Guodong Shi

LG
29papers
204citations
Novelty53%
AI Score53

29 Papers

MAAug 25, 2014
Finite-time consensus using stochastic matrices with positive diagonals

Julien M. Hendrickx, Guodong Shi, Karl H. Johansson

We discuss the possibility of reaching consensus in finite time using only linear iterations, with the additional restrictions that the update matrices must be stochastic with positive diagonals and consistent with a given graph structure. We show that finite-time average consensus can always be achieved for connected undirected graphs. For directed graphs, we show some necessary conditions for finite-time consensus, including strong connectivity and the presence of a simple cycle of even length.

SYApr 29, 2016
Infinite Horizon Optimal Transmission Power Control for Remote State Estimation over Fading Channels

Xiaoqiang Ren, Junfeng Wu, Karl H. Johansson et al.

Jointly optimal transmission power control and remote estimation over an infinite horizon is studied. A sensor observes a dynamic process and sends its observations to a remote estimator over a wireless fading channel characterized by a time-homogeneous Markov chain. The successful transmission probability depends on both the channel gains and the transmission power used by the sensor. The transmission power control rule and the remote estimator should be jointly designed, aiming to minimize an infinite-horizon cost consisting of the power usage and the remote estimation error. A first question one may ask is: Does this joint optimization problem have a solution? We formulate the joint optimization problem as an average cost belief-state Markov decision process and answer the question by proving that there exists an optimal deterministic and stationary policy. We then show that when the monitored dynamic process is scalar, the optimal remote estimates depend only on the most recently received sensor observation, and the optimal transmission power is symmetric and monotonically increasing with respect to the innovation error.

ROMay 27Code
Provably Guaranteed Polytopic Uncertainty Quantification for SLAM

Guangyang Zeng, Yulong Gao, Yuan Shen et al.

In safety-critical robotics applications, guaranteed and practical uncertainty quantification (UQ) in perception is vital. Many existing works either offer no formal containment guarantee, rely on restrictive modeling assumptions, or focus only on pose estimation rather than a complete SLAM pipeline. This paper presents provably guaranteed UQ algorithms for 3D-3D landmark-based SLAM. The algorithms consist of three basic UQ modules: forward UQ for mapping, backward UQ for pose tracking, and pose compound. Each module produces a certified uncertainty set; when the input uncertainty bounds are deterministic, the output sets inherit deterministic guarantees, i.e., they provably contain the true poses and landmarks. Specifically, we use polytopes to represent uncertainty sets, enabling tractable computations and a unified treatment of pose uncertainty. To enhance algorithms' practical usability, we incorporate conformal prediction to calibrate measurement uncertainty from data with prescribed probability. Simulations and experiments demonstrate that the proposed algorithms provide both strong theoretical guarantees and practical usability. The code is open-sourced at https://github.com/LIAS-CUHKSZ/Polytopic-SLAM-Uncertainty-Quantification.

SIAug 16, 2012
How Agreement and Disagreement Evolve over Random Dynamic Networks

Guodong Shi, Mikael Johansson, Karl Henrik Johansson

The dynamics of an agreement protocol interacting with a disagreement process over a common random network is considered. The model can represent the spreading of true and false information over a communication network, the propagation of faults in a large-scale control system, or the development of trust and mistrust in a society. At each time instance and with a given probability, a pair of network nodes are selected to interact. At random each of the nodes then updates its state towards the state of the other node (attraction), away from the other node (repulsion), or sticks to its current state (neglect). Agreement convergence and disagreement divergence results are obtained for various strengths of the updates for both symmetric and asymmetric update rules. Impossibility theorems show that a specific level of attraction is required for almost sure asymptotic agreement and a specific level of repulsion is required for almost sure asymptotic disagreement. A series of sufficient and/or necessary conditions are then established for agreement convergence or disagreement divergence. In particular, under symmetric updates, a critical convergence measure in the attraction and repulsion update strength is found, in the sense that the asymptotic property of the network state evolution transits from agreement convergence to disagreement divergence when this measure goes from negative to positive. The result can be interpreted as a tight bound on how much bad action needs to be injected in a dynamic network in order to consistently steer its overall behavior away from consensus.

