arXiv subjects

Alejandro Ribeiro

Publications and source records attributed to Alejandro Ribeiro.

At least 271 records · Page 15Linked to original sources

arXiv2017

Stochastic Routing and Scheduling Policies for Energy Harvesting Communication Networks

In this paper, we study the joint routing-scheduling problem in energy harvesting communication networks. Our policies, which are based on stochastic subgradient methods on the dual domain, act as an energy harvesting variant of the stochastic family of backpresure algorithms. Specifically, we propose two policies: (i) the Stochastic Backpressure with Energy Harvesting (SBP-EH), in which a node's routing-scheduling decisions are determined by the difference between the Lagrange multipliers associated to their queue stability constraints and their neighbors'; and (ii) the Stochastic Soft Backpressure with Energy Harvesting (SSBP-EH), an improved algorithm where the routing-scheduling decision is of a probabilistic nature. For both policies, we show that given sustainable data and energy arrival rates, the stability of the data queues over all network nodes is guaranteed. Numerical results corroborate the stability guarantees and illustrate the minimal gap in performance that our policies offer with respect to classical ones which work with an unlimited energy supply.

cs.IT↗

arXiv2017

Decentralized Online Learning with Kernels

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are optimal in terms of a global convex functional that aggregates data across the network, with only access to locally and sequentially observed samples. We propose solving this problem by allowing each agent to learn a local regression function while enforcing consensus constraints. We use a penalized variant of functional stochastic gradient descent operating simultaneously with low-dimensional subspace projections. These subspaces are constructed greedily by applying orthogonal matching pursuit to the sequence of kernel dictionaries and weights. By tuning the projection-induced bias, we propose an algorithm that allows for each individual agent to learn, based upon its locally observed data stream and message passing with its neighbors only, a regression function that is close to the globally optimal regression function. That is, we establish that with constant step-size selections agents' functions converge to a neighborhood of the globally optimal one while satisfying the consensus constraints as the penalty parameter is increased. Moreover, the complexity of the learned regression functions is guaranteed to remain finite. On both multi-class kernel logistic regression and multi-class kernel support vector classification with data generated from class-dependent Gaussian mixture models, we observe stable function estimation and state of the art performance for distributed online multi-class classification. Experiments on the Brodatz textures further substantiate the empirical validity of this approach.

math.OC↗

arXiv2017

Greedy Sampling of Graph Signals

Sampling is a fundamental topic in graph signal processing, having found applications in estimation, clustering, and video compression. In contrast to traditional signal processing, the irregularity of the signal domain makes selecting a sampling set non-trivial and hard to analyze. Indeed, though conditions for graph signal interpolation from noiseless samples exist, they do not lead to a unique sampling set. The presence of noise makes choosing among these sampling sets a hard combinatorial problem. Although greedy sampling schemes are commonly used in practice, they have no performance guarantee. This work takes a twofold approach to address this issue. First, universal performance bounds are derived for the Bayesian estimation of graph signals from noisy samples. In contrast to currently available bounds, they are not restricted to specific sampling schemes and hold for any sampling sets. Second, this paper provides near-optimal guarantees for greedy sampling by introducing the concept of approximate submodularity and updating the classical greedy bound. It then provides explicit bounds on the approximate supermodularity of the interpolation mean-square error showing that it can be optimized with worst-case guarantees using greedy search even though it is not supermodular. Simulations illustrate the derived bound for different graph models and show an application of graph signal sampling to reduce the complexity of kernel principal component analysis.

cs.IT↗

arXiv2017

First-Order Adaptive Sample Size Methods to Reduce Complexity of Empirical Risk Minimization

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic methods. In contrast to traditional methods that attempt to solve the ERM problem corresponding to the full dataset directly, adaptive sample size schemes start with a small number of samples and solve the corresponding ERM problem to its statistical accuracy. The sample size is then grown geometrically -- e.g., scaling by a factor of two -- and use the solution of the previous ERM as a warm start for the new ERM. Theoretical analyses show that the use of adaptive sample size methods reduces the overall computational cost of achieving the statistical accuracy of the whole dataset for a broad range of deterministic and stochastic first-order methods. The gains are specific to the choice of method. When particularized to, e.g., accelerated gradient descent and stochastic variance reduce gradient, the computational cost advantage is a logarithm of the number of training samples. Numerical experiments on various datasets confirm theoretical claims and showcase the gains of using the proposed adaptive sample size scheme.

