Vincenzo Matta

Roula Nassif, Stefan Vlaski, Marco Carpentiero et al.

In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained formulation includes consensus or single-task optimization as special cases, and allows for more general task relatedness models such as multitask smoothness and coupled optimization. In order to cope with communication constraints, we propose and study an adaptive decentralized strategy where the agents employ differential randomized quantizers to compress their estimates before communicating with their neighbors. The analysis shows that, under some general conditions on the quantization noise, and for sufficiently small step-sizes $μ$, the strategy is stable both in terms of mean-square error and average bit rate: by reducing $μ$, it is possible to keep the estimation errors small (on the order of $μ$) without increasing indefinitely the bit rate as $μ\rightarrow 0$. Simulations illustrate the theoretical findings and the effectiveness of the proposed approach, revealing that decentralized learning is achievable at the expense of only a few bits.

Mert Kayaalp, Virginia Bordignon, Stefan Vlaski et al.

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used for sequential state estimation tasks, as well as for modeling opinion formation over social networks under dynamic environments. We show that the disagreement with the optimal centralized solution is asymptotically bounded for the class of geometrically ergodic state transition models, which includes rapidly changing models. We also derive recursions for calculating the probability of error and establish convergence under Gaussian observation models. Simulations are provided to illustrate the theory and to compare against alternative approaches.

Marco Carpentiero, Vincenzo Matta, Ali H. Sayed

In this work we derive the performance achievable by a network of distributed agents that solve, adaptively and in the presence of communication constraints, a regression problem. Agents employ the recently proposed ACTC (adapt-compress-then-combine) diffusion strategy, where the signals exchanged locally by neighboring agents are encoded with randomized differential compression operators. We provide a detailed characterization of the mean-square estimation error, which is shown to comprise a term related to the error that agents would achieve without communication constraints, plus a term arising from compression. The analysis reveals quantitative relationships between the compression loss and fundamental attributes of the distributed regression problem, in particular, the stochastic approximation error caused by the gradient noise and the network topology (through the Perron eigenvector). We show that knowledge of such relationships is critical to allocate optimally the communication resources across the agents, taking into account their individual attributes, such as the quality of their data or their degree of centrality in the network topology. We devise an optimized allocation strategy where the parameters necessary for the optimization can be learned online by the agents. Illustrative examples show that a significant performance improvement, as compared to a blind (i.e., uniform) resource allocation, can be achieved by optimizing the allocation by means of the provided mean-square-error formulas.

Marco Carpentiero, Virginia Bordignon, Vincenzo Matta et al.

In social learning, a network of agents assigns probability scores (beliefs) to some hypotheses of interest, which rule the generation of local streaming data observed by each agent. Belief formation takes place by means of an iterative two-step procedure where: i) the agents update locally their beliefs by using some likelihood model; and ii) the updated beliefs are combined with the beliefs of the neighboring agents, using a pooling rule. This procedure can fail to perform well in the presence of dynamic drifts, leading the agents to incorrect decision making. Here, we focus on the fully online setting where both the true hypothesis and the likelihood models can change over time. We propose the doubly adaptive social learning ($\text{A}^2\text{SL}$) strategy, which infuses social learning with the necessary adaptation capabilities. This goal is achieved by exploiting two adaptation stages: i) a stochastic gradient descent update to learn and track the drifts in the decision model; ii) and an adaptive belief update to track the true hypothesis changing over time. These stages are controlled by two adaptation parameters that govern the evolution of the error probability for each agent. We show that all agents learn consistently for sufficiently small adaptation parameters, in the sense that they ultimately place all their belief mass on the true hypothesis. In particular, the probability of choosing the wrong hypothesis converges to values on the order of the adaptation parameters. The theoretical analysis is illustrated both on synthetic data and by applying the $\text{A}^2\text{SL}$ strategy to a social learning problem in the online setting using real data.

Roula Nassif, Stefan Vlaski, Marco Carpentiero et al.

