Georgios B. Giannakis

LG
h-index134
113papers
6,435citations
Novelty52%
AI Score58

113 Papers

1.2SYDec 3, 2019
Two-Timescale Voltage Control in Distribution Grids Using Deep Reinforcement Learning

Qiuling Yang, Gang Wang, Alireza Sadeghi et al.

Modern distribution grids are currently being challenged by frequent and sizable voltage fluctuations, due mainly to the increasing deployment of electric vehicles and renewable generators. Existing approaches to maintaining bus voltage magnitudes within the desired region can cope with either traditional utility-owned devices (e.g., shunt capacitors), or contemporary smart inverters that come with distributed generation units (e.g., photovoltaic plants). The discrete on-off commitment of capacitor units is often configured on an hourly or daily basis, yet smart inverters can be controlled within milliseconds, thus challenging joint control of these two types of assets. In this context, a novel two-timescale voltage regulation scheme is developed for distribution grids by judiciously coupling data-driven with physicsbased optimization. On a faster timescale, say every second, the optimal setpoints of smart inverters are obtained by minimizing instantaneous bus voltage deviations from their nominal values, based on either the exact alternating current power flow model or a linear approximant of it; whereas, on the slower timescale (e.g., every hour), shunt capacitors are configured to minimize the longterm discounted voltage deviations using a deep reinforcement learning algorithm. Extensive numerical tests on a real-world 47- bus distribution network as well as the IEEE 123-bus test feeder using real data corroborate the effectiveness of the novel scheme.

1.2SYOct 27, 2018
Learning and Management for Internet-of-Things: Accounting for Adaptivity and Scalability

Tianyi Chen, Sergio Barbarossa, Xin Wang et al.

Internet-of-Things (IoT) envisions an intelligent infrastructure of networked smart devices offering task-specific monitoring and control services. The unique features of IoT include extreme heterogeneity, massive number of devices, and unpredictable dynamics partially due to human interaction. These call for foundational innovations in network design and management. Ideally, it should allow efficient adaptation to changing environments, and low-cost implementation scalable to massive number of devices, subject to stringent latency constraints. To this end, the overarching goal of this paper is to outline a unified framework for online learning and management policies in IoT through joint advances in communication, networking, learning, and optimization. From the network architecture vantage point, the unified framework leverages a promising fog architecture that enables smart devices to have proximity access to cloud functionalities at the network edge, along the cloud-to-things continuum. From the algorithmic perspective, key innovations target online approaches adaptive to different degrees of nonstationarity in IoT dynamics, and their scalable model-free implementation under limited feedback that motivates blind or bandit approaches. The proposed framework aspires to offer a stepping stone that leads to systematic designs and analysis of task-specific learning and management schemes for IoT, along with a host of new research directions to build on.

3.3SYFeb 6, 2019
Robust and Scalable Power System State Estimation via Composite Optimization

Gang Wang, Georgios B. Giannakis, Jie Chen

In today's cyber-enabled smart grids, high penetration of uncertain renewables, purposeful manipulation of meter readings, and the need for wide-area situational awareness, call for fast, accurate, and robust power system state estimation. The least-absolute-value (LAV) estimator is known for its robustness relative to the weighted least-squares (WLS) one. However, due to nonconvexity and nonsmoothness, existing LAV solvers based on linear programming are typically slow, hence inadequate for real-time system monitoring. This paper develops two novel algorithms for efficient LAV estimation, which draw from recent advances in composite optimization. The first is a deterministic linear proximal scheme that handles a sequence of convex quadratic problems, each efficiently solvable either via off-the-shelf algorithms or through the alternating direction method of multipliers. Leveraging the sparse connectivity inherent to power networks, the second scheme is stochastic, and updates only \emph{a few} entries of the complex voltage state vector per iteration. In particular, when voltage magnitude and (re)active power flow measurements are used only, this number reduces to one or two, \emph{regardless of} the number of buses in the network. This computational complexity evidently scales well to large-size power systems. Furthermore, by carefully \emph{mini-batching} the voltage and power flow measurements, accelerated implementation of the stochastic iterations becomes possible. The developed algorithms are numerically evaluated using a variety of benchmark power networks. Simulated tests corroborate that improved robustness can be attained at comparable or markedly reduced computation times for medium- or large-size networks relative to the "workhorse" WLS-based Gauss-Newton iterations.

1.2SYFeb 1, 2016
Ergodic Energy Management Leveraging Resource Variability in Distribution Grids

Gang Wang, Vassilis Kekatos, Antonio J. Conejo et al.

Contemporary electricity distribution systems are being challenged by the variability of renewable energy sources. Slow response times and long energy management periods cannot efficiently integrate intermittent renewable generation and demand. Yet stochasticity can be judiciously coupled with system flexibilities to enhance grid operation efficiency. Voltage magnitudes for instance can transiently exceed regulation limits, while smart inverters can be overloaded over short time intervals. To implement such a mode of operation, an ergodic energy management framework is developed here. Considering a distribution grid with distributed energy sources and a feed-in tariff program, active power curtailment and reactive power compensation are formulated as a stochastic optimization problem. Tighter operational constraints are enforced in an average sense, while looser margins are enforced to be satisfied at all times. Stochastic dual subgradient solvers are developed based on exact and approximate grid models of varying complexity. Numerical tests on a real-world 56-bus distribution grid and the IEEE 123-bus test feeder relying on both grid models corroborate the advantages of the novel schemes over their deterministic alternatives.

17.2MLMay 27, 2022
Surrogate modeling for Bayesian optimization beyond a single Gaussian process

Qin Lu, Konstantinos D. Polyzos, Bingcong Li et al.

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges on a Bayesian surrogate model to sequentially select query points so as to balance exploration with exploitation of the search space. Most existing works rely on a single Gaussian process (GP) based surrogate model, where the kernel function form is typically preselected using domain knowledge. To bypass such a design process, this paper leverages an ensemble (E) of GPs to adaptively select the surrogate model fit on-the-fly, yielding a GP mixture posterior with enhanced expressiveness for the sought function. Acquisition of the next evaluation input using this EGP-based function posterior is then enabled by Thompson sampling (TS) that requires no additional design parameters. To endow function sampling with scalability, random feature-based kernel approximation is leveraged per GP model. The novel EGP-TS readily accommodates parallel operation. To further establish convergence of the proposed EGP-TS to the global optimum, analysis is conducted based on the notion of Bayesian regret for both sequential and parallel settings. Tests on synthetic functions and real-world applications showcase the merits of the proposed method.

23.2LGSep 27, 2023Code
Enhancing Sharpness-Aware Optimization Through Variance Suppression

Bingcong Li, Georgios B. Giannakis

Sharpness-aware minimization (SAM) has well documented merits in enhancing generalization of deep neural networks, even without sizable data augmentation. Embracing the geometry of the loss function, where neighborhoods of 'flat minima' heighten generalization ability, SAM seeks 'flat valleys' by minimizing the maximum loss caused by an adversary perturbing parameters within the neighborhood. Although critical to account for sharpness of the loss function, such an 'over-friendly adversary' can curtail the outmost level of generalization. The novel approach of this contribution fosters stabilization of adversaries through variance suppression (VaSSO) to avoid such friendliness. VaSSO's provable stability safeguards its numerical improvement over SAM in model-agnostic tasks, including image classification and machine translation. In addition, experiments confirm that VaSSO endows SAM with robustness against high levels of label noise.

