Victoria Kostina

Victoria Kostina, Babak Hassibi

Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal, known as the linear quadratic regulator (LQR). We study the fundamental tradeoff between the communication rate $r$ bits/sec and the expected cost $b$. We obtain a lower bound on a certain rate-cost function, which quantifies the minimum directed mutual information between the channel input and output that is compatible with a target LQR cost. The rate-cost function has operational significance in multiple scenarios of interest: among others, it allows us to lower-bound the minimum communication rate for fixed and variable length quantization, and for control over noisy channels. We derive an explicit lower bound to the rate-cost function, which applies to the vector, non-Gaussian, and partially observed systems, thereby extending and generalizing an earlier explicit expression for the scalar Gaussian system, due to Tatikonda el al. The bound applies as long as the differential entropy of the system noise is not $-\infty$. It can be closely approached by a simple lattice quantization scheme that only quantizes the innovation, that is, the difference between the controller's belief about the current state and the true state. Via a separation principle between control and communication, similar results hold for causal lossy compression of additive noise Markov sources. Apart from standard dynamic programming arguments, our technical approach leverages the Shannon lower bound, develops new estimates for data compression with coding memory, and uses some recent results on high resolution variable-length vector quantization to prove that the new converse bounds are tight.

Victoria Kostina, Yuval Peres, Gireeja Ranade et al.

We consider an unstable scalar linear stochastic system, $X_{n+1}=a X_n + Z_n - U_n$, where $a \geq 1$ is the system gain, $Z_n$'s are independent random variables with bounded $α$-th moments, and $U_n$'s are the control actions that are chosen by a controller who receives a single element of a finite set $\{1, \ldots, M\}$ as its only information about system state $X_i$. We show new proofs that $M > a$ is necessary and sufficient for $β$-moment stability, for any $β< α$. Our achievable scheme is a uniform quantizer of the zoom-in / zoom-out type that codes over multiple time instants for data rate efficiency; the controller uses its memory of the past to correctly interpret the received bits. We analyze its performance using probabilistic arguments. We show a simple proof of a matching converse using information-theoretic techniques. Our results generalize to vector systems, to systems with dependent Gaussian noise, and to the scenario in which a small fraction of transmitted messages is lost.

Anatoly Khina, Gustav M. Pettersson, Victoria Kostina et al.

We consider the problem of controlling an unstable plant over an additive white Gaussian noise (AWGN) channel with a transmit power constraint, where the signaling rate of communication is larger than the sampling rate (for generating observations and applying control inputs) of the underlying plant. Such a situation is quite common since sampling is done at a rate that captures the dynamics of the plant and which is often much lower than the rate that can be communicated. This setting offers the opportunity of improving the system performance by employing multiple channel uses to convey a single message (output plant observation or control input). Common ways of doing so are through either repeating the message, or by quantizing it to a number of bits and then transmitting a channel coded version of the bits whose length is commensurate with the number of channel uses per sampled message. We argue that such "separated source and channel coding" can be suboptimal and propose to perform joint source-channel coding. Since the block length is short we obviate the need to go to the digital domain altogether and instead consider analog joint source-channel coding. For the case where the communication signaling rate is twice the sampling rate, we employ the Archimedean bi-spiral-based Shannon-Kotel'nikov analog maps to show significant improvement in stability margins and linear-quadratic Gaussian (LQG) costs over simple schemes that employ repetition.

Victoria Kostina, Babak Hassibi

Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal, known as the linear quadratic regulator (LQR). We study the fundamental tradeoff between the communication rate r bits/sec and the limsup of the expected cost b. In the companion paper, which can be read independently of the current one, we show a lower bound on a certain cost function, which quantifies the minimum mutual information between the channel input and output, given the past, that is compatible with a target LQR cost. The bound applies as long as the system noise has a probability density function, and it holds for a general class of codes that can take full advantage of the memory of the data observed so far and that are not constrained to have any particular structure. In this paper, we prove that the bound can be approached by a simple variable-length lattice quantization scheme, as long as the system noise satisfies a smoothness condition. The quantization scheme only quantizes the innovation, that is, the difference between the controller's belief about the current state and the encoder's state estimate. Our proof technique leverages some recent results on nonasymptotic high resolution vector quantization.

Victoria Kostina, Yuval Peres, Gireeja Ranade et al.

We study the stabilization of an unpredictable linear control system where the controller must act based on a rate-limited observation of the state. More precisely, we consider the system $X_{n+1} = A_n X_n + W_n - U_n$, where the $A_n$'s are drawn independently at random at each time $n$ from a known distribution with unbounded support, and where the controller receives at most $R$ bits about the system state at each time from an encoder. We provide a time-varying achievable strategy to stabilize the system in a second-moment sense with fixed, finite $R$. While our previous result provided a strategy to stabilize this system using a variable-rate code, this work provides an achievable strategy using a fixed-rate code. The strategy we employ to achieve this is time-varying and takes different actions depending on the value of the state. It proceeds in two modes: a normal mode (or zoom-in), where the realization of $A_n$ is typical, and an emergency mode (or zoom-out), where the realization of $A_n$ is exceptionally large.

