Usman A. Khan

Sam Safavi, Usman A. Khan, Soummya Kar et al. · cmu

Fifth generation~(5G) networks providing much higher bandwidth and faster data rates will allow connecting vast number of static and mobile devices, sensors, agents, users, machines, and vehicles, supporting Internet-of-Things (IoT), real-time dynamic networks of mobile things. Positioning and location awareness will become increasingly important, enabling deployment of new services and contributing to significantly improving the overall performance of the 5G~system. Many of the currently talked about solutions to positioning in~5G are centralized, mostly requiring direct line-of-sight (LoS) to deployed access nodes or anchors at the same time, which in turn requires high-density deployments of anchors. But these LoS and centralized positioning solutions may become unwieldy as the number of users and devices continues to grow without limit in sight. As an alternative to the centralized solutions, this paper discusses distributed localization in a 5G enabled IoT environment where many low power devices, users, or agents are to locate themselves without global or LoS access to anchors. Even though positioning is essentially a non-linear problem (solving circle equations by trilateration or triangulation), we discuss a cooperative \textit{linear} distributed iterative solution with only local measurements, communication and computation needed at each agent. Linearity is obtained by reparametrization of the agent location through barycentric coordinate representations based on local neighborhood geometry that may be computed in terms of certain Cayley-Menger determinants involving relative local inter-agent distance measurements.

Mohammadreza Doostmohammadian, Hamid R. Rabiee, Usman A. Khan

In this letter we discuss cost optimization of sensor networks monitoring structurally full-rank systems under distributed observability constraint. Using structured systems theory, the problem is relaxed into two subproblems: (i) sensing cost optimization and (ii) networking cost optimization. Both problems are reformulated as combinatorial optimization problems. The sensing cost optimization is shown to have a polynomial order solution. The networking cost optimization is shown to be NP-hard in general, but has a polynomial order solution under specific conditions. A 2-approximation polynomial order relaxation is provided for general networking cost optimization, which is applicable in large-scale system monitoring.

Ameya Agaskar, Sriram Siva, William Pickering et al.

We introduce DeepFleet, a suite of foundation models designed to support coordination and planning for large-scale mobile robot fleets. These models are trained on fleet movement data, including robot positions, goals, and interactions, from hundreds of thousands of robots in Amazon warehouses worldwide. DeepFleet consists of four architectures that each embody a distinct inductive bias and collectively explore key points in the design space for multi-agent foundation models: the robot-centric (RC) model is an autoregressive decision transformer operating on neighborhoods of individual robots; the robot-floor (RF) model uses a transformer with cross-attention between robots and the warehouse floor; the image-floor (IF) model applies convolutional encoding to a multi-channel image representation of the full fleet; and the graph-floor (GF) model combines temporal attention with graph neural networks for spatial relationships. In this paper, we describe these models and present our evaluation of the impact of these design choices on prediction task performance. We find that the robot-centric and graph-floor models, which both use asynchronous robot state updates and incorporate the localized structure of robot interactions, show the most promise. We also present experiments that show that these two models can make effective use of larger warehouses operation datasets as the models are scaled up.

Sam Safavi, Usman A. Khan

In this paper, we develop a \textit{distributed} algorithm to localize an arbitrary number of agents moving in a bounded region of interest. We assume that the network contains \textit{at least one} agent with known location (hereinafter referred to as an anchor), and each agent measures a noisy version of its motion and the distances to the nearby agents. We provide a~\emph{geometric approach}, which allows each agent to: (i) continually update the distances to the locations where it has exchanged information with the other nodes in the past; and (ii) measure the distance between a neighbor and any such locations. Based on this approach, we provide a \emph{linear update} to find the locations of an arbitrary number of mobile agents when they follow some convexity in their deployment and motion. Since the agents are mobile, they may not be able to find nearby nodes (agents and/or anchors) to implement a distributed algorithm. To address this issue, we introduce the notion of a \emph{virtual convex hull} with the help of the aforementioned geometric approach. In particular, each agent keeps track of a virtual convex hull of other nodes, which may not physically exist, and updates its location with respect to its neighbors in the virtual hull. We show that the corresponding localization algorithm, in the absence of noise, can be abstracted as a Linear Time-Varying (LTV) system, with non-deterministic system matrices, which asymptotically tracks the true locations of the agents. We provide simulations to verify the analytical results and evaluate the performance of the algorithm in the presence of noise on the motion as well as on the distance measurements.

