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Dionysios S. Kalogerias

Publications and source records attributed to Dionysios S. Kalogerias.

36 records · Page 2Linked to original sources

Predictive Learning on Hidden Tree-Structured Ising Models

We provide high-probability sample complexity guarantees for exact structure recovery and accurate predictive learning using noise-corrupted samples from an acyclic (tree-shaped) graphical model. The hidden variables follow a tree-structured Ising model distribution, whereas the observable variables are generated by a binary symmetric channel taking the hidden variables as its input (flipping each bit independently with some constant probability $q\in [0,1/2)$). In the absence of noise, predictive learning on Ising models was recently studied by Bresler and Karzand (2020); this paper quantifies how noise in the hidden model impacts the tasks of structure recovery and marginal distribution estimation by proving upper and lower bounds on the sample complexity. Our results generalize state-of-the-art bounds reported in prior work, and they exactly recover the noiseless case ($q=0$). In fact, for any tree with $p$ vertices and probability of incorrect recovery $δ>0$, the sufficient number of samples remains logarithmic as in the noiseless case, i.e., $\mathcal{O}(\log(p/δ))$, while the dependence on $q$ is $\mathcal{O}\big( 1/(1-2q)^{4} \big)$, for both aforementioned tasks. We also present a new equivalent of Isserlis' Theorem for sign-valued tree-structured distributions, yielding a new low-complexity algorithm for higher-order moment estimation.

stat.ML↗

Noisy Linear Convergence of Stochastic Gradient Descent for CV@R Statistical Learning under Polyak-Łojasiewicz Conditions

Conditional Value-at-Risk ($\mathrm{CV@R}$) is one of the most popular measures of risk, which has been recently considered as a performance criterion in supervised statistical learning, as it is related to desirable operational features in modern applications, such as safety, fairness, distributional robustness, and prediction error stability. However, due to its variational definition, $\mathrm{CV@R}$ is commonly believed to result in difficult optimization problems, even for smooth and strongly convex loss functions. We disprove this statement by establishing noisy (i.e., fixed-accuracy) linear convergence of stochastic gradient descent for sequential $\mathrm{CV@R}$ learning, for a large class of not necessarily strongly-convex (or even convex) loss functions satisfying a set-restricted Polyak-Lojasiewicz inequality. This class contains all smooth and strongly convex losses, confirming that classical problems, such as linear least squares regression, can be solved efficiently under the $\mathrm{CV@R}$ criterion, just as their risk-neutral versions. Our results are illustrated numerically on such a risk-aware ridge regression task, also verifying their validity in practice.

cs.LG↗

Risk-Constrained Linear-Quadratic Regulators

We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be ineffective under relatively infrequent, yet statistically significant (risky) events. To effectively trade between average and extreme event performance, we introduce a new risk constraint, which explicitly restricts the total expected predictive variance of the state penalty by a user-prescribed level. We show that, under rather minimal conditions on the process noise (i.e., finite fourth-order moments), the optimal risk-aware controller can be evaluated explicitly and in closed form. In fact, it is affine relative to the state, and is always internally stable regardless of parameter tuning. Our new risk-aware controller: i) pushes the state away from directions where the noise exhibits heavy tails, by exploiting the third-order moment (skewness) of the noise; ii) inflates the state penalty in riskier directions, where both the noise covariance and the state penalty are simultaneously large. The properties of the proposed risk-aware LQR framework are also illustrated via indicative numerical examples.

eess.SY↗

Zeroth-order Deterministic Policy Gradient

Deterministic Policy Gradient (DPG) removes a level of randomness from standard randomized-action Policy Gradient (PG), and demonstrates substantial empirical success for tackling complex dynamic problems involving Markov decision processes. At the same time, though, DPG loses its ability to learn in a model-free (i.e., actor-only) fashion, frequently necessitating the use of critics in order to obtain consistent estimates of the associated policy-reward gradient. In this work, we introduce Zeroth-order Deterministic Policy Gradient (ZDPG), which approximates policy-reward gradients via two-point stochastic evaluations of the $Q$-function, constructed by properly designed low-dimensional action-space perturbations. Exploiting the idea of random horizon rollouts for obtaining unbiased estimates of the $Q$-function, ZDPG lifts the dependence on critics and restores true model-free policy learning, while enjoying built-in and provable algorithmic stability. Additionally, we present new finite sample complexity bounds for ZDPG, which improve upon existing results by up to two orders of magnitude. Our findings are supported by several numerical experiments, which showcase the effectiveness of ZDPG in a practical setting, and its advantages over both PG and Baseline PG.

