arXiv subjects

Karl H. Johansson

Publications and source records attributed to Karl H. Johansson.

At least 181 records · Page 10Linked to original sources

arXiv2022

Comparison of encrypted control approaches and tutorial on dynamic systems using LWE-based homomorphic encryption

Encrypted control has been introduced to protect controller data by encryption at the stage of computation and communication, by performing the computation directly on encrypted data. In this article, we first review and categorize recent relevant studies on encrypted control. Approaches based on homomorphic encryption, multi-party computation, and secret sharing are introduced, compared, and then discussed with respect to computational complexity, communication load, enabled operations, security, and research directions. We proceed to discuss a current challenge in the application of homomorphic encryption to dynamic systems, where arithmetic operations other than integer addition and multiplication are limited. We also introduce a homomorphic cryptosystem called ``GSW-LWE'' and discuss its benefits that allow for recursive multiplication of encrypted dynamic systems, without use of computationally expensive bootstrapping techniques.

cs.CR↗

arXiv2022

Communication Compression for Distributed Nonconvex Optimization

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents iteratively communicate with neighbors, we propose three distributed primal--dual algorithms with compressed communication. The first two algorithms are applicable to a general class of compressors with bounded relative compression error and the third algorithm is suitable for two general classes of compressors with bounded absolute compression error. We show that the proposed distributed algorithms with compressed communication have comparable convergence properties as state-of-the-art algorithms with exact communication. Specifically, we show that they can find first-order stationary points with sublinear convergence rate $\mathcal{O}(1/T)$ when each local cost function is smooth, where $T$ is the total number of iterations, and find global optima with linear convergence rate under an additional condition that the global cost function satisfies the Polyak--Łojasiewicz condition. Numerical simulations are provided to illustrate the effectiveness of the theoretical results.

math.OC↗

arXiv2022

A Zeroth-Order Momentum Method for Risk-Averse Online Convex Games

We consider risk-averse learning in repeated unknown games where the goal of the agents is to minimize their individual risk of incurring significantly high cost. Specifically, the agents use the conditional value at risk (CVaR) as a risk measure and rely on bandit feedback in the form of the cost values of the selected actions at every episode to estimate their CVaR values and update their actions. A major challenge in using bandit feedback to estimate CVaR is that the agents can only access their own cost values, which, however, depend on the actions of all agents. To address this challenge, we propose a new risk-averse learning algorithm with momentum that utilizes the full historical information on the cost values. We show that this algorithm achieves sub-linear regret and matches the best known algorithms in the literature. We provide numerical experiments for a Cournot game that show that our method outperforms existing methods.

cs.LG↗

arXiv2022

Distributed CPU Scheduling Subject to Nonlinear Constraints

This paper considers a network of collaborating agents for local resource allocation subject to nonlinear model constraints. In many applications, it is required (or desirable) that the solution be anytime feasible in terms of satisfying the sum-preserving global constraint. Motivated by this, sufficient conditions on the nonlinear mapping for anytime feasibility (or non-asymptotic feasibility) are addressed in this paper. For the two proposed distributed solutions, one converges over directed weight-balanced networks and the other one over undirected networks. In particular, we elaborate on uniform quantization and discuss the notion of ε-accurate solution, which gives an estimate of how close we can get to the exact optimizer subject to different quantization levels. This work, further, handles general (possibly non-quadratic) strictly convex objective functions with application to CPU allocation among a cloud of data centers via distributed solutions. The results can be used as a coordination mechanism to optimally balance the tasks and CPU resources among a group of networked servers while addressing quantization or limited server capacity. Index Terms: multi-agent systems, sum-preserving resource allocation, distributed optimization, anytime feasibility

eess.SY↗

arXiv2022

Stability Conditions for Remote State Estimation of Multiple Systems over Multiple Markov Fading Channels

We investigate the stability conditions for remote state estimation of multiple linear time-invariant (LTI) systems over multiple wireless time-varying communication channels. We answer the following open problem: what is the fundamental requirement on the multi-sensor-multi-channel system to guarantee the existence of a sensor scheduling policy that can stabilize the remote estimation system? We propose a novel policy construction and analytical framework and derive the necessary-and-sufficient stability condition in terms of the LTI system parameters and the channel statistics.