SYJan 14, 2017
An Arrow-Hurwicz-Uzawa Type Flow as Least Squares Solver for Network Linear Equations

Yang Liu, Christian Lageman, Brian D. O. Anderson et al.

We study the approach to obtaining least squares solutions to systems of linear algebraic equations over networks by using distributed algorithms. Each node has access to one of the linear equations and holds a dynamic state. The aim for the node states is to reach a consensus as a least squares solution of the linear equations by exchanging their states with neighbors over an underlying interaction graph. A continuous-time distributed least squares solver over networks is developed in the form of the famous Arrow-Hurwicz-Uzawa flow. A necessary and sufficient condition is established on the graph Laplacian for the continuous-time distributed algorithm to give the least squares solution in the limit, with an exponentially fast convergence rate. The feasibility of different fundamental graphs is discussed including path graph, star graph, etc. Moreover, a discrete-time distributed algorithm is developed by Euler's method, converging exponentially to the least squares solution at the node states with suitable step size and graph conditions. The exponential convergence rate for both the continuous-time and discrete-time algorithms under the established conditions is confirmed by numerical examples. Finally, we investigate the performance of the proposed flow under switching networks, and surprisingly, switching networks at high switching frequencies can lead to approximate least square solvers even if all graphs in the switching signal fail to do so in the absence of structure switching.

SYAug 13, 2018
Network Flows that Solve Least Squares for Linear Equations

Yang Liu, Youcheng Lou, Brian D. O. Anderson et al.

This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size, convergence results are provided for fixed graphs. The exact rate of convergence is also established for various types of step size choices falling into that category. For the case where non-unique solutions exist, convergence to one such solution is proved for constantly connected switching graphs with square integrable step size, and for uniformly jointly connected switching graphs under the boundedness assumption on system states. Validation of the results and illustration of the impact of step size on the convergence speed are made using a few numerical examples.

SYMar 29, 2011
Converging an Overlay Network to a Gradient Topology

Håkan Terelius, Guodong Shi, Jim Dowling et al.

In this paper, we investigate the topology convergence problem for the gossip-based Gradient overlay network. In an overlay network where each node has a local utility value, a Gradient overlay network is characterized by the properties that each node has a set of neighbors with the same utility value (a similar view) and a set of neighbors containing higher utility values (gradient neighbor set), such that paths of increasing utilities emerge in the network topology. The Gradient overlay network is built using gossiping and a preference function that samples from nodes using a uniform random peer sampling service. We analyze it using tools from matrix analysis, and we prove both the necessary and sufficient conditions for convergence to a complete gradient structure, as well as estimating the convergence time and providing bounds on worst-case convergence time. Finally, we show in simulations the potential of the Gradient overlay, by building a more efficient live-streaming peer-to-peer (P2P) system than one built using uniform random peer sampling.

SYMay 26, 2012
An Approximate Projected Consensus Algorithm for Computing Intersection of Convex Sets

Youcheng Lou, Guodong Shi, Karl Henrik Johansson et al.

In this paper, we propose an approximate projected consensus algorithm for a network to cooperatively compute the intersection of convex sets. Instead of assuming the exact convex projection proposed in the literature, we allow each node to compute an approximate projection and communicate it to its neighbors. The communication graph is directed and time-varying. Nodes update their states by weighted averaging. Projection accuracy conditions are presented for the considered algorithm. They indicate how much projection accuracy is required to ensure global consensus to a point in the intersection set when the communication graph is uniformly jointly strongly connected. We show that $π/4$ is a critical angle error of the projection approximation to ensure a bounded state. A numerical example indicates that this approximate projected consensus algorithm may achieve better performance than the exact projected consensus algorithm in some cases.

