Venugopal V. Veeravalli

Ashutosh Nayyar, Tamer Basar, Demosthenis Teneketzis et al.

We consider a remote estimation problem with an energy harvesting sensor and a remote estimator. The sensor observes the state of a discrete-time source which may be a finite state Markov chain or a multi-dimensional linear Gaussian system. It harvests energy from its environment (say, for example, through a solar cell) and uses this energy for the purpose of communicating with the estimator. Due to the randomness of energy available for communication, the sensor may not be able to communicate all the time. The sensor may also want to save its energy for future communications. The estimator relies on messages communicated by the sensor to produce real-time estimates of the source state. We consider the problem of finding a communication scheduling strategy for the sensor and an estimation strategy for the estimator that jointly minimize an expected sum of communication and distortion costs over a finite time horizon. Our goal of joint optimization leads to a decentralized decision-making problem. By viewing the problem from the estimator's perspective, we obtain a dynamic programming characterization for the decentralized decision-making problem that involves optimization over functions. Under some symmetry assumptions on the source statistics and the distortion metric, we show that an optimal communication strategy is described by easily computable thresholds and that the optimal estimate is a simple function of the most recently received sensor observation.

Haoyu Zhao, Ziran Yang, Jiawei Li et al.

Vericoding refers to the generation of formally verified code from rigorous specifications. Recent AI models show promise in vericoding, but a unified methodology for cross-paradigm evaluation is lacking. Existing benchmarks test only individual languages/tools (e.g., Dafny, Verus, and Lean) and each covers very different tasks, so the performance numbers are not directly comparable. We address this gap with AlgoVeri, a benchmark that evaluates vericoding of $77$ classical algorithms in Dafny, Verus, and Lean. By enforcing identical functional contracts, AlgoVeri reveals critical capability gaps in verification systems. While frontier models achieve tractable success in Dafny ($40.3$% for Gemini-3 Flash), where high-level abstractions and SMT automation simplify the workflow, performance collapses under the systems-level memory constraints of Verus ($24.7$%) and the explicit proof construction required by Lean (7.8%). Beyond aggregate metrics, we uncover a sharp divergence in test-time compute dynamics: Gemini-3 effectively utilizes iterative repair to boost performance (e.g., tripling pass rates in Dafny), whereas GPT-OSS saturates early. Finally, our error analysis shows that language design affects the refinement trajectory: while Dafny allows models to focus on logical correctness, Verus and Lean trap models in persistent syntactic and semantic barriers. All data and evaluation code can be found at https://github.com/haoyuzhao123/algoveri.

Akshayaa Magesh, Venugopal V. Veeravalli, Anirban Roy et al.

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

Topi Halme, Venugopal V. Veeravalli, Visa Koivunen

The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit strong detection performance both asymptotically and non-asymptotically. Our results indicate that utilizing the James-Stein estimator in the recently developed window-limited CuSum test constitutes a uniform improvement over its typical maximum likelihood variant. That is, the proposed James-Stein version achieves a smaller detection delay simultaneously for all possible post-change parameter values and every false alarm rate constraint, as long as the number of parallel data streams is greater than three. Additionally, an alternative detection procedure that utilizes the James-Stein estimator is shown to have asymptotic detection delay properties that compare favorably to existing tests. The second-order asymptotic detection delay term is reduced in a predefined low-dimensional subspace of the parameter space, while second-order asymptotic minimaxity is preserved. The results are verified in simulations, where the proposed schemes are shown to achieve smaller detection delays compared to existing alternatives, especially when the number of data streams is large.

Adarsh M. Subramaniam, Akshayaa Magesh, Venugopal V. Veeravalli

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

Yu-Han Huang, Argyrios Gerogiannis, Subhonmesh Bose et al.

