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Ermin Wei

Publications and source records attributed to Ermin Wei.

At least 37 records · Page 2Linked to original sources

Incentivized Federated Learning and Unlearning

To protect users' right to be forgotten in federated learning, federated unlearning aims at eliminating the impact of leaving users' data on the global learned model. The current research in federated unlearning mainly concentrated on developing effective and efficient unlearning techniques. However, the issue of incentivizing valuable users to remain engaged and preventing their data from being unlearned is still under-explored, yet important to the unlearned model performance. This paper focuses on the incentive issue and develops an incentive mechanism for federated learning and unlearning. We first characterize the leaving users' impact on the global model accuracy and the required communication rounds for unlearning. Building on these results, we propose a four-stage game to capture the interaction and information updates during the learning and unlearning process. A key contribution is to summarize users' multi-dimensional private information into one-dimensional metrics to guide the incentive design. We further investigate whether allowing federated unlearning is beneficial to the server and users, compared to a scenario without unlearning. Interestingly, users usually have a larger total payoff in the scenario with higher costs, due to the server's excess incentives under information asymmetry. The numerical results demonstrate the necessity of unlearning incentives for retaining valuable leaving users, and also show that our proposed mechanisms decrease the server's cost by up to 53.91\% compared to state-of-the-art benchmarks.

cs.GT↗

Supply Function Equilibrium in Networked Electricity Markets

We study deregulated power markets with strategic power suppliers. In deregulated markets, each supplier submits its supply function (i.e., the amount of electricity it is willing to produce at various prices) to the independent system operator (ISO), who based on the submitted supply functions, dispatches the suppliers to clear the market with minimal total generation cost. If all suppliers reported their true marginal cost functions as supply functions, the market outcome would be efficient (i.e., the total generation cost is minimized). However, when suppliers are strategic and aim to maximize their own profits, the reported supply functions are not necessarily the true marginal cost functions, and the resulting market outcome may be inefficient. The efficiency loss depends crucially on the topology of the underlying transmission network. This paper provides an analytical upper bound of the efficiency loss due to strategic suppliers, and proves that the bound is tight under a large class of transmission networks (i.e., weakly cyclic networks). Our upper bound sheds light on how the efficiency loss depends on the transmission network topology (e.g., the degrees of nodes, the admittances and flow limits of transmission lines).

cs.GT↗

Optimal EV Charging Decisions Considering Charging Rate Characteristics and Congestion Effects

With the rapid growth in the demand for plug-in electric vehicles (EVs), the corresponding charging infrastructures are expanding. These charging stations are located at various places and with different congestion levels. EV drivers face an important decision in choosing which charging station to go to in order to reduce their overall time costs. However, existing literature either assumes a flat charging rate and hence overlooks the physical characteristics of an EV battery where charging rate is typically reduced as the battery charges, or ignores the effect of other drivers on an EV's decision making process. In this paper, we consider both the predetermined exogenous wait cost and the endogenous congestion induced by other drivers' strategic decisions, and propose a differential equation based approach to find the optimal strategies. We analytically characterize the equilibrium strategies and find that co-located EVs may make different decisions depending on the charging rate and/or remaining battery levels. Through numerical experiments, we investigate the impact of charging rate characteristics, modeling parameters and the consideration of endogenous congestion levels on the optimal charging decisions. Finally, we conduct numerical studies on real-world data and find that some EV users with slower charging rates may benefit from the participation of fast-charging EVs.

cs.GT↗

DISH: A Distributed Hybrid Optimization Method Leveraging System Heterogeneity

We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their effectiveness. To address this, we propose DISH, a distributed hybrid method that leverages system heterogeneity. DISH allows agents with higher computational capabilities or lower computational costs to perform local Newton-type updates while others adopt simpler gradient-type updates. Notably, DISH covers existing methods like EXTRA, DIGing, and ESOM-0 as special cases. To analyze DISH's performance with general update directions, we formulate distributed problems as minimax problems and introduce GRAND (gradient-related ascent and descent) and its alternating version, Alt-GRAND, for solving these problems. GRAND generalizes DISH to centralized minimax settings, accommodating various descent ascent update directions, including gradient-type, Newton-type, scaled gradient, and other general directions, within acute angles to the partial gradients. Theoretical analysis establishes global sublinear and linear convergence rates for GRAND and Alt-GRAND in strongly-convex-nonconcave and strongly-convex-PL settings, providing linear rates for DISH. In addition, we derive the local superlinear convergence of Newton-based variations of GRAND in centralized settings. Numerical experiments validate the effectiveness of our methods.

