arXiv subjects

Wee Peng Tay

Publications and source records attributed to Wee Peng Tay.

At least 91 records · Page 5Linked to original sources

arXiv2021

Asymptotically Optimal Sampling Policy for Quickest Change Detection with Observation-Switching Cost

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule consisting of a sampling policy to determine the sequence of actions used to observe the signal and a stopping time to quickly detect for the change, subject to a constraint on the average observation-switching cost. We propose an open-loop sampling policy of finite window size and a generalized likelihood ratio (GLR) Cumulative Sum (CuSum) stopping time for the QCD problem. We show that the GLR CuSum stopping time is asymptotically optimal with a properly designed sampling policy and formulate the design of this sampling policy as a quadratic programming problem. We prove that it is sufficient to consider policies of window size not more than one when designing policies of finite window size and propose several algorithms that solve this optimization problem with theoretical guarantees. For observation-dependent policies, we propose a $2$-threshold stopping time and an observation-dependent sampling policy. We present a method to design the observation-dependent sampling policy based on open-loop sampling policies. Finally, we apply our approach to the problem of QCD of a partially observed graph signal and empirically demonstrate the performance of our proposed stopping times.

math.OC↗

arXiv2020

Signal processing with a distribution of graph operators

In this paper, we develop a signal processing framework of a network without explicit knowledge of the network topology. Instead, we make use of knowledge on the distribution of operators on the network. This makes the framework flexible and useful when accurate knowledge of graph topology is unavailable. Moreover, the usual graph signal processing is a special case of our framework by using the delta distribution. The main elements of the theory include Fourier transform, theory of filtering and sampling.

eess.SP↗

arXiv2020

Privacy-Preserving Distributed Projection LMS for Linear Multitask Networks

We develop a privacy-preserving distributed projection least mean squares (LMS) strategy over linear multitask networks, where agents' local parameters of interest or tasks are linearly related. Each agent is interested in not only improving its local inference performance via in-network cooperation with neighboring agents, but also protecting its own individual task against privacy leakage. In our proposed strategy, at each time instant, each agent sends a noisy estimate, which is its local intermediate estimate corrupted by a zero-mean additive noise, to its neighboring agents. We derive a sufficient condition to determine the amount of noise to add to each agent's intermediate estimate to achieve an optimal trade-off between the network mean-square-deviation and an inference privacy constraint. We propose a distributed and adaptive strategy to compute the additive noise powers, and study the mean and mean-square behaviors and privacy-preserving performance of the proposed strategy. Simulation results demonstrate that our strategy is able to balance the trade-off between estimation accuracy and privacy preservation.

cs.MA↗

arXiv2020

Data-driven Regularized Inference Privacy

Data is used widely by service providers as input to inference systems to perform decision making for authorized tasks. The raw data however allows a service provider to infer other sensitive information it has not been authorized for. We propose a data-driven inference privacy preserving framework to sanitize data so as to prevent leakage of sensitive information that is present in the raw data, while ensuring that the sanitized data is still compatible with the service provider's legacy inference system. We develop an inference privacy framework based on the variational method and include maximum mean discrepancy and domain adaption as techniques to regularize the domain of the sanitized data to ensure its legacy compatibility. However, the variational method leads to weak privacy in cases where the underlying data distribution is hard to approximate. It may also face difficulties when handling continuous private variables. To overcome this, we propose an alternative formulation of the privacy metric using maximal correlation and we present empirical methods to estimate it. Finally, we develop a deep learning model as an example of the proposed inference privacy framework. Numerical experiments verify the feasibility of our approach.