SYNov 25, 2017
Kalman Filtering over Fading Channels: Zero-One Laws and Almost Sure Stabilities

Junfeng Wu, Guodong Shi, Brian D. O. Anderson et al.

In this paper, we investigate probabilistic stability of Kalman filtering over fading channels modeled by $\ast$-mixing random processes, where channel fading is allowed to generate non-stationary packet dropouts with temporal and/or spatial correlations. Upper/lower almost sure (a.s.) stabilities and absolutely upper/lower a.s. stabilities are defined for characterizing the sample-path behaviors of the Kalman filtering. We prove that both upper and lower a.s. stabilities follow a zero-one law, i.e., these stabilities must happen with a probability either zero or one, and when the filtering system is one-step observable, the absolutely upper and lower a.s. stabilities can also be interpreted using a zero-one law. We establish general stability conditions for (absolutely) upper and lower a.s. stabilities. In particular, with one-step observability, we show the equivalence between absolutely a.s. stabilities and a.s. ones, and necessary and sufficient conditions in terms of packet arrival rate are derived; for the so-called non-degenerate systems, we also manage to give a necessary and sufficient condition for upper a.s. stability.

SYOct 24, 2012
Distributed Optimization: Convergence Conditions from a Dynamical System Perspective

Guodong Shi, Alexandre Proutiere, Karl Henrik Johansson

This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization information each node receives from its objective function, the neighboring information each node receives from its neighbors, and the computational capacity each node can take advantage of in controlling its state. It is proven that there exist a neighboring information way and a control law that guarantee global optimal consensus if and only if the solution sets of the local objective functions admit a nonempty intersection set for fixed strongly connected graphs. Then we show that for any tolerated error, we can find a control law that guarantees global optimal consensus within this error for fixed, bidirectional, and connected graphs under mild conditions. For time-varying graphs, we show that optimal consensus can always be achieved as long as the graph is uniformly jointly strongly connected and the nonempty intersection condition holds. The results illustrate that nonempty intersection for the local optimal solution sets is a critical condition for successful distributed optimization for a large class of algorithms.

SYNov 14, 2019
Measurement-Induced Boolean Dynamics and Controllability for Quantum Networks

Hongsheng Qi, Biqiang Mu, Ian R. Petersen et al.

In this paper, we study dynamical quantum networks which evolve according to Schrödinger equations but subject to sequential local or global quantum measurements. A network of qubits forms a composite quantum system whose state undergoes unitary evolution in between periodic measurements, leading to hybrid quantum dynamics with random jumps at discrete time instances along a continuous orbit. The measurements either act on the entire network of qubits, or only a subset of qubits. First of all, we reveal that this type of hybrid quantum dynamics induces probabilistic Boolean recursions representing the measurement outcomes. With global measurements, it is shown that such resulting Boolean recursions define Markov chains whose state-transitions are fully determined by the network Hamiltonian and the measurement observables. Particularly, we establish an explicit and algebraic representation of the underlying recursive random mapping driving such induced Markov chains. Next, with local measurements, the resulting probabilistic Boolean dynamics is shown to be no longer Markovian. The state transition probability at any given time becomes dependent on the entire history of the sample path, for which we establish a recursive way of computing such non-Markovian probability transitions. Finally, we adopt the classical bilinear control model for the continuous Schrödinger evolution, and show how the measurements affect the controllability of the quantum networks.

SYFeb 4, 2018
Interval Consensus for Multiagent Networks

Angela Fontan, Guodong Shi, Xiaoming Hu et al.