cs.LG↗

arXiv2017

Stationary Graph Processes and Spectral Estimation

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides in more irregular graph domains. This lack of regularity hampers the generalization of the classical notion of stationarity to graph signals. The contribution in this paper is twofold. Firstly, we propose a definition of weak stationarity for random graph signals that takes into account the structure of the graph where the random process takes place, while inheriting many of the meaningful properties of the classical definition in the time domain. Our definition requires that stationary graph processes can be modeled as the output of a linear graph filter applied to a white input. We will show that this is equivalent to requiring the correlation matrix to be diagonalized by the graph Fourier transform. Secondly, we analyze the properties of the power spectral density and propose a number of methods to estimate it. We start with nonparametric approaches, including periodograms, window-based average periodograms, and filter banks. We then shift the focus to parametric approaches, discussing the estimation of moving-average (MA), autoregressive (AR) and ARMA processes. Finally, we illustrate the power spectral density estimation in synthetic and real-world graphs.

eess.SY↗

arXiv2017

Stylometric Analysis of Early Modern Period English Plays

Function word adjacency networks (WANs) are used to study the authorship of plays from the Early Modern English period. In these networks, nodes are function words and directed edges between two nodes represent the relative frequency of directed co-appearance of the two words. For every analyzed play, a WAN is constructed and these are aggregated to generate author profile networks. We first study the similarity of writing styles between Early English playwrights by comparing the profile WANs. The accuracy of using WANs for authorship attribution is then demonstrated by attributing known plays among six popular playwrights. Moreover, the WAN method is shown to outperform other frequency-based methods on attributing Early English plays. In addition, WANs are shown to be reliable classifiers even when attributing collaborative plays. For several plays of disputed co-authorship, a deeper analysis is performed by attributing every act and scene separately, in which we both corroborate existing breakdowns and provide evidence of new assignments.

cs.CL↗

arXiv2017

The Dual Graph Shift Operator: Identifying the Support of the Frequency Domain

Contemporary data is often supported by an irregular structure, which can be conveniently captured by a graph. Accounting for this graph support is crucial to analyze the data, leading to an area known as graph signal processing (GSP). The two most important tools in GSP are the graph shift operator (GSO), which is a sparse matrix accounting for the topology of the graph, and the graph Fourier transform (GFT), which maps graph signals into a frequency domain spanned by a number of graph-related Fourier-like basis vectors. This alternative representation of a graph signal is denominated the graph frequency signal. Several attempts have been undertaken in order to interpret the support of this graph frequency signal, but they all resulted in a one-dimensional interpretation. However, if the support of the original signal is captured by a graph, why would the graph frequency signal have a simple one-dimensional support? That is why, for the first time, we propose an irregular support for the graph frequency signal, which we coin the dual graph. The dual GSO leads to a better interpretation of the graph frequency signal and its domain, helps to understand how the different graph frequencies are related and clustered, enables the development of better graph filters and filter banks, and facilitates the generalization of classical SP results to the graph domain.

cs.IT↗

arXiv2017

Large Scale Empirical Risk Minimization via Truncated Adaptive Newton Method

We consider large scale empirical risk minimization (ERM) problems, where both the problem dimension and variable size is large. In these cases, most second order methods are infeasible due to the high cost in both computing the Hessian over all samples and computing its inverse in high dimensions. In this paper, we propose a novel adaptive sample size second-order method, which reduces the cost of computing the Hessian by solving a sequence of ERM problems corresponding to a subset of samples and lowers the cost of computing the Hessian inverse using a truncated eigenvalue decomposition. We show that while we geometrically increase the size of the training set at each stage, a single iteration of the truncated Newton method is sufficient to solve the new ERM within its statistical accuracy. Moreover, for a large number of samples we are allowed to double the size of the training set at each stage, and the proposed method subsequently reaches the statistical accuracy of the full training set approximately after two effective passes. In addition to this theoretical result, we show empirically on a number of well known data sets that the proposed truncated adaptive sample size algorithm outperforms stochastic alternatives for solving ERM problems.

math.OC↗

arXiv2017

Distributed Linear Network Operators using Graph Filters

We study the design of graph filters to implement arbitrary linear transformations between graph signals. Graph filters can be represented by matrix polynomials of the graph-shift operator, which captures the structure of the graph and is assumed to be given. Thus, graph-filter design consists in choosing the coefficients of these polynomials (known as filter coefficients) to resemble desired linear transformations. Due to the local structure of the graph-shift operator, graph filters can be implemented distributedly across nodes, making them suitable for networked settings. We determine spectral conditions under which a specific linear transformation can be implemented perfectly using graph filters. Furthermore, for the cases where perfect implementation is infeasible, the design of optimal approximations for different error metrics is analyzed. We introduce the notion of a node-variant graph filter, which allows the simultaneous implementation of multiple (regular) graph filters in different nodes of the graph. This additional flexibility enables the design of more general operators without undermining the locality in implementation. Perfect and approximate implementation of network operators is also studied for node-variant graph filters. We demonstrate the practical relevance of the developed framework by studying in detail the application of graph filters to the problems of finite-time consensus and analog network coding. Finally, we present additional numerical experiments comparing the performance of node-invariant and node-variant filters when approximating arbitrary linear network operators.

