SearcharxivSearch

arXiv subjects

Rachid El-Azouzi

Publications and source records attributed to Rachid El-Azouzi.

At least 19 recordsLinked to original sources

Equilibrium and Infeasibility: A new solution concept for games

Addressing infeasibility in non-cooperative games has become an important topic, as many problems across different applications face this issue. In this paper, we propose a new solution concept for generalized games with possibly infeasible individual constraints. A solution is defined as the limit of a sequence of generalized Nash equilibria induced by games with penalty terms relaxing the individual constraints. Existence is established for a broad range of games and we provide conditions allowing to characterize a $ψ$-penalized solution as a strategy profile maximizing every player's utility over all her penalty minimizing strategies. A variation of Divide-the-Dollar serves as an illustrative example. We further establish the compatibility with the GNE and the solution to the Nash bargaining.

cs.GT

FedSteer: Taming Extreme Gradient Staleness in Federated Learning with Corrective Projections and Caching

Federated learning (FL) is often subject to aggregation variance if clients do not consistently participate in training rounds. While reusing stale model updates from inactive clients is a common technique to reduce this variance, we find that with skewed client participation, the resulting update staleness can become severe enough to destabilize training. To remedy this, we propose FedSteer, a novel method that constructs a gradient subspace from a cache of recent client gradients to serve as a low-dimensional representation of the current optimization landscape. FedSteer projects an active client's true gradient onto this subspace to find a set of optimal coordinates. For an inactive client, FedSteer reuses these coordinates with the now-evolved subspace drifted by other active clients. This process effectively "steers" outdated gradients toward the current global objective. This is complemented by a selective caching strategy that identifies a representative client subset to form the subspace, reducing server memory. Experiments demonstrate that FedSteer significantly outperforms baselines, preventing performance collapse in challenging scenarios while delivering accuracy gains of over 7% in others.

cs.LG

Game Theoretic Liquidity Provisioning in Concentrated Liquidity Market Makers

Automated marker makers (AMMs) are a class of decentralized exchanges that enable the automated trading of digital assets. They accept deposits of digital tokens from liquidity providers (LPs); tokens can be used by traders to execute trades, which generate fees for the investing LPs. The distinguishing feature of AMMs is that trade prices are determined algorithmically, unlike classical limit order books. Concentrated liquidity market makers (CLMMs) are a major class of AMMs that offer liquidity providers flexibility to decide not only \emph{how much} liquidity to provide, but \emph{in what ranges of prices} they want the liquidity to be used. This flexibility can complicate strategic planning, since fee rewards are shared among LPs. We formulate and analyze a game theoretic model to study the incentives of LPs in CLMMs. Our main results show that while our original formulation admits multiple Nash equilibria and has complexity quadratic in the number of price ticks in the contract, it can be reduced to a game with a unique Nash equilibrium whose complexity is only linear. We further show that the Nash equilibrium of this simplified game follows a waterfilling strategy, in which low-budget LPs use up their full budget, but rich LPs do not. Finally, by fitting our game model to real-world CLMMs, we observe that in liquidity pools with risky assets, LPs adopt investment strategies far from the Nash equilibrium. Under price uncertainty, they generally invest in fewer and wider price ranges than our analysis suggests, with lower-frequency liquidity updates. We show that across several pools, by updating their strategy to more closely match the Nash equilibrium of our game, LPs can improve their median daily returns by \$116, which corresponds to an increase of 0.009\% in median daily return on investment.

cs.GT

Strategic Analysis of Just-In-Time Liquidity Provision in Concentrated Liquidity Market Makers

Liquidity providers (LPs) are essential figures in the operation of automated market makers (AMMs); in exchange for transaction fees, LPs lend the liquidity that allows AMMs to operate. While many prior works have studied the incentive structures of LPs in general, we currently lack a principled understanding of a special class of LPs known as Just-In-Time (JIT) LPs. These are strategic agents who momentarily supply liquidity for a single swap, in an attempt to extract disproportionately high fees relative to the remaining passive LPs. This paper provides the first formal, transaction-level model of JIT liquidity provision for a widespread class of AMMs known as Concentrated Liquidity Market Makers (CLMMs), as seen in Uniswap V3, for instance. We characterize the landscape of price impact and fee allocation in these systems, formulate and analyze a non-linear optimization problem faced by JIT LPs, and prove the existence of an optimal strategy. By fitting our optimal solution for JIT LPs to real-world CLMMs, we observe that in liquidity pools (particularly those with risky assets), there is a significant gap between observed and optimal JIT behavior. Existing JIT LPs often fail to account for price impact; doing so, we estimate they could increase earnings by up to 69% on average over small time windows. We also show that JIT liquidity, when deployed strategically, can improve market efficiency by reducing slippage for traders, albeit at the cost of eroding average passive LP profits by up to 44% per trade.