cs.CR↗

arXiv2020

Attentive Graph Neural Networks for Few-Shot Learning

Graph Neural Networks (GNN) has demonstrated the superior performance in many challenging applications, including the few-shot learning tasks. Despite its powerful capacity to learn and generalize the model from few samples, GNN usually suffers from severe over-fitting and over-smoothing as the model becomes deep, which limit the scalability. In this work, we propose a novel Attentive GNN to tackle these challenges, by incorporating a triple-attention mechanism, i.e. node self-attention, neighborhood attention, and layer memory attention. We explain why the proposed attentive modules can improve GNN for few-shot learning with theoretical analysis and illustrations. Extensive experiments show that the proposed Attentive GNN model achieves the promising results, comparing to the state-of-the-art GNN- and CNN-based methods for few-shot learning tasks, over the mini-ImageNet and tiered-ImageNet benchmarks, under ConvNet-4 and ResNet-based backbone with both inductive and transductive settings. The codes will be made publicly available.

cs.LG↗

arXiv2020

Quickest Change Detection with Privacy Constraint

This paper considers Lorden's minimax quickest change detection (QCD) problem with a privacy constraint. The goal is to sanitize a signal to satisfy inference privacy requirements while being able to detect a change quickly. We show that the Generalized Likelihood Ratio (GLR) CuSum achieves asymptotic optimality with a properly designed sanitization channel. We formulate the design of this sanitization channel as an optimization problem, which is however challenging to solve. We propose relaxations to the optimization problem and develop algorithms to obtain a solution. We also consider the privacy-aware QCD problem under a decentralized framework and propose algorithms to solve the relaxed channel design problem under this framework.

cs.IT↗

arXiv2020

Arbitrarily Strong Utility-Privacy Tradeoff in Multi-Agent Systems

Each agent in a network makes a local observation that is linearly related to a set of public and private parameters. The agents send their observations to a fusion center to allow it to estimate the public parameters. To prevent leakage of the private parameters, each agent first sanitizes its local observation using a local privacy mechanism before transmitting it to the fusion center. We investigate the utility-privacy tradeoff in terms of the Cramér-Rao lower bounds for estimating the public and private parameters. We study the class of privacy mechanisms given by linear compression and noise perturbation, and derive necessary and sufficient conditions for achieving arbitrarily strong utility-privacy tradeoff in a multi-agent system for both the cases where prior information is available and unavailable, respectively. We also provide a method to find the maximum estimation privacy achievable without compromising the utility and propose an alternating algorithm to optimize the utility-privacy tradeoff in the case where arbitrarily strong utility-privacy tradeoff is not achievable.

eess.SY↗

arXiv2020

Signal processing on simplicial complexes

Theoretical development and applications of graph signal processing (GSP) have attracted much attention. In classical GSP, the underlying structures are restricted in terms of dimensionality. A graph is a combinatorial object that models binary relations, and it does not directly model complex n-ary relations. One possible high dimensional generalization of graphs are simplicial complexes. They are a step between the constrained case of graphs and the general case of hypergraphs. In this paper, we develop a signal processing framework on simplicial complexes, such that we recover the traditional GSP theory when restricted to signals on graphs. It is worth mentioning that the framework works much more generally, though the focus of the paper is on simplicial complexes. We demonstrate how to perform signal processing with the framework using numerical examples.

eess.SP↗

arXiv2020

GFCN: A New Graph Convolutional Network Based on Parallel Flows

In view of the huge success of convolution neural networks (CNN) for image classification and object recognition, there have been attempts to generalize the method to general graph-structured data. One major direction is based on spectral graph theory and graph signal processing. In this paper, we study the problem from a completely different perspective, by introducing parallel flow decomposition of graphs. The essential idea is to decompose a graph into families of non-intersecting one dimensional (1D) paths, after which, we may apply a 1D CNN along each family of paths. We demonstrate that the our method, which we call GraphFlow, is able to transfer CNN architectures to general graphs. To show the effectiveness of our approach, we test our method on the classical MNIST dataset, synthetic datasets on network information propagation and a news article classification dataset.