math.OC↗

A Communication-efficient Algorithm with Linear Convergence for Federated Minimax Learning

In this paper, we study a large-scale multi-agent minimax optimization problem, which models many interesting applications in statistical learning and game theory, including Generative Adversarial Networks (GANs). The overall objective is a sum of agents' private local objective functions. We first analyze an important special case, empirical minimax problem, where the overall objective approximates a true population minimax risk by statistical samples. We provide generalization bounds for learning with this objective through Rademacher complexity analysis. Then, we focus on the federated setting, where agents can perform local computation and communicate with a central server. Most existing federated minimax algorithms either require communication per iteration or lack performance guarantees with the exception of Local Stochastic Gradient Descent Ascent (SGDA), a multiple-local-update descent ascent algorithm which guarantees convergence under a diminishing stepsize. By analyzing Local SGDA under the ideal condition of no gradient noise, we show that generally it cannot guarantee exact convergence with constant stepsizes and thus suffers from slow rates of convergence. To tackle this issue, we propose FedGDA-GT, an improved Federated (Fed) Gradient Descent Ascent (GDA) method based on Gradient Tracking (GT). When local objectives are Lipschitz smooth and strongly-convex-strongly-concave, we prove that FedGDA-GT converges linearly with a constant stepsize to global $ε$-approximation solution with $\mathcal{O}(\log (1/ε))$ rounds of communication, which matches the time complexity of centralized GDA method. Finally, we numerically show that FedGDA-GT outperforms Local SGDA.

cs.LG↗

Understanding Generalization of Federated Learning via Stability: Heterogeneity Matters

Generalization performance is a key metric in evaluating machine learning models when applied to real-world applications. Good generalization indicates the model can predict unseen data correctly when trained under a limited number of data. Federated learning (FL), which has emerged as a popular distributed learning framework, allows multiple devices or clients to train a shared model without violating privacy requirements. While the existing literature has studied extensively the generalization performances of centralized machine learning algorithms, similar analysis in the federated settings is either absent or with very restrictive assumptions on the loss functions. In this paper, we aim to analyze the generalization performances of federated learning by means of algorithmic stability, which measures the change of the output model of an algorithm when perturbing one data point. Three widely-used algorithms are studied, including FedAvg, SCAFFOLD, and FedProx, under convex and non-convex loss functions. Our analysis shows that the generalization performances of models trained by these three algorithms are closely related to the heterogeneity of clients' datasets as well as the convergence behaviors of the algorithms. Particularly, in the i.i.d. setting, our results recover the classical results of stochastic gradient descent (SGD).

cs.LG↗

Collaborative Multi-Agent Video Fast-Forwarding

Multi-agent applications have recently gained significant popularity. In many computer vision tasks, a network of agents, such as a team of robots with cameras, could work collaboratively to perceive the environment for efficient and accurate situation awareness. However, these agents often have limited computation, communication, and storage resources. Thus, reducing resource consumption while still providing an accurate perception of the environment becomes an important goal when deploying multi-agent systems. To achieve this goal, we identify and leverage the overlap among different camera views in multi-agent systems for reducing the processing, transmission and storage of redundant/unimportant video frames. Specifically, we have developed two collaborative multi-agent video fast-forwarding frameworks in distributed and centralized settings, respectively. In these frameworks, each individual agent can selectively process or skip video frames at adjustable paces based on multiple strategies via reinforcement learning. Multiple agents then collaboratively sense the environment via either 1) a consensus-based distributed framework called DMVF that periodically updates the fast-forwarding strategies of agents by establishing communication and consensus among connected neighbors, or 2) a centralized framework called MFFNet that utilizes a central controller to decide the fast-forwarding strategies for agents based on collected data. We demonstrate the efficacy and efficiency of our proposed frameworks on a real-world surveillance video dataset VideoWeb and a new simulated driving dataset CarlaSim, through extensive simulations and deployment on an embedded platform with TCP communication. We show that compared with other approaches in the literature, our frameworks achieve better coverage of important frames, while significantly reducing the number of frames processed at each agent.

