Adaptive Robust Traffic Engineering in Software Defined Networks

One of the key advantages of Software-Defined Networks (SDN) is the opportunity to integrate traffic engineering modules able to optimize network configuration according to traffic. Ideally, network should be dynamically reconfigured as traffic evolves, so as to achieve remarkable gains in the efficient use of resources with respect to traditional static approaches. Unfortunately, reconfigurations cannot be too frequent due to a number of reasons related to route stability, forwarding rules instantiation, individual flows dynamics, traffic monitoring overhead, etc. In this paper, we focus on the fundamental problem of deciding whether, when and how to reconfigure the network during traffic evolution. We propose a new approach to cluster relevant points in the multi-dimensional traffic space taking into account similarities in optimal routing and not only in traffic values. Moreover, to provide more flexibility to the online decisions on when applying a reconfiguration, we allow some overlap between clusters that can guarantee a good-quality routing regardless of the transition instant. We compare our algorithm with state-of-the-art approaches in realistic network scenarios. Results show that our method significantly reduces the number of reconfigurations with a negligible deviation of the network performance with respect to the continuous update of the network configuration.Comment: 10 pages, 8 figures, submitted to IFIP Networking 201

Impact of noise on a dynamical system: prediction and uncertainties from a swarm-optimized neural network

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term $x(t+6)$. The performance prediction was evaluated and compared with another studies available in the literature. Also, we presented properties of the dynamical system via the study of chaotic behaviour obtained from the predicted time series. Next, the hybrid ANN+PSO algorithm was complemented with a Gaussian stochastic procedure (called {\it stochastic} hybrid ANN+PSO) in order to obtain a new estimator of the predictions, which also allowed us to compute uncertainties of predictions for noisy Mackey--Glass chaotic time series. Thus, we studied the impact of noise for several cases with a white noise level ($\sigma_{N}$) from 0.01 to 0.1.Comment: 11 pages, 8 figure

Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield Forecasting

This paper provides a significant numerical evidence for out-of-sample forecasting ability of linear Gaussian interest rate models with unobservable underlying factors. We calibrate one, two and three factor linear Gaussian models using the Kalman filter on two different bond yield data sets and compare their out-of-sample forecasting performance. One step ahead as well as four step ahead out-of-sample forecasts are analyzed based on the weekly data. When evaluating the one step ahead forecasts, it is shown that a one factor model may be adequate when only the short-dated or only the long-dated yields are considered, but two and three factor models performs significantly better when the entire yield spectrum is considered. Furthermore, the results demonstrate that the predictive ability of multi-factor models remains intact far ahead out-of-sample, with accurate predictions available up to one year after the last calibration for one data set and up to three months after the last calibration for the second, more volatile data set. The experimental data denotes two different periods with different yield volatilities, and the stability of model parameters after calibration in both the cases is deemed to be both significant and practically useful. When it comes to four step ahead predictions, the quality of forecasts deteriorates for all models, as can be expected, but the advantage of using a multi-factor model as compared to a one factor model is still significant. In addition to the empirical study above, we also suggest a nonlinear filter based on linear programming for improving the term structure matching at a given point in time. This method, when used in place of a Kalman filter update, improves the term structure fit significantly with a minimal added computational overhead. The improvement achieved with the proposed method is illustrated for out-of-sample data for both the data sets. This method can be used to model a parameterized yield curve consistently with the underlying short rate dynamics

A Feature Selection Method for Multivariate Performance Measures

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for classification error. In this paper, we propose a generalized sparse regularizer. Based on the proposed regularizer, we present a unified feature selection framework for general loss functions. In particular, we study the novel feature selection paradigm by optimizing multivariate performance measures. The resultant formulation is a challenging problem for high-dimensional data. Hence, a two-layer cutting plane algorithm is proposed to solve this problem, and the convergence is presented. In addition, we adapt the proposed method to optimize multivariate measures for multiple instance learning problems. The analyses by comparing with the state-of-the-art feature selection methods show that the proposed method is superior to others. Extensive experiments on large-scale and high-dimensional real world datasets show that the proposed method outperforms $l_1$-SVM and SVM-RFE when choosing a small subset of features, and achieves significantly improved performances over SVM$^{perf}$ in terms of $F_1$-score

Racing Multi-Objective Selection Probabilities

In the context of Noisy Multi-Objective Optimization, dealing with uncertainties requires the decision maker to define some preferences about how to handle them, through some statistics (e.g., mean, median) to be used to evaluate the qualities of the solutions, and define the corresponding Pareto set. Approximating these statistics requires repeated samplings of the population, drastically increasing the overall computational cost. To tackle this issue, this paper proposes to directly estimate the probability of each individual to be selected, using some Hoeffding races to dynamically assign the estimation budget during the selection step. The proposed racing approach is validated against static budget approaches with NSGA-II on noisy versions of the ZDT benchmark functions