cs.LG↗

arXiv2020

Folded Graph Signals: Sensing with Unlimited Dynamic Range

Self-reset analog-to-digital converters (ADCs) are used to sample high dynamic range signals resulting in modulo-operation based folded signal samples. We consider the case where each vertex of a graph (e.g., sensors in a network) is equipped with a self-reset ADC and senses a time series. Graph sampling allows the graph time series to be represented by the signals at a subset of sampled vertices and time instances. We investigate the problem of recovering bandlimited continuous-time graph signals from folded signal samples. We derive sufficient conditions to achieve successful recovery of the graph signal from the folded signal samples, which can be achieved via integer programming. To resolve the scalability issue of integer programming, we propose a sparse optimization recovery method for graph signals satisfying certain technical conditions. Such an approach requires a novel graph sampling scheme that selects vertices with small signal variation. The proposed algorithm exploits the inherent relationship among the graph vertices in both the vertex and time domains to recover the graph signal. Simulations and experiments on images validate the feasibility of our proposed approach.

eess.SP↗

arXiv2019

Learning Orthogonal Projections in Linear Bandits

In a linear stochastic bandit model, each arm is a vector in an Euclidean space and the observed return at each time step is an unknown linear function of the chosen arm at that time step. In this paper, we investigate the problem of learning the best arm in a linear stochastic bandit model, where each arm's expected reward is an unknown linear function of the projection of the arm onto a subspace. We call this the projection reward. Unlike the classical linear bandit problem in which the observed return corresponds to the reward, the projection reward at each time step is unobservable. Such a model is useful in recommendation applications where the observed return includes corruption by each individual's biases, which we wish to exclude in the learned model. In the case where there are finitely many arms, we develop a strategy to achieve $O(|\bbD|\log n)$ regret, where $n$ is the number of time steps and $|\bbD|$ is the number of arms. In the case where each arm is chosen from an infinite compact set, our strategy achieves $O(n^{2/3}(\log{n})^{1/2})$ regret. Experiments verify the efficiency of our strategy.

cs.LG↗

arXiv2019

A Hilbert Space Theory of Generalized Graph Signal Processing

Graph signal processing (GSP) has become an important tool in many areas such as image processing, networking learning and analysis of social network data. In this paper, we propose a broader framework that not only encompasses traditional GSP as a special case, but also includes a hybrid framework of graph and classical signal processing over a continuous domain. Our framework relies extensively on concepts and tools from functional analysis to generalize traditional GSP to graph signals in a separable Hilbert space with infinite dimensions. We develop a concept analogous to Fourier transform for generalized GSP and the theory of filtering and sampling such signals.

eess.SP↗

arXiv2019

Compressive Privacy for a Linear Dynamical System

We consider a linear dynamical system in which the state vector consists of both public and private states. One or more sensors make measurements of the state vector and sends information to a fusion center, which performs the final state estimation. To achieve an optimal tradeoff between the utility of estimating the public states and protection of the private states, the measurements at each time step are linearly compressed into a lower dimensional space. Under the centralized setting where all measurements are collected by a single sensor, we propose an optimization problem and an algorithm to find the best compression matrix. Under the decentralized setting where measurements are made separately at multiple sensors, each sensor optimizes its own local compression matrix. We propose methods to separate the overall optimization problem into multiple sub-problems that can be solved locally at each sensor. We consider the cases where there is no message exchange between the sensors; and where each sensor takes turns to transmit messages to the other sensors. Simulations and empirical experiments demonstrate the efficiency of our proposed approach in allowing the fusion center to estimate the public states with good accuracy while preventing it from estimating the private states accurately.

cs.IT↗

arXiv2019

Quickest Change Detection in the Presence of a Nuisance Change

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance change has occurred. A window-limited sequential change detection procedure based on the generalized likelihood ratio test statistic is proposed. A recursive update scheme for the proposed test statistic is developed and is shown to be asymptotically optimal under mild technical conditions. In the scenario where the post-change distribution belongs to a parametrized family, a generalized stopping time and a lower bound on its average run length are derived. The proposed stopping rule is compared with the FMA stopping time and the naive 2-stage procedure that detects the nuisance or critical change using separate CuSum stopping procedures for the nuisance and critical changes. Simulations demonstrate that the proposed rule outperforms the FMA stopping time and the 2-stage procedure, and experiments on a real dataset on bearing failure verify the performance of the proposed stopping time.