Usman A. Khan, Joseph W. Durham

We consider anonymous multi-agent path finding (MAPF) where a set of robots is tasked to travel to a set of targets on a finite, connected graph. We show that MAPF can be cast as a special class of multi-marginal optimal transport (MMOT) problems with an underlying Markovian structure, under which the exponentially large MMOT collapses to a linear program (LP) polynomial in size. Focusing on the anonymous setting, we establish conditions under which the corresponding LP is feasible, totally unimodular, and consequently, yields min-cost, integral $(\{0,1\})$ transports that do not overlap in both space and time. To adapt the approach to large-scale problems, we cast the MAPF-MMOT in a probabilistic framework via Schrödinger bridges. Under standard assumptions, we show that the Schrödinger bridge formulation reduces to an entropic regularization of the corresponding MMOT that admits an iterative Sinkhorn-type solution. The Schrödinger bridge, being a probabilistic framework, provides a shadow (fractional) transport that we use as a template to solve a reduced LP and demonstrate that it results in near-optimal, integral transports at a significant reduction in complexity. Extensive experiments highlight the optimality and scalability of the proposed approaches.

Usman A. Khan, Mouhacine Benosman, Wenliang Liu et al.

In this paper, we propose a novel methodology for path planning and scheduling for multi-robot navigation that is based on optimal transport theory and model predictive control. We consider a setup where $N$ robots are tasked to navigate to $M$ targets in a common space with obstacles. Mapping robots to targets first and then planning paths can result in overlapping paths that lead to deadlocks. We derive a strategy based on optimal transport that not only provides minimum cost paths from robots to targets but also guarantees non-overlapping trajectories. We achieve this by discretizing the space of interest into $K$ cells and by imposing a ${K\times K}$ cost structure that describes the cost of transitioning from one cell to another. Optimal transport then provides \textit{optimal and non-overlapping} cell transitions for the robots to reach the targets that can be readily deployed without any scheduling considerations. The proposed solution requires $\unicode{x1D4AA}(K^3\log K)$ computations in the worst-case and $\unicode{x1D4AA}(K^2\log K)$ for well-behaved problems. To further accommodate potentially overlapping trajectories (unavoidable in certain situations) as well as robot dynamics, we show that a temporal structure can be integrated into optimal transport with the help of \textit{replans} and \textit{model predictive control}.

Muhammad I. Qureshi, Usman A. Khan

In this paper, we propose GT-GDA, a distributed optimization method to solve saddle point problems of the form: $\min_{\mathbf{x}} \max_{\mathbf{y}} \{F(\mathbf{x},\mathbf{y}) :=G(\mathbf{x}) + \langle \mathbf{y}, \overline{P} \mathbf{x} \rangle - H(\mathbf{y})\}$, where the functions $G(\cdot)$, $H(\cdot)$, and the the coupling matrix $\overline{P}$ are distributed over a strongly connected network of nodes. GT-GDA is a first-order method that uses gradient tracking to eliminate the dissimilarity caused by heterogeneous data distribution among the nodes. In the most general form, GT-GDA includes a consensus over the local coupling matrices to achieve the optimal (unique) saddle point, however, at the expense of increased communication. To avoid this, we propose a more efficient variant GT-GDA-Lite that does not incur the additional communication and analyze its convergence in various scenarios. We show that GT-GDA converges linearly to the unique saddle point solution when $G(\cdot)$ is smooth and convex, $H(\cdot)$ is smooth and strongly convex, and the global coupling matrix $\overline{P}$ has full column rank. We further characterize the regime under which GT-GDA exhibits a network topology-independent convergence behavior. We next show the linear convergence of GT-GDA to an error around the unique saddle point, which goes to zero when the coupling cost ${\langle \mathbf y, \overline{P} \mathbf x \rangle}$ is common to all nodes, or when $G(\cdot)$ and $H(\cdot)$ are quadratic. Numerical experiments illustrate the convergence properties and importance of GT-GDA and GT-GDA-Lite for several applications.