2.3OCJan 31, 2014
Sparsity-leveraging Reconfiguration of Smart Distribution Systems

Emiliano Dall'Anese, Georgios B. Giannakis

A system reconfiguration problem is considered for three-phase power distribution networks featuring distributed generation. In lieu of binary line selection variables, the notion of group sparsity is advocated to re-formulate the nonconvex distribution system reconfiguration (DSR) problem into a convex one. Using the duality theory, it is shown that the line selection task boils down to a shrinkage and thresholding operation on the line currents. Further, numerical tests illustrate the ability of the proposed scheme to identify meshed, weakly-meshed, or even radial configurations by adjusting a sparsity-tuning parameter in the DSR cost. Constraints on the voltages are investigated, and incorporated in the novel DSR problem to effect voltage regulation.

1.2APJun 21, 2012
Robust Power System State Estimation for the Nonlinear AC Flow Model

Hao Zhu, Georgios B. Giannakis

An important monitoring task for power systems is accurate estimation of the system operation state. Under the nonlinear AC power flow model, the state estimation (SE) problem is inherently nonconvex giving rise to many local optima. In addition to nonconvexity, SE is challenged by data integrity and cyber-security issues. Unfortunately, existing robust (R-) SE schemes employed routinely in practice rely on iterative solvers, which are sensitive to initialization and cannot ensure global optimality. A novel R-SE approach is formulated here by capitalizing on the sparsity of an overcomplete outlier vector model. Observability and identifiability issues of this model are investigated, and neat links are established between R-SE and error control coding. The \emph{convex} semidefinite relaxation (SDR) technique is further pursued to render the nonconvex R-SE problem efficiently solvable. The resultant algorithm markedly outperforms existing iterative alternatives, as corroborated through numerical tests on the standard IEEE 30-bus system.

1.2SYApr 19, 2018
Multi-Timescale Online Optimization of Network Function Virtualization for Service Chaining

Xiaojing Chen, Wei Ni, Tianyi Chen et al.

Network Function Virtualization (NFV) can cost-efficiently provide network services by running different virtual network functions (VNFs) at different virtual machines (VMs) in a correct order. This can result in strong couplings between the decisions of the VMs on the placement and operations of VNFs. This paper presents a new fully decentralized online approach for optimal placement and operations of VNFs. Building on a new stochastic dual gradient method, our approach decouples the real-time decisions of VMs, asymptotically minimizes the time-average cost of NFV, and stabilizes the backlogs of network services with a cost-backlog tradeoff of $[ε,1/ε]$, for any $ε> 0$. Our approach can be relaxed into multiple timescales to have VNFs (re)placed at a larger timescale and hence alleviate service interruptions. While proved to preserve the asymptotic optimality, the larger timescale can slow down the optimal placement of VNFs. A learn-and-adapt strategy is further designed to speed the placement up with an improved tradeoff $[ε,\log^2(ε)/{\sqrtε}]$. Numerical results show that the proposed method is able to reduce the time-average cost of NFV by 30\% and reduce the queue length (or delay) by 83\%, as compared to existing benchmarks.

1.2SYOct 31, 2017
Learn-and-Adapt Stochastic Dual Gradients for Network Resource Allocation

Tianyi Chen, Qing Ling, Georgios B. Giannakis

Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of Lagrange multipliers in network resource allocation, a novel learn-and-adapt stochastic dual gradient (LA-SDG) method is developed in this paper to learn the sample-optimal Lagrange multiplier from historical data, and accordingly adapt the upcoming resource allocation strategy. Remarkably, LA-SDG only requires just an extra sample (gradient) evaluation relative to the celebrated stochastic dual gradient (SDG) method. LA-SDG can be interpreted as a foresighted learning scheme with an eye on the future, or, a modified heavy-ball iteration from an optimization viewpoint. It is established - both theoretically and empirically - that LA-SDG markedly improves the cost-delay tradeoff over state-of-the-art allocation schemes.

1.2SYJan 13, 2018
Decentralized RLS with Data-Adaptive Censoring for Regressions over Large-Scale Networks

Zifeng Wang, Zheng Yu, Qing Ling et al.

The deluge of networked data motivates the development of algorithms for computation- and communication-efficient information processing. In this context, three data-adaptive censoring strategies are introduced to considerably reduce the computation and communication overhead of decentralized recursive least-squares (D-RLS) solvers. The first relies on alternating minimization and the stochastic Newton iteration to minimize a network-wide cost, which discards observations with small innovations. In the resultant algorithm, each node performs local data-adaptive censoring to reduce computations, while exchanging its local estimate with neighbors so as to consent on a network-wide solution. The communication cost is further reduced by the second strategy, which prevents a node from transmitting its local estimate to neighbors when the innovation it induces to incoming data is minimal. In the third strategy, not only transmitting, but also receiving estimates from neighbors is prohibited when data-adaptive censoring is in effect. For all strategies, a simple criterion is provided for selecting the threshold of innovation to reach a prescribed average data reduction. The novel censoring-based (C)D-RLS algorithms are proved convergent to the optimal argument in the mean-square deviation sense. Numerical experiments validate the effectiveness of the proposed algorithms in reducing computation and communication overhead.

1.2SYMay 16, 2011
Lassoing Line Outages in the Smart Power Grid

Hao Zhu, Georgios B. Giannakis

Fast and accurate unveiling of power line outages is of paramount importance not only for preventing faults that may lead to blackouts, but also for routine monitoring and control tasks of the smart grid, including state estimation and optimal power flow. Existing approaches are either challenged by the \emph{combinatorial complexity} issues involved, and are thus limited to identifying single- and double-line outages; or, they invoke less pragmatic assumptions such as \emph{conditionally independent} phasor angle measurements available across the grid. Using only a subset of voltage phasor angle data, the present paper develops a near real-time algorithm for identifying multiple line outages at the affordable complexity of solving a quadratic program via block coordinate descent iterations. The novel approach relies on reformulating the DC linear power flow model as a \emph{sparse} overcomplete expansion, and leveraging contemporary advances in compressive sampling and variable selection using the least-absolute shrinkage and selection operator (Lasso). Analysis and simulated tests on the standard IEEE 118-bus system confirm the effectiveness of lassoing line changes in the smart power grid.

7.7LGMar 31, 2023Code
Scalable Bayesian Meta-Learning through Generalized Implicit Gradients

Yilang Zhang, Bingcong Li, Shijian Gao et al.

