Federated learning (FL) is a promising distributed framework for collaborative artificial intelligence model training while protecting user privacy. A bootstrapping component that has attracted significant research attention is the design of incentive mechanism to stimulate user collaboration in FL. The majority of works adopt a broker-centric approach to help the central operator to attract participants and further obtain a well-trained model. Few works consider forging participant-centric collaboration among participants to pursue an FL model for their common interests, which induces dramatic differences in incentive mechanism design from the broker-centric FL. To coordinate the selfish and heterogeneous participants, we propose a novel analytic framework for incentivizing effective and efficient collaborations for participant-centric FL. Specifically, we respectively propose two novel game models for contribution-oblivious FL (COFL) and contribution-aware FL (CAFL), where the latter one implements a minimum contribution threshold mechanism. We further analyze the uniqueness and existence for Nash equilibrium of both COFL and CAFL games and design efficient algorithms to achieve equilibrium solutions. Extensive performance evaluations show that there exists free-riding phenomenon in COFL, which can be greatly alleviated through the adoption of CAFL model with the optimized minimum threshold.
Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves optimization by overcoming undesirable obstacles in the landscape. Moreover, injecting artificial Gaussian noise has become a popular idea to quickly escape saddle points. Indeed, in the absence of reliable gradient information, the noise is used to explore the landscape, but it is unclear what type of noise is optimal in terms of exploration ability. In order to narrow this gap in our knowledge, we study a general type of continuous-time non-Markovian process, based on fractional Brownian motion, that allows for the increments of the process to be correlated. This generalizes processes based on Brownian motion, such as the Ornstein-Uhlenbeck process. We demonstrate how to discretize such processes which gives rise to the new algorithm fPGD. This method is a generalization of the known algorithms PGD and Anti-PGD. We study the properties of fPGD both theoretically and empirically, demonstrating that it possesses exploration abilities that, in some cases, are favorable over PGD and Anti-PGD. These results open the field to novel ways to exploit noise for training machine learning models.
Distributed privacy-preserving regression schemes have been developed and extended in various fields, where multiparty collaboratively and privately run optimization algorithms, e.g., Gradient Descent, to learn a set of optimal parameters. However, traditional Gradient-Descent based methods fail to solve problems which contains objective functions with L1 regularization, such as Lasso regression. In this paper, we present Federated Coordinate Descent, a new distributed scheme called FCD, to address this issue securely under multiparty scenarios. Specifically, through secure aggregation and added perturbations, our scheme guarantees that: (1) no local information is leaked to other parties, and (2) global model parameters are not exposed to cloud servers. The added perturbations can eventually be eliminated by each party to derive a global model with high performance. We show that the FCD scheme fills the gap of multiparty secure Coordinate Descent methods and is applicable for general linear regressions, including linear, ridge and lasso regressions. Theoretical security analysis and experimental results demonstrate that FCD can be performed effectively and efficiently, and provide as low MAE measure as centralized methods under tasks of three types of linear regressions on real-world UCI datasets.
Conventional multi-user multiple-input multiple-output (MU-MIMO) mainly focused on Gaussian signaling, independent and identically distributed (IID) channels, and a limited number of users. It will be laborious to cope with the heterogeneous requirements in next-generation wireless communications, such as various transmission data, complicated communication scenarios, and massive user access. Therefore, this paper studies a generalized MU-MIMO (GMU-MIMO) system with more practical constraints, i.e., non-Gaussian signaling, non-IID channel, and massive users and antennas. These generalized assumptions bring new challenges in theory and practice. For example, there is no accurate capacity analysis for GMU-MIMO. In addition, it is unclear how to achieve the capacity optimal performance with practical complexity. To address these challenges, a unified framework is proposed to derive the GMU-MIMO capacity and design a capacity optimal transceiver, which jointly considers encoding, modulation, detection, and decoding. Group asymmetry is developed to make a tradeoff between user rate allocation and implementation complexity. Specifically, the capacity region of group asymmetric GMU-MIMO is characterized by using the celebrated mutual information and minimum mean-square error (MMSE) lemma and the MMSE optimality of orthogonal approximate message passing (OAMP)/vector AMP (VAMP). Furthermore, a theoretically optimal multi-user OAMP/VAMP receiver and practical multi-user low-density parity-check (MU-LDPC) codes are proposed to achieve the capacity region of group asymmetric GMU-MIMO. Numerical results verify that the gaps between theoretical detection thresholds of the proposed framework with optimized MU-LDPC codes and QPSK modulation and the sum capacity of GMU-MIMO are about 0.2 dB. Moreover, their finite-length performances are about 1~2 dB away from the associated sum capacity.
Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local devices for communication. In this work, we consider parameter estimation in federated learning with data distribution and communication heterogeneity, as well as limited computational capacity of local devices. We encode the distribution heterogeneity by parametrizing distributions on local devices with a set of distinct $p$-dimensional vectors. We then propose to jointly estimate parameters of all devices under the $M$-estimation framework with the fused Lasso regularization, encouraging an equal estimate of parameters on connected devices in $G$. We provide a general result for our estimator depending on $G$, which can be further calibrated to obtain convergence rates for various specific problem setups. Surprisingly, our estimator attains the optimal rate under certain graph fidelity condition on $G$, as if we could aggregate all samples sharing the same distribution. If the graph fidelity condition is not met, we propose an edge selection procedure via multiple testing to ensure the optimality. To ease the burden of local computation, a decentralized stochastic version of ADMM is provided, with convergence rate $O(T^{-1}\log T)$ where $T$ denotes the number of iterations. We highlight that, our algorithm transmits only parameters along edges of $G$ at each iteration, without requiring a central machine, which preserves privacy. We further extend it to the case where devices are randomly inaccessible during the training process, with a similar algