Intelligent Monitoring Framework for Cloud Services: A Data-Driven Approach

Cloud service owners need to continuously monitor their services to ensure high availability and reliability. Gaps in monitoring can lead to delay in incident detection and significant negative customer impact. Current process of monitor creation is ad-hoc and reactive in nature. Developers create monitors using their tribal knowledge and, primarily, a trial and error based process. As a result, monitors often have incomplete coverage which leads to production issues, or, redundancy which results in noise and wasted effort. In this work, we address this issue by proposing an intelligent monitoring framework that recommends monitors for cloud services based on their service properties. We start by mining the attributes of 30,000+ monitors from 791 production services at Microsoft and derive a structured ontology for monitors. We focus on two crucial dimensions: what to monitor (resources) and which metrics to monitor. We conduct an extensive empirical study and derive key insights on the major classes of monitors employed by cloud services at Microsoft, their associated dimensions, and the interrelationship between service properties and this ontology. Using these insights, we propose a deep learning based framework that recommends monitors based on the service properties. Finally, we conduct a user study with engineers from Microsoft which demonstrates the usefulness of the proposed framework. The proposed framework along with the ontology driven projections, succeeded in creating production quality recommendations for majority of resource classes. This was also validated by the users from the study who rated the framework's usefulness as 4.27 out of 5.

On the Hidden Biases of Policy Mirror Ascent in Continuous Action Spaces

We focus on parameterized policy search for reinforcement learning over continuous action spaces. Typically, one assumes the score function associated with a policy is bounded, which fails to hold even for Gaussian policies. To properly address this issue, one must introduce an exploration tolerance parameter to quantify the region in which it is bounded. Doing so incurs a persistent bias that appears in the attenuation rate of the expected policy gradient norm, which is inversely proportional to the radius of the action space. To mitigate this hidden bias, heavy-tailed policy parameterizations may be used, which exhibit a bounded score function, but doing so can cause instability in algorithmic updates. To address these issues, in this work, we study the convergence of policy gradient algorithms under heavy-tailed parameterizations, which we propose to stabilize with a combination of mirror ascent-type updates and gradient tracking. Our main theoretical contribution is the establishment that this scheme converges with constant step and batch sizes, whereas prior works require these parameters to respectively shrink to null or grow to infinity. Experimentally, this scheme under a heavy-tailed policy parameterization yields improved reward accumulation across a variety of settings as compared with standard benchmarks.

On the Sample Complexity and Metastability of Heavy-tailed Policy Search in Continuous Control

Reinforcement learning is a framework for interactive decision-making with incentives sequentially revealed across time without a system dynamics model. Due to its scaling to continuous spaces, we focus on policy search where one iteratively improves a parameterized policy with stochastic policy gradient (PG) updates. In tabular Markov Decision Problems (MDPs), under persistent exploration and suitable parameterization, global optimality may be obtained. By contrast, in continuous space, the non-convexity poses a pathological challenge as evidenced by existing convergence results being mostly limited to stationarity or arbitrary local extrema. To close this gap, we step towards persistent exploration in continuous space through policy parameterizations defined by distributions of heavier tails defined by tail-index parameter alpha, which increases the likelihood of jumping in state space. Doing so invalidates smoothness conditions of the score function common to PG. Thus, we establish how the convergence rate to stationarity depends on the policy's tail index alpha, a Holder continuity parameter, integrability conditions, and an exploration tolerance parameter introduced here for the first time. Further, we characterize the dependence of the set of local maxima on the tail index through an exit and transition time analysis of a suitably defined Markov chain, identifying that policies associated with Levy Processes of a heavier tail converge to wider peaks. This phenomenon yields improved stability to perturbations in supervised learning, which we corroborate also manifests in improved performance of policy search, especially when myopic and farsighted incentives are misaligned.

A Decentralized Approach to Bayesian Learning

Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence between the Markov Chain and the target posterior distribution is exponentially decreasing while the error contributions to the overall KL-divergence from the additive noise is decreasing in polynomial time. We further show that the polynomial-term experiences speed-up with number of agents and provide sufficient conditions on the time-varying step-sizes to guarantee convergence to the desired distribution. The performance of the proposed algorithm is evaluated on a wide variety of machine learning tasks. The empirical results show that the performance of individual agents with locally available data is on par with the centralized setting with considerable improvement in the convergence rate.