cs.CV↗

PrimeTime: A Finite-Time Consensus Protocol for Open Networks

In distributed problems where consensus between agents is required but average consensus is not desired, it can be necessary for each agent to know not only the data of each other agent in the network, but also the origin of each piece of data before consensus can be reached. However, transmitting large tables of data with IDs can cause the size of an agent's message to increase dramatically, while truncating down to fewer pieces of data to keep the message size small can lead to problems with the speed of achieving consensus. Also, many existing consensus protocols are not robust against agents leaving and entering the network. We introduce PrimeTime, a novel communication protocol that exploits the properties of prime numbers to quickly and efficiently share small integer data across an open network. For sufficiently small networks or small integer data, we show that messages formed by PrimeTime require fewer bits than messages formed by simply tabularizing the data and IDs to be transmitted.

math.OC↗

Age-Dependent Differential Privacy

The proliferation of real-time applications has motivated extensive research on analyzing and optimizing data freshness in the context of \textit{age of information}. However, classical frameworks of privacy (e.g., differential privacy (DP)) have overlooked the impact of data freshness on privacy guarantees, which may lead to unnecessary accuracy loss when trying to achieve meaningful privacy guarantees in time-varying databases. In this work, we introduce \textit{age-dependent DP}, taking into account the underlying stochastic nature of a time-varying database. In this new framework, we establish a connection between classical DP and age-dependent DP, based on which we characterize the impact of data staleness and temporal correlation on privacy guarantees. Our characterization demonstrates that \textit{aging}, i.e., using stale data inputs and/or postponing the release of outputs, can be a new strategy to protect data privacy in addition to noise injection in the traditional DP framework. Furthermore, to generalize our results to a multi-query scenario, we present a sequential composition result for age-dependent DP under any publishing and aging policies. We then characterize the optimal tradeoffs between privacy risk and utility and show how this can be achieved. Finally, case studies show that to achieve a target of an arbitrarily small privacy risk in a single-query case, combing aging and noise injection only leads to a bounded accuracy loss, whereas using noise injection only (as in the benchmark case of DP) will lead to an unbounded accuracy loss.

cs.CR↗

Recent Developments in Security-Constrained AC Optimal Power Flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition

The optimal power flow problem is central to many tasks in the design and operation of electric power grids. This problem seeks the minimum cost operating point for an electric power grid while satisfying both engineering requirements and physical laws describing how power flows through the electric network. By additionally considering the possibility of component failures and using an accurate AC power flow model of the electric network, the security-constrained AC optimal power flow (SC-AC-OPF) problem is of paramount practical relevance. To assess recent progress in solution algorithms for SC-AC-OPF problems and spur new innovations, the U.S. Department of Energy's Advanced Research Projects Agency--Energy (ARPA-E) organized Challenge 1 of the Grid Optimization (GO) competition. This paper describes the SC-AC-OPF problem formulation used in the competition, overviews historical developments and the state of the art in SC-AC-OPF algorithms, discusses the competition, and summarizes the algorithms used by the top three teams in Challenge 1 of the GO Competition (Teams gollnlp, GO-SNIP, and GMI-GO).

math.OC↗

DISH: A Distributed Hybrid Primal-Dual Optimization Framework to Utilize System Heterogeneity