The constrained consensus problem considered in this paper, denoted interval consensus, is characterized by the fact that each agent can impose a lower and upper bound on the achievable consensus value. Such constraints can be encoded in the consensus dynamics by saturating the values that an agent transmits to its neighboring nodes. We show in the paper that when the intersection of the intervals imposed by the agents is nonempty, the resulting constrained consensus problem must converge to a common value inside that intersection. In our algorithm, convergence happens in a fully distributed manner, and without need of sharing any information on the individual constraining intervals. When the intersection of the intervals is an empty set, the intrinsic nonlinearity of the network dynamics raises new challenges in understanding the node state evolution. Using Brouwer fixed-point theorem we prove that in that case there exists at least one equilibrium, and in fact the possible equilibria are locally stable if the constraints are satisfied or dissatisfied at the same time among all nodes. For graphs with sufficient sparsity it is further proven that there is a unique equilibrium that is globally attractive if the constraint intervals are pairwise disjoint.

SYNov 26, 2015
Nash Equilibrium Computation in Subnetwork Zero-Sum Games with Switching Communications

Youcheng Lou, Yiguang Hong, Lihua Xie et al.

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a subgradient-based distributed algorithm with heterogeneous stepsizes to compute a Nash equilibrium of a zero-sum game. We then prove that the proposed algorithm can achieve a Nash equilibrium under uniformly jointly strongly connected (UJSC) weight-balanced digraphs with homogenous stepsizes. Moreover, we demonstrate that for weighted-unbalanced graphs a Nash equilibrium may not be achieved with homogenous stepsizes unless certain conditions on the objective function hold. We show that there always exist heterogeneous stepsizes for the proposed algorithm to guarantee that a Nash equilibrium can be achieved for UJSC digraphs. Finally, in two standard weight-unbalanced cases, we verify the convergence to a Nash equilibrium by adaptively updating the stepsizes along with the arc weights in the proposed algorithm.

CVSep 13, 2022
CPnP: Consistent Pose Estimator for Perspective-n-Point Problem with Bias Elimination

Guangyang Zeng, Shiyu Chen, Biqiang Mu et al.

The Perspective-n-Point (PnP) problem has been widely studied in both computer vision and photogrammetry societies. With the development of feature extraction techniques, a large number of feature points might be available in a single shot. It is promising to devise a consistent estimator, i.e., the estimate can converge to the true camera pose as the number of points increases. To this end, we propose a consistent PnP solver, named \emph{CPnP}, with bias elimination. Specifically, linear equations are constructed from the original projection model via measurement model modification and variable elimination, based on which a closed-form least-squares solution is obtained. We then analyze and subtract the asymptotic bias of this solution, resulting in a consistent estimate. Additionally, Gauss-Newton (GN) iterations are executed to refine the consistent solution. Our proposed estimator is efficient in terms of computations -- it has $O(n)$ computational complexity. Experimental tests on both synthetic data and real images show that our proposed estimator is superior to some well-known ones for images with dense visual features, in terms of estimation precision and computing time.

SYMar 24
Explicit Model Predictive Control with Quantum Encryption

Yingjie Mi, Zihao Ren, Lei Wang et al.

This paper studies quantum-encrypted explicit MPC for constrained discrete-time linear systems in a cloud-based architecture. A finite-horizon quadratic MPC problem is solved offline to obtain a piecewise-affine controller. Shared quantum keys generated from Bell pairs and protected by quantum key distribution are used to encrypt the online control evaluation between the sensor and actuator. Based on this architecture, we develop a lightweight encrypted explicit MPC protocol, prove exact recovery of the plaintext control action, and characterize its computational efficiency. Numerical results demonstrate lower online complexity than classical encrypted MPC, while security is discussed in terms of confidentiality of plant data and control inputs.

SYFeb 19, 2019
Dynamical Privacy in Distributed Computing -- Part I: Privacy Loss and PPSC Mechanism

Yang Liu, Junfeng Wu, Ian R. Manchester et al.