Communication-constrained algorithms for decentralized learning and optimization rely on local updates coupled with the exchange of compressed signals. In this context, differential quantization is an effective technique to mitigate the negative impact of compression by leveraging correlations between successive iterates. In addition, the use of error feedback, which consists of incorporating the compression error into subsequent steps, is a powerful mechanism to compensate for the bias caused by the compression. Under error feedback, performance guarantees in the literature have so far focused on algorithms employing a fusion center or a special class of contractive compressors that cannot be implemented with a finite number of bits. In this work, we propose a new decentralized communication-efficient learning approach that blends differential quantization with error feedback. The approach is specifically tailored for decentralized learning problems where agents have individual risk functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained formulation includes consensus or single-task optimization as special cases, and allows for more general task relatedness models such as multitask smoothness and coupled optimization. We show that, under some general conditions on the compression noise, and for sufficiently small step-sizes $μ$, the resulting communication-efficient strategy is stable both in terms of mean-square error and average bit rate: by reducing $μ$, it is possible to keep the estimation errors small (on the order of $μ$) without increasing indefinitely the bit rate as $μ\rightarrow 0$. The results establish that, in the small step-size regime and with a finite number of bits, it is possible to attain the performance achievable in the absence of compression.

Virginia Bordignon, Stefan Vlaski, Vincenzo Matta et al.

This work proposes a decentralized architecture, where individual agents aim at solving a classification problem while observing streaming features of different dimensions and arising from possibly different distributions. In the context of social learning, several useful strategies have been developed, which solve decision making problems through local cooperation across distributed agents and allow them to learn from streaming data. However, traditional social learning strategies rely on the fundamental assumption that each agent has significant prior knowledge of the underlying distribution of the observations. In this work we overcome this issue by introducing a machine learning framework that exploits social interactions over a graph, leading to a fully data-driven solution to the distributed classification problem. In the proposed social machine learning (SML) strategy, two phases are present: in the training phase, classifiers are independently trained to generate a belief over a set of hypotheses using a finite number of training samples; in the prediction phase, classifiers evaluate streaming unlabeled observations and share their instantaneous beliefs with neighboring classifiers. We show that the SML strategy enables the agents to learn consistently under this highly-heterogeneous setting and allows the network to continue learning even during the prediction phase when it is deciding on unlabeled samples. The prediction decisions are used to continually improve performance thereafter in a manner that is markedly different from most existing static classification schemes where, following training, the decisions on unlabeled data are not re-used to improve future performance.

Marco Carpentiero, Vincenzo Matta, Ali H. Sayed

This work examines adaptive distributed learning strategies designed to operate under communication constraints. We consider a network of agents that must solve an online optimization problem from continual observation of streaming data. The agents implement a distributed cooperative strategy where each agent is allowed to perform local exchange of information with its neighbors. In order to cope with communication constraints, the exchanged information must be unavoidably compressed. We propose a diffusion strategy nicknamed as ACTC (Adapt-Compress-Then-Combine), which relies on the following steps: i) an adaptation step where each agent performs an individual stochastic-gradient update with constant step-size; ii) a compression step that leverages a recently introduced class of stochastic compression operators; and iii) a combination step where each agent combines the compressed updates received from its neighbors. The distinguishing elements of this work are as follows. First, we focus on adaptive strategies, where constant (as opposed to diminishing) step-sizes are critical to respond in real time to nonstationary variations. Second, we consider the general class of directed graphs and left-stochastic combination policies, which allow us to enhance the interplay between topology and learning. Third, in contrast with related works that assume strong convexity for all individual agents' cost functions, we require strong convexity only at a network level, a condition satisfied even if a single agent has a strongly-convex cost and the remaining agents have non-convex costs. Fourth, we focus on a diffusion (as opposed to consensus) strategy. Under the demanding setting of compressed information, we establish that the ACTC iterates fluctuate around the desired optimizer, achieving remarkable savings in terms of bits exchanged between neighboring agents.