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces scalability issues when the inner-level optimization relies on gradient-based iterations. Implicit differentiation has been considered to alleviate this challenge, but it is restricted to an isotropic Gaussian prior, and only favors deterministic meta-learning approaches. This work markedly mitigates the scalability bottleneck by cross-fertilizing the benefits of implicit differentiation to probabilistic Bayesian meta-learning. The novel implicit Bayesian meta-learning (iBaML) method not only broadens the scope of learnable priors, but also quantifies the associated uncertainty. Furthermore, the ultimate complexity is well controlled regardless of the inner-level optimization trajectory. Analytical error bounds are established to demonstrate the precision and efficiency of the generalized implicit gradient over the explicit one. Extensive numerical tests are also carried out to empirically validate the performance of the proposed method.

4.6LGJun 10, 2022
Weighted Ensembles for Active Learning with Adaptivity

Konstantinos D. Polyzos, Qin Lu, Georgios B. Giannakis

Labeled data can be expensive to acquire in several application domains, including medical imaging, robotics, and computer vision. To efficiently train machine learning models under such high labeling costs, active learning (AL) judiciously selects the most informative data instances to label on-the-fly. This active sampling process can benefit from a statistical function model, that is typically captured by a Gaussian process (GP). While most GP-based AL approaches rely on a single kernel function, the present contribution advocates an ensemble of GP models with weights adapted to the labeled data collected incrementally. Building on this novel EGP model, a suite of acquisition functions emerges based on the uncertainty and disagreement rules. An adaptively weighted ensemble of EGP-based acquisition functions is also introduced to further robustify performance. Extensive tests on synthetic and real datasets showcase the merits of the proposed EGP-based approaches with respect to the single GP-based AL alternatives.

4.3SPJul 9, 2024
Learning From Crowdsourced Noisy Labels: A Signal Processing Perspective

Shahana Ibrahim, Panagiotis A. Traganitis, Xiao Fu et al.

One of the primary catalysts fueling advances in artificial intelligence (AI) and machine learning (ML) is the availability of massive, curated datasets. A commonly used technique to curate such massive datasets is crowdsourcing, where data are dispatched to multiple annotators. The annotator-produced labels are then fused to serve downstream learning and inference tasks. This annotation process often creates noisy labels due to various reasons, such as the limited expertise, or unreliability of annotators, among others. Therefore, a core objective in crowdsourcing is to develop methods that effectively mitigate the negative impact of such label noise on learning tasks. This feature article introduces advances in learning from noisy crowdsourced labels. The focus is on key crowdsourcing models and their methodological treatments, from classical statistical models to recent deep learning-based approaches, emphasizing analytical insights and algorithmic developments. In particular, this article reviews the connections between signal processing (SP) theory and methods, such as identifiability of tensor and nonnegative matrix factorization, and novel, principled solutions of longstanding challenges in crowdsourcing -- showing how SP perspectives drive the advancements of this field. Furthermore, this article touches upon emerging topics that are critical for developing cutting-edge AI/ML systems, such as crowdsourcing in reinforcement learning with human feedback (RLHF) and direct preference optimization (DPO) that are key techniques for fine-tuning large language models (LLMs).

3.6ROSep 29, 2023
3D Reconstruction in Noisy Agricultural Environments: A Bayesian Optimization Perspective for View Planning

Athanasios Bacharis, Konstantinos D. Polyzos, Henry J. Nelson et al.

3D reconstruction is a fundamental task in robotics that gained attention due to its major impact in a wide variety of practical settings, including agriculture, underwater, and urban environments. This task can be carried out via view planning (VP), which aims to optimally place a certain number of cameras in positions that maximize the visual information, improving the resulting 3D reconstruction. Nonetheless, in most real-world settings, existing environmental noise can significantly affect the performance of 3D reconstruction. To that end, this work advocates a novel geometric-based reconstruction quality function for VP, that accounts for the existing noise of the environment, without requiring its closed-form expression. With no analytic expression of the objective function, this work puts forth an adaptive Bayesian optimization algorithm for accurate 3D reconstruction in the presence of noise. Numerical tests on noisy agricultural environments showcase the merits of the proposed approach for 3D reconstruction with even a small number of available cameras.

12.3LGApr 23
Low-Rank Adaptation Redux for Large Models

Bingcong Li, Yilang Zhang, Georgios B. Giannakis

Low-rank adaptation (LoRA) has emerged as the de facto standard for parameter-efficient fine-tuning (PEFT) of foundation models, enabling the adaptation of billion-parameter networks with minimal computational and memory overhead. Despite its empirical success and rapid proliferation of variants, it remains elusive which architectural choices, optimization techniques, and deployment constraints should guide practical method selection. This overview revisits LoRA through the lens of signal processing (SP), bridging modern adapter designs with classical low-rank modeling tools and inverse problems, as well as highlighting how SP principles can inform principled advances of fine-tuning approaches. Rather than providing a comprehensive enumeration and empirical comparisons of LoRA variants, emphasis is placed on the technical mechanisms underpinning these approaches to justify their effectiveness. These advances are categorized into three complementary axes: architectural design, efficient optimization, and pertinent applications. The first axis builds on singular value decomposition (SVD)-based factorization, rank-augmentation constructions, and cross-layer tensorization, while the second axis deals with initialization, alternating solvers, gauge-invariant optimization, and parameterization-aware methods. Beyond fine-tuning, emerging applications of LoRA are accounted across the entire lifecycle of large models, ranging from pre- and post-training to serving/deployment. Finally, open research directions are outlined at the confluence of SP and deep learning to catalyze a bidirectional frontier: classical SP tools provide a principled vocabulary for designing principled PEFT methods, while the unique challenges facing modern deep learning, especially the overwhelming scale and prohibitive overhead, also offer new research lines benefiting the SP community in return.

4.4OCAug 13, 2023
Conic Descent Redux for Memory-Efficient Optimization

Bingcong Li, Georgios B. Giannakis

Conic programming has well-documented merits in a gamut of signal processing and machine learning tasks. This contribution revisits a recently developed first-order conic descent (CD) solver, and advances it in three aspects: intuition, theory, and algorithmic implementation. It is found that CD can afford an intuitive geometric derivation that originates from the dual problem. This opens the door to novel algorithmic designs, with a momentum variant of CD, momentum conic descent (MOCO) exemplified. Diving deeper into the dual behavior CD and MOCO reveals: i) an analytically justified stopping criterion; and, ii) the potential to design preconditioners to speed up dual convergence. Lastly, to scale semidefinite programming (SDP) especially for low-rank solutions, a memory efficient MOCO variant is developed and numerically validated.

7.1LGSep 2, 2025
VASSO: Variance Suppression for Sharpness-Aware Minimization

Bingcong Li, Yilang Zhang, Georgios B. Giannakis

Sharpness-aware minimization (SAM) has well-documented merits in enhancing generalization of deep neural network models. Accounting for sharpness in the loss function geometry, where neighborhoods of `flat minima' heighten generalization ability, SAM seeks `flat valleys' by minimizing the maximum loss provoked by an adversarial perturbation within the neighborhood. Although critical to account for sharpness of the loss function, in practice SAM suffers from `over-friendly adversaries,' which can curtail the outmost level of generalization. To avoid such `friendliness,' the present contribution fosters stabilization of adversaries through variance suppression (VASSO). VASSO offers a general approach to provably stabilize adversaries. In particular, when integrating VASSO with SAM, improved generalizability is numerically validated on extensive vision and language tasks. Once applied on top of a computationally efficient SAM variant, VASSO offers a desirable generalization-computation tradeoff.