We consider solving distributed consensus optimization problems over multi-agent networks. Current distributed methods fail to capture the heterogeneity among agents' local computation capacities. We propose DISH as a distributed hybrid primal-dual algorithmic framework to handle and utilize system heterogeneity. Specifically, DISH allows those agents with higher computational capabilities or cheaper computational costs to implement Newton-type updates locally, while other agents can adopt the much simpler gradient-type updates. We show that DISH is a general framework and includes EXTRA, DIGing, and ESOM-0 as special cases. Moreover, when all agents take both primal and dual Newton-type updates, DISH approximates Newton's method by estimating both primal and dual Hessians. Theoretically, we show that DISH achieves a linear (Q-linear) convergence rate to the exact optimal solution for strongly convex functions, regardless of agents' choices of gradient-type and Newton-type updates. Finally, we perform numerical studies to demonstrate the efficacy of DISH in practice. To the best of our knowledge, DISH is the first hybrid method allowing heterogeneous local updates for distributed consensus optimization under general network topology with provable convergence and rate guarantees.

math.OC↗

Faithful Edge Federated Learning: Scalability and Privacy

Federated learning enables machine learning algorithms to be trained over a network of multiple decentralized edge devices without requiring the exchange of local datasets. Successfully deploying federated learning requires ensuring that agents (e.g., mobile devices) faithfully execute the intended algorithm, which has been largely overlooked in the literature. In this study, we first use risk bounds to analyze how the key feature of federated learning, unbalanced and non-i.i.d. data, affects agents' incentives to voluntarily participate and obediently follow traditional federated learning algorithms. To be more specific, our analysis reveals that agents with less typical data distributions and relatively more samples are more likely to opt out of or tamper with federated learning algorithms. To this end, we formulate the first faithful implementation problem of federated learning and design two faithful federated learning mechanisms which satisfy economic properties, scalability, and privacy. Further, the time complexity of computing all agents' payments in the number of agents is $\mathcal{O}(1)$. First, we design a Faithful Federated Learning (FFL) mechanism which approximates the Vickrey-Clarke-Groves (VCG) payments via an incremental computation. We show that it achieves (probably approximate) optimality, faithful implementation, voluntary participation, and some other economic properties (such as budget balance). Second, by partitioning agents into several subsets, we present a scalable VCG mechanism approximation. We further design a scalable and Differentially Private FFL (DP-FFL) mechanism, the first differentially private faithful mechanism, that maintains the economic properties. Our mechanism enables one to make three-way performance tradeoffs among privacy, the iterations needed, and payment accuracy loss.

cs.LG↗

A Decomposition Algorithm for Large-Scale Security-Constrained AC Optimal Power Flow

A decomposition algorithm for solving large-scale security-constrained AC optimal power flow problems is presented. The formulation considered is the one used in the ARPA-E Grid Optimization (GO) Competition, Challenge 1, held from November 2018 through October 2019. The techniques found to be most effective in terms of performance in the challenge are presented, including strategies for contingency selection, fast contingency evaluation, handling complementarity constraints, avoiding issues related to degeneracy, and exploiting parallelism. The results of numerical experiments are provided to demonstrate the effectiveness of the proposed techniques as compared to alternative strategies.

math.OC↗

FedHybrid: A Hybrid Primal-Dual Algorithm Framework for Federated Optimization

We consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local computation capacities. Motivated by the generalized Method of Multipliers in centralized optimization, we derive an approximate Newton-type primal-dual method with a practical distributed implementation by utilizing the server-client topology. Then we propose a new primal-dual algorithm framework FedHybrid that allows different clients to perform various types of updates. Specifically, each client can choose to perform either gradient-type or Newton-type updates. We propose a novel analysis framework for primal-dual methods and obtain a linear convergence rate of FedHybrid for strongly convex functions, regardless of clients' choices of gradient-type or Newton-type updates. Numerical studies are provided to demonstrate the efficacy of our method in practice. To the best of our knowledge, this is the first hybrid algorithmic framework allowing heterogeneous local updates for distributed consensus optimization with a provable convergence and rate guarantee.

math.OC↗

On the Convergence of Nested Decentralized Gradient Methods with Multiple Consensus and Gradient Steps

