arXiv subjects

Ruizhi Zhang

Publications and source records attributed to Ruizhi Zhang.

43 records · Page 3Linked to original sources

arXiv2021

Robust Change Detection for Large-Scale Data Streams

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three challenges: (1) the unknown sparse subset of affected data streams, (2) the unexpected outliers, and (3) computational scalability for real-time monitoring and detection. In this article, we develop a family of efficient real-time robust detection schemes for monitoring large-scale independent data streams. For each data stream, we propose to construct a new local robust detection statistic called $L_α$-CUSUM statistic that can reduce the effect of outliers by using the Box-Cox transformation of the likelihood function. Then the global scheme will raise an alarm based upon the sum of the shrinkage transformation of these local $L_α$-CUSUM statistics so as to filter out unaffected data streams. In addition, we propose a new concept called {\em false alarm breakdown point} to measure the robustness of online monitoring schemes and propose a worst-case detection efficiency score to measure the detection efficiency when the data contain outliers. We then characterize the breakdown point and the efficiency score of our proposed schemes. Asymptotic analysis and numerical simulations are conducted to illustrate the robustness and efficiency of our proposed schemes.

stat.ME↗

arXiv2021

A High Throughput Parallel Hash Table on FPGA using XOR-based Memory

Hash table is a fundamental data structure for quick search and retrieval of data. It is a key component in complex graph analytics and AI/ML applications. State-of-the-art parallel hash table implementations either make some simplifying assumptions such as supporting only a subset of hash table operations or employ optimizations that lead to performance that is highly data dependent and in the worst case can be similar to a sequential implementation. In contrast, in this work we develop a dynamic hash table that supports all the hash table queries - search, insert, delete, update, while allowing us to support 'p' parallel queries (p>1) per clock cycle via p processing engines (PEs) in the worst case i.e. the performance is data agnostic. We achieve this by implementing novel XOR based multi-ported block memories on FPGAs. Additionally, we develop a technique to optimize the memory requirement of the hash table if the ratio of search to insert/update/delete queries is known beforehand. We implement our design on state-of-the-art FPGA devices. Our design is scalable to 16 PEs and supports throughput up to 5926 MOPS. It matches the throughput of the state-of-the-art hash table design - FASTHash, which only supports search and insert operations. Comparing with the best FPGA design that supports the same set of operations, our hash table achieves up to 12.3x speedup.

cs.DC↗

arXiv2021

Effects of Dynamic-Win-Stay-Lose-Learn model with voluntary participation in social dilemma

In recent years, Win-Stay-Lose-Learn rule has attracted wide attention as an effective strategy updating rule, and voluntary participation is proposed by introducing a third strategy in Prisoner's dilemma game. Some researches show that combining Win-Stay-Lose-Learn rule with voluntary participation could promote cooperation more significantly under moderate temptation values, however, cooperators' survival under high aspiration levels and high temptation values is still a challenging problem. In this paper, inspired by Achievement Motivation Theory, a Dynamic-Win-Stay-Lose-Learn rule with voluntary participation is investigated, where a dynamic aspiration process is introduced to describe the co-evolution of individuals' strategies and aspirations. It is found that cooperation is extremely promoted and defection is almost extinct in our model, even when the initial aspiration levels and temptation values are high. The combination of dynamic aspiration and voluntary participation plays an active role since loners could survive under high initial aspiration levels and they will expand stably because of their fixed payoffs. The robustness of our model is also discussed and some adverse structures are found which should be alerted in the evolutionary process. Our work provides a more realistic model and shows that cooperators may prevail defectors in an unfavorable initial environment.

cs.GT↗

arXiv2020

Adversarially Robust Estimate and Risk Analysis in Linear Regression

Adversarially robust learning aims to design algorithms that are robust to small adversarial perturbations on input variables. Beyond the existing studies on the predictive performance to adversarial samples, our goal is to understand statistical properties of adversarially robust estimates and analyze adversarial risk in the setup of linear regression models. By discovering the statistical minimax rate of convergence of adversarially robust estimators, we emphasize the importance of incorporating model information, e.g., sparsity, in adversarially robust learning. Further, we reveal an explicit connection of adversarial and standard estimates, and propose a straightforward two-stage adversarial learning framework, which facilitates to utilize model structure information to improve adversarial robustness. In theory, the consistency of the adversarially robust estimator is proven and its Bahadur representation is also developed for the statistical inference purpose. The proposed estimator converges in a sharp rate under either low-dimensional or sparse scenario. Moreover, our theory confirms two phenomena in adversarially robust learning: adversarial robustness hurts generalization, and unlabeled data help improve the generalization. In the end, we conduct numerical simulations to verify our theory.

stat.ML↗

arXiv2019

Robustness and Tractability for Non-convex M-estimators

We investigate two important properties of M-estimator, namely, robustness and tractability, in linear regression setting, when the observations are contaminated by some arbitrary outliers. Specifically, robustness means the statistical property that the estimator should always be close to the underlying true parameters {\em regardless of the distribution of the outliers}, and tractability indicates the computational property that the estimator can be computed efficiently, even if the objective function of the M-estimator is {\em non-convex}. In this article, by learning the landscape of the empirical risk, we show that under mild conditions, many M-estimators enjoy nice robustness and tractability properties simultaneously, when the percentage of outliers is small. We further extend our analysis to the high-dimensional setting, where the number of parameters is greater than the number of samples, $p \gg n$, and prove that when the proportion of outliers is small, the penalized M-estimators with {\em $L_1$} penalty will enjoy robustness and tractability simultaneously. Our research provides an analytic approach to see the effects of outliers and tuning parameters on the robustness and tractability for some families of M-estimators. Simulation and case study are presented to illustrate the usefulness of our theoretical results for M-estimators under Welsch's exponential squared loss.

math.ST↗

arXiv2017

Search for Evergreens in Science: A Functional Data Analysis

Evergreens in science are papers that display a continual rise in annual citations without decline, at least within a sufficiently long time period. Aiming to better understand evergreens in particular and patterns of citation trajectory in general, this paper develops a functional data analysis method to cluster citation trajectories of a sample of 1699 research papers published in 1980 in the American Physical Society (APS) journals. We propose a functional Poisson regression model for individual papers' citation trajectories, and fit the model to the observed 30-year citations of individual papers by functional principal component analysis and maximum likelihood estimation. Based on the estimated paper-specific coefficients, we apply the K-means clustering algorithm to cluster papers into different groups, for uncovering general types of citation trajectories. The result demonstrates the existence of an evergreen cluster of papers that do not exhibit any decline in annual citations over 30 years.

stat.AP↗

arXiv2016

Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams

In this article, motivated by biosurveillance and censoring sensor networks, we investigate the problem of distributed monitoring large-scale data streams where an undesired event may occur at some unknown time and affect only a few unknown data streams. We propose to develop scalable global monitoring schemes by parallel running local detection procedures and by combining these local procedures together to make a global decision based on SUM-shrinkage techniques. Our approach is illustrated in two concrete examples: one is the nonhomogeneous case when the pre-change and post-change local distributions are given, and the other is the homogeneous case of monitoring a large number of independent $N(0,1)$ data streams where the means of some data streams might shift to unknown positive or negative values. Numerical simulation studies demonstrate the usefulness of the proposed schemes.

stat.ME↗