A distributed computing protocol consists of three components: (i) Data Localization: a network-wide dataset is decomposed into local datasets separately preserved at a network of nodes; (ii) Node Communication: the nodes hold individual dynamical states and communicate with the neighbors about these dynamical states; (iii) Local Computation: state recursions are computed at each individual node. Information about the local datasets enters the computation process through the node-to-node communication and the local computations, which may be leaked to dynamics eavesdroppers having access to global or local node states. In this paper, we systematically investigate this potential computational privacy risks in distributed computing protocols in the form of structured system identification, and then propose and thoroughly analyze a Privacy-Preserving-Summation-Consistent (PPSC) mechanism as a generic privacy encryption subroutine for consensus-based distributed computations. The central idea is that the consensus manifold is where we can both hide node privacy and achieve computational accuracy. In this first part of the paper, we demonstrate the computational privacy risks in distributed algorithms against dynamics eavesdroppers and particularly in distributed linear equation solvers, and then propose the PPSC mechanism and illustrate its usefulness.

SYFeb 19, 2019
Dynamical Privacy in Distributed Computing -- Part II: PPSC Gossip Algorithms

Yang Liu, Junfeng Wu, Ian Manchester et al.

In the first part of the paper, we have studied the computational privacy risks in distributed computing protocols against local or global dynamics eavesdroppers, and proposed a Privacy-Preserving-Summation-Consistent (PPSC) mechanism as a generic privacy encryption subroutine for consensus-based distributed computations. In this part of this paper, we show that the conventional deterministic and random gossip algorithms can be used to realize the PPSC mechanism over a given network. At each time step, a node is selected to interact with one of its neighbors via deterministic or random gossiping. Such node generates a random number as its new state, and sends the subtraction between its current state and that random number to the neighbor; then the neighbor updates its state by adding the received value to its current state. We establish concrete privacy-preservation conditions by proving the impossibility for the reconstruction of the network input from the output of the gossip-based PPSC mechanism against eavesdroppers with full network knowledge, and by showing that the PPSC mechanism can achieve differential privacy at arbitrary privacy levels. The convergence is characterized explicitly and analytically for both deterministic and randomized gossiping, which is essentially achieved in a finite number of steps. Additionally, we illustrate that the proposed algorithms can be easily made adaptive in real-world applications by making realtime trade-offs between resilience against node dropout or communication failure and privacy preservation capabilities.

SYJan 10, 2018
Feedback Capacity over Networks

Bo Li, Guodong Shi

In this paper, we investigate the fundamental limitations of feedback mechanism in dealing with uncertainties for network systems. The study of maximum capability of feedback control was pioneered in Xie and Guo (2000) for scalar systems with nonparametric nonlinear uncertainty. In a network setting, nodes with unknown and nonlinear dynamics are interconnected through a directed interaction graph. Nodes can design feedback controls based on all available information, where the objective is to stabilize the network state. Using information structure and decision pattern as criteria, we specify three categories of network feedback laws, namely the global-knowledge/global-decision, network-flow/local-decision, and local-flow/local-decision feedback. We establish a series of network capacity characterizations for these three fundamental types of network control laws. First of all, we prove that for global-knowledge/global-decision and network-flow/local-decision control where nodes know the information flow across the entire network, there exists a critical number $\big(3/2+\sqrt{2}\big)/\|A_{\mathrm{G}}\|_\infty$, where $3/2+\sqrt{2}$ is as known as the Xie-Guo constant and $A_{\mathrm{G}}$ is the network adjacency matrix, defining exactly how much uncertainty in the node dynamics can be overcome by feedback. Interestingly enough, the same feedback capacity can be achieved under max-consensus enhanced local flows where nodes only observe information flows from neighbors as well as extreme (max and min) states in the network. Next, for local-flow/local-decision control, we prove that there exists a structure-determined value being a lower bound of the network feedback capacity. These results reveal the important connection between network structure and fundamental capabilities of in-network feedback control.