We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as quickly as possible while controlling false alarms. Assuming known pre- and post-change distributions and allowing an arbitrary subset of streams to be affected by the change, we propose two novel and computationally efficient detection procedures inspired by the Upper Confidence Bound (UCB) multi-armed bandit algorithm. Our methods adaptively concentrate sensing on the most informative streams while preserving false-alarm guarantees. We show that both procedures achieve first-order asymptotic optimality in detection delay under standard false-alarm constraints. We also extend the UCB-driven controlled sensing approach to the setting where the pre- and post-change distributions are unknown, except for a mean-shift in at least one of the channels at the change-point. This setting is particularly relevant to the problem of learning in piecewise stationary environments. Finally, extensive simulations on synthetic benchmarks show that our methods consistently outperform existing state-of-the-art approaches while offering substantial computational savings.

Argyrios Gerogiannis, Yu-Han Huang, Venugopal V. Veeravalli

We study model-free reinforcement learning (RL) in non-stationary finite-horizon episodic Markov decision processes (MDPs) without prior knowledge of the non-stationarity. We focus on the piecewise-stationary (PS) setting, where both the reward and transition dynamics can change an arbitrary number of times. We propose Detection Augmented Reinforcement Learning (DARLING), a modular wrapper for PS-RL that applies to both tabular and linear MDPs, without knowledge of the changes. Under certain change-point separation and reachability conditions, DARLING improves the best available dynamic regret bounds in both settings and yields strong empirical performance. We further establish the first minimax lower bounds for PS-RL in tabular and linear MDPs, showing that DARLING is the first nearly optimal algorithm. Experiments on standard benchmarks demonstrate that DARLING consistently surpasses the state-of-the-art methods across diverse non-stationary scenarios.

Argyrios Gerogiannis, Yu-Han Huang, Venugopal V. Veeravalli

We study the problem of Non-Stationary Reinforcement Learning (NS-RL) without prior knowledge about the system's non-stationarity. A state-of-the-art, black-box algorithm, known as MASTER, is considered, with a focus on identifying the conditions under which it can achieve its stated goals. Specifically, we prove that MASTER's non-stationarity detection mechanism is not triggered for practical choices of horizon, leading to performance akin to a random restarting algorithm. Moreover, we show that the regret bound for MASTER, while being order optimal, stays above the worst-case linear regret until unreasonably large values of the horizon. To validate these observations, MASTER is tested for the special case of piecewise stationary multi-armed bandits, along with methods that employ random restarting, and others that use quickest change detection to restart. A simple, order optimal random restarting algorithm, that has prior knowledge of the non-stationarity is proposed as a baseline. The behavior of the MASTER algorithm is validated in simulations, and it is shown that methods employing quickest change detection are more robust and consistently outperform MASTER and other random restarting approaches.

Yu-Han Huang, Argyrios Gerogiannis, Subhonmesh Bose et al.

Conventional Multi-Armed Bandit (MAB) algorithms are designed for stationary environments, where the reward distributions associated with the arms do not change with time. In many applications, however, the environment is more accurately modeled as being non-stationary. In this work, piecewise stationary MAB (PS-MAB) environments are investigated, in which the reward distributions associated with a subset of the arms change at some change-points and remain stationary between change-points. Our focus is on the asymptotic analysis of PS-MABs, for which practical algorithms based on change detection have been previously proposed. Our goal is to modularize the design and analysis of such Detection Augmented Bandit (DAB) procedures. To this end, we first provide novel, improved performance lower bounds for PS-MABs. Then, we identify the requirements for stationary bandit algorithms and change detectors in a DAB procedure that are needed for the modularization. We assume that the rewards are sub-Gaussian. Under this assumption and a condition on the separation of the change-points, we show that the analysis of DAB procedures can indeed be modularized, so that the regret bounds can be obtained in a unified manner for various combinations of change detectors and bandit algorithms. Through this analysis, we develop new modular DAB procedures that are order-optimal. Finally, we showcase the practical effectiveness of our modular DAB approach in our experiments, studying its regret performance compared to other methods and investigating its detection capabilities.