eess.SY↗

arXiv2022

A Sample-Based Algorithm for Approximately Testing $r$-Robustness of a Digraph

One of the intensely studied concepts of network robustness is $r$-robustness, which is a network topology property quantified by an integer $r$. It is required by mean subsequence reduced (MSR) algorithms and their variants to achieve resilient consensus. However, determining $r$-robustness is intractable for large networks. In this paper, we propose a sample-based algorithm to approximately test $r$-robustness of a digraph with $n$ vertices and $m$ edges. For a digraph with a moderate assumption on the minimum in-degree, and an error parameter $0<ε\leq 1$, the proposed algorithm distinguishes $(r+εn)$-robust graphs from graphs which are not $r$-robust with probability $(1-δ)$. Our algorithm runs in $\exp(O((\ln{\frac{1}{εδ}})/ε^2))\cdot m$ time. The running time is linear in the number of edges if $ε$ is a constant.

eess.SY↗

arXiv2022

Identifying Causal Structure in Dynamical Systems

Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their limits. Data-driven methods provide an alternative. However, without structural knowledge, these methods are prone to finding spurious correlations in the training data, which can hamper generalization capabilities of the obtained models. This can significantly lower control and prediction performance when the system is exposed to unknown situations. A preceding causal identification can prevent this pitfall. In this paper, we propose a method that identifies the causal structure of control systems. We design experiments based on the concept of controllability, which provides a systematic way to compute input trajectories that steer the system to specific regions in its state space. We then analyze the resulting data leveraging powerful techniques from causal inference and extend them to control systems. Further, we derive conditions that guarantee the discovery of the true causal structure of the system. Experiments on a robot arm demonstrate reliable causal identification from real-world data and enhanced generalization capabilities.

cs.LG↗

arXiv2022

Distributed Optimal Allocation with Quantized Communication and Privacy-Preserving Guarantees

In this paper, we analyze the problem of optimally allocating resources in a distributed and privacy-preserving manner. We propose a novel distributed optimal resource allocation algorithm with privacy-preserving guarantees, which operates over a directed communication network. Our algorithm converges in finite time and allows each node to process and transmit quantized messages. Our algorithm utilizes a distributed quantized average consensus strategy combined with a privacy-preserving mechanism. We show that the algorithm converges in finite-time, and we prove that, under specific conditions on the network topology, nodes are able to preserve the privacy of their initial state. Finally, to illustrate the results, we consider an example where test kits need to be optimally allocated proportionally to the number of infections in a region. It is shown that the proposed privacy-preserving resource allocation algorithm performs well with an appropriate convergence rate under privacy guarantees.

eess.SY↗

arXiv2022

Distributed Finite Time k-means Clustering with Quantized Communucation and Transmission Stopping

In this paper, we present a distributed algorithm which implements the $k$-means algorithm in a distributed fashion for multi-agent systems with directed communication links. The goal of $k$-means is to partition the network's agents in mutually exclusive sets (groups) such that agents in the same set have (and possibly share) similar information and are able to calculate a representative value for their group.During the operation of our distributed algorithm, each node (i) transmits quantized values in an event-driven fashion, and (ii) exhibits distributed stopping capabilities. Transmitting quantized values leads to more efficient usage of the available bandwidth and reduces the communication bottleneck. Also, in order to preserve available resources, nodes are able to distributively determine whether they can terminate the operation of the proposed algorithm. We characterize the properties of the proposed distributed algorithm and show that its execution (on any static and strongly connected digraph) will partition all agents to mutually exclusive clusters in finite time. We conclude with examples that illustrate the operation, performance, and potential advantages of the proposed algorithm.

eess.SY↗

arXiv2022

Optimal Database Allocation in Finite Time with Efficient Communication and Transmission Stopping over Dynamic Networks

