911 research outputs found
Asynchronous Stochastic Variational Inference
Stochastic variational inference (SVI) employs stochastic optimization to scale up Bayesian computation to massive data. Since SVI is at its core a stochastic gradient-based algorithm, horizontal parallelism can be harnessed to allow larger scale inference. We propose a lock-free parallel implementation for SVI which allows distributed computations over multiple slaves in an asynchronous style. We show that our implementation leads to linear speed-up while guaranteeing an asymptotic ergodic convergence rate O(1/âT) given that the number of slaves is bounded by âT (T is the total number of iterations). The implementation is done in a high-performance computing (HPC) environment using message passing interface (MPI) for python (MPI4py). The extensive empirical evaluation shows that our parallel SVI is lossless, performing comparably well to its counterpart serial SVI with linear speed-up
Online optimal and adaptive integral tracking control for varying discreteâtime systems using reinforcement learning
Conventional closedâform solution to the optimal control problem using optimal control theory is only available under the assumption that there are known system dynamics/models described as differential equations. Without such models, reinforcement learning (RL) as a candidate technique has been successfully applied to iteratively solve the optimal control problem for unknown or varying systems. For the optimal tracking control problem, existing RL techniques in the literature assume either the use of a predetermined feedforward input for the tracking control, restrictive assumptions on the reference model dynamics, or discounted tracking costs. Furthermore, by using discounted tracking costs, zero steadyâstate error cannot be guaranteed by the existing RL methods. This article therefore presents an optimal online RL tracking control framework for discreteâtime (DT) systems, which does not impose any restrictive assumptions of the existing methods and equally guarantees zero steadyâstate tracking error. This is achieved by augmenting the original system dynamics with the integral of the error between the reference inputs and the tracked outputs for use in the online RL framework. It is further shown that the resulting value function for the DT linear quadratic tracker using the augmented formulation with integral control is also quadratic. This enables the development of Bellman equations, which use only the system measurements to solve the corresponding DT algebraic Riccati equation and obtain the optimal tracking control inputs online. Two RL strategies are thereafter proposed based on both the value function approximation and the Qâlearning along with bounds on excitation for the convergence of the parameter estimates. Simulation case studies show the effectiveness of the proposed approach
Privacy-Preserving Outsourcing of Large-Scale Nonlinear Programming to the Cloud
The increasing massive data generated by various sources has given birth to
big data analytics. Solving large-scale nonlinear programming problems (NLPs)
is one important big data analytics task that has applications in many domains
such as transport and logistics. However, NLPs are usually too computationally
expensive for resource-constrained users. Fortunately, cloud computing provides
an alternative and economical service for resource-constrained users to
outsource their computation tasks to the cloud. However, one major concern with
outsourcing NLPs is the leakage of user's private information contained in NLP
formulations and results. Although much work has been done on
privacy-preserving outsourcing of computation tasks, little attention has been
paid to NLPs. In this paper, we for the first time investigate secure
outsourcing of general large-scale NLPs with nonlinear constraints. A secure
and efficient transformation scheme at the user side is proposed to protect
user's private information; at the cloud side, generalized reduced gradient
method is applied to effectively solve the transformed large-scale NLPs. The
proposed protocol is implemented on a cloud computing testbed. Experimental
evaluations demonstrate that significant time can be saved for users and the
proposed mechanism has the potential for practical use.Comment: Ang Li and Wei Du equally contributed to this work. This work was
done when Wei Du was at the University of Arkansas. 2018 EAI International
Conference on Security and Privacy in Communication Networks (SecureComm
Sparsity and cosparsity for audio declipping: a flexible non-convex approach
This work investigates the empirical performance of the sparse synthesis
versus sparse analysis regularization for the ill-posed inverse problem of
audio declipping. We develop a versatile non-convex heuristics which can be
readily used with both data models. Based on this algorithm, we report that, in
most cases, the two models perform almost similarly in terms of signal
enhancement. However, the analysis version is shown to be amenable for real
time audio processing, when certain analysis operators are considered. Both
versions outperform state-of-the-art methods in the field, especially for the
severely saturated signals
Tracking Target Signal Strengths on a Grid using Sparsity
Multi-target tracking is mainly challenged by the nonlinearity present in the
measurement equation, and the difficulty in fast and accurate data association.