cs.GT

FedPLT: Scalable, Resource-Efficient, and Heterogeneity-Aware Federated Learning via Partial Layer Training

Federated Learning (FL) has gained significant attention in distributed machine learning by enabling collaborative model training across decentralized system while preserving data privacy. Although extensive research has addressed statistical data heterogeneity, FL still faces several challenges, including high communication and computation overheads and severe device heterogeneity, which require further investigation. Prior work has addressed these issues through sub-model training and partial parameter training. However, such methods often suffer from inconsistent parameter distributions across clients, inaccurate global loss estimation, and increased bias and variance. Guided by our empirical analysis, we propose FedPLT (Federated Learning with Partial Layer Training), an innovative and structured partial parameter training approach that exhibits training behavior similar to full model training while assigning client-specific portions of the model according to their communication and computational capabilities. In addition, we evaluate the performance of FedPLT when combined with optimal client sampling under communication constraints. We show that this integration improves FL performance by reducing sampling variance under the same communication budget. Through extensive experiments, we demonstrate that FedPLT achieves performance comparable to, or even surpassing, that of full-model training (i.e., FedAvg), while requiring significantly fewer trainable parameters per client. Moreover, FedPLT outperforms existing methods in highly heterogeneous environments, effectively adapts to client resource constraints, and reduces the number of straggling clients. In particular, FedPLT reduces the number of trainable parameters by 71%-82% while achieving performance on par with full-model training.

cs.DC

Towards Optimal Heterogeneous Client Sampling in Multi-Model Federated Learning

Federated learning (FL) allows edge devices to collaboratively train models without sharing local data. As FL gains popularity, clients may need to train multiple unrelated FL models, but communication constraints limit their ability to train all models simultaneously. While clients could train FL models sequentially, opportunistically having FL clients concurrently train different models -- termed multi-model federated learning (MMFL) -- can reduce the overall training time. Prior work uses simple client-to-model assignments that do not optimize the contribution of each client to each model over the course of its training. Prior work on single-model FL shows that intelligent client selection can greatly accelerate convergence, but naïve extensions to MMFL can violate heterogeneous resource constraints at both the server and the clients. In this work, we develop a novel convergence analysis of MMFL with arbitrary client sampling methods, theoretically demonstrating the strengths and limitations of previous well-established gradient-based methods. Motivated by this analysis, we propose MMFL-LVR, a loss-based sampling method that minimizes training variance while explicitly respecting communication limits at the server and reducing computational costs at the clients. We extend this to MMFL-StaleVR, which incorporates stale updates for improved efficiency and stability, and MMFL-StaleVRE, a lightweight variant suitable for low-overhead deployment. Experiments show our methods improve average accuracy by up to 19.1% over random sampling, with only a 5.4% gap from the theoretical optimum (full client participation).

cs.LG

Weighted Scheduling of Time-Sensitive Coflows

Datacenter networks commonly facilitate the transmission of data in distributed computing frameworks through coflows, which are collections of parallel flows associated with a common task. Most of the existing research has concentrated on scheduling coflows to minimize the time required for their completion, i.e., to optimize the average dispatch rate of coflows in the network fabric. Nevertheless, modern applications often produce coflows that are specifically intended for online services and mission-crucial computational tasks, necessitating adherence to specific deadlines for their completion. In this paper, we introduce \wdcoflow,~ a new algorithm to maximize the weighted number of coflows that complete before their deadline. By combining a dynamic programming algorithm along with parallel inequalities, our heuristic solution performs at once coflow admission control and coflow prioritization, imposing a $σ$-order on the set of coflows. With extensive simulation, we demonstrate the effectiveness of our algorithm in improving up to $3\times$ more coflows that meet their deadline in comparison the best SoA solution, namely $\mathtt{CS\text{-}MHA}$. Furthermore, when weights are used to differentiate coflow classes, \wdcoflow~ is able to improve the admission per class up to $4\times$, while increasing the average weighted coflow admission rate.

cs.DC

Constrained Correlated Equilibria

This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in the extended game, we study the conditions for equilibrium. In the particular case of constraints induced by a feasible set of probability distributions over action profiles, we first show that canonical correlation devices are sufficient to characterize the set of constrained correlated equilibrium distributions and provide conditions of their existence. Second, it is shown that constrained correlated equilibria of the mixed extension of the game do not lead to additional equilibrium distributions. Third, we show that the constrained correlated equilibrium distributions may not belong to the polytope of correlated equilibrium distributions. Finally, we illustrate these results through numerical examples.

