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R Srikant

Publications and source records attributed to R Srikant.

6 recordsLinked to original sources

Scalable Policy-Based RL Algorithms for POMDPs

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem by approximating the corresponding POMDP model into a finite-state Markov Decision Process (MDP) (called Superstate MDP). We first derive theoretical guarantees that improve upon prior work that relate the optimal value function of the transformed Superstate MDP to the optimal value function of the original POMDP. Next, we propose a policy-based learning approach with linear function approximation to learn the optimal policy for the Superstate MDP. Consequently, our approach shows that a POMDP can be approximately solved using TD-learning followed by Policy Optimization by treating it as an MDP, where the MDP state corresponds to a finite history. We show that the approximation error decreases exponentially with the length of this history. To the best of our knowledge, our finite-time bounds are the first to explicitly quantify the error introduced when applying standard TD learning to a setting where the true dynamics are not Markovian.

cs.LG

The Dynamics of Gradient Descent for Overparametrized Neural Networks

We consider the dynamics of gradient descent (GD) in overparameterized single hidden layer neural networks with a squared loss function. Recently, it has been shown that, under some conditions, the parameter values obtained using GD achieve zero training error and generalize well if the initial conditions are chosen appropriately. Here, through a Lyapunov analysis, we show that the dynamics of neural network weights under GD converge to a point which is close to the minimum norm solution subject to the condition that there is no training error when using the linear approximation to the neural network. To illustrate the application of this result, we show that the GD converges to a prediction function that generalizes well, thereby providing an alternative proof of the generalization results in Arora et al. (2019).

cs.LG

The Global Landscape of Neural Networks: An Overview

One of the major concerns for neural network training is that the non-convexity of the associated loss functions may cause bad landscape. The recent success of neural networks suggests that their loss landscape is not too bad, but what specific results do we know about the landscape? In this article, we review recent findings and results on the global landscape of neural networks. First, we point out that wide neural nets may have sub-optimal local minima under certain assumptions. Second, we discuss a few rigorous results on the geometric properties of wide networks such as "no bad basin", and some modifications that eliminate sub-optimal local minima and/or decreasing paths to infinity. Third, we discuss visualization and empirical explorations of the landscape for practical neural nets. Finally, we briefly discuss some convergence results and their relation to landscape results.

cs.LG

Learning Latent Events from Network Message Logs

We consider the problem of separating error messages generated in large distributed data center networks into error events. In such networks, each error event leads to a stream of messages generated by hardware and software components affected by the event. These messages are stored in a giant message log. We consider the unsupervised learning problem of identifying the signatures of events that generated these messages; here, the signature of an error event refers to the mixture of messages generated by the event. One of the main contributions of the paper is a novel mapping of our problem which transforms it into a problem of topic discovery in documents. Events in our problem correspond to topics and messages in our problem correspond to words in the topic discovery problem. However, there is no direct analog of documents. Therefore, we use a non-parametric change-point detection algorithm, which has linear computational complexity in the number of messages, to divide the message log into smaller subsets called episodes, which serve as the equivalents of documents. After this mapping has been done, we use a well-known algorithm for topic discovery, called LDA, to solve our problem. We theoretically analyze the change-point detection algorithm, and show that it is consistent and has low sample complexity. We also demonstrate the scalability of our algorithm on a real data set consisting of $97$ million messages collected over a period of $15$ days, from a distributed data center network which supports the operations of a large wireless service provider.

cs.LG

Scheduling Storms and Streams in the Cloud

Motivated by emerging big streaming data processing paradigms (e.g., Twitter Storm, Streaming MapReduce), we investigate the problem of scheduling graphs over a large cluster of servers. Each graph is a job, where nodes represent compute tasks and edges indicate data-flows between these compute tasks. Jobs (graphs) arrive randomly over time, and upon completion, leave the system. When a job arrives, the scheduler needs to partition the graph and distribute it over the servers to satisfy load balancing and cost considerations. Specifically, neighboring compute tasks in the graph that are mapped to different servers incur load on the network; thus a mapping of the jobs among the servers incurs a cost that is proportional to the number of "broken edges". We propose a low complexity randomized scheduling algorithm that, without service preemptions, stabilizes the system with graph arrivals/departures; more importantly, it allows a smooth trade-off between minimizing average partitioning cost and average queue lengths. Interestingly, to avoid service preemptions, our approach does not rely on a Gibbs sampler; instead, we show that the corresponding limiting invariant measure has an interpretation stemming from a loss system.

cs.NI

Heavy Traffic Optimal Resource Allocation Algorithms for Cloud Computing Clusters

Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request resources like CPU, memory and storage space. We consider a model where the resource allocation problem can be separated into a routing or load balancing problem and a scheduling problem. We study the join-the-shortest-queue routing and power-of-two-choices routing algorithms with MaxWeight scheduling algorithm. It was known that these algorithms are throughput optimal. In this paper, we show that these algorithms are queue length optimal in the heavy traffic limit.

cs.PF