3.8LGDec 20, 2023Code
Meta-Learning with Versatile Loss Geometries for Fast Adaptation Using Mirror Descent

Yilang Zhang, Bingcong Li, Georgios B. Giannakis

Utilizing task-invariant prior knowledge extracted from related tasks, meta-learning is a principled framework that empowers learning a new task especially when data records are limited. A fundamental challenge in meta-learning is how to quickly "adapt" the extracted prior in order to train a task-specific model within a few optimization steps. Existing approaches deal with this challenge using a preconditioner that enhances convergence of the per-task training process. Though effective in representing locally a quadratic training loss, these simple linear preconditioners can hardly capture complex loss geometries. The present contribution addresses this limitation by learning a nonlinear mirror map, which induces a versatile distance metric to enable capturing and optimizing a wide range of loss geometries, hence facilitating the per-task training. Numerical tests on few-shot learning datasets demonstrate the superior expressiveness and convergence of the advocated approach.

4.1LGOct 7, 2025
Conformalized Gaussian processes for online uncertainty quantification over graphs

Jinwen Xu, Qin Lu, Georgios B. Giannakis

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by devising topology-aware kernel functions. However, such GP-based approaches are limited not only by the prohibitive computational complexity, but also the strict modeling assumptions that might yield poor coverage, especially with labels arriving on the fly. To effect scalability, we devise a novel graph-aware parametric GP model by leveraging the random feature (RF)-based kernel approximation, which is amenable to efficient recursive Bayesian model updates. To further allow for adaptivity, an ensemble of graph-aware RF-based scalable GPs have been leveraged, with per-GP weight adapted to data arriving incrementally. To ensure valid coverage with robustness to model mis-specification, we wed the GP-based set predictors with the online conformal prediction framework, which post-processes the prediction sets using adaptive thresholds. Experimental results the proposed method yields improved coverage and efficient prediction sets over existing baselines by adaptively ensembling the GP models and setting the key threshold parameters in CP.

5.7ROSep 28, 2025
BOSfM: A View Planning Framework for Optimal 3D Reconstruction of Agricultural Scenes

Athanasios Bacharis, Konstantinos D. Polyzos, Georgios B. Giannakis et al.

Active vision (AV) has been in the spotlight of robotics research due to its emergence in numerous applications including agricultural tasks such as precision crop monitoring and autonomous harvesting to list a few. A major AV problem that gained popularity is the 3D reconstruction of targeted environments using 2D images from diverse viewpoints. While collecting and processing a large number of arbitrarily captured 2D images can be arduous in many practical scenarios, a more efficient solution involves optimizing the placement of available cameras in 3D space to capture fewer, yet more informative, images that provide sufficient visual information for effective reconstruction of the environment of interest. This process termed as view planning (VP), can be markedly challenged (i) by noise emerging in the location of the cameras and/or in the extracted images, and (ii) by the need to generalize well in other unknown similar agricultural environments without need for re-optimizing or re-training. To cope with these challenges, the present work presents a novel VP framework that considers a reconstruction quality-based optimization formulation that relies on the notion of `structure-from-motion' to reconstruct the 3D structure of the sought environment from the selected 2D images. With no analytic expression of the optimization function and with costly function evaluations, a Bayesian optimization approach is proposed to efficiently carry out the VP process using only a few function evaluations, while accounting for different noise cases. Numerical tests on both simulated and real agricultural settings signify the benefits of the advocated VP approach in efficiently estimating the optimal camera placement to accurately reconstruct 3D environments of interest, and generalize well on similar unknown environments.

4.1LGSep 2, 2025
Learnable Loss Geometries with Mirror Descent for Scalable and Convergent Meta-Learning

Yilang Zhang, Bingcong Li, Georgios B. Giannakis

Utilizing task-invariant knowledge acquired from related tasks as prior information, meta-learning offers a principled approach to learning a new task with limited data records. Sample-efficient adaptation of this prior information is a major challenge facing meta-learning, and plays an important role because it facilitates training the sought task-specific model with just a few optimization steps. Past works deal with this challenge through preconditioning that speeds up convergence of the per-task training. Though effective in representing locally quadratic loss curvatures, simple linear preconditioning can be hardly potent with complex loss geometries. Instead of relying on a quadratic distance metric, the present contribution copes with complex loss metrics by learning a versatile distance-generating function, which induces a nonlinear mirror map to effectively capture and optimize a wide range of loss geometries. With suitable parameterization, this generating function is effected by an expressive neural network that is provably a valid distance. Analytical results establish convergence of not only the proposed method, but also all meta-learning approaches based on preconditioning. To attain gradient norm less than $ε$, the convergence rate of $\mathcal{O}(ε^{-2})$ is on par with standard gradient-based meta-learning methods. Numerical tests on few-shot learning datasets demonstrate the superior empirical performance of the novel algorithm, as well as its rapid per-task convergence, which markedly reduces the number of adaptation steps, hence also accommodating large-scale meta-learning models.

2.0LGDec 13, 2023
Contractive error feedback for gradient compression

Bingcong Li, Shuai Zheng, Parameswaran Raman et al.

On-device memory concerns in distributed deep learning have become severe due to (i) the growth of model size in multi-GPU training, and (ii) the wide adoption of deep neural networks for federated learning on IoT devices which have limited storage. In such settings, communication efficient optimization methods are attractive alternatives, however they still struggle with memory issues. To tackle these challenges, we propose an communication efficient method called contractive error feedback (ConEF). As opposed to SGD with error-feedback (EFSGD) that inefficiently manages memory, ConEF obtains the sweet spot of convergence and memory usage, and achieves communication efficiency by leveraging biased and all-reducable gradient compression. We empirically validate ConEF on various learning tasks that include image classification, language modeling, and machine translation and observe that ConEF saves 80\% - 90\% of the extra memory in EFSGD with almost no loss on test performance, while also achieving 1.3x - 5x speedup of SGD. Through our work, we also demonstrate the feasibility and convergence of ConEF to clear up the theoretical barrier of integrating ConEF to popular memory efficient frameworks such as ZeRO-3.