Jiawei Li, Akshayaa Magesh, Venugopal V. Veeravalli

While Large Language Models (LLMs) have emerged as powerful foundational models to solve a variety of tasks, they have also been shown to be prone to hallucinations, i.e., generating responses that sound confident but are actually incorrect or even nonsensical. In this work, we formulate the problem of detecting hallucinations as a hypothesis testing problem and draw parallels to the problem of out-of-distribution detection in machine learning models. We propose a multiple-testing-inspired method to solve the hallucination detection problem, and provide extensive experimental results to validate the robustness of our approach against state-of-the-art methods.

Argyrios Gerogiannis, Yu-Han Huang, Subhonmesh Bose et al.

We introduce a practical, black-box framework termed Detection Augmented Learning (DAL) for the problem of non-stationary bandits without prior knowledge of the underlying non-stationarity. DAL accepts any stationary bandit algorithm as input and augments it with a change detector, enabling applicability to all common bandit variants. Extensive experimentation demonstrates that DAL consistently surpasses current state-of-the-art methods across diverse non-stationary scenarios, including synthetic benchmarks and real-world datasets, underscoring its versatility and scalability. We provide theoretical insights into DAL's strong empirical performance, complemented by thorough experimental validation.

Akshayaa Magesh, Venugopal V. Veeravalli

We consider a multi-player multi-armed bandit setting in the presence of adversaries that attempt to negatively affect the rewards received by the players in the system. The reward distributions for any given arm are heterogeneous across the players. In the event of a collision (more than one player choosing the same arm), all the colliding users receive zero rewards. The adversaries use collisions to affect the rewards received by the players, i.e., if an adversary attacks an arm, any player choosing that arm will receive zero reward. At any time step, the adversaries may attack more than one arm. It is assumed that the players in the system do not deviate from a pre-determined policy used by all the players, and that the probability that none of the arms face adversarial attacks is strictly positive at every time step. In order to combat the adversarial attacks, the players are allowed to communicate using a single bit for $O(\log T)$ time units, where $T$ is the time horizon, and each player can only observe their own actions and rewards at all time steps. We propose a {policy that is used by all the players, which} achieves near order optimal regret of order $O(\log^{1+δ}T + W)$, where $W$ is total number of time units for which there was an adversarial attack on at least one arm.

Yu-Zhen Janice Chen, Jinhang Zuo, Venugopal V. Veeravalli et al.

In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to detect, or a confusing change, which is not of our interest. Our objective is to detect a bad change as quickly as possible while avoiding raising a false alarm for pre-change or a confusing change. We identify a specific set of pre-change, bad change, and confusing change distributions that pose challenges beyond the capabilities of standard Cumulative Sum (CuSum) procedures. Proposing novel CuSum-based detection procedures, S-CuSum and J-CuSum, leveraging two CuSum statistics, we offer solutions applicable across all kinds of pre-change, bad change, and confusing change distributions. For both S-CuSum and J-CuSum, we provide analytical performance guarantees and validate them by numerical results. Furthermore, both procedures are computationally efficient as they only require simple recursive updates.

Aditya Deshmukh, Venugopal V. Veeravalli, Gunjan Verma

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

Meghana Bande, Akshayaa Magesh, Venugopal V. Veeravalli

A stochastic multi-user multi-armed bandit framework is used to develop algorithms for uncoordinated spectrum access. In contrast to prior work, it is assumed that rewards can be non-zero even under collisions, thus allowing for the number of users to be greater than the number of channels. The proposed algorithm consists of an estimation phase and an allocation phase. It is shown that if every user adopts the algorithm, the system wide regret is order-optimal of order $O(\log T)$ over a time-horizon of duration $T$. The regret guarantees hold for both the cases where the number of users is greater than or less than the number of channels. The algorithm is extended to the dynamic case where the number of users in the system evolves over time, and is shown to lead to sub-linear regret.