cs.IT↗

arXiv2017

IQN: An Incremental Quasi-Newton Method with Local Superlinear Convergence Rate

The problem of minimizing an objective that can be written as the sum of a set of $n$ smooth and strongly convex functions is considered. The Incremental Quasi-Newton (IQN) method proposed here belongs to the family of stochastic and incremental methods that have a cost per iteration independent of $n$. IQN iterations are a stochastic version of BFGS iterations that use memory to reduce the variance of stochastic approximations. The convergence properties of IQN bridge a gap between deterministic and stochastic quasi-Newton methods. Deterministic quasi-Newton methods exploit the possibility of approximating the Newton step using objective gradient differences. They are appealing because they have a smaller computational cost per iteration relative to Newton's method and achieve a superlinear convergence rate under customary regularity assumptions. Stochastic quasi-Newton methods utilize stochastic gradient differences in lieu of actual gradient differences. This makes their computational cost per iteration independent of the number of objective functions $n$. However, existing stochastic quasi-Newton methods have sublinear or linear convergence at best. IQN is the first stochastic quasi-Newton method proven to converge superlinearly in a local neighborhood of the optimal solution. IQN differs from state-of-the-art incremental quasi-Newton methods in three aspects: (i) The use of aggregated information of variables, gradients, and quasi-Newton Hessian approximation matrices to reduce the noise of gradient and Hessian approximations. (ii) The approximation of each individual function by its Taylor's expansion in which the linear and quadratic terms are evaluated with respect to the same iterate. (iii) The use of a cyclic scheme to update the functions in lieu of a random selection routine. We use these fundamental properties of IQN to establish its local superlinear convergence rate.

math.OC↗

arXiv2017

Network Comparison: Embeddings and Interiors

This paper presents methods to compare networks where relationships between pairs of nodes in a given network are defined. We define such network distance by searching for the optimal method to embed one network into another network, prove that such distance is a valid metric in the space of networks modulo permutation isomorphisms, and examine its relationship with other network metrics. The network distance defined can be approximated via multi-dimensional scaling, however, the lack of structure in networks results in poor approximations. To alleviate such problem, we consider methods to define the interiors of networks. We show that comparing interiors induced from a pair of networks yields the same result as the actual network distance between the original networks. Practical implications are explored by showing the ability to discriminate networks generated by different models.

cs.SI↗

arXiv2017

Stochastic Averaging for Constrained Optimization with Application to Online Resource Allocation

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

math.OC↗

arXiv2016

Stochastic Artificial Potentials for Online Safe Navigation

Consider a convex set of which we remove an arbitrarily number of disjoints convex sets -- the obstacles -- and a convex function whose minimum is the agent's goal. We consider a local and stochastic approximation of the gradient of a Rimon-Koditschek navigation function where the attractive potential is the convex function that the agent is minimizing. In particular we show that if the estimate available to the agent is unbiased convergence to the desired destination while obstacle avoidance is guaranteed with probability one under the same geometrical conditions than in the deterministic case. Qualitatively these conditions are that the ratio of the maximum over the minimum eigenvalue of the Hessian of the objective function is not too large and that the obstacles are not too flat or too close to the desired destination. Moreover, we show that for biased estimates a similar result holds under some assumptions on the bias. These assumptions are motivated by the study of the estimate of the gradient of a Rimon-Koditschek navigation function for sensor models that fit circles or ellipses around the obstacles. Numerical examples explore the practical value of these theoretical results.

math.OC↗

arXiv2016

Parsimonious Online Learning with Kernels via Sparse Projections in Function Space

Despite their attractiveness, popular perception is that techniques for nonparametric function approximation do not scale to streaming data due to an intractable growth in the amount of storage they require. To solve this problem in a memory-affordable way, we propose an online technique based on functional stochastic gradient descent in tandem with supervised sparsification based on greedy function subspace projections. The method, called parsimonious online learning with kernels (POLK), provides a controllable tradeoff? between its solution accuracy and the amount of memory it requires. We derive conditions under which the generated function sequence converges almost surely to the optimal function, and we establish that the memory requirement remains finite. We evaluate POLK for kernel multi-class logistic regression and kernel hinge-loss classification on three canonical data sets: a synthetic Gaussian mixture model, the MNIST hand-written digits, and the Brodatz texture database. On all three tasks, we observe a favorable tradeoff of objective function evaluation, classification performance, and complexity of the nonparametric regressor extracted the proposed method.