5.0MLDec 1, 2021
Robust and Adaptive Temporal-Difference Learning Using An Ensemble of Gaussian Processes

Qin Lu, Georgios B. Giannakis

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD) learning, where a Gaussian process (GP) prior is presumed on the sought value function, and instantaneous rewards are probabilistically generated based on value function evaluations at two consecutive states. Capitalizing on a random feature-based approximant of the GP prior, an online scalable (OS) approach, termed {OS-GPTD}, is developed to estimate the value function for a given policy by observing a sequence of state-reward pairs. To benchmark the performance of OS-GPTD even in an adversarial setting, where the modeling assumptions are violated, complementary worst-case analyses are performed by upper-bounding the cumulative Bellman error as well as the long-term reward prediction error, relative to their counterparts from a fixed value function estimator with the entire state-reward trajectory in hindsight. Moreover, to alleviate the limited expressiveness associated with a single fixed kernel, a weighted ensemble (E) of GP priors is employed to yield an alternative scheme, termed OS-EGPTD, that can jointly infer the value function, and select interactively the EGP kernel on-the-fly. Finally, performances of the novel OS-(E)GPTD schemes are evaluated on two benchmark problems.

9.2LGOct 20, 2021
Distributionally Robust Semi-Supervised Learning Over Graphs

Alireza Sadeghi, Meng Ma, Bingcong Li et al.

Semi-supervised learning (SSL) over graph-structured data emerges in many network science applications. To efficiently manage learning over graphs, variants of graph neural networks (GNNs) have been developed recently. By succinctly encoding local graph structures and features of nodes, state-of-the-art GNNs can scale linearly with the size of graph. Despite their success in practice, most of existing methods are unable to handle graphs with uncertain nodal attributes. Specifically whenever mismatches between training and testing data distribution exists, these models fail in practice. Challenges also arise due to distributional uncertainties associated with data acquired by noisy measurements. In this context, a distributionally robust learning framework is developed, where the objective is to train models that exhibit quantifiable robustness against perturbations. The data distribution is considered unknown, but lies within a Wasserstein ball centered around empirical data distribution. A robust model is obtained by minimizing the worst expected loss over this ball. However, solving the emerging functional optimization problem is challenging, if not impossible. Advocating a strong duality condition, we develop a principled method that renders the problem tractable and efficiently solvable. Experiments assess the performance of the proposed method.

12.5MLOct 13, 2021
Incremental Ensemble Gaussian Processes

Qin Lu, Georgios V. Karanikolas, Georgios B. Giannakis

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty. However, most GP methods rely on a single preselected kernel function, which may fall short in characterizing data samples that arrive sequentially in time-critical applications. To enable {\it online} kernel adaptation, the present work advocates an incremental ensemble (IE-) GP framework, where an EGP meta-learner employs an {\it ensemble} of GP learners, each having a unique kernel belonging to a prescribed kernel dictionary. With each GP expert leveraging the random feature-based approximation to perform online prediction and model update with {\it scalability}, the EGP meta-learner capitalizes on data-adaptive weights to synthesize the per-expert predictions. Further, the novel IE-GP is generalized to accommodate time-varying functions by modeling structured dynamics at the EGP meta-learner and within each GP learner. To benchmark the performance of IE-GP and its dynamic variant in the adversarial setting where the modeling assumptions are violated, rigorous performance analysis has been conducted via the notion of regret, as the norm in online convex optimization. Last but not the least, online unsupervised learning for dimensionality reduction is explored under the novel IE-GP framework. Synthetic and real data tests demonstrate the effectiveness of the proposed schemes.

10.3OCOct 8, 2021
Heavy Ball Momentum for Conditional Gradient

Bingcong Li, Alireza Sadeghi, Georgios B. Giannakis

Conditional gradient, aka Frank Wolfe (FW) algorithms, have well-documented merits in machine learning and signal processing applications. Unlike projection-based methods, momentum cannot improve the convergence rate of FW, in general. This limitation motivates the present work, which deals with heavy ball momentum, and its impact to FW. Specifically, it is established that heavy ball offers a unifying perspective on the primal-dual (PD) convergence, and enjoys a tighter per iteration PD error rate, for multiple choices of step sizes, where PD error can serve as the stopping criterion in practice. In addition, it is asserted that restart, a scheme typically employed jointly with Nesterov's momentum, can further tighten this PD error bound. Numerical results demonstrate the usefulness of heavy ball momentum in FW iterations.

3.1LGOct 7, 2021
Detecting adversaries in Crowdsourcing

Panagiotis A. Traganitis, Georgios B. Giannakis

Despite its successes in various machine learning and data science tasks, crowdsourcing can be susceptible to attacks from dedicated adversaries. This work investigates the effects of adversaries on crowdsourced classification, under the popular Dawid and Skene model. The adversaries are allowed to deviate arbitrarily from the considered crowdsourcing model, and may potentially cooperate. To address this scenario, we develop an approach that leverages the structure of second-order moments of annotator responses, to identify large numbers of adversaries, and mitigate their impact on the crowdsourcing task. The potential of the proposed approach is empirically demonstrated on synthetic and real crowdsourcing datasets.

1.2SIApr 17, 2021
Unveiling Anomalous Edges and Nominal Connectivity of Attributed Networks

Konstantinos D. Polyzos, Costas Mavromatis, Vassilis N. Ioannidis et al.

Uncovering anomalies in attributed networks has recently gained popularity due to its importance in unveiling outliers and flagging adversarial behavior in a gamut of data and network science applications including {the Internet of Things (IoT)}, finance, security, to list a few. The present work deals with uncovering anomalous edges in attributed graphs using two distinct formulations with complementary strengths, which can be easily distributed, and hence efficient. The first relies on decomposing the graph data matrix into low rank plus sparse components to markedly improve performance. The second broadens the scope of the first by performing robust recovery of the unperturbed graph, which enhances the anomaly identification performance. The novel methods not only capture anomalous edges linking nodes of different communities, but also spurious connections between any two nodes with different features. Experiments conducted on real and synthetic data corroborate the effectiveness of both methods in the anomaly identification task.

20.7OCMar 27, 2021
Learning to Solve the AC-OPF using Sensitivity-Informed Deep Neural Networks

Manish K. Singh, Vassilis Kekatos, Georgios B. Giannakis

To shift the computational burden from real-time to offline in delay-critical power systems applications, recent works entertain the idea of using a deep neural network (DNN) to predict the solutions of the AC optimal power flow (AC-OPF) once presented load demands. As network topologies may change, training this DNN in a sample-efficient manner becomes a necessity. To improve data efficiency, this work utilizes the fact OPF data are not simple training labels, but constitute the solutions of a parametric optimization problem. We thus advocate training a sensitivity-informed DNN (SI-DNN) to match not only the OPF optimizers, but also their partial derivatives with respect to the OPF parameters (loads). It is shown that the required Jacobian matrices do exist under mild conditions, and can be readily computed from the related primal/dual solutions. The proposed SI-DNN is compatible with a broad range of OPF solvers, including a non-convex quadratically constrained quadratic program (QCQP), its semidefinite program (SDP) relaxation, and MATPOWER; while SI-DNN can be seamlessly integrated in other learning-to-OPF schemes. Numerical tests on three benchmark power systems corroborate the advanced generalization and constraint satisfaction capabilities for the OPF solutions predicted by an SI-DNN over a conventionally trained DNN, especially in low-data setups.