Barron Han, Victoria Kostina, Babak Hassibi

We study online linear-quadratic regulation (LQR) with unknown dynamics under communication rate constraints. Classical networked control quantizes the plant state at every time step, requiring $O(T)$ total bits while injecting persistent quantization noise that limits control performance. We consider a setting where the plant observes its state locally and can estimate system dynamics via ordinary least squares, while a remote controller possesses knowledge of the control cost. Rather than quantizing the raw state, the plant transmits learned dynamics estimates over a rate-limited uplink, and the controller returns the optimal control policy so that the plant can compute actions locally using its superior state knowledge. We first prove a fundamental information-theoretic lower bound: any scheme achieving $O(T^α)$ regret for $α\in [1/2,1)$ compared to the optimal infinite horizon LQR controller that knows the true system dynamics must transmit at least $Ω(\log T)$ bits. We then design the \textbf{Quantized Certainty Equivalent (QCE-LQR)} algorithm, which matches this bound. The resulting regret bound contains inflation factors $Q_{\mathrm{slow}}(\varrho)$ and $Q_{\mathrm{fast}}(\varrho)$ that vanish as the codebook resolution increases, smoothly recovering the unquantized baseline regret. Numerical experiments on four benchmark systems -- from a scalar unstable plant to a 24-parameter Boeing 747 lateral model -- confirm that a variant of QCE-LQR achieves regret comparable to an unquantized certainty equivalent controller over a horizon of $T=10{,}000$ steps.

Eray Unsal Atay, Venkat Chandrasekaran, Victoria Kostina

We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller, which then selects the control action. For an average control-cost threshold $D$, we characterize the minimum achievable communication rate $R_n(D)$ via a nonasymptotic bound: $R_n(D)$ lies within an additive logarithmic gap of the optimal value of a directed-information minimization $F_n(D)$, namely, we show that $F_n(D) \le R_n(D) \le F_n(D)+\log \bigl(F_n(D)+3.4\bigr)+2+\frac{1}{n}$, in bits. This establishes directed information as the operationally relevant quantity governing rate-limited control, thereby broadening its utility beyond its previously established roles in causal source coding and linear quadratic Gaussian (LQG) control to general nonlinear control systems. We prove the upper bound constructively by building an encoding-and-control policy using the strong functional representation lemma at each time step. As special cases of our setting, our framework yields nonasymptotic bounds for sequential (causal) rate-distortion and LQG control.

Farshad Lahouti, Victoria Kostina, Babak Hassibi

We consider the basic problem of querying an expert oracle for labeling a dataset in machine learning. This is typically an expensive and time consuming process and therefore, we seek ways to do so efficiently. The conventional approach involves comparing each sample with (the representative of) each class to find a match. In a setting with $N$ equally likely classes, this involves $N/2$ pairwise comparisons (queries per sample) on average. We consider a $k$-ary query scheme with $k\ge 2$ samples in a query that identifies (dis)similar items in the set while effectively exploiting the associated transitive relations. We present a randomized batch algorithm that operates on a round-by-round basis to label the samples and achieves a query rate of $O(\frac{N}{k^2})$. In addition, we present an adaptive greedy query scheme, which achieves an average rate of $\approx 0.2N$ queries per sample with triplet queries. For the proposed algorithms, we investigate the query rate performance analytically and with simulations. Empirical studies suggest that each triplet query takes an expert at most 50\% more time compared with a pairwise query, indicating the effectiveness of the proposed $k$-ary query schemes. We generalize the analyses to nonuniform class distributions when possible.

Chung-Yi Lin, Victoria Kostina, Babak Hassibi

Consider the following distributed optimization scenario. A worker has access to training data that it uses to compute the gradients while a server decides when to stop iterative computation based on its target accuracy or delay constraints. The server receives all its information about the problem instance from the worker via a rate-limited noiseless communication channel. We introduce the principle we call Differential Quantization (DQ) that prescribes compensating the past quantization errors to direct the descent trajectory of a quantized algorithm towards that of its unquantized counterpart. Assuming that the objective function is smooth and strongly convex, we prove that Differentially Quantized Gradient Descent (DQ-GD) attains a linear contraction factor of $\max\{σ_{\mathrm{GD}}, ρ_n 2^{-R}\}$, where $σ_{\mathrm{GD}}$ is the contraction factor of unquantized gradient descent (GD), $ρ_n \geq 1$ is the covering efficiency of the quantizer, and $R$ is the bitrate per problem dimension $n$. Thus at any $R\geq\log_2 ρ_n /σ_{\mathrm{GD}}$ bits, the contraction factor of DQ-GD is the same as that of unquantized GD, i.e., there is no loss due to quantization. We show that no algorithm within a certain class can converge faster than $\max\{σ_{\mathrm{GD}}, 2^{-R}\}$. Since quantizers exist with $ρ_n \to 1$ as $n \to \infty$ (Rogers, 1963), this means that DQ-GD is asymptotically optimal. The principle of differential quantization continues to apply to gradient methods with momentum such as Nesterov's accelerated gradient descent, and Polyak's heavy ball method. For these algorithms as well, if the rate is above a certain threshold, there is no loss in contraction factor obtained by the differentially quantized algorithm compared to its unquantized counterpart. Experimental results on least-squares problems validate our theoretical analysis.