Distributed and Rate-Adaptive Feature Compression

We study the problem of distributed and rate-adaptive feature compression for linear regression. A set of distributed sensors collect disjoint features of regressor data. A fusion center is assumed to contain a pretrained linear regression model, trained on a dataset of the entire uncompressed data. At inference time, the sensors compress their observations and send them to the fusion center through communication-constrained channels, whose rates can change with time. Our goal is to design a feature compression {scheme} that can adapt to the varying communication constraints, while maximizing the inference performance at the fusion center. We first obtain the form of optimal quantizers assuming knowledge of underlying regressor data distribution. Under a practically reasonable approximation, we then propose a distributed compression scheme which works by quantizing a one-dimensional projection of the sensor data. We also propose a simple adaptive scheme for handling changes in communication constraints. We demonstrate the effectiveness of the distributed adaptive compression scheme through simulated experiments.

Quickest Change Detection with Post-Change Density Estimation

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is unknown. Two tests based on post-change density estimation are developed for this problem, the window-limited non-parametric generalized likelihood ratio (NGLR) CuSum test and the non-parametric window-limited adaptive (NWLA) CuSum test. Both tests do not assume any knowledge of the post-change distribution, except that the post-change density satisfies certain smoothness conditions that allows for efficient non-parametric estimation. Also, they do not require any pre-collected post-change training samples. Under certain convergence conditions on the density estimator, it is shown that both tests are first-order asymptotically optimal, as the false alarm rate goes to zero. The analysis is validated through numerical results, where both tests are compared with baseline tests that have distributional knowledge.

Quickest Change Detection with Leave-one-out Density Estimation

The problem of quickest change detection in a sequence of independent observations is considered. The pre-change distribution is assumed to be known, while the post-change distribution is completely unknown. A window-limited leave-one-out (LOO) CuSum test is developed, which does not assume any knowledge of the post-change distribution, and does not require any post-change training samples. It is shown that, with certain convergence conditions on the density estimator, the LOO-CuSum test is first-order asymptotically optimal, as the false alarm rate goes to zero. The analysis is validated through numerical results, where the LOO-CuSum test is compared with baseline tests that have distributional knowledge.

Adaptive Step-Size Methods for Compressed SGD

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning. Existing compressed SGD algorithms assume the use of non-adaptive step-sizes(constant or diminishing) to provide theoretical convergence guarantees. Typically, the step-sizes are fine-tuned in practice to the dataset and the learning algorithm to provide good empirical performance. Such fine-tuning might be impractical in many learning scenarios, and it is therefore of interest to study compressed SGD using adaptive step-sizes. Motivated by prior work on adaptive step-size methods for SGD to train neural networks efficiently in the uncompressed setting, we develop an adaptive step-size method for compressed SGD. In particular, we introduce a scaling technique for the descent step in compressed SGD, which we use to establish order-optimal convergence rates for convex-smooth and strong convex-smooth objectives under an interpolation condition and for non-convex objectives under a strong growth condition. We also show through simulation examples that without this scaling, the algorithm can fail to converge. We present experimental results on deep neural networks for real-world datasets, and compare the performance of our proposed algorithm with previously proposed compressed SGD methods in literature, and demonstrate improved performance on ResNet-18, ResNet-34 and DenseNet architectures for CIFAR-100 and CIFAR-10 datasets at various levels of compression.

Multiple Testing Framework for Out-of-Distribution Detection

We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal framework for studying this problem is lacking. We propose a definition for the notion of OOD that includes both the input distribution and the learning algorithm, which provides insights for the construction of powerful tests for OOD detection. We propose a multiple hypothesis testing inspired procedure to systematically combine any number of different statistics from the learning algorithm using conformal p-values. We further provide strong guarantees on the probability of incorrectly classifying an in-distribution sample as OOD. In our experiments, we find that threshold-based tests proposed in prior work perform well in specific settings, but not uniformly well across different types of OOD instances. In contrast, our proposed method that combines multiple statistics performs uniformly well across different datasets and neural networks.

Quickest Change Detection in the Presence of Transient Adversarial Attacks

We study a monitoring system in which the distributions of sensors' observations change from a nominal distribution to an abnormal distribution in response to an adversary's presence. The system uses the quickest change detection procedure, the Shewhart rule, to detect the adversary that uses its resources to affect the abnormal distribution, so as to hide its presence. The metric of interest is the probability of missed detection within a predefined number of time-slots after the changepoint. Assuming that the adversary's resource constraints are known to the detector, we find the number of required sensors to make the worst-case probability of missed detection less than an acceptable level. The distributions of observations are assumed to be Gaussian, and the presence of the adversary affects their mean. We also provide simulation results to support our analysis.