Muhammad I. Qureshi, Ran Xin, Soummya Kar et al.

This paper proposes AB-SAGA, a first-order distributed stochastic optimization method to minimize a finite-sum of smooth and strongly convex functions distributed over an arbitrary directed graph. AB-SAGA removes the uncertainty caused by the stochastic gradients using a node-level variance reduction and subsequently employs network-level gradient tracking to address the data dissimilarity across the nodes. Unlike existing methods that use the nonlinear push-sum correction to cancel the imbalance caused by the directed communication, the consensus updates in AB-SAGA are linear and uses both row and column stochastic weights. We show that for a constant step-size, AB-SAGA converges linearly to the global optimal. We quantify the directed nature of the underlying graph using an explicit directivity constant and characterize the regimes in which AB-SAGA achieves a linear speed-up over its centralized counterpart. Numerical experiments illustrate the convergence of AB-SAGA for strongly convex and nonconvex problems.

Mohammadreza Doostmohammadian, Alireza Aghasi, Themistoklis Charalambous et al.

In this paper, we consider the binary classification problem via distributed Support-Vector-Machines (SVM), where the idea is to train a network of agents, with limited share of data, to cooperatively learn the SVM classifier for the global database. Agents only share processed information regarding the classifier parameters and the gradient of the local loss functions instead of their raw data. In contrast to the existing work, we propose a continuous-time algorithm that incorporates network topology changes in discrete jumps. This hybrid nature allows us to remove chattering that arises because of the discretization of the underlying CT process. We show that the proposed algorithm converges to the SVM classifier over time-varying weight balanced directed graphs by using arguments from the matrix perturbation theory.

Ran Xin, Usman A. Khan, Soummya Kar

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $ε$-accurate first-order stationary point of the sum of the local costs. We focus on an online setting, where each node accesses its local cost only by means of a stochastic first-order oracle that returns a noisy version of the exact gradient. In this context, we propose a novel single-loop decentralized hybrid variance-reduced stochastic gradient method, called GT-HSGD, that outperforms the existing approaches in terms of both the oracle complexity and practical implementation. The GT-HSGD algorithm implements specialized local hybrid stochastic gradient estimators that are fused over the network to track the global gradient. Remarkably, GT-HSGD achieves a network topology-independent oracle complexity of $O(n^{-1}ε^{-3})$ when the required error tolerance $ε$ is small enough, leading to a linear speedup with respect to the centralized optimal online variance-reduced approaches that operate on a single node. Numerical experiments are provided to illustrate our main technical results.

Mohammadreza Doostmohammadian, Alireza Aghasi, Mohammad Pirani et al.

This paper proposes networked dynamics to solve resource allocation problems over time-varying multi-agent networks. The state of each agent represents the amount of used resources (or produced utilities) while the total amount of resources is fixed. The idea is to optimally allocate the resources among the group of agents by minimizing the overall cost function subject to fixed sum of resources. Each agents' information is restricted to its own state and cost function and those of its immediate in-neighbors. This is motivated by distributed applications such as mobile edge-computing, economic dispatch over smart grids, and multi-agent coverage control. This work provides a fast convergent solution (in comparison with linear dynamics) while considering relaxed network connectivity with quantized communication links. The proposed dynamics reaches optimal solution over switching (possibly disconnected) undirected networks as far as their union over some bounded non-overlapping time-intervals has a spanning-tree. We prove feasibility of the solution, uniqueness of the optimal state, and convergence to the optimal value under the proposed dynamics, where the analysis is applicable to similar 1st-order allocation dynamics with strongly sign-preserving nonlinearities, such as actuator saturation.