Jing Liu, Aditya Deshmukh, Venugopal V. Veeravalli

We study the robust mean estimation problem in high dimensions, where $α<0.5$ fraction of the data points can be arbitrarily corrupted. Motivated by compressive sensing, we formulate the robust mean estimation problem as the minimization of the $\ell_0$-`norm' of the outlier indicator vector, under second moment constraints on the inlier data points. We prove that the global minimum of this objective is order optimal for the robust mean estimation problem, and we propose a general framework for minimizing the objective. We further leverage the $\ell_1$ and $\ell_p$ $(0<p<1)$, minimization techniques in compressive sensing to provide computationally tractable solutions to the $\ell_0$ minimization problem. Both synthetic and real data experiments demonstrate that the proposed algorithms significantly outperform state-of-the-art robust mean estimation methods.

Aditya Deshmukh, Srikrishna Bhashyam, Venugopal V. Veeravalli

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal is to design a policy to find the true hypothesis with minimum expected delay while ensuring that the probability of error is below a given constraint. The decision-maker can control the delay by intelligently choosing the control for observation collection in each time slot. We derive a policy that satisfies the given constraint on the error probability. We also show that the policy is asymptotically optimal in the sense that it asymptotically achieves an information-theoretic lower bound on the expected delay.

Akshayaa Magesh, Venugopal V. Veeravalli

Multi-user multi-armed bandits have emerged as a good model for uncoordinated spectrum access problems. In this paper we consider the scenario where users cannot communicate with each other. In addition, the environment may appear differently to different users, ${i.e.}$, the mean rewards as observed by different users for the same channel may be different. With this setup, we present a policy that achieves a regret of $O (\log{T})$. This paper has been accepted at Asilomar Conference on Signals, Systems, and Computers 2019.

Akshayaa Magesh, Venugopal V. Veeravalli

We consider a fully decentralized multi-player stochastic multi-armed bandit setting where the players cannot communicate with each other and can observe only their own actions and rewards. The environment may appear differently to different players, $\textit{i.e.}$, the reward distributions for a given arm are heterogeneous across players. In the case of a collision (when more than one player plays the same arm), we allow for the colliding players to receive non-zero rewards. The time-horizon $T$ for which the arms are played is \emph{not} known to the players. Within this setup, where the number of players is allowed to be greater than the number of arms, we present a policy that achieves near order-optimal expected regret of order $O(\log^{1 + δ} T)$ for some $0 < δ< 1$ over a time-horizon of duration $T$. This paper is accepted at IEEE Transactions on Information Theory.

Yuheng Bu, Weihao Gao, Shaofeng Zou et al.

We show that model compression can improve the population risk of a pre-trained model, by studying the tradeoff between the decrease in the generalization error and the increase in the empirical risk with model compression. We first prove that model compression reduces an information-theoretic bound on the generalization error; this allows for an interpretation of model compression as a regularization technique to avoid overfitting. We then characterize the increase in empirical risk with model compression using rate distortion theory. These results imply that the population risk could be improved by model compression if the decrease in generalization error exceeds the increase in empirical risk. We show through a linear regression example that such a decrease in population risk due to model compression is indeed possible. Our theoretical results further suggest that the Hessian-weighted $K$-means clustering compression approach can be improved by regularizing the distance between the clustering centers. We provide experiments with neural networks to support our theoretical assertions.

Yuheng Bu, Shaofeng Zou, Venugopal V. Veeravalli

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the learning algorithm. The bound is derived under more general conditions on the loss function than in existing studies; nevertheless, it provides a tighter characterization of the generalization error. Examples of learning algorithms are provided to demonstrate the the tightness of the bound, and to show that it has a broad range of applicability. Application to noisy and iterative algorithms, e.g., stochastic gradient Langevin dynamics (SGLD), is also studied, where the constructed bound provides a tighter characterization of the generalization error than existing results. Finally, it is demonstrated that, unlike existing bounds, which are difficult to compute and evaluate empirically, the proposed bound can be estimated easily in practice.