Quickest Change Detection with Non-stationary and Composite Post-change Distribution

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change distribution is assumed to be known and stationary, while the post-change distributions are assumed to evolve in a pre-determined non-stationary manner with some possible parametric uncertainty. In particular, it is assumed that the cumulative KL divergence between the post-change and the pre-change distributions grows super-linearly with time after the change-point. For the case where the post-change distributions are known, a universal asymptotic lower bound on the delay is derived, as the false alarm rate goes to zero. Furthermore, a window-limited CuSum test is developed, and shown to achieve the lower bound asymptotically. For the case where the post-change distributions have parametric uncertainty, a window-limited generalized likelihood-ratio test is developed and is shown to achieve the universal lower bound asymptotically. Extensions to the case with dependent observations are discussed. The analysis is validated through numerical results on synthetic data. The use of the window-limited generalized likelihood-ratio test in monitoring pandemics is also demonstrated.

Non-Parametric Quickest Mean Change Detection

The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary. The case where the pre-change distribution is known is studied first, and then the extension where only the mean and variance of the pre-change distribution are known. No knowledge of the post-change distributions is assumed other than that their means are above some pre-specified threshold larger than the pre-change mean. For the case where the pre-change distribution is known, a test is derived that asymptotically minimizes the worst-case detection delay over all possible post-change distributions, as the false alarm rate goes to zero. Towards deriving this asymptotically optimal test, some new results are provided for the general problem of asymptotic minimax robust quickest change detection in non-stationary settings. Then, the limiting form of the optimal test is studied as the gap between the pre- and post-change means goes to zero, called the Mean-Change Test (MCT). It is shown that the MCT can be designed with only knowledge of the mean and variance of the pre-change distribution. The performance of the MCT is also characterized when the mean gap is moderate, under the additional assumption that the distributions of the observations have bounded support. The analysis is validated through numerical results for detecting a change in the mean of a beta distribution. The use of the MCT in monitoring pandemics is also demonstrated.

Resource Allocation in NOMA-based Self-Organizing Networks using Stochastic Multi-Armed Bandits

To achieve high data rates and better connectivity in future communication networks, the deployment of different types of access points (APs) is underway. In order to limit human intervention and reduce costs, the APs are expected to be equipped with self-organizing capabilities. Moreover, due to the spectrum crunch, frequency reuse among the deployed APs is inevitable, aggravating the problem of inter-cell interference (ICI). Therefore, ICI mitigation in self-organizing networks (SONs) is commonly identified as a key radio resource management mechanism to enhance performance in future communication networks. With the aim of reducing ICI in a SON, this paper proposes a novel solution for the uncoordinated channel and power allocation problems. Based on the multi-player multi-armed bandit (MAB) framework, the proposed technique does not require any communication or coordination between the APs. The case of varying channel rewards across APs is considered. In contrast to previous work on channel allocation using the MAB framework, APs are permitted to choose multiple channels for transmission. Moreover, non-orthogonal multiple access (NOMA) is used to allow multiple APs to access each channel simultaneously. This results in an MAB model with varying channel rewards, multiple plays and non-zero reward on collision. The proposed algorithm has an expected regret in the order of O(log^2 T ), which is validated by simulation results. Extensive numerical results also reveal that the proposed technique significantly outperforms the well-known upper confidence bound (UCB) algorithm, by achieving more than a twofold increase in the energy efficiency.

Non-Parametric Quickest Detection of a Change in the Mean of an Observation Sequence

We study the problem of quickest detection of a change in the mean of an observation sequence, under the assumption that both the pre- and post-change distributions have bounded support. We first study the case where the pre-change distribution is known, and then study the extension where only the mean and variance of the pre-change distribution are known. In both cases, no knowledge of the post-change distribution is assumed other than that it has bounded support. For the case where the pre-change distribution is known, we derive a test that asymptotically minimizes the worst-case detection delay over all post-change distributions, as the false alarm rate goes to zero. We then study the limiting form of the optimal test as the gap between the pre- and post-change means goes to zero, which we call the Mean-Change Test (MCT). We show that the MCT can be designed with only knowledge of the mean and variance of the pre-change distribution. We validate our analysis through numerical results for detecting a change in the mean of a beta distribution. We also demonstrate the use of the MCT for pandemic monitoring.