In this paper, we focus on the problem of data sharing over a wireless computer network (i.e., a wireless grid). Given a set of available data, we present a distributed algorithm which operates over a dynamically changing network, and allows each node to calculate the optimal allocation of data in a finite number of time steps. We show that our proposed algorithm (i) converges to the optimal solution in finite time with very high probability, and (ii) once the optimal solution is reached, each node is able to cease transmissions without needing knowledge of a global parameter such as the network diameter. Furthermore, our algorithm (i) operates exclusively with quantized values (i.e., each node processes and transmits quantized information), (ii) relies on event-driven updates, and (iii) calculates the optimal solution in the form of a quantized fraction which avoids errors due to quantization. Finally, we demonstrate the operation, performance, and potential advantages of our algorithm over random dynamic networks.

eess.SY↗

arXiv2022

Finite Time Privacy Preserving Quantized Average Consensus with Transmission Stopping

Due to their flexibility, battery powered or energy-harvesting wireless networks are employed in diverse applications. Securing data transmissions between wireless devises is of critical importance in order to avoid privacy-sensitive user data leakage. In this paper, we focus on the scenario where some nodes are curious (but not malicious) and try to identify the initial states of one (or multiple) other nodes, while some nodes aim to preserve the privacy of their initial states from the curious nodes. We present a privacy preserving finite transmission event-triggered quantized average consensus algorithm. Its operation is suitable for battery-powered or energy-harvesting wireless network since it guarantees (i) efficient (quantized) communication, and (ii) transmission ceasing (which allows preservation of available energy). Furthermore, we present topological conditions under which the proposed algorithm allows nodes to preserve their privacy. We conclude with a comparison of our algorithm against other algorithms in the existing literature.

eess.SY↗

arXiv2022

Value of Information in Feedback Control: Global Optimality

The rate-regulation tradeoff, defined between two objective functions, one penalizing the packet rate and one the regulation cost, can express the fundamental performance bound of networked control systems. However, the characterization of the set of globally optimal solutions in this tradeoff for multi-dimensional Gauss-Markov processes has been an open problem. In the present article, we characterize a policy profile that belongs to this set without imposing any restrictions on the information structure or the policy structure. We prove that such a policy profile consists of a symmetric threshold triggering policy based on the value of information and a certainty-equivalent control policy based on a non-Gaussian linear estimator. These policies are deterministic and can be designed separately. Besides, we provide a global optimality analysis for the value of information $\text{VoI}_k$, a semantic metric that emerges from the rate-regulation tradeoff as the difference between the benefit and the cost of a data packet. We prove that it is globally optimal that a data packet containing sensory information at time $k$ be transmitted to the controller only if $\text{VoI}_k$ becomes nonnegative. These results have important implications in the areas of communication and control.

math.OC↗

arXiv2022

Privacy Guarantees for Cloud-based State Estimation using Partially Homomorphic Encryption

The privacy aspect of state estimation algorithms has been drawing high research attention due to the necessity for a trustworthy private environment in cyber-physical systems. These systems usually engage cloud-computing platforms to aggregate essential information from spatially distributed nodes and produce desired estimates. The exchange of sensitive data among semi-honest parties raises privacy concerns, especially when there are coalitions between parties. We propose two privacy-preserving protocols using Kalman filter and partially homomorphic encryption of the measurements and estimates while exposing the covariances and other model parameters. We prove that the proposed protocols achieve satisfying computational privacy guarantees against various coalitions based on formal cryptographic definitions of indistinguishability. We evaluate the proposed protocols to demonstrate their efficiency using data from a real testbed.

cs.CR↗

arXiv2022

Enhancing Data-Driven Reachability Analysis using Temporal Logic Side Information

This paper presents algorithms for performing data-driven reachability analysis under temporal logic side information. In certain scenarios, the data-driven reachable sets of a robot can be prohibitively conservative due to the inherent noise in the robot's historical measurement data. In the same scenarios, we often have side information about the robot's expected motion (e.g., limits on how much a robot can move in a one-time step) that could be useful for further specifying the reachability analysis. In this work, we show that if we can model this side information using a signal temporal logic (STL) fragment, we can constrain the data-driven reachability analysis and safely limit the conservatism of the computed reachable sets. Moreover, we provide formal guarantees that, even after incorporating side information, the computed reachable sets still properly over-approximate the robot's future states. Lastly, we empirically validate the practicality of the over-approximation by computing constrained, data-driven reachable sets for the Small-Vehicles-for-Autonomy (SVEA) hardware platform in two driving scenarios.