stat.ML↗

arXiv2016

Navigation Functions for Convex Potentials in a Space with Convex Obstacles

Given a convex potential in a space with convex obstacles, an artificial potential is used to navigate to the minimum of the natural potential while avoiding collisions. The artificial potential combines the natural potential with potentials that repel the agent from the border of the obstacles. This is a popular approach to navigation problems because it can be implemented with spatially local information that is acquired during operation time. Artificial potentials can, however, have local minima that prevent navigation to the minimum of the natural potential. This paper derives conditions that guarantee artificial potentials have a single minimum that is arbitrarily close to the minimum of the natural potential. The qualitative implication is that artificial potentials succeed when either the condition number-- the ratio of the maximum over the minimum eigenvalue-- of the Hessian of the natural potential is not large and the obstacles are not too flat or when the destination is not close to the border of an obstacle. Numerical analyses explore the practical value of these theoretical conclusions.

math.DS↗

arXiv2016

Functional Alignment with Anatomical Networks is Associated with Cognitive Flexibility

Cognitive flexibility describes the human ability to switch between modes of mental function to achieve goals. Mental switching is accompanied by transient changes in brain activity, which must occur atop an anatomical architecture that bridges disparate cortical and subcortical regions by underlying white matter tracts. However, an integrated perspective regarding how white matter networks might constrain brain dynamics during cognitive processes requiring flexibility has remained elusive. To address this challenge, we applied emerging tools from graph signal processing to decompose BOLD signals based on diffusion imaging tractography in 28 individuals performing a perceptual task that probed cognitive flexibility. We found that the alignment between functional signals and the architecture of the underlying white matter network was associated with greater cognitive flexibility across subjects. Signals with behaviorally-relevant alignment were concentrated in the basal ganglia and anterior cingulate cortex, consistent with cortico-striatal mechanisms of cognitive flexibility. Importantly, these findings are not accessible to unimodal analyses of functional or anatomical neuroimaging alone. Instead, by taking a generalizable and concise reduction of multimodal neuroimaging data, we uncover an integrated structure-function driver of human behavior.

q-bio.NC↗

arXiv2016

Decentralized Prediction-Correction Methods for Networked Time-Varying Convex Optimization

We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction methodology, which corresponds to a strategy where the time-varying problem is sampled at discrete time instances and then a sequence is generated via alternatively executing predictions on how the optimizers at the next time sample are changing and corrections on how they actually have changed. Prediction is based on how the optimality conditions evolve in time, while correction is based on a gradient or Newton method, leading to Decentralized Prediction-Correction Gradient (DPC-G) and Decentralized Prediction-Correction Newton (DPC-N). We extend these methods to cases where the knowledge on how the optimization programs are changing in time is only approximate and propose Decentralized Approximate Prediction-Correction Gradient (DAPC-G) and Decentralized Approximate Prediction-Correction Newton (DAPC-N). Convergence properties of all the proposed methods are studied and empirical performance is shown on an application of a resource allocation problem in a wireless network. We observe that the proposed methods outperform existing running algorithms by orders of magnitude. The numerical results showcase a trade-off between convergence accuracy, sampling period, and network communications.

math.OC↗

arXiv2016

Hierarchical Clustering Given Confidence Intervals of Metric Distances

This paper considers metric spaces where distances between a pair of nodes are represented by distance intervals. The goal is to study methods for the determination of hierarchical clusters, i.e., a family of nested partitions indexed by a resolution parameter, induced from the given distance intervals of the metric spaces. Our construction of hierarchical clustering methods is based on defining admissible methods to be those methods that abide to the axioms of value - nodes in a metric space with two nodes are clustered together at the convex combination of the distance bounds between them - and transformation - when both distance bounds are reduced, the output may become more clustered but not less. Two admissible methods are constructed and are shown to provide universal upper and lower bounds in the space of admissible methods. Practical implications are explored by clustering moving points via snapshots and by clustering networks representing brain structural connectivity using the lower and upper bounds of the network distance. The proposed clustering methods succeed in identifying underlying clustering structures via the maximum and minimum distances in all snapshots, as well as in differentiating brain connectivity networks of patients from those of healthy controls.

cs.SI↗