math.ST↗

arXiv2019

Decentralized Detection with Robust Information Privacy Protection

We consider a decentralized detection network whose aim is to infer a public hypothesis of interest. However, the raw sensor observations also allow the fusion center to infer private hypotheses that we wish to protect. We consider the case where there are an uncountable number of private hypotheses belonging to an uncertainty set, and develop local privacy mappings at every sensor so that the sanitized sensor information minimizes the Bayes error of detecting the public hypothesis at the fusion center, while achieving information privacy for all private hypotheses. We introduce the concept of a most favorable hypothesis (MFH) and show how to find a MFH in the set of private hypotheses. By protecting the information privacy of the MFH, information privacy for every other private hypothesis is also achieved. We provide an iterative algorithm to find the optimal local privacy mappings, and derive some theoretical properties of these privacy mappings. Simulation results demonstrate that our proposed approach allows the fusion center to infer the public hypothesis with low error while protecting information privacy of all the private hypotheses.

cs.IT↗

arXiv2019

Using Social Network Information in Bayesian Truth Discovery

We investigate the problem of truth discovery based on opinions from multiple agents who may be unreliable or biased. We consider the case where agents' reliabilities or biases are correlated if they belong to the same community, which defines a group of agents with similar opinions regarding a particular event. An agent can belong to different communities for different events, and these communities are unknown a priori. We incorporate knowledge of the agents' social network in our truth discovery framework and develop Laplace variational inference methods to estimate agents' reliabilities, communities, and the event states. We also develop a stochastic variational inference method to scale our model to large social networks. Simulations and experiments on real data suggest that when observations are sparse, our proposed methods perform better than several other inference methods, including majority voting, TruthFinder, AccuSim, the Confidence-Aware Truth Discovery method, the Bayesian Classifier Combination (BCC) method, and the Community BCC method.

cs.SI↗

arXiv2019

On the Relationship Between Inference and Data Privacy in Decentralized IoT Networks

In a decentralized Internet of Things (IoT) network, a fusion center receives information from multiple sensors to infer a public hypothesis of interest. To prevent the fusion center from abusing the sensor information, each sensor sanitizes its local observation using a local privacy mapping, which is designed to achieve both inference privacy of a private hypothesis and data privacy of the sensor raw observations. Various inference and data privacy metrics have been proposed in the literature. We introduce the concepts of privacy implication and non-guarantee to study the relationships between these privacy metrics. We propose an optimization framework in which both local differential privacy (data privacy) and information privacy (inference privacy) metrics are incorporated. In the parametric case where sensor observations' distributions are known \emph{a priori}, we propose a two-stage local privacy mapping at each sensor, and show that such an architecture is able to achieve information privacy and local differential privacy to within the predefined budgets. For the nonparametric case where sensor distributions are unknown, we adopt an empirical optimization approach. Simulation and experiment results demonstrate that our proposed approaches allow the fusion center to accurately infer the public hypothesis while protecting both inference and data privacy.

cs.IT↗

arXiv2019

On the Properties of Gromov Matrices and their Applications in Network Inference

The spanning tree heuristic is a commonly adopted procedure in network inference and estimation. It allows one to generalize an inference method developed for trees, which is usually based on a statistically rigorous approach, to a heuristic procedure for general graphs by (usually randomly) choosing a spanning tree in the graph to apply the approach developed for trees. However, there are an intractable number of spanning trees in a dense graph. In this paper, we represent a weighted tree with a matrix, which we call a Gromov matrix. We propose a method that constructs a family of Gromov matrices using convex combinations, which can be used for inference and estimation instead of a randomly selected spanning tree. This procedure increases the size of the candidate set and hence enhances the performance of the classical spanning tree heuristic. On the other hand, our new scheme is based on simple algebraic constructions using matrices, and hence is still computationally tractable. We discuss some applications on network inference and estimation to demonstrate the usefulness of the proposed method.

eess.SP↗