cs.GT

DCoflow: Deadline-Aware Scheduling Algorithm for Coflows in Datacenter Networks

Datacenter networks routinely support the data transfers of distributed computing frameworks in the form of coflows, i.e., sets of concurrent flows related to a common task. The vast majority of the literature has focused on the problem of scheduling coflows for completion time minimization, i.e., to maximize the average rate at which coflows are dispatched in the network fabric. Modern applications, though, may generate coflows dedicated to online services and mission-critical computing tasks which have to comply with specific completion deadlines. In this paper, we introduce $\mathtt{DCoflow}$, a lightweight deadline-aware scheduler for time-critical coflows in datacenter networks. The algorithm combines an online joint admission control and scheduling logic and returns a $σ$-order schedule which maximizes the number of coflows that attain their deadlines. Extensive numerical results demonstrate that the proposed solution outperforms existing ones.

cs.DC

Joint Traffic Offloading and Aging Control in 5G IoT Networks

The widespread adoption of 5G cellular technology will evolve as one of the major drivers for the growth of IoT-based applications. In this paper, we consider a Service Provider (SP) that launches a smart city service based on IoT data readings: in order to serve IoT data collected across different locations, the SP dynamically negotiates and rescales bandwidth and service functions. 5G network slicing functions are key to lease an appropriate amount of resources over heterogeneous access technologies and different site types. Also, different infrastructure providers will charge slicing service depending on specific access technology supported across sites and IoT data collection patterns. We introduce a pricing mechanism based on Age of Information (AoI) to reduce the cost of SPs. It provides incentives for devices to smooth traffic by shifting part of the traffic load from highly congested and more expensive locations to lesser charged ones, while meeting QoS requirements of the IoT service. The proposed optimal pricing scheme comprises a two-stage decision process, where the SP determines the pricing of each location and devices schedule uploads of collected data based on the optimal uploading policy. Simulations show that the SP attains consistent cost reductions tuning the trade-off between slicing costs and the AoI of uploaded IoT data.

cs.NI

NEWCAST: Anticipating Resource Management and QoE Provisioning for Mobile Video Streaming

The knowledge of future throughput variations in mobile networks becomes more and more possible today thanks to the rich contextual information provided by mobile applications and services and smartphone sensors. It is even likely that such contextual information, which may include traffic, mobility and radio conditions will lead to a novel agile resource management not yet thought of. In this paper, we propose an framework (called NEWCAST) that anticipates the throughput variations to deliver video streaming content. We develop an optimization problem that realizes a fundamental trade-off among critical metrics that impact the user's perceptual quality of experience (QoE) and the cost of system utilization. Both simulated and real-world throughput traces collected from [1], were carried out to evaluate the performance of NEWCAST. In particular, we show from our numerical results that NEWCAST provides the efficiency that the new 5G architectures require in terms of computational complexity and robustness. We also implement a prototype system of NEWCAST and evaluate it in a real environment with a real player to show its efficiency and scalability compared to baseline adaptive bitrate algorithms.

cs.MM

Incentive-rewarding mechanisms to stimulate participation in heterogeneous DTNs

Delay Tolerant Networks (DTNs) rely on the cooperation of nodes in a network to forward a message from its source to its destination. Most of previous studies on DTNs have focused on the design of routing schemes under the hypothesis that each relay node is willing to participate in the forwarding process. However, the delivery of a message incurs energy and memory costs. In this paper we handle the problem of how to incentivize mobile nodes to participate in relaying messages using a reward mechanism. We consider heterogeneous relay nodes where the cost for taking part in the forwarding process varies as a function of the mobility patterns of the relays. We show that under fairly weak assumptions on the mobility pattern, the expected reward the source pays remains the same irrespective of the information it conveys to the relays, provided that the type of information does not vary dynamically over time. We also characterize the effect of time to live (TTL) counters on the delivery probability and memory usage. Using simulations based on a synthetic mobility model and real mobility traces, we perform a few tests that show a good accordance among theoretical and simulation results.

cs.GT

Competitive Caching of Contents in 5G Edge Cloud Networks

The surge of mobile data traffic forces network operators to cope with capacity shortage. The deployment of small cells in 5G networks is meant to reduce latency, backhaul traffic and increase radio access capacity. In this context, mobile edge computing technology will be used to manage dedicated cache space in the radio access network. Thus, mobile network operators will be able to provision OTT content providers with new caching services to enhance the quality of experience of their customers on the move. In turn, the cache memory in the mobile edge network will become a shared resource. Hence, we study a competitive caching scheme where contents are stored at given price set by the mobile network operator. We first formulate a resource allocation problem for a tagged content provider seeking to minimize the expected missed cache rate. The optimal caching policy is derived accounting for popularity and availability of contents, the spatial distribution of small cells, and the caching strategies of competing content providers. It is showed to induce a specific order on contents to be cached based on their popularity and availability. Next, we study a game among content providers in the form of a generalized Kelly mechanism with bounded strategy sets and heterogeneous players. Existence and uniqueness of the Nash equilibrium are proved. Finally, extensive numerical results validate and characterize the performance of the model.