cs.LG↗

Joint Beamforming and Dynamic Relay Positioning for mmWave Urban Communications

The use of millimeter wave (mmWave) spectrum for commercial wireless communications is expected to offer data rates in the order of Gigabits-per-second, thus able to support future applications such as Vehicle-to-Vehicle or Vehicle-to-Infrastructure communication. However, especially in urban settings, mmWave signal propagation is sensitive to blockage by surrounding objects, resulting in significant signal attenuation. One approach to mitigate the effect of attenuation is through multi-hop communication with the help of relays. Leveraging the unique characteristics of the mmWave medium, we consider a single-source/destination $2$-hop system, where a cluster of spatially distributed and reconfigurable relays is used to cooperatively amplify-and-forward the source signal to the destination. Our system evolves in time slots, during which not only are optimal beamforming weights centrally determined, but also future relay positions for the subsequent time slot are optimally selected, jointly maximizing the expected signal-to-interference+noise ratio at the destination. Optimal predictive relay positioning is achieved by formulating a 2-stage stochastic programming problem, which is efficiently approximated via a conditional sample-average-approximation surrogate, and solved in a purely distributed fashion across relays. The efficacy of the proposed near-optimal positioning policy is corroborated by comparison against a randomized relay positioning policy, clearly confirming its superiority.

eess.SP↗

Risk-Aware MMSE Estimation

Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of stability, as the volatility of the estimation error is left unconstrained. When this volatility is statistically significant, the difference between the average and realized performance of the MMSE estimator can be drastically different. To address this issue, we introduce a new risk-aware MMSE formulation which trades between mean performance and risk by explicitly constraining the expected predictive variance of the involved squared error. We show that, under mild moment boundedness conditions, the corresponding risk-aware optimal solution can be evaluated explicitly, and has the form of an appropriately biased nonlinear MMSE estimator. We further illustrate the effectiveness of our approach via several numerical examples, which also showcase the advantages of risk-aware MMSE estimation against risk-neutral MMSE estimation, especially in models involving skewed, heavy-tailed distributions.

math.OC↗

Model-Free Learning of Optimal Ergodic Policies in Wireless Systems

Learning optimal resource allocation policies in wireless systems can be effectively achieved by formulating finite dimensional constrained programs which depend on system configuration, as well as the adopted learning parameterization. The interest here is in cases where system models are unavailable, prompting methods that probe the wireless system with candidate policies, and then use observed performance to determine better policies. This generic procedure is difficult because of the need to cull accurate gradient estimates out of these limited system queries. This paper constructs and exploits smoothed surrogates of constrained ergodic resource allocation problems, the gradients of the former being representable exactly as averages of finite differences that can be obtained through limited system probing. Leveraging this unique property, we develop a new model-free primal-dual algorithm for learning optimal ergodic resource allocations, while we rigorously analyze the relationships between original policy search problems and their surrogates, in both primal and dual domains. First, we show that both primal and dual domain surrogates are uniformly consistent approximations of their corresponding original finite dimensional counterparts. Upon further assuming the use of near-universal policy parameterizations, we also develop explicit bounds on the gap between optimal values of initial, infinite dimensional resource allocation problems, and dual values of their parameterized smoothed surrogates. In fact, we show that this duality gap decreases at a linear rate relative to smoothing and universality parameters. Thus, it can be made arbitrarily small at will, also justifying our proposed primal-dual algorithmic recipe. Numerical simulations confirm the effectiveness of our approach.

eess.SY↗

Cooperative Beamforming with Predictive Relay Selection for Urban mmWave Communications