SYApr 19
Distributed Nesterov Flows for Multi-agent Optimization

Zihao Ren, Lei Wang, Guodong Shi

Various distributed gradient descent algorithms for multi-agent optimization have incorporated the Nesterov accelerated gradient method, where the use of momentum enhances convergence rates. These algorithms have found broad applications in large-scale machine learning and optimization owing to their simplicity and low communication complexity. In this paper, we establish a continuous-time approximation of distributed Nesterov gradient descent. The convergence properties and convergence rate of the resulting distributed Nesterov flow are analyzed using Lyapunov methods. Building on these insights, we design new parameter choices within the flow, from which we derive flow-inspired discrete-time algorithms for multi-agent optimization. Surprisingly, the resulting algorithms achieve faster convergence compared to existing distributed gradient descent methods: they require fewer iterations to reach the same accuracy for strongly convex functions and exhibit an improved convergence rate for general convex functions without incurring additional communication rounds. Furthermore, we investigate the influence of the network topology on algorithm performance and derive an explicit relationship between the convergence rate and the graph condition number. Numerical simulations are presented to validate the effectiveness of the proposed approach.

OCMar 31
Pointwise and dynamic programming control synthesis for finite-level open quantum memory systems

Igor G. Vladimirov, Ian R. Petersen, Guodong Shi

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and their Heisenberg picture evolution is governed by a quasilinear quantum stochastic differential equation. The latter involves a Hamiltonian whose parameters depend affinely on a classical control signal in the form of a deterministic function of time. The memory performance is quantified by a mean-square deviation of quantum system variables of interest from their initial conditions. We relate this functional to a matrix-valued state of an auxiliary classical control-affine dynamical system. This leads to a pointwise control design where the control signal minimises the time-derivative of the mean-square deviation with an additional quadratic penalty on the control. In an alternative finite-horizon setting with a terminal-integral cost functional, we apply dynamic programming and obtain a quadratically nonlinear Hamilton-Jacobi-Bellman equation, for which a solution is outlined in the form of a recursively computed asymptotic expansion.

LGOct 13, 2021
Learning Stable Koopman Embeddings

Fletcher Fan, Bowen Yi, David Rye et al.

In this paper, we present a new data-driven method for learning stable models of nonlinear systems. Our model lifts the original state space to a higher-dimensional linear manifold using Koopman embeddings. Interestingly, we prove that every discrete-time nonlinear contracting model can be learnt in our framework. Another significant merit of the proposed approach is that it allows for unconstrained optimization over the Koopman embedding and operator jointly while enforcing stability of the model, via a direct parameterization of stable linear systems, greatly simplifying the computations involved. We validate our method on a simulated system and analyze the advantages of our parameterization compared to alternatives.

ROJul 6, 2021
Fast-Learning Grasping and Pre-Grasping via Clutter Quantization and Q-map Masking

Dafa Ren, Xiaoqiang Ren, Xiaofan Wang et al.

Grasping objects in cluttered scenarios is a challenging task in robotics. Performing pre-grasp actions such as pushing and shifting to scatter objects is a way to reduce clutter. Based on deep reinforcement learning, we propose a Fast-Learning Grasping (FLG) framework, that can integrate pre-grasping actions along with grasping to pick up objects from cluttered scenarios with reduced real-world training time. We associate rewards for performing moving actions with the change of environmental clutter and utilize a hybrid triggering method, leading to data-efficient learning and synergy. Then we use the output of an extended fully convolutional network as the value function of each pixel point of the workspace and establish an accurate estimation of the grasp probability for each action. We also introduce a mask function as prior knowledge to enable the agents to focus on the accurate pose adjustment to improve the effectiveness of collecting training data and, hence, to learn efficiently. We carry out pre-training of the FLG over simulated environment, and then the learnt model is transferred to the real world with minimal fine-tuning for further learning during actions. Experimental results demonstrate a 94% grasp success rate and the ability to generalize to novel objects. Compared to state-of-the-art approaches in the literature, the proposed FLG framework can achieve similar or higher grasp success rate with lesser amount of training in the real world. Supplementary video is available at https://youtu.be/e04uDLsxfDg.