cs.GT

Backward-Shifted Coding (BSC) based on Scalable Video Coding for HAS

The main task of HTTP Adaptive Streaming is to adapt video quality dynamically under variable network conditions. This is a key feature for multimedia delivery especially when quality of service cannot be granted network-wide and, e.g., throughput may suffer short term fluctuations. Hence, robust bitrate adaptation schemes become crucial in order to improve video quality. The objective, in this context, is to control the filling level of the playback buffer and maximize the quality of the video, while avoiding unnecessary video quality variations. In this paper we study bitrate adaptation algorithms based on Backward-Shifted Coding (BSC), a scalable video coding scheme able to greatly improve video quality. We design bitrate adaptation algorithms that balance video rate smoothness and high network capacity utilization, leveraging both on throughput-based and buffer-based adaptation mechanisms. Extensive simulations using synthetic and real-world video traffic traces show that the proposed scheme performs remarkably well even under challenging network conditions.

cs.MM

Optimal Energy-Delay Tradeoff for Opportunistic Spectrum Access in Cognitive Radio Networks

Cognitive radio (CR) has been considered as a promising technology to enhance spectrum efficiency via opportunistic transmission at link level. Basic CR features allow SUs to transmit only when the licensed primary channel is not occupied by PUs. However, waiting for idle time slot may include large packet delay and high energy consumption. We further consider that the SU may decide, at any moment, to use another dedicated way of communication (3G) in order to transmit its packets. Thus, we consider an Opportunistic Spectrum Access (OSA) mechanism that takes into account packet delay and energy consumption. We formulate the OSA problem as a Partially Observable Markov Decision Process (POMDP) by explicitly considering the energy consumption as well as packets' delay, which are often ignored in existing OSA solutions. Specifically, we consider a POMDP with an average reward criterion. We derive structural properties of the value function and we show the existence of optimal strategies in the class of the threshold strategies. For implementation purposes, we propose online learning mechanisms that estimate the PU activity and determine the appropriate threshold strategy on the fly. In particular, numerical illustrations validate our theoretical findings.

cs.NI

Backward-Shifted Strategies Based on SVC for HTTP Adaptive Video Streaming

Although HTTP-based video streaming can easily penetrate firewalls and profit from Web caches, the underlying TCP may introduce large delays in case of a sudden capacity loss. To avoid an interruption of the video stream in such cases we propose the Backward-Shifted Coding (BSC). Based on Scalable Video Coding (SVC), BSC adds a time-shifted layer of redundancy to the video stream such that future frames are downloaded at any instant. This pre-fetched content maintains a fluent video stream even under highly variant network conditions and leads to high Quality of Experience (QoE). We characterize this QoE gain by analyzing initial buffering time, re-buffering time and content resolution using the Ballot theorem. The probability generating functions of the playback interruption and of the initial buffering latency are provided in closed form. We further compute the quasi-stationary distribution of the video quality, in order to compute the average quality, as well as temporal variability in video quality. Employing these analytic results to optimize QoE shows interesting trade-offs and video streaming at outstanding fluency.

cs.MM

Controlled Matching Game for Resource Allocation and User Association in WLANs

In multi-rate IEEE 802.11 WLANs, the traditional user association based on the strongest received signal and the well known anomaly of the MAC protocol can lead to overloaded Access Points (APs), and poor or heterogeneous performance. Our goal is to propose an alternative game-theoretic approach for association. We model the joint resource allocation and user association as a matching game with complementarities and peer effects consisting of selfish players solely interested in their individual throughputs. Using recent game-theoretic results we first show that various resource sharing protocols actually fall in the scope of the set of stability-inducing resource allocation schemes. The game makes an extensive use of the Nash bargaining and some of its related properties that allow to control the incentives of the players. We show that the proposed mechanism can greatly improve the efficiency of 802.11 with heterogeneous nodes and reduce the negative impact of peer effects such as its MAC anomaly. The mechanism can be implemented as a virtual connectivity management layer to achieve efficient APs-user associations without modification of the MAC layer.

cs.GT

Altruism in groups: an evolutionary games approach

We revisit in this paper the relation between evolution of species and the mathematical tool of evolutionary games, which has been used to model and predict it. We indicate known shortcoming of this model that restricts the capacity of evolutionary games to model groups of individuals that share a common gene or a common fitness function. In this paper we provide a new concept to remedy this shortcoming in the standard evolutionary games in order to cover this kind of behavior. Further, we explore the relationship between this new concept and Nash equilibrium or ESS. We indicate through the study of some example in the biology as Hawk and Dove game, Stag Hunt Game and Prisoner Dilemma, that when taking into account a utility that is common to a group of individuals, the equilibrium structure may change dramatically. We also study the multiple access control in slotted Aloha based wireless networks. We analyze the impact of the altruism behavior on the performance at the equilibrium.

cs.GT