While millimeter wave (mmWave) communications promise high data rates, their sensitivity to blockage and severe signal attenuation presents challenges in their deployment in urban settings. To overcome these effects, we consider a distributed cooperative beamforming system, which relies on static relays deployed in clusters with similar channel characteristics, and where, at every time instance, only one relay from each cluster is selected to participate in beamforming to the destination. To meet the quality-of-service guarantees of the network, a key prerequisite for beamforming is relay selection. However, as the channels change with time, relay selection becomes a resource demanding task. Indeed, estimation of channel state information for all candidate relays, essential for relay selection, is a process that takes up bandwidth, wastes power and introduces latency and interference in the network. We instead propose a unique, predictive scheme for resource efficient relay selection, which exploits the special propagation patterns of the mmWave medium, and can be executed distributively across clusters, and in parallel to optimal beamforming-based communication. The proposed predictive scheme efficiently exploits spatiotemporal channel correlations with current and past networkwide Received Signal Strength (RSS), the latter being invariant to relay cluster size, measured sequentially during the operation of the system. Our numerical results confirm that our proposed relay selection strategy outperforms any randomized selection policy that does not exploit channel correlations, whereas, at the same time, it performs very close to an ideal scheme that uses complete, cluster size dependent RSS, and offers significant savings in terms of channel estimation overhead, providing substantially better network utilization, especially in dense topologies, typical in mmWave networks.

eess.SP↗

Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models

We develop recursive, data-driven, stochastic subgradient methods for optimizing a new, versatile, and application-driven class of convex risk measures, termed here as mean-semideviations, strictly generalizing the well-known and popular mean-upper-semideviation. We introduce the MESSAGEp algorithm, which is an efficient compositional subgradient procedure for iteratively solving convex mean-semideviation risk-averse problems to optimality. We analyze the asymptotic behavior of the MESSAGEp algorithm under a flexible and structure-exploiting set of problem assumptions. In particular: 1) Under appropriate stepsize rules, we establish pathwise convergence of the MESSAGEp algorithm in a strong technical sense, confirming its asymptotic consistency. 2) Assuming a strongly convex cost, we show that, for fixed semideviation order $p>1$ and for $ε\in\left[0,1\right)$, the MESSAGEp algorithm achieves a squared-${\cal L}_{2}$ solution suboptimality rate of the order of ${\cal O}(n^{-\left(1-ε\right)/2})$ iterations, where, for $ε>0$, pathwise convergence is simultaneously guaranteed. This result establishes a rate of order arbitrarily close to ${\cal O}(n^{-1/2})$, while ensuring strongly stable pathwise operation. For $p\equiv1$, the rate order improves to ${\cal O}(n^{-2/3})$, which also suffices for pathwise convergence, and matches previous results. 3) Likewise, in the general case of a convex cost, we show that, for any $ε\in\left[0,1\right)$, the MESSAGEp algorithm with iterate smoothing achieves an ${\cal L}_{1}$ objective suboptimality rate of the order of ${\cal O}(n^{-\left(1-ε\right)/\left(4\bf{1}_{\left\{ p>1\right\} }+4\right)})$ iterations. This result provides maximal rates of ${\cal O}(n^{-1/4})$, if $p\equiv1$, and ${\cal O}(n^{-1/8})$, if $p>1$, matching the state of the art, as well.

