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Vincenzo Matta

Publications and source records attributed to Vincenzo Matta.

At least 19 recordsLinked to original sources

A Fundamental Limit in Decentralized Decision-Making

In decentralized decision-making, several agents connected according to a network graph aim at solving a classification problem by collecting streaming observations. Due to decentralization, they run an iterative algorithm where, at each iteration, they can only exchange information locally with their neighbors. While decentralized estimation solutions have been shown to match the performance of optimal centralized systems, we show here that surprisingly this conclusion does not hold for decentralized decision-making. Specifically, we prove that the error probability for the best decentralized decision strategy exhibits an irreducible loss with respect to the optimal centralized classifier. This result establishes a fundamental limit for the performance of any decentralized decision strategy. We obtain an analytical relation showing that this limit is related to the interplay between decentralization and classification. The first aspect appears through the distances between the nodes in the graph, while the second aspect plays through the moment generating functions of the likelihood ratios that describe the decision problem. By applying the derived closed-form relation to different network topologies and inference problems, we observe some interesting and perhaps unexpected behavior emerging. In particular, we characterize the scaling law (with the network size) for the loss over popular network topologies, showing that the error probabilities might differ by orders of magnitude; and we examine how performance is affected by the relative distance between informative and uninformative agents over the graph.

cs.IT

Performance Evaluation of Social Learning

Social Learning is a decentralized decision-making paradigm in which spatially dispersed agents collect streaming observations regulated by one of a finite number of models (the hypotheses). The agents are interested in assigning probability scores (the beliefs) to the possible hypotheses. To this end, the agents exchange their beliefs according to a certain communication graph. It has been shown that, under reasonable conditions on the identifiability of the decision model and the network connectivity, each agent ultimately places all the belief mass on the true hypothesis governing the data. However, several questions remain unanswered regarding the evaluation of the social learning performance. One recently adopted performance metric is the rejection rate, i.e., the rate at which the beliefs about the erroneous hypotheses vanish. One contribution of this work is to establish that the rejection rate leads to several paradoxes, which make it unsuitable as a valid performance measure. We then focus on studying the error probability measure. For a binary Gaussian problem, we derive an analytical formula characterizing the ratio between the individual agents' probabilities and the optimal Bayesian probability. The formula shows that this ratio is expressed by the product of two terms quantifying the effect of the network connectivity and the role of the prior information. As a result, an irreducible gap emerges between the decentralized and the centralized error probabilities, which is agent-dependent and does not disappear asymptotically.

cs.MA

Doubly Adaptive Social Learning

In social learning, a network of agents assigns probability scores (beliefs) to some hypotheses of interest, which rule the generation of local streaming data observed by each agent. Belief formation takes place by means of an iterative two-step procedure where: i) the agents update locally their beliefs by using some likelihood model; and ii) the updated beliefs are combined with the beliefs of the neighboring agents, using a pooling rule. This procedure can fail to perform well in the presence of dynamic drifts, leading the agents to incorrect decision making. Here, we focus on the fully online setting where both the true hypothesis and the likelihood models can change over time. We propose the doubly adaptive social learning ($\text{A}^2\text{SL}$) strategy, which infuses social learning with the necessary adaptation capabilities. This goal is achieved by exploiting two adaptation stages: i) a stochastic gradient descent update to learn and track the drifts in the decision model; ii) and an adaptive belief update to track the true hypothesis changing over time. These stages are controlled by two adaptation parameters that govern the evolution of the error probability for each agent. We show that all agents learn consistently for sufficiently small adaptation parameters, in the sense that they ultimately place all their belief mass on the true hypothesis. In particular, the probability of choosing the wrong hypothesis converges to values on the order of the adaptation parameters. The theoretical analysis is illustrated both on synthetic data and by applying the $\text{A}^2\text{SL}$ strategy to a social learning problem in the online setting using real data.

cs.LG

Differential error feedback for communication-efficient decentralized learning

Communication-constrained algorithms for decentralized learning and optimization rely on local updates coupled with the exchange of compressed signals. In this context, differential quantization is an effective technique to mitigate the negative impact of compression by leveraging correlations between successive iterates. In addition, the use of error feedback, which consists of incorporating the compression error into subsequent steps, is a powerful mechanism to compensate for the bias caused by the compression. Under error feedback, performance guarantees in the literature have so far focused on algorithms employing a fusion center or a special class of contractive compressors that cannot be implemented with a finite number of bits. In this work, we propose a new decentralized communication-efficient learning approach that blends differential quantization with error feedback. The approach is specifically tailored for decentralized learning problems where agents have individual risk functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained formulation includes consensus or single-task optimization as special cases, and allows for more general task relatedness models such as multitask smoothness and coupled optimization. We show that, under some general conditions on the compression noise, and for sufficiently small step-sizes $μ$, the resulting communication-efficient strategy is stable both in terms of mean-square error and average bit rate: by reducing $μ$, it is possible to keep the estimation errors small (on the order of $μ$) without increasing indefinitely the bit rate as $μ\rightarrow 0$. The results establish that, in the small step-size regime and with a finite number of bits, it is possible to attain the performance achievable in the absence of compression.

