This work was supported in part by AFOSR (F49620-01-1-0076, Intelligent Information Systems Institute and MURI F49620-01-1-0361), CICYT (TIC2001-1577-C03-03 and TIC2003-00950), DARPA (F30602-00-2- 0530), an NSF CAREER award (IIS-9734128), and an Alfred P. Sloan Research Fellowship. The views and conclusions contained herein are those of the authors and should not be interpreted as necessarily representing the official policies or endorsements, either expressed or implied, of the US Government

A Collaborative Kalman Filter for Time-Evolving Dyadic Processes

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by modeling each low-dimensional latent embedding as a multidimensional Brownian motion. Each observation is a random variable whose distribution is parameterized by the dot product of the relevant Brownian motions at that moment in time. This is naturally interpreted as a Kalman filter with multiple interacting state space vectors. We also present a method for learning a dynamically evolving drift parameter for each location by modeling it as a geometric Brownian motion. We handle posterior intractability via a mean-field variational approximation, which also preserves tractability for downstream calculations in a manner similar to the Kalman filter. We evaluate the model on several large datasets, providing quantitative evaluation on the 10 million Movielens and 100 million Netflix datasets and qualitative evaluation on a set of 39 million stock returns divided across roughly 6,500 companies from the years 1962-2014.Comment: Appeared at 2014 IEEE International Conference on Data Mining (ICDM

Design of First-Order Optimization Algorithms via Sum-of-Squares Programming

In this paper, we propose a framework based on sum-of-squares programming to design iterative first-order optimization algorithms for smooth and strongly convex problems. Our starting point is to develop a polynomial matrix inequality as a sufficient condition for exponential convergence of the algorithm. The entries of this matrix are polynomial functions of the unknown parameters (exponential decay rate, stepsize, momentum coefficient, etc.). We then formulate a polynomial optimization, in which the objective is to optimize the exponential decay rate over the parameters of the algorithm. Finally, we use sum-of-squares programming as a tractable relaxation of the proposed polynomial optimization problem. We illustrate the utility of the proposed framework by designing a first-order algorithm that shares the same structure as Nesterov's accelerated gradient method