Ran Xin, Usman A. Khan, Soummya Kar

We study decentralized non-convex finite-sum minimization problems described over a network of nodes, where each node possesses a local batch of data samples. In this context, we analyze a single-timescale randomized incremental gradient method, called GT-SAGA. GT-SAGA is computationally efficient as it evaluates one component gradient per node per iteration and achieves provably fast and robust performance by leveraging node-level variance reduction and network-level gradient tracking. For general smooth non-convex problems, we show the almost sure and mean-squared convergence of GT-SAGA to a first-order stationary point and further describe regimes of practical significance where it outperforms the existing approaches and achieves a network topology-independent iteration complexity respectively. When the global function satisfies the Polyak-Lojaciewisz condition, we show that GT-SAGA exhibits linear convergence to an optimal solution in expectation and describe regimes of practical interest where the performance is network topology-independent and improves upon the existing methods. Numerical experiments are included to highlight the main convergence aspects of GT-SAGA in non-convex settings.

Ran Xin, Shi Pu, Angelia Nedić et al.

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation problems. More recently, the emergence of sophisticated computing and large-scale data science needs have led to a resurgence of activity in this area. In this article, we discuss decentralized first-order gradient methods, which have found tremendous success in control, signal processing, and machine learning problems, where such methods, due to their simplicity, serve as the first method of choice for many complex inference and training tasks. In particular, we provide a general framework of decentralized first-order methods that is applicable to undirected and directed communication networks alike, and show that much of the existing work on optimization and consensus can be related explicitly to this framework. We further extend the discussion to decentralized stochastic first-order methods that rely on stochastic gradients at each node and describe how local variance reduction schemes, previously shown to have promise in the centralized settings, are able to improve the performance of decentralized methods when combined with what is known as gradient tracking. We motivate and demonstrate the effectiveness of the corresponding methods in the context of machine learning and signal processing problems that arise in decentralized environments.

Ran Xin, Usman A. Khan, Soummya Kar

This paper considers decentralized minimization of $N:=nm$ smooth non-convex cost functions equally divided over a directed network of $n$ nodes. Specifically, we describe a stochastic first-order gradient method, called GT-SARAH, that employs a SARAH-type variance reduction technique and gradient tracking (GT) to address the stochastic and decentralized nature of the problem. We show that GT-SARAH, with appropriate algorithmic parameters, finds an $ε$-accurate first-order stationary point with $O\big(\max\big\{N^{\frac{1}{2}},n(1-λ)^{-2},n^{\frac{2}{3}}m^{\frac{1}{3}}(1-λ)^{-1}\big\}Lε^{-2}\big)$ gradient complexity, where ${(1-λ)\in(0,1]}$ is the spectral gap of the network weight matrix and $L$ is the smoothness parameter of the cost functions. This gradient complexity outperforms that of the existing decentralized stochastic gradient methods. In particular, in a big-data regime such that ${n = O(N^{\frac{1}{2}}(1-λ)^{3})}$, this gradient complexity furthers reduces to ${O(N^{\frac{1}{2}}Lε^{-2})}$, independent of the network topology, and matches that of the centralized near-optimal variance-reduced methods. Moreover, in this regime GT-SARAH achieves a non-asymptotic linear speedup, in that, the total number of gradient computations at each node is reduced by a factor of $1/n$ compared to the centralized near-optimal algorithms that perform all gradient computations at a single node. To the best of our knowledge, GT-SARAH is the first algorithm that achieves this property. In addition, we show that appropriate choices of local minibatch size balance the trade-offs between the gradient and communication complexity of GT-SARAH. Over infinite time horizon, we establish that all nodes in GT-SARAH asymptotically achieve consensus and converge to a first-order stationary point in the almost sure and mean-squared sense.

Muhammad I. Qureshi, Ran Xin, Soummya Kar et al.