math.OC↗

Spatially Controlled Relay Beamforming: $2$-Stage Optimal Policies

The problem of enhancing Quality-of-Service (QoS) in power constrained, mobile relay beamforming networks, by optimally and dynamically controlling the motion of the relaying nodes, is considered, in a dynamic channel environment. We assume a time slotted system, where the relays update their positions before the beginning of each time slot. Modeling the wireless channel as a Gaussian spatiotemporal stochastic field, we propose a novel $2$-stage stochastic programming problem formulation for optimally specifying the positions of the relays at each time slot, such that the expected QoS of the network is maximized, based on causal Channel State Information (CSI) and under a total relay transmit power budget. This results in a schema where, at each time slot, the relays, apart from optimally beamforming to the destination, also optimally, predictively decide their positions at the next time slot, based on causally accumulated experience. Exploiting either the Method of Statistical Differentials, or the multidimensional Gauss-Hermite Quadrature Rule, the stochastic program considered is shown to be approximately equivalent to a set of simple subproblems, which are solved in a distributed fashion, one at each relay. Optimality and performance of the proposed spatially controlled system are also effectively assessed, under a rigorous technical framework; strict optimality is rigorously demonstrated via the development of a version of the Fundamental Lemma of Stochastic Control, and, performance-wise, it is shown that, quite interestingly, the optimal average network QoS exhibits an increasing trend across time slots, despite our myopic problem formulation. Numerical simulations are presented, experimentally corroborating the success of the proposed approach and the validity of our theoretical predictions.

math.OC↗

Uniform {\varepsilon}-Stability of Distributed Nonlinear Filtering over DNAs: Gaussian-Finite HMMs

In this work, we study stability of distributed filtering of Markov chains with finite state space, partially observed in conditionally Gaussian noise. We consider a nonlinear filtering scheme over a Distributed Network of Agents (DNA), which relies on the distributed evaluation of the likelihood part of the centralized nonlinear filter and is based on a particular specialization of the Alternating Direction Method of Multipliers (ADMM) for fast average consensus. Assuming the same number of consensus steps between any two consecutive noisy measurements for each sensor in the network, we fully characterize a minimal number of such steps, such that the distributed filter remains uniformly stable with a prescribed accuracy level, {\varepsilon} \in (0,1], within a finite operational horizon, T, and across all sensors. Stability is in the sense of the \ell_1-norm between the centralized and distributed versions of the posterior at each sensor, and at each time within T. Roughly speaking, our main result shows that uniform {\varepsilon}-stability of the distributed filtering process depends only loglinearly on T and (roughly) the size of the network, and only logarithmically on 1/{\varepsilon}. If this total loglinear bound is fulfilled, any additional consensus iterations will incur a fully quantified further exponential decay in the consensus error. Our bounds are universal, in the sense that they are independent of the particular structure of the Gaussian Hidden Markov Model (HMM) under consideration.

math.ST↗

Asymptotically Optimal Discrete Time Nonlinear Filters From Stochastically Convergent State Process Approximations

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More specifically, we consider a class of nonlinear, partially observable stochastic systems, comprised by a (possibly nonstationary) hidden stochastic process (the state), observed through another conditionally Gaussian stochastic process (the observations). Under general assumptions, we show that, given an approximating process which, for each time step, is stochastically convergent to the state process, an approximate filtering operator can be defined, which converges to the true optimal nonlinear filter of the state in a strong and well defined sense. In particular, the convergence is compact in time and uniform in a completely characterized measurable set of probability measure almost unity, also providing a purely quantitative justification of Egoroff's Theorem for the problem at hand. The results presented in this paper can form a common basis for the analysis and characterization of a number of heuristic approaches for approximating optimal nonlinear filters, such as approximate grid based techniques, known to perform well in a variety of applications.

math.ST↗

Grid Based Nonlinear Filtering Revisited: Recursive Estimation & Asymptotic Optimality

We revisit the development of grid based recursive approximate filtering of general Markov processes in discrete time, partially observed in conditionally Gaussian noise. The grid based filters considered rely on two types of state quantization: The \textit{Markovian} type and the \textit{marginal} type. We propose a set of novel, relaxed sufficient conditions, ensuring strong and fully characterized pathwise convergence of these filters to the respective MMSE state estimator. In particular, for marginal state quantizations, we introduce the notion of \textit{conditional regularity of stochastic kernels}, which, to the best of our knowledge, constitutes the most relaxed condition proposed, under which asymptotic optimality of the respective grid based filters is guaranteed. Further, we extend our convergence results, including filtering of bounded and continuous functionals of the state, as well as recursive approximate state prediction. For both Markovian and marginal quantizations, the whole development of the respective grid based filters relies more on linear-algebraic techniques and less on measure theoretic arguments, making the presentation considerably shorter and technically simpler.