cs.MA

Quantization for decentralized learning under subspace constraints

In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained formulation includes consensus or single-task optimization as special cases, and allows for more general task relatedness models such as multitask smoothness and coupled optimization. In order to cope with communication constraints, we propose and study an adaptive decentralized strategy where the agents employ differential randomized quantizers to compress their estimates before communicating with their neighbors. The analysis shows that, under some general conditions on the quantization noise, and for sufficiently small step-sizes $μ$, the strategy is stable both in terms of mean-square error and average bit rate: by reducing $μ$, it is possible to keep the estimation errors small (on the order of $μ$) without increasing indefinitely the bit rate as $μ\rightarrow 0$. Simulations illustrate the theoretical findings and the effectiveness of the proposed approach, revealing that decentralized learning is achievable at the expense of only a few bits.

math.OC

Compressed Regression over Adaptive Networks

In this work we derive the performance achievable by a network of distributed agents that solve, adaptively and in the presence of communication constraints, a regression problem. Agents employ the recently proposed ACTC (adapt-compress-then-combine) diffusion strategy, where the signals exchanged locally by neighboring agents are encoded with randomized differential compression operators. We provide a detailed characterization of the mean-square estimation error, which is shown to comprise a term related to the error that agents would achieve without communication constraints, plus a term arising from compression. The analysis reveals quantitative relationships between the compression loss and fundamental attributes of the distributed regression problem, in particular, the stochastic approximation error caused by the gradient noise and the network topology (through the Perron eigenvector). We show that knowledge of such relationships is critical to allocate optimally the communication resources across the agents, taking into account their individual attributes, such as the quality of their data or their degree of centrality in the network topology. We devise an optimized allocation strategy where the parameters necessary for the optimization can be learned online by the agents. Illustrative examples show that a significant performance improvement, as compared to a blind (i.e., uniform) resource allocation, can be achieved by optimizing the allocation by means of the provided mean-square-error formulas.

cs.LG

Memory-Aware Social Learning under Partial Information Sharing

This work examines a social learning problem, where dispersed agents connected through a network topology interact locally to form their opinions (beliefs) as regards certain hypotheses of interest. These opinions evolve over time, since the agents collect observations from the environment, and update their current beliefs by accounting for: their past beliefs, the innovation contained in the new data, and the beliefs received from the neighbors. The distinguishing feature of the present work is that agents are constrained to share opinions regarding only a single hypothesis. We devise a novel learning strategy where each agent forms a valid belief by completing the partial beliefs received from its neighbors. This completion is performed by exploiting the knowledge accumulated in the past beliefs, thanks to a principled memory-aware rule inspired by a Bayesian criterion. The analysis allows us to characterize the role of memory in social learning under partial information sharing, revealing novel and nontrivial learning dynamics. Surprisingly, we establish that the standard classification rule based on selecting the maximum belief is not optimal under partial information sharing, while there exists a consistent threshold-based decision rule that allows each agent to classify correctly the hypothesis of interest. We also show that the proposed strategy outperforms previously considered schemes, highlighting that the introduction of memory in the social learning algorithm is critical to overcome the limitations arising from sharing partial information.

eess.SP

Learning from Heterogeneous Data Based on Social Interactions over Graphs

This work proposes a decentralized architecture, where individual agents aim at solving a classification problem while observing streaming features of different dimensions and arising from possibly different distributions. In the context of social learning, several useful strategies have been developed, which solve decision making problems through local cooperation across distributed agents and allow them to learn from streaming data. However, traditional social learning strategies rely on the fundamental assumption that each agent has significant prior knowledge of the underlying distribution of the observations. In this work we overcome this issue by introducing a machine learning framework that exploits social interactions over a graph, leading to a fully data-driven solution to the distributed classification problem. In the proposed social machine learning (SML) strategy, two phases are present: in the training phase, classifiers are independently trained to generate a belief over a set of hypotheses using a finite number of training samples; in the prediction phase, classifiers evaluate streaming unlabeled observations and share their instantaneous beliefs with neighboring classifiers. We show that the SML strategy enables the agents to learn consistently under this highly-heterogeneous setting and allows the network to continue learning even during the prediction phase when it is deciding on unlabeled samples. The prediction decisions are used to continually improve performance thereafter in a manner that is markedly different from most existing static classification schemes where, following training, the decisions on unlabeled data are not re-used to improve future performance.