Yuheng Bu, Jiaxun Lu, Venugopal V. Veeravalli

Model change detection is studied, in which there are two sets of samples that are independently and identically distributed (i.i.d.) according to a pre-change probabilistic model with parameter $θ$, and a post-change model with parameter $θ'$, respectively. The goal is to detect whether the change in the model is significant, i.e., whether the difference between the pre-change parameter and the post-change parameter $\|θ-θ'\|_2$ is larger than a pre-determined threshold $ρ$. The problem is considered in a Neyman-Pearson setting, where the goal is to maximize the probability of detection under a false alarm constraint. Since the generalized likelihood ratio test (GLRT) is difficult to compute in this problem, we construct an empirical difference test (EDT), which approximates the GLRT and has low computational complexity. Moreover, we provide an approximation method to set the threshold of the EDT to meet the false alarm constraint. Experiments with linear regression and logistic regression are conducted to validate the proposed algorithms.

Meghana Bande, Venugopal V. Veeravalli

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a channel are the same for each user. In contrast to prior work, it is assumed that the number of users can possibly exceed the number of channels, and that rewards can be non-zero even under collisions. The proposed algorithm consists of an estimation phase and an allocation phase. It is shown that if every user adopts the algorithm, the system wide regret is constant with time with high probability. The regret guarantees hold for any number of users and channels, in particular, even when the number of users is less than the number of channels. Next, an adversarial multi-user MAB framework is considered, where the rewards on the channels are user-dependent. It is assumed that the number of users is less than the number of channels, and that the users receive zero reward on collision. The proposed algorithm combines the Exp3.P algorithm developed in prior work for single user adversarial bandits with a collision resolution mechanism to achieve sub-linear regret. It is shown that if every user employs the proposed algorithm, the system wide regret is of the order $O(T^\frac{3}{4})$ over a horizon of time $T$. The algorithms in both stochastic and adversarial scenarios are extended to the dynamic case where the number of users in the system evolves over time and are shown to lead to sub-linear regret.

Yuheng Bu, Jiaxun Lu, Venugopal V. Veeravalli

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the most informative samples from an unlabeled data pool, and that adapts to the change by utilizing the information acquired in the previous steps. Our analysis shows that the proposed active learning algorithm based on stochastic gradient descent achieves a near-optimal excess risk performance for maximum likelihood estimation. Furthermore, an estimator of the change in the learning problems using the active learning samples is constructed, which provides an adaptive sample size selection rule that guarantees the excess risk is bounded for sufficiently large number of time steps. Experiments with synthetic and real data are presented to validate our algorithm and theoretical results.

Yuheng Bu, Shaofeng Zou, Venugopal V. Veeravalli

The problem of universal outlying sequence detection is studied, where the goal is to detect outlying sequences among $M$ sequences of samples. A sequence is considered as outlying if the observations therein are generated by a distribution different from those generating the observations in the majority of the sequences. In the universal setting, we are interested in identifying all the outlying sequences without knowing the underlying generating distributions. In this paper, a class of tests based on distribution clustering is proposed. These tests are shown to be exponentially consistent with linear time complexity in $M$. Numerical results demonstrate that our clustering-based tests achieve similar performance to existing tests, while being considerably more computationally efficient.

Craig Wilson, Venugopal V. Veeravalli

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The optimization problems change slowly in the sense that the minimizers change at either a fixed or bounded rate. A method based on estimates of the change in the minimizers and properties of the optimization algorithm is introduced for adaptively selecting the number of samples needed from the distributions underlying each problem in order to ensure that the excess risk, i.e., the expected gap between the loss achieved by the approximate minimizer produced by the optimization algorithm and the exact minimizer, does not exceed a target level. Experiments with synthetic and real data are used to confirm that this approach performs well.