In this paper, we propose Push-SAGA, a decentralized stochastic first-order method for finite-sum minimization over a directed network of nodes. Push-SAGA combines node-level variance reduction to remove the uncertainty caused by stochastic gradients, network-level gradient tracking to address the distributed nature of the data, and push-sum consensus to tackle the challenge of directed communication links. We show that Push-SAGA achieves linear convergence to the exact solution for smooth and strongly convex problems and is thus the first linearly-convergent stochastic algorithm over arbitrary strongly connected directed graphs. We also characterize the regimes in which Push-SAGA achieves a linear speed-up compared to its centralized counterpart and achieves a network-independent convergence rate. We illustrate the behavior and convergence properties of Push-SAGA with the help of numerical experiments on strongly convex and non-convex problems.

Ran Xin, Usman A. Khan, Soummya Kar

In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm, GT-DSGD, enjoys certain desirable characteristics towards minimizing a sum of smooth non-convex functions. In particular, for general smooth non-convex functions, we establish non-asymptotic characterizations of GT-DSGD and derive the conditions under which it achieves network-independent performances that match the centralized minibatch SGD. In contrast, the existing results suggest that GT-DSGD is always network-dependent and is therefore strictly worse than the centralized minibatch SGD. When the global non-convex function additionally satisfies the Polyak-Lojasiewics (PL) condition, we establish the linear convergence of GT-DSGD up to a steady-state error with appropriate constant step-sizes. Moreover, under stochastic approximation step-sizes, we establish, for the first time, the optimal global sublinear convergence rate on almost every sample path, in addition to the asymptotically optimal sublinear rate in expectation. Since strongly convex functions are a special case of the functions satisfying the PL condition, our results are not only immediately applicable but also improve the currently known best convergence rates and their dependence on problem parameters.

Muhammad I. Qureshi, Ran Xin, Soummya Kar et al.

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use gradient tracking to improve certain aspects of the resulting algorithm. In particular, we propose the~\textbf{\texttt{S-ADDOPT}} algorithm that assumes a stochastic first-order oracle at each node and show that for a constant step-size~$α$, each node converges linearly inside an error ball around the optimal solution, the size of which is controlled by~$α$. For decaying step-sizes~$\mathcal{O}(1/k)$, we show that~\textbf{\texttt{S-ADDOPT}} reaches the exact solution sublinearly at~$\mathcal{O}(1/k)$ and its convergence is asymptotically network-independent. Thus the asymptotic behavior of~\textbf{\texttt{S-ADDOPT}} is comparable to the centralized stochastic gradient descent. Numerical experiments over both strongly convex and non-convex problems illustrate the convergence behavior and the performance comparison of the proposed algorithm.

Ran Xin, Soummya Kar, Usman A. Khan

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy and/or resource constraints. In this article, we review decentralized stochastic first-order methods and provide a unified algorithmic framework that combines variance-reduction with gradient tracking to achieve both robust performance and fast convergence. We provide explicit theoretical guarantees of the corresponding methods when the objective functions are smooth and strongly-convex, and show their applicability to non-convex problems via numerical experiments. Throughout the article, we provide intuitive illustrations of the main technical ideas by casting appropriate tradeoffs and comparisons among the methods of interest and by highlighting applications to decentralized training of machine learning models.

Ran Xin, Usman A. Khan, Soummya Kar

Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work, we develop \textbf{\texttt{GT-SAGA}} that is based on a decentralized implementation of SAGA \cite{SAGA} using gradient tracking and discuss regimes of practical interest where \textbf{\texttt{GT-SAGA}} outperforms existing decentralized approaches in terms of the total number of local gradient computations. In this paper, we describe \textbf{\texttt{GT-SVRG}} that develops a decentralized gradient tracking based implementation of SVRG \cite{SVRG}, another well-known variance-reduction technique. We show that the convergence rate of \textbf{\texttt{GT-SVRG}} matches that of \textbf{\texttt{GT-SAGA}} for smooth and strongly-convex functions and highlight different trade-offs between the two algorithms in various settings.

Ran Xin, Soummya Kar, Usman A. Khan

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes and raw data sharing is prohibitive often due to communication or privacy constraints. In this article, we review decentralized stochastic first-order optimization methods and illustrate some recent improvements based on gradient tracking and variance reduction, focusing particularly on smooth and strongly-convex objective functions. We provide intuitive illustrations of the main technical ideas as well as applications of the algorithms in the context of decentralized training of machine learning models.