ROApr 7, 2021
An almost globally convergent observer for visual SLAM without persistent excitation

Bowen Yi, Chi Jin, Lei Wang et al.

In this paper we propose a novel observer to solve the problem of visual simultaneous localization and mapping (SLAM), only using the information from a single monocular camera and an inertial measurement unit (IMU). The system state evolves on the manifold $SE(3)\times \mathbb{R}^{3n}$, on which we design dynamic extensions carefully in order to generate an invariant foliation, such that the problem is reformulated into online \emph{constant parameter} identification. Then, following the recently introduced parameter estimation-based observer (PEBO) and the dynamic regressor extension and mixing (DREM) procedure, we provide a new simple solution. A notable merit is that the proposed observer guarantees almost global asymptotic stability requiring neither persistency of excitation nor uniform complete observability, which, however, are widely adopted in most existing works with guaranteed stability.

LGDec 20, 2019
Distributed Online Optimization with Long-Term Constraints

Deming Yuan, Alexandre Proutiere, Guodong Shi

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained vector, experiences a loss equal to an arbitrary convex function evaluated at this vector, and may communicate to its neighbors in the graph. The objective is to minimize the system-wide loss accumulated over time. We propose a decentralized algorithm with regret and cumulative constraint violation in $\mathcal{O}(T^{\max\{c,1-c\} })$ and $\mathcal{O}(T^{1-c/2})$, respectively, for any $c\in (0,1)$, where $T$ is the time horizon. When the loss functions are strongly convex, we establish improved regret and constraint violation upper bounds in $\mathcal{O}(\log(T))$ and $\mathcal{O}(\sqrt{T\log(T)})$. These regret scalings match those obtained by state-of-the-art algorithms and fundamental limits in the corresponding centralized online optimization problem (for both convex and strongly convex loss functions). In the case of bandit feedback, the proposed algorithms achieve a regret and constraint violation in $\mathcal{O}(T^{\max\{c,1-c/3 \} })$ and $\mathcal{O}(T^{1-c/2})$ for any $c\in (0,1)$. We numerically illustrate the performance of our algorithms for the particular case of distributed online regularized linear regression problems.

LGFeb 13, 2019
Distributed Online Linear Regression

Deming Yuan, Alexandre Proutiere, Guodong Shi

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then updates its predictor for the next round according to the received local feedback and information received from neighboring nodes. The predictions made at a given node are assessed through the notion of regret, defined as the difference between their cumulative network-wide square errors and those of the best off-line network-wide linear predictor. Various scenarios are investigated, depending on the nature of the local feedback (full information or bandit feedback), on the set of available predictors (the decision set), and the way data is generated (by an oblivious or adaptive adversary). We propose simple and natural distributed regression algorithms, involving, at each node and in each round, a local gradient descent step and a communication and averaging step where nodes aim at aligning their predictors to those of their neighbors. We establish regret upper bounds typically in ${\cal O}(T^{3/4})$ when the decision set is unbounded and in ${\cal O}(\sqrt{T})$ in case of bounded decision set.

DCJun 8, 2017
Clique Gossiping

Yang Liu, Bo Li, Brian Anderson et al.