math.ST↗

Mobile Beamforming & Spatially Controlled Relay Communications

We consider stochastic motion planning in single-source single-destination robotic relay networks, under a cooperative beamforming framework. Assuming that the communication medium constitutes a spatiotemporal stochastic field, we propose a 2-stage stochastic programming formulation of the problem of specifying the positions of the relays, such that the expected reciprocal of their total beamforming power is maximized. Stochastic decision making is made on the basis of random causal CSI. Recognizing the intractability of the original problem, we propose a lower bound relaxation, resulting to a nontrivial optimization problem with respect to the relay locations, which is equivalent to a small set of simple, tractable subproblems. Our formulation results in spatial controllers with a predictive character; at each time slot, the new relay positions should be such that the expected power reciprocal at the next time slot is maximized. Quite interestingly, the optimal control policy to the relaxed problem is purely selective; under a certain sense, only the best relay should move.

eess.SY↗

Sequential Channel State Tracking & SpatioTemporal Channel Prediction in Mobile Wireless Sensor Networks

We propose a nonlinear filtering framework for approaching the problems of channel state tracking and spatiotemporal channel gain prediction in mobile wireless sensor networks, in a Bayesian setting. We assume that the wireless channel constitutes an observable (by the sensors/network nodes), spatiotemporal, conditionally Gaussian stochastic process, which is statistically dependent on a set of hidden channel parameters, called the channel state. The channel state evolves in time according to a known, non stationary, nonlinear and/or non Gaussian Markov stochastic kernel. This formulation results in a partially observable system, with a temporally varying global state and spatiotemporally varying observations. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map, for each sensor in the network. Additionally, we show that both estimators converge towards the true respective MMSE optimal estimators, in a common, relatively strong sense. Numerical simulations corroborate the practical effectiveness of the proposed approach.

stat.AP↗

Matrix Completion in Colocated MIMO Radar: Recoverability, Bounds & Theoretical Guarantees

It was recently shown that low rank matrix completion theory can be employed for designing new sampling schemes in the context of MIMO radars, which can lead to the reduction of the high volume of data typically required for accurate target detection and estimation. Employing random samplers at each reception antenna, a partially observed version of the received data matrix is formulated at the fusion center, which, under certain conditions, can be recovered using convex optimization. This paper presents the theoretical analysis regarding the performance of matrix completion in colocated MIMO radar systems, exploiting the particular structure of the data matrix. Both Uniform Linear Arrays (ULAs) and arbitrary 2-dimensional arrays are considered for transmission and reception. Especially for the ULA case, under some mild assumptions on the directions of arrival of the targets, it is explicitly shown that the coherence of the data matrix is both asymptotically and approximately optimal with respect to the number of antennas of the arrays involved and further, the data matrix is recoverable using a subset of its entries with minimal cardinality. Sufficient conditions guaranteeing low matrix coherence and consequently satisfactory matrix completion performance are also presented, including the arbitrary 2-dimensional array case.

cs.IT↗

On the Coherence Properties of Random Euclidean Distance Matrices

In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications such as node localization in sensor networks with limited connectivity. Our results can directly provide the sufficient conditions under which an EDM can be successfully recovered with high probability from a limited number of measurements.

cs.IT↗

Mobile Jammers for Secrecy Rate Maximization in Cooperative Networks

We consider a source (Alice) trying to communicate with a destination (Bob), in a way that an unauthorized node (Eve) cannot infer, based on her observations, the information that is being transmitted. The communication is assisted by multiple multi-antenna cooperating nodes (helpers) who have the ability to move. While Alice transmits, the helpers transmit noise that is designed to affect the entire space except Bob. We consider the problem of selecting the helper weights and positions that maximize the system secrecy rate. It turns out that this optimization problem can be efficiently solved, leading to a novel decentralized helper motion control scheme. Simulations indicate that introducing helper mobility leads to considerable savings in terms of helper transmit power, as well as total number of helpers required for secrecy communications.

cs.IT↗