cs.LG

Partial Information Sharing over Social Learning Networks

This work addresses the problem of sharing partial information within social learning strategies. In traditional social learning, agents solve a distributed multiple hypothesis testing problem by performing two operations at each instant: first, agents incorporate information from private observations to form their beliefs over a set of hypotheses; second, agents combine the entirety of their beliefs locally among neighbors. Within a sufficiently informative environment and as long as the connectivity of the network allows information to diffuse across agents, these algorithms enable agents to learn the true hypothesis. Instead of sharing the entirety of their beliefs, this work considers the case in which agents will only share their beliefs regarding one hypothesis of interest, with the purpose of evaluating its validity, and draws conditions under which this policy does not affect truth learning. We propose two approaches for sharing partial information, depending on whether agents behave in a self-aware manner or not. The results show how different learning regimes arise, depending on the approach employed and on the inherent characteristics of the inference problem. Furthermore, the analysis interestingly points to the possibility of deceiving the network, as long as the evaluated hypothesis of interest is close enough to the truth.

eess.SP

Distributed Bayesian Learning of Dynamic States

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used for sequential state estimation tasks, as well as for modeling opinion formation over social networks under dynamic environments. We show that the disagreement with the optimal centralized solution is asymptotically bounded for the class of geometrically ergodic state transition models, which includes rapidly changing models. We also derive recursions for calculating the probability of error and establish convergence under Gaussian observation models. Simulations are provided to illustrate the theory and to compare against alternative approaches.

eess.SP

Distributed Adaptive Learning Under Communication Constraints

This work examines adaptive distributed learning strategies designed to operate under communication constraints. We consider a network of agents that must solve an online optimization problem from continual observation of streaming data. The agents implement a distributed cooperative strategy where each agent is allowed to perform local exchange of information with its neighbors. In order to cope with communication constraints, the exchanged information must be unavoidably compressed. We propose a diffusion strategy nicknamed as ACTC (Adapt-Compress-Then-Combine), which relies on the following steps: i) an adaptation step where each agent performs an individual stochastic-gradient update with constant step-size; ii) a compression step that leverages a recently introduced class of stochastic compression operators; and iii) a combination step where each agent combines the compressed updates received from its neighbors. The distinguishing elements of this work are as follows. First, we focus on adaptive strategies, where constant (as opposed to diminishing) step-sizes are critical to respond in real time to nonstationary variations. Second, we consider the general class of directed graphs and left-stochastic combination policies, which allow us to enhance the interplay between topology and learning. Third, in contrast with related works that assume strong convexity for all individual agents' cost functions, we require strong convexity only at a network level, a condition satisfied even if a single agent has a strongly-convex cost and the remaining agents have non-convex costs. Fourth, we focus on a diffusion (as opposed to consensus) strategy. Under the demanding setting of compressed information, we establish that the ACTC iterates fluctuate around the desired optimizer, achieving remarkable savings in terms of bits exchanged between neighboring agents.

cs.LG

Adaptive Social Learning

This work proposes a novel strategy for social learning by introducing the critical feature of adaptation. In social learning, several distributed agents update continually their belief about a phenomenon of interest through: i) direct observation of streaming data that they gather locally; and ii) diffusion of their beliefs through local cooperation with their neighbors. Traditional social learning implementations are known to learn well the underlying hypothesis (which means that the belief of every individual agent peaks at the true hypothesis), achieving steady improvement in the learning accuracy under stationary conditions. However, these algorithms do not perform well under nonstationary conditions commonly encountered in online learning, exhibiting a significant inertia to track drifts in the streaming data. In order to address this gap, we propose an Adaptive Social Learning (ASL) strategy, which relies on a small step-size parameter to tune the adaptation degree. First, we provide a detailed characterization of the learning performance by means of a steady-state analysis. Focusing on the small step-size regime, we establish that the ASL strategy achieves consistent learning under standard global identifiability assumptions. We derive reliable Gaussian approximations for the probability of error (i.e., of choosing a wrong hypothesis) at each individual agent. We carry out a large deviations analysis revealing the universal behavior of adaptive social learning: the error probabilities decrease exponentially fast with the inverse of the step-size, and we characterize the resulting exponential learning rate. Second, we characterize the adaptation performance by means of a detailed transient analysis, which allows us to obtain useful analytical formulas relating the adaptation time to the step-size.