In this paper, we consider minimizing a sum of local convex objective functions in a distributed setting, where the cost of communication and/or computation can be expensive. We extend and generalize the analysis for a class of nested gradient-based distributed algorithms (NEAR-DGD; Berahas, Bollapragada, Keskar and Wei, 2018) to account for multiple gradient steps at every iteration. We show the effect of performing multiple gradient steps on the rate of convergence and on the size of the neighborhood of convergence, and prove R-Linear convergence to the exact solution with a fixed number of gradient steps and increasing number of consensus steps. We test the performance of the generalized method on quadratic functions and show the effect of multiple consensus and gradient steps in terms of iterations, number of gradient evaluations, number of communications and cost.

math.OC↗

On the Convergence of NEAR-DGD for Nonconvex Optimization with Second Order Guarantees

We consider the setting where the nodes of an undirected, connected network collaborate to solve a shared objective modeled as the sum of smooth functions. We assume that each summand is privately known by a unique node. NEAR-DGD is a distributed first order method which permits adjusting the amount of communication between nodes relative to the amount of computation performed locally in order to balance convergence accuracy and total application cost. In this work, we generalize the convergence properties of a variant of NEAR-DGD from the strongly convex to the nonconvex case. Under mild assumptions, we show convergence to minimizers of a custom Lyapunov function. Moreover, we demonstrate that the gap between those minimizers and the second order stationary solutions of the original problem can become arbitrarily small depending on the choice of algorithm parameters. Finally, we accompany our theoretical analysis with a numerical experiment to evaluate the empirical performance of NEAR-DGD in the nonconvex setting.

math.OC↗

S-NEAR-DGD: A Flexible Distributed Stochastic Gradient Method for Inexact Communication

We present and analyze a stochastic distributed method (S-NEAR-DGD) that can tolerate inexact computation and inaccurate information exchange to alleviate the problems of costly gradient evaluations and bandwidth-limited communication in large-scale systems. Our method is based on a class of flexible, distributed first order algorithms that allow for the trade-off of computation and communication to best accommodate the application setting. We assume that all the information exchange between nodes is subject to random distortion and that only stochastic approximations of the true gradients are available. Our theoretical results prove that the proposed algorithm converges linearly in expectation to a neighborhood of the optimal solution for strongly convex objective functions with Lipschitz gradients. We characterize the dependence of this neighborhood on algorithm and network parameters, the quality of the communication channel and the precision of the stochastic gradient approximations used. Finally, we provide numerical results to evaluate the empirical performance of our method.

math.OC↗

Optimal and Quantized Mechanism Design for Fresh Data Acquisition

The proliferation of real-time applications has spurred much interest in data freshness, captured by the {\it age-of-information} (AoI) metric. When strategic data sources have private market information, a fundamental economic challenge is how to incentivize them to acquire fresh data and optimize the age-related performance. In this work, we consider an information update system in which a destination acquires, and pays for, fresh data updates from multiple sources. The destination incurs an age-related cost, modeled as a general increasing function of the AoI. Each source is strategic and incurs a sampling cost, which is its private information and may not be truthfully reported to the destination. The destination decides on the price of updates, when to get them, and who should generate them, based on the sources' reported sampling costs. We show that a benchmark that naively trusts the sources' reports can lead to an arbitrarily bad outcome compared to the case where sources truthfully report. To tackle this issue, we design an optimal (economic) mechanism for timely information acquisition following Myerson's seminal work. To this end, our proposed optimal mechanism minimizes the sum of the destination's age-related cost and its payment to the sources, while ensuring that the sources truthfully report their private information and will voluntarily participate in the mechanism. However, finding the optimal mechanisms may suffer from \textit{prohibitively expensive computational overheads} as it involves solving a nonlinear infinite-dimensional optimization problem. We further propose a quantized version of the optimal mechanism that achieves asymptotic optimality, maintains the other economic properties, and enables one to tradeoff between optimality and computational overheads.

cs.NI↗