This paper proposes and investigates a framework for clique gossip protocols. As complete subnetworks, the existence of cliques is ubiquitous in various social, computer, and engineering networks. By clique gossiping, nodes interact with each other along a sequence of cliques. Clique-gossip protocols are defined as arbitrary linear node interactions where node states are vectors evolving as linear dynamical systems. Such protocols become clique-gossip averaging algorithms when node states are scalars under averaging rules. We generalize the classical notion of line graph to capture the essential node interaction structure induced by both the underlying network and the specific clique sequence. We prove a fundamental eigenvalue invariance principle for periodic clique-gossip protocols, which implies that any permutation of the clique sequence leads to the same spectrum for the overall state transition when the generalized line graph contains no cycle. We also prove that for a network with $n$ nodes, cliques with smaller sizes determined by factors of $n$ can always be constructed leading to finite-time convergent clique-gossip averaging algorithms, provided $n$ is not a prime number. Particularly, such finite-time convergence can be achieved with cliques of equal size $m$ if and only if $n$ is divisible by $m$ and they have exactly the same prime factors. A proven fastest finite-time convergent clique-gossip algorithm is constructed for clique-gossiping using size-$m$ cliques. Additionally, the acceleration effects of clique-gossiping are illustrated via numerical examples.

SYJun 4, 2017
Persistent Flows and Non-Reciprocal Interactions in Deterministic Networks

Weiguo Xia, Guodong Shi, Ziyang Meng et al.

This paper studies deterministic consensus networks with discrete-time dynamics under persistent flows and non-reciprocal agent interactions. An arc describing the interaction strength between two agents is said to be persistent if its weight function has an infinite $l_1$ norm. We discuss two balance conditions on the interactions between agents which generalize the arc-balance and cut-balance conditions in the literature respectively. The proposed conditions require that such a balance should be satisfied over each time window of a fixed length instead of at each time instant. We prove that in both cases global consensus is reached if and only if the persistent graph, which consists of all the persistent arcs, contains a directed spanning tree. The convergence rates of the system to consensus are also provided in terms of the interactions between agents having taken place. The results are obtained under a weak condition without assuming the existence of a positive lower bound of all the nonzero weights of arcs and are compared with the existing results. Illustrative examples are provided to show the critical importance of the nontrivial lower boundedness of the self-confidence of the agents.

SYSep 20, 2016
Network Flows that Solve Linear Equations

Guodong Shi, Brian D. O. Anderson, U. Helmke

We study distributed network flows as solvers in continuous time for the linear algebraic equation $\mathbf{z}=\mathbf{H}\mathbf{y}$. Each node $i$ has access to a row $\mathbf{h}_i^{\rm T}$ of the matrix $\mathbf{H}$ and the corresponding entry $z_i$ in the vector $\mathbf{z}$. The first "consensus + projection" flow under investigation consists of two terms, one from standard consensus dynamics and the other contributing to projection onto each affine subspace specified by the $\mathbf{h}_i$ and $z_i$. The second "projection consensus" flow on the other hand simply replaces the relative state feedback in consensus dynamics with projected relative state feedback. Without dwell-time assumption on switching graphs as well as without positively lower bounded assumption on arc weights, we prove that all node states converge to a common solution of the linear algebraic equation, if there is any. The convergence is global for the "consensus + projection" flow while local for the "projection consensus" flow in the sense that the initial values must lie on the affine subspaces. If the linear equation has no exact solutions, we show that the node states can converge to a ball around the least squares solution whose radius can be made arbitrarily small through selecting a sufficiently large gain for the "consensus + projection" flow under fixed bidirectional graphs. Semi-global convergence to approximate least squares solutions is demonstrated for general switching directed graphs under suitable conditions. It is also shown that the "projection consensus" flow drives the average of the node states to the least squares solution with complete graph. Numerical examples are provided as illustrations of the established results.

SYAug 9, 2016
Convergence and State Reconstruction of Time-varying Multi-agent Systems from Complete Observability Theory

Brian D. O. Anderson, Guodong Shi, Jochen Trumpf

We study continuous-time consensus dynamics for multi-agent systems with undirected switching interaction graphs. We establish a necessary and sufficient condition for exponential asymptotic consensus based on the classical theory of complete observability. The proof is remarkably simple compared to similar results in the literature and the conditions for consensus are mild. This observability-based method can also be applied to the case where negatively weighted edges are present. Additionally, as a by-product of the observability based arguments, we show that the nodes' initial value can be recovered from the signals on the edges up to a shift of the network average.