Virginia Bordignon, Stefan Vlaski, Vincenzo Matta et al.

This work proposes a new way of combining independently trained classifiers over space and time. Combination over space means that the outputs of spatially distributed classifiers are aggregated. Combination over time means that the classifiers respond to streaming data during testing and continue to improve their performance even during this phase. By doing so, the proposed architecture is able to improve prediction performance over time with unlabeled data. Inspired by social learning algorithms, which require prior knowledge of the observations distribution, we propose a Social Machine Learning (SML) paradigm that is able to exploit the imperfect models generated during the learning phase. We show that this strategy results in consistent learning with high probability, and it yields a robust structure against poorly trained classifiers. Simulations with an ensemble of feedforward neural networks are provided to illustrate the theoretical results.

Vincenzo Matta, Augusto Santos, Ali H. Sayed

Many optimization, inference and learning tasks can be accomplished efficiently by means of decentralized processing algorithms where the network topology (i.e., the graph) plays a critical role in enabling the interactions among neighboring nodes. There is a large body of literature examining the effect of the graph structure on the performance of decentralized processing strategies. In this article, we examine the inverse problem and consider the reverse question: How much information does observing the behavior at the nodes of a graph convey about the underlying topology? For large-scale networks, the difficulty in addressing such inverse problems is compounded by the fact that usually only a limited fraction of the nodes can be probed, giving rise to a second important question: Despite the presence of unobserved nodes, can partial observations still be sufficient to discover the graph linking the probed nodes? The article surveys recent advances on this challenging learning problem and related questions.

Vincenzo Matta, Augusto Santos, Ali H. Sayed

This work examines the problem of graph learning over a diffusion network when data can be collected from a limited portion of the network (partial observability). The main question is to establish technical guarantees of consistent recovery of the subgraph of probed network nodes, i) despite the presence of unobserved nodes; and ii) under different connectivity regimes, including the dense regime where the probed nodes are influenced by many connections coming from the unobserved ones. We ascertain that suitable estimators of the combination matrix (i.e., the matrix that quantifies the pairwise interaction between nodes) possess an identifiability gap that enables the discrimination between connected and disconnected nodes. Fundamental conditions are established under which the subgraph of monitored nodes can be recovered, with high probability as the network size increases, through universal clustering algorithms. This claim is proved for three matrix estimators: i) the Granger estimator that adapts to the partial observability setting the solution that is exact under full observability ; ii) the one-lag correlation matrix; and iii) the residual estimator based on the difference between two consecutive time samples. A detailed characterization of the asymptotic behavior of these estimators is established in terms of an error bias and of the identifiability gap, and a sample complexity analysis is performed to establish how the number of samples scales with the network size to achieve consistent learning. Comparison among the estimators is performed through illustrative examples that show how estimators that are not optimal in the full observability regime can outperform the Granger estimator in the partial observability regime. The analysis reveals that the fundamental property enabling consistent graph learning is the statistical concentration of node degrees.

Vincenzo Matta, Mario Di Mauro, Maurizio Longo

Distributed Denial-of-Service (DDoS) attacks are usually launched through the $botnet$, an "army" of compromised nodes hidden in the network. Inferential tools for DDoS mitigation should accordingly enable an early and reliable discrimination of the normal users from the compromised ones. Unfortunately, the recent emergence of attacks performed at the application layer has multiplied the number of possibilities that a botnet can exploit to conceal its malicious activities. New challenges arise, which cannot be addressed by simply borrowing the tools that have been successfully applied so far to earlier DDoS paradigms. In this work, we offer basically three contributions: $i)$ we introduce an abstract model for the aforementioned class of attacks, where the botnet emulates normal traffic by continually learning admissible patterns from the environment; $ii)$ we devise an inference algorithm that is shown to provide a consistent (i.e., converging to the true solution as time progresses) estimate of the botnet possibly hidden in the network; and $iii)$ we verify the validity of the proposed inferential strategy over $real$ network traces.