cs.MA

Network Classifiers Based on Social Learning

This work proposes a new way of combining independently trained classifiers over space and time. Combination over space means that the outputs of spatially distributed classifiers are aggregated. Combination over time means that the classifiers respond to streaming data during testing and continue to improve their performance even during this phase. By doing so, the proposed architecture is able to improve prediction performance over time with unlabeled data. Inspired by social learning algorithms, which require prior knowledge of the observations distribution, we propose a Social Machine Learning (SML) paradigm that is able to exploit the imperfect models generated during the learning phase. We show that this strategy results in consistent learning with high probability, and it yields a robust structure against poorly trained classifiers. Simulations with an ensemble of feedforward neural networks are provided to illustrate the theoretical results.

eess.SP

Graph Learning Under Partial Observability

Many optimization, inference and learning tasks can be accomplished efficiently by means of decentralized processing algorithms where the network topology (i.e., the graph) plays a critical role in enabling the interactions among neighboring nodes. There is a large body of literature examining the effect of the graph structure on the performance of decentralized processing strategies. In this article, we examine the inverse problem and consider the reverse question: How much information does observing the behavior at the nodes of a graph convey about the underlying topology? For large-scale networks, the difficulty in addressing such inverse problems is compounded by the fact that usually only a limited fraction of the nodes can be probed, giving rise to a second important question: Despite the presence of unobserved nodes, can partial observations still be sufficient to discover the graph linking the probed nodes? The article surveys recent advances on this challenging learning problem and related questions.

cs.MA

Graph Learning over Partially Observed Diffusion Networks: Role of Degree Concentration

This work examines the problem of graph learning over a diffusion network when data can be collected from a limited portion of the network (partial observability). The main question is to establish technical guarantees of consistent recovery of the subgraph of probed network nodes, i) despite the presence of unobserved nodes; and ii) under different connectivity regimes, including the dense regime where the probed nodes are influenced by many connections coming from the unobserved ones. We ascertain that suitable estimators of the combination matrix (i.e., the matrix that quantifies the pairwise interaction between nodes) possess an identifiability gap that enables the discrimination between connected and disconnected nodes. Fundamental conditions are established under which the subgraph of monitored nodes can be recovered, with high probability as the network size increases, through universal clustering algorithms. This claim is proved for three matrix estimators: i) the Granger estimator that adapts to the partial observability setting the solution that is exact under full observability ; ii) the one-lag correlation matrix; and iii) the residual estimator based on the difference between two consecutive time samples. A detailed characterization of the asymptotic behavior of these estimators is established in terms of an error bias and of the identifiability gap, and a sample complexity analysis is performed to establish how the number of samples scales with the network size to achieve consistent learning. Comparison among the estimators is performed through illustrative examples that show how estimators that are not optimal in the full observability regime can outperform the Granger estimator in the partial observability regime. The analysis reveals that the fundamental property enabling consistent graph learning is the statistical concentration of node degrees.

math.ST

Adaptation in Online Social Learning

This work studies social learning under non-stationary conditions. Although designed for online inference, classic social learning algorithms perform poorly under drifting conditions. To mitigate this drawback, we propose the Adaptive Social Learning (ASL) strategy. This strategy leverages an adaptive Bayesian update, where the adaptation degree can be modulated by tuning a suitable step-size parameter. The learning performance of the ASL algorithm is examined by means of a steady-state analysis. It is shown that, under the regime of small step-sizes: i) consistent learning is possible; ii) an accurate prediction of the performance can be furnished in terms of a Gaussian approximation.

eess.SP

Learning Graph Influence from Social Interactions

In social learning, agents form their opinions or beliefs about certain hypotheses by exchanging local information. This work considers the recent paradigm of weak graphs, where the network is partitioned into sending and receiving components, with the former having the possibility of exerting a domineering effect on the latter. Such graph structures are prevalent over social platforms. We will not be focusing on the direct social learning problem (which examines what agents learn), but rather on the dual or reverse learning problem (which examines how agents learned). Specifically, from observations of the stream of beliefs at certain agents, we would like to examine whether it is possible to learn the strength of the connections (influences) from sending components in the network to these receiving agents.

cs.MA

Social Learning with Partial Information Sharing

This work studies the learning abilities of agents sharing partial beliefs over social networks. The agents observe data that could have risen from one of several hypotheses and interact locally to decide whether the observations they are receiving have risen from a particular hypothesis of interest. To do so, we establish the conditions under which it is sufficient to share partial information about the agents' belief in relation to the hypothesis of interest. Some interesting convergence regimes arise.

eess.SP