To overcome these challenges, the present paper introduces a grid-based model
in which the state captures target signal strengths on a known spatial grid
(TSSG). This model leads to \emph{linear} state and measurement equations,
which bypass data association and can afford state estimation via
sparsity-aware Kalman filtering (KF). Leveraging the grid-induced sparsity of
the novel model, two types of sparsity-cognizant TSSG-KF trackers are
developed: one effects sparsity through -norm regularization, and the
other invokes sparsity as an extra measurement. Iterative extended KF and
Gauss-Newton algorithms are developed for reduced-complexity tracking, along
with accurate error covariance updates for assessing performance of the
resultant sparsity-aware state estimators. Based on TSSG state estimates, more
informative target position and track estimates can be obtained in a follow-up
step, ensuring that track association and position estimation errors do not
propagate back into TSSG state estimates. The novel TSSG trackers do not
require knowing the number of targets or their signal strengths, and exhibit
considerably lower complexity than the benchmark hidden Markov model filter,
especially for a large number of targets. Numerical simulations demonstrate
that sparsity-cognizant trackers enjoy improved root mean-square error
performance at reduced complexity when compared to their sparsity-agnostic
counterparts.Comment: Submitted to IEEE Trans. on Signal Processin
Approximate Consensus in Highly Dynamic Networks: The Role of Averaging Algorithms
In this paper, we investigate the approximate consensus problem in highly
dynamic networks in which topology may change continually and unpredictably. We
prove that in both synchronous and partially synchronous systems, approximate
consensus is solvable if and only if the communication graph in each round has
a rooted spanning tree, i.e., there is a coordinator at each time. The striking
point in this result is that the coordinator is not required to be unique and
can change arbitrarily from round to round. Interestingly, the class of
averaging algorithms, which are memoryless and require no process identifiers,
entirely captures the solvability issue of approximate consensus in that the
problem is solvable if and only if it can be solved using any averaging
algorithm. Concerning the time complexity of averaging algorithms, we show that
approximate consensus can be achieved with precision of in a
coordinated network model in synchronous
rounds, and in rounds when
the maximum round delay for a message to be delivered is . While in
general, an upper bound on the time complexity of averaging algorithms has to
be exponential, we investigate various network models in which this exponential
bound in the number of nodes reduces to a polynomial bound. We apply our
results to networked systems with a fixed topology and classical benign fault
models, and deduce both known and new results for approximate consensus in
these systems. In particular, we show that for solving approximate consensus, a
complete network can tolerate up to 2n-3 arbitrarily located link faults at
every round, in contrast with the impossibility result established by Santoro
and Widmayer (STACS '89) showing that exact consensus is not solvable with n-1
link faults per round originating from the same node
Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems
We show that necessary and sufficient conditions of optimality in periodic
optimization problems can be stated in terms of a solution of the corresponding
HJB inequality, the latter being equivalent to a max-min type variational
problem considered on the space of continuously differentiable functions. We
approximate the latter with a maximin problem on a finite dimensional subspace
of the space of continuously differentiable functions and show that a solution
of this problem (existing under natural controllability conditions) can be used
for construction of near optimal controls. We illustrate the construction with
a numerical example.Comment: 29 pages, 2 figure
Separable and Low-Rank Continuous Games
In this paper, we study nonzero-sum separable games, which are continuous
games whose payoffs take a sum-of-products form. Included in this subclass are
all finite games and polynomial games. We investigate the structure of
equilibria in separable games. We show that these games admit finitely
supported Nash equilibria. Motivated by the bounds on the supports of mixed
equilibria in two-player finite games in terms of the ranks of the payoff
matrices, we define the notion of the rank of an n-player continuous game and
use this to provide bounds on the cardinality of the support of equilibrium
strategies. We present a general characterization theorem that states that a
continuous game has finite rank if and only if it is separable. Using our rank
results, we present an efficient algorithm for computing approximate equilibria
of two-player separable games with fixed strategy spaces in time polynomial in
the rank of the game
Mean-Payoff Optimization in Continuous-Time Markov Chains with Parametric Alarms
Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events
that can be non-exponentially distributed. Within parametric ACTMCs, the
parameters of alarm-event distributions are not given explicitly and can be
subject of parameter synthesis. An algorithm solving the -optimal
parameter synthesis problem for parametric ACTMCs with long-run average
optimization objectives is presented. Our approach is based on reduction of the
problem to finding long-run average optimal strategies in semi-Markov decision
processes (semi-MDPs) and sufficient discretization of parameter (i.e., action)
space. Since the set of actions in the discretized semi-MDP can be very large,
a straightforward approach based on explicit action-space construction fails to
solve even simple instances of the problem. The presented algorithm uses an
enhanced policy iteration on symbolic representations of the action space. The
soundness of the algorithm is established for parametric ACTMCs with
alarm-event distributions satisfying four mild assumptions that are shown to
hold for uniform, Dirac and Weibull distributions in particular, but are
satisfied for many other distributions as well. An experimental implementation
shows that the symbolic technique substantially improves the efficiency of the
synthesis algorithm and allows to solve instances of realistic size.Comment: This article is a full version of a paper accepted to the Conference
on Quantitative Evaluation of SysTems (QEST) 201
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