2.3LGDec 20, 2020
Bayesian Crowdsourcing with Constraints

Panagiotis A. Traganitis, Georgios B. Giannakis

Crowdsourcing has emerged as a powerful paradigm for efficiently labeling large datasets and performing various learning tasks, by leveraging crowds of human annotators. When additional information is available about the data, semi-supervised crowdsourcing approaches that enhance the aggregation of labels from human annotators are well motivated. This work deals with semi-supervised crowdsourced classification, under two regimes of semi-supervision: a) label constraints, that provide ground-truth labels for a subset of data; and b) potentially easier to obtain instance-level constraints, that indicate relationships between pairs of data. Bayesian algorithms based on variational inference are developed for each regime, and their quantifiably improved performance, compared to unsupervised crowdsourcing, is analytically and empirically validated on several crowdsourcing datasets.

4.2LGDec 10, 2020
Adversarial Linear Contextual Bandits with Graph-Structured Side Observations

Lingda Wang, Bingcong Li, Huozhi Zhou et al.

This paper studies the adversarial graphical contextual bandits, a variant of adversarial multi-armed bandits that leverage two categories of the most common side information: \emph{contexts} and \emph{side observations}. In this setting, a learning agent repeatedly chooses from a set of $K$ actions after being presented with a $d$-dimensional context vector. The agent not only incurs and observes the loss of the chosen action, but also observes the losses of its neighboring actions in the observation structures, which are encoded as a series of feedback graphs. This setting models a variety of applications in social networks, where both contexts and graph-structured side observations are available. Two efficient algorithms are developed based on \texttt{EXP3}. Under mild conditions, our analysis shows that for undirected feedback graphs the first algorithm, \texttt{EXP3-LGC-U}, achieves the regret of order $\mathcal{O}(\sqrt{(K+α(G)d)T\log{K}})$ over the time horizon $T$, where $α(G)$ is the average \emph{independence number} of the feedback graphs. A slightly weaker result is presented for the directed graph setting as well. The second algorithm, \texttt{EXP3-LGC-IX}, is developed for a special class of problems, for which the regret is reduced to $\mathcal{O}(\sqrt{α(G)dT\log{K}\log(KT)})$ for both directed as well as undirected feedback graphs. Numerical tests corroborate the efficiency of proposed algorithms.

3.3OCDec 9, 2020
Enhancing Parameter-Free Frank Wolfe with an Extra Subproblem

Bingcong Li, Lingda Wang, Georgios B. Giannakis et al.

Aiming at convex optimization under structural constraints, this work introduces and analyzes a variant of the Frank Wolfe (FW) algorithm termed ExtraFW. The distinct feature of ExtraFW is the pair of gradients leveraged per iteration, thanks to which the decision variable is updated in a prediction-correction (PC) format. Relying on no problem dependent parameters in the step sizes, the convergence rate of ExtraFW for general convex problems is shown to be ${\cal O}(\frac{1}{k})$, which is optimal in the sense of matching the lower bound on the number of solved FW subproblems. However, the merit of ExtraFW is its faster rate ${\cal O}\big(\frac{1}{k^2} \big)$ on a class of machine learning problems. Compared with other parameter-free FW variants that have faster rates on the same problems, ExtraFW has improved rates and fine-grained analysis thanks to its PC update. Numerical tests on binary classification with different sparsity-promoting constraints demonstrate that the empirical performance of ExtraFW is significantly better than FW, and even faster than Nesterov's accelerated gradient on certain datasets. For matrix completion, ExtraFW enjoys smaller optimality gap, and lower rank than FW.

4.2LGJul 7, 2020
Learning while Respecting Privacy and Robustness to Distributional Uncertainties and Adversarial Data

Alireza Sadeghi, Gang Wang, Meng Ma et al.

Data used to train machine learning models can be adversarial--maliciously constructed by adversaries to fool the model. Challenge also arises by privacy, confidentiality, or due to legal constraints when data are geographically gathered and stored across multiple learners, some of which may hold even an "anonymized" or unreliable dataset. In this context, the distributionally robust optimization framework is considered for training a parametric model, both in centralized and federated learning settings. The objective is to endow the trained model with robustness against adversarially manipulated input data, or, distributional uncertainties, such as mismatches between training and testing data distributions, or among datasets stored at different workers. To this aim, the data distribution is assumed unknown, and lies within a Wasserstein ball centered around the empirical data distribution. This robust learning task entails an infinite-dimensional optimization problem, which is challenging. Leveraging a strong duality result, a surrogate is obtained, for which three stochastic primal-dual algorithms are developed: i) stochastic proximal gradient descent with an $ε$-accurate oracle, which invokes an oracle to solve the convex sub-problems; ii) stochastic proximal gradient descent-ascent, which approximates the solution of the convex sub-problems via a single gradient ascent step; and, iii) a distributionally robust federated learning algorithm, which solves the sub-problems locally at different workers where data are stored. Compared to the empirical risk minimization and federated learning methods, the proposed algorithms offer robustness with little computation overhead. Numerical tests using image datasets showcase the merits of the proposed algorithms under several existing adversarial attacks and distributional uncertainties.

5.9OCJun 19, 2020
How Does Momentum Help Frank Wolfe?

Bingcong Li, Mario Coutino, Georgios B. Giannakis et al.

We unveil the connections between Frank Wolfe (FW) type algorithms and the momentum in Accelerated Gradient Methods (AGM). On the negative side, these connections illustrate why momentum is unlikely to be effective for FW type algorithms. The encouraging message behind this link, on the other hand, is that momentum is useful for FW on a class of problems. In particular, we prove that a momentum variant of FW, that we term accelerated Frank Wolfe (AFW), converges with a faster rate $\tilde{\cal O}(\frac{1}{k^2})$ on certain constraint sets despite the same ${\cal O}(\frac{1}{k})$ rate as FW on general cases. Given the possible acceleration of AFW at almost no extra cost, it is thus a competitive alternative to FW. Numerical experiments on benchmarked machine learning tasks further validate our theoretical findings.

11.5LGJun 17, 2020
Communication-Efficient Robust Federated Learning Over Heterogeneous Datasets

Yanjie Dong, Georgios B. Giannakis, Tianyi Chen et al.

This work investigates fault-resilient federated learning when the data samples are non-uniformly distributed across workers, and the number of faulty workers is unknown to the central server. In the presence of adversarially faulty workers who may strategically corrupt datasets, the local messages exchanged (e.g., local gradients and/or local model parameters) can be unreliable, and thus the vanilla stochastic gradient descent (SGD) algorithm is not guaranteed to converge. Recently developed algorithms improve upon vanilla SGD by providing robustness to faulty workers at the price of slowing down convergence. To remedy this limitation, the present work introduces a fault-resilient proximal gradient (FRPG) algorithm that relies on Nesterov's acceleration technique. To reduce the communication overhead of FRPG, a local (L) FRPG algorithm is also developed to allow for intermittent server-workers parameter exchanges. For strongly convex loss functions, FRPG and LFRPG have provably faster convergence rates than a benchmark robust stochastic aggregation algorithm. Moreover, LFRPG converges faster than FRPG while using the same communication rounds. Numerical tests performed on various real datasets confirm the accelerated convergence of FRPG and LFRPG over the robust stochastic aggregation benchmark and competing alternatives.

3.3ITMay 19, 2020
Reinforcement Learning for Caching with Space-Time Popularity Dynamics

Alireza Sadeghi, Georgios B. Giannakis, Gang Wang et al.

With the tremendous growth of data traffic over wired and wireless networks along with the increasing number of rich-media applications, caching is envisioned to play a critical role in next-generation networks. To intelligently prefetch and store contents, a cache node should be able to learn what and when to cache. Considering the geographical and temporal content popularity dynamics, the limited available storage at cache nodes, as well as the interactive in uence of caching decisions in networked caching settings, developing effective caching policies is practically challenging. In response to these challenges, this chapter presents a versatile reinforcement learning based approach for near-optimal caching policy design, in both single-node and network caching settings under dynamic space-time popularities. The herein presented policies are complemented using a set of numerical tests, which showcase the merits of the presented approach relative to several standard caching policies.

9.6LGMar 15, 2020
Tensor Graph Convolutional Networks for Multi-relational and Robust Learning

Vassilis N. Ioannidis, Antonio G. Marques, Georgios B. Giannakis

The era of "data deluge" has sparked renewed interest in graph-based learning methods and their widespread applications ranging from sociology and biology to transportation and communications. In this context of graph-aware methods, the present paper introduces a tensor-graph convolutional network (TGCN) for scalable semi-supervised learning (SSL) from data associated with a collection of graphs, that are represented by a tensor. Key aspects of the novel TGCN architecture are the dynamic adaptation to different relations in the tensor graph via learnable weights, and the consideration of graph-based regularizers to promote smoothness and alleviate over-parameterization. The ultimate goal is to design a powerful learning architecture able to: discover complex and highly nonlinear data associations, combine (and select) multiple types of relations, scale gracefully with the graph size, and remain robust to perturbations on the graph edges. The proposed architecture is relevant not only in applications where the nodes are naturally involved in different relations (e.g., a multi-relational graph capturing family, friendship and work relations in a social network), but also in robust learning setups where the graph entails a certain level of uncertainty, and the different tensor slabs correspond to different versions (realizations) of the nominal graph. Numerical tests showcase that the proposed architecture achieves markedly improved performance relative to standard GCNs, copes with state-of-the-art adversarial attacks, and leads to remarkable SSL performance over protein-to-protein interaction networks.

6.6SPJan 27, 2020
Efficient and Stable Graph Scattering Transforms via Pruning

Vassilis N. Ioannidis, Siheng Chen, Georgios B. Giannakis

Graph convolutional networks (GCNs) have well-documented performance in various graph learning tasks, but their analysis is still at its infancy. Graph scattering transforms (GSTs) offer training-free deep GCN models that extract features from graph data, and are amenable to generalization and stability analyses. The price paid by GSTs is exponential complexity in space and time that increases with the number of layers. This discourages deployment of GSTs when a deep architecture is needed. The present work addresses the complexity limitation of GSTs by introducing an efficient so-termed pruned (p)GST approach. The resultant pruning algorithm is guided by a graph-spectrum-inspired criterion, and retains informative scattering features on-the-fly while bypassing the exponential complexity associated with GSTs. Stability of the novel pGSTs is also established when the input graph data or the network structure are perturbed. Furthermore, the sensitivity of pGST to random and localized signal perturbations is investigated analytically and experimentally. Numerical tests showcase that pGST performs comparably to the baseline GST at considerable computational savings. Furthermore, pGST achieves comparable performance to state-of-the-art GCNs in graph and 3D point cloud classification tasks. Upon analyzing the pGST pruning patterns, it is shown that graph data in different domains call for different network architectures, and that the pruning algorithm may be employed to guide the design choices for contemporary GCNs.

24.1LGDec 29, 2019
Federated Variance-Reduced Stochastic Gradient Descent with Robustness to Byzantine Attacks

Zhaoxian Wu, Qing Ling, Tianyi Chen et al.

This paper deals with distributed finite-sum optimization for learning over networks in the presence of malicious Byzantine attacks. To cope with such attacks, most resilient approaches so far combine stochastic gradient descent (SGD) with different robust aggregation rules. However, the sizeable SGD-induced stochastic gradient noise makes it challenging to distinguish malicious messages sent by the Byzantine attackers from noisy stochastic gradients sent by the 'honest' workers. This motivates us to reduce the variance of stochastic gradients as a means of robustifying SGD in the presence of Byzantine attacks. To this end, the present work puts forth a Byzantine attack resilient distributed (Byrd-) SAGA approach for learning tasks involving finite-sum optimization over networks. Rather than the mean employed by distributed SAGA, the novel Byrd- SAGA relies on the geometric median to aggregate the corrected stochastic gradients sent by the workers. When less than half of the workers are Byzantine attackers, the robustness of geometric median to outliers enables Byrd-SAGA to attain provably linear convergence to a neighborhood of the optimal solution, with the asymptotic learning error determined by the number of Byzantine workers. Numerical tests corroborate the robustness to various Byzantine attacks, as well as the merits of Byrd- SAGA over Byzantine attack resilient distributed SGD.

9.9LGNov 3, 2019
Finite-Sample Analysis of Decentralized Temporal-Difference Learning with Linear Function Approximation

Jun Sun, Gang Wang, Georgios B. Giannakis et al.

Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized setting, using temporal-difference (TD) learning with linear function approximation to handle large state spaces in practice. The goal of a group of agents is to collaboratively learn the value function of a given policy from locally private rewards observed in a shared environment, through exchanging local estimates with neighbors. Despite their simplicity and widespread use, our theoretical understanding of such decentralized TD learning algorithms remains limited. Existing results were obtained based on i.i.d. data samples, or by imposing an `additional' projection step to control the `gradient' bias incurred by the Markovian observations. In this paper, we provide a finite-sample analysis of the fully decentralized TD(0) learning under both i.i.d. as well as Markovian samples, and prove that all local estimates converge linearly to a small neighborhood of the optimum. The resultant error bounds are the first of its type---in the sense that they hold under the most practical assumptions ---which is made possible by means of a novel multi-step Lyapunov analysis.

5.1SYOct 25, 2019
A Statistical Learning Approach to Reactive Power Control in Distribution Systems

Qiuling Yang, Alireza Sadeghi, Gang Wang et al.

Pronounced variability due to the growth of renewable energy sources, flexible loads, and distributed generation is challenging residential distribution systems. This context, motivates well fast, efficient, and robust reactive power control. Real-time optimal reactive power control is possible in theory by solving a non-convex optimization problem based on the exact model of distribution flow. However, lack of high-precision instrumentation and reliable communications, as well as the heavy computational burden of non-convex optimization solvers render computing and implementing the optimal control challenging in practice. Taking a statistical learning viewpoint, the input-output relationship between each grid state and the corresponding optimal reactive power control is parameterized in the present work by a deep neural network, whose unknown weights are learned offline by minimizing the power loss over a number of historical and simulated training pairs. In the inference phase, one just feeds the real-time state vector into the learned neural network to obtain the `optimal' reactive power control with only several matrix-vector multiplications. The merits of this novel statistical learning approach are computational efficiency as well as robustness to random input perturbations. Numerical tests on a 47-bus distribution network using real data corroborate these practical merits.

6.0LGOct 21, 2019
Edge Dithering for Robust Adaptive Graph Convolutional Networks

Vassilis N. Ioannidis, Georgios B. Giannakis

Graph convolutional networks (GCNs) are vulnerable to perturbations of the graph structure that are either random, or, adversarially designed. The perturbed links modify the graph neighborhoods, which critically affects the performance of GCNs in semi-supervised learning (SSL) tasks. Aiming at robustifying GCNs conditioned on the perturbed graph, the present paper generates multiple auxiliary graphs, each having its binary 0-1 edge weights flip values with probabilities designed to enhance robustness. The resultant edge-dithered auxiliary graphs are leveraged by an adaptive (A)GCN that performs SSL. Robustness is enabled through learnable graph-combining weights along with suitable regularizers. Relative to GCN, the novel AGCN achieves markedly improved performance in tests with noisy inputs, graph perturbations, and state-of-the-art adversarial attacks. Further experiments with protein interaction networks showcase the competitive performance of AGCN for SSL over multiple graphs.

13.1LGOct 21, 2019
GraphSAC: Detecting anomalies in large-scale graphs

Vassilis N. Ioannidis, Dimitris Berberidis, Georgios B. Giannakis

A graph-based sampling and consensus (GraphSAC) approach is introduced to effectively detect anomalous nodes in large-scale graphs. Existing approaches rely on connectivity and attributes of all nodes to assign an anomaly score per node. However, nodal attributes and network links might be compromised by adversaries, rendering these holistic approaches vulnerable. Alleviating this limitation, GraphSAC randomly draws subsets of nodes, and relies on graph-aware criteria to judiciously filter out sets contaminated by anomalous nodes, before employing a semi-supervised learning (SSL) module to estimate nominal label distributions per node. These learned nominal distributions are minimally affected by the anomalous nodes, and hence can be directly adopted for anomaly detection. Rigorous analysis provides performance guarantees for GraphSAC, by bounding the required number of draws. The per-draw complexity grows linearly with the number of edges, which implies efficient SSL, while draws can be run in parallel, thereby ensuring scalability to large graphs. GraphSAC is tested under different anomaly generation models based on random walks, clustered anomalies, as well as contemporary adversarial attacks for graph data. Experiments with real-world graphs showcase the advantage of GraphSAC relative to state-of-the-art alternatives.

2.7LGOct 15, 2019
Adaptive Step Sizes in Variance Reduction via Regularization

Bingcong Li, Georgios B. Giannakis

The main goal of this work is equipping convex and nonconvex problems with Barzilai-Borwein (BB) step size. With the adaptivity of BB step sizes granted, they can fail when the objective function is not strongly convex. To overcome this challenge, the key idea here is to bridge (non)convex problems and strongly convex ones via regularization. The proposed regularization schemes are \textit{simple} yet effective. Wedding the BB step size with a variance reduction method, known as SARAH, offers a free lunch compared with vanilla SARAH in convex problems. The convergence of BB step sizes in nonconvex problems is also established and its complexity is no worse than other adaptive step sizes such as AdaGrad. As a byproduct, our regularized SARAH methods for convex functions ensure that the complexity to find $\mathbb{E}[\| \nabla f(\mathbf{x}) \|^2]\leq ε$ is ${\cal O}\big( (n+\frac{1}{\sqrtε})\ln{\frac{1}ε}\big)$, improving $ε$ dependence over existing results. Numerical tests further validate the merits of proposed approaches.

17.4LGSep 17, 2019
Communication-Efficient Distributed Learning via Lazily Aggregated Quantized Gradients

Jun Sun, Tianyi Chen, Georgios B. Giannakis et al.

The present paper develops a novel aggregated gradient approach for distributed machine learning that adaptively compresses the gradient communication. The key idea is to first quantize the computed gradients, and then skip less informative quantized gradient communications by reusing outdated gradients. Quantizing and skipping result in `lazy' worker-server communications, which justifies the term Lazily Aggregated Quantized gradient that is henceforth abbreviated as LAQ. Our LAQ can provably attain the same linear convergence rate as the gradient descent in the strongly convex case, while effecting major savings in the communication overhead both in transmitted bits as well as in communication rounds. Empirically, experiments with real data corroborate a significant communication reduction compared to existing gradient- and stochastic gradient-based algorithms.

14.7MLSep 10, 2019
A Multistep Lyapunov Approach for Finite-Time Analysis of Biased Stochastic Approximation

Gang Wang, Bingcong Li, Georgios B. Giannakis

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the underlying stochastic noise sequence. Building upon a carefully designed multistep Lyapunov function that looks ahead to several future updates to accommodate the stochastic perturbations (for control of the gradient bias), we prove a general result on the convergence of the iterates, and use it to derive non-asymptotic bounds on the mean-square error in the case of constant stepsizes. This novel looking-ahead viewpoint renders finite-time analysis of biased SA algorithms under a large family of stochastic perturbations possible. For direct comparison with existing contributions, we also demonstrate these bounds by applying them to TD- and Q-learning with linear function approximation, under the practical Markov chain observation model. The resultant finite-time error bound for both the TD- as well as the Q-learning algorithms is the first of its kind, in the sense that it holds i) for the unmodified versions (i.e., without making any modifications to the parameter updates) using even nonlinear function approximators; as well as for Markov chains ii) under general mixing conditions and iii) starting from any initial distribution, at least one of which has to be violated for existing results to be applicable.

3.3SPSep 5, 2019
A Variational Bayes Approach to Adaptive Radio Tomography

Donghoon Lee, Georgios B. Giannakis

Radio tomographic imaging (RTI) is an emerging technology for localization of physical objects in a geographical area covered by wireless networks. With attenuation measurements collected at spatially distributed sensors, RTI capitalizes on spatial loss fields (SLFs) measuring the absorption of radio frequency waves at spatial locations along the propagation path. These SLFs can be utilized for interference management in wireless communication networks, environmental monitoring, and survivor localization after natural disasters such as earthquakes. Key to the success of RTI is to accurately model shadowing as the weighted line integral of the SLF. To learn the SLF exhibiting statistical heterogeneity induced by spatially diverse environments, the present work develops a Bayesian framework entailing a piecewise homogeneous SLF with an underlying hidden Markov random field model. Utilizing variational Bayes techniques, the novel approach yields efficient field estimators at affordable complexity. A data-adaptive sensor selection strategy is also introduced to collect informative measurements for effective reconstruction of the SLF. Numerical tests using synthetic and real datasets demonstrate the capabilities of the proposed approach to radio tomography and channel-gain estimation.