Ran Xin, Anit Kumar Sahu, Usman A. Khan et al.

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to a stochastic first-order oracle ($\mathcal{SFO}$), we propose a novel distributed method, called $\mathcal{S}$-$\mathcal{AB}$, where each agent uses an auxiliary variable to asymptotically track the gradient of the global cost in expectation. The $\mathcal{S}$-$\mathcal{AB}$ algorithm employs row- and column-stochastic weights simultaneously to ensure both consensus and optimality. Since doubly-stochastic weights are not used, $\mathcal{S}$-$\mathcal{AB}$ is applicable to arbitrary strongly-connected graphs. We show that under a sufficiently small constant step-size, $\mathcal{S}$-$\mathcal{AB}$ converges linearly (in expected mean-square sense) to a neighborhood of the global minimizer. We present numerical simulations based on real-world data sets to illustrate the theoretical results.

Mohammadreza Doostmohammadian, Usman A. Khan

In this paper, we compare the number of unmatched nodes and the size of dilations in two main random network models, the Scale-Free and Clustered Scale-Free networks. The number of unmatched nodes determines the necessary number of control inputs and is known to be a measure for network controllability, while the size of dilation is a measure of controllability recovery in case of control input failure. Our results show that clustered version of Scale-Free networks require fewer control inputs for controllability. Further, the average size of dilations is smaller in clustered Scale-Free networks, implying that potentially fewer options for controllability recovery are available.

Ran Xin, Dusan Jakovetic, Usman A. Khan

In this letter, we introduce a distributed Nesterov method, termed as $\mathcal{ABN}$, that does not require doubly-stochastic weight matrices. Instead, the implementation is based on a simultaneous application of both row- and column-stochastic weights that makes this method applicable to arbitrary (strongly-connected) graphs. Since constructing column-stochastic weights needs additional information (the number of outgoing neighbors at each agent), not available in certain communication protocols, we derive a variation, termed as FROZEN, that only requires row-stochastic weights but at the expense of additional iterations for eigenvector learning. We numerically study these algorithms for various objective functions and network parameters and show that the proposed distributed Nesterov methods achieve acceleration compared to the current state-of-the-art methods for distributed optimization.

Mohammadreza Doostmohammadian, Hamid R. Rabiee, Usman A. Khan

This paper models the cyber-social system as a cyber-network of agents monitoring states of individuals in a social network. The state of each individual is represented by a social node and the interactions among individuals are represented by a social link. In the cyber-network each node represents an agent and the links represent information sharing among agents. Agents make an observation of social states and perform distributed inference. In this direction, the contribution of this work is threefold: (i) A novel distributed inference protocol is proposed that makes no assumption on the rank of the underlying social system. This is significant as most protocols in the literature only work on full-rank systems. (ii) A novel agent classification is developed, where it is shown that connectivity requirement on the cyber-network differs for each type. This is particularly important in finding the minimal number of observations and minimal connectivity of the cyber-network as the next contribution. (iii) The cost-optimal design of cyber-network constraint with distributed observability is addressed. This problem is subdivided into sensing cost optimization and networking cost optimization where both are claimed to be NP-hard. We solve both problems for certain types of social networks and find polynomial-order solutions.

Mohammadreza Doostmohammadian, Hamid R. Rabiee, Houman Zarrabi et al.

Single time-scale distributed estimation of dynamic systems via a network of sensors/estimators is addressed in this letter. In single time-scale distributed estimation, the two fusion steps, consensus and measurement exchange, are implemented only once, in contrast to, e.g., a large number of consensus iterations at every step of the system dynamics. We particularly discuss the problem of failure in the sensor/estimator network and how to recover for distributed estimation by adding new sensor measurements from equivalent states. We separately discuss the recovery for two types of sensors, namely αand βsensors. We propose polynomial order algorithms to find equivalent state nodes in graph representation of system to recover for distributed observability. The polynomial order solution is particularly significant for large-scale systems.