cs.RO↗

arXiv2022

Data-driven Set-based Estimation of Polynomial Systems with Application to SIR Epidemics

This paper proposes a data-driven set-based estimation algorithm for a class of nonlinear systems with polynomial nonlinearities. Using the system's input-output data, the proposed method computes a set that guarantees the inclusion of the system's state in real-time. Although the system is assumed to be a polynomial type, the exact polynomial functions, and their coefficients are assumed to be unknown. To this end, the estimator relies on offline and online phases. The offline phase utilizes past input-output data to estimate a set of possible coefficients of the polynomial system. Then, using this estimated set of coefficients and the side information about the system, the online phase provides a set estimate of the state. Finally, the proposed methodology is evaluated through its application on SIR (Susceptible, Infected, Recovered) epidemic model.

eess.SY↗

arXiv2022

Truck Platoon Formation at Hubs: An Optimal Release Time Rule

We consider a hub-based platoon coordination problem in which vehicles arrive at a hub according to an independent and identically distributed stochastic arrival process. The vehicles wait at the hub, and a platoon coordinator, at each time-step, decides whether to release the vehicles from the hub in the form of a platoon or wait for more vehicles to arrive. The platoon release time problem is modeled as a stopping rule problem wherein the objective is to maximize the average platooning benefit of the vehicles located at the hub and there is a cost of having vehicles waiting at the hub. We show that the stopping rule problem is monotone and the optimal platoon release time policy will therefore be in the form of a one time-step look-ahead rule. The performance of the optimal release rule is numerically compared with (i) a periodic release time rule and (ii) a non-causal release time rule where the coordinator knows all the future realizations of the arrival process. Our numerical results show that the optimal release time rule achieves a close performance to that of the non-causal rule and outperforms the periodic rule, especially when the arrival rate is low.

eess.SY↗

arXiv2022

A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine learning techniques with data parallelism, such as deep learning and federated learning. We propose a distributed primal--dual stochastic gradient descent (SGD) algorithm, suitable for arbitrarily connected communication networks and any smooth (possibly nonconvex) cost functions. We show that the proposed algorithm achieves the linear speedup convergence rate $\mathcal{O}(1/\sqrt{nT})$ for general nonconvex cost functions and the linear speedup convergence rate $\mathcal{O}(1/(nT))$ when the global cost function satisfies the Polyak--Łojasiewicz (P--Ł) condition, where $T$ is the total number of iterations. We also show that the output of the proposed algorithm with constant parameters linearly converges to a neighborhood of a global optimum. We demonstrate through numerical experiments the efficiency of our algorithm in comparison with the baseline centralized SGD and recently proposed distributed SGD algorithms.

math.OC↗

arXiv2021

Zeroth-Order Algorithms for Stochastic Distributed Nonconvex Optimization

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine learning applications. As a solution, we propose two distributed ZO algorithms, in which at each iteration each agent samples the local stochastic ZO oracle at two points with a time-varying smoothing parameter. We show that the proposed algorithms achieve the linear speedup convergence rate $\mathcal{O}(\sqrt{p/(nT)})$ for smooth cost functions under the state-dependent variance assumptions which are more general than the commonly used bounded variance and Lipschitz assumptions, and $\mathcal{O}(p/(nT))$ convergence rate when the global cost function additionally satisfies the Polyak--Łojasiewicz (P--Ł) condition in addition, where $p$ and $T$ are the dimension of the decision variable and the total number of iterations, respectively. To the best of our knowledge, this is the first linear speedup result for distributed ZO algorithms, which enables systematic processing performance improvements by adding more agents. We also show that the proposed algorithms converge linearly under the relative bounded second moment assumptions and the P--Ł condition. We demonstrate through numerical experiments the efficiency of our algorithms on generating adversarial examples from deep neural networks in comparison with baseline and recently proposed centralized and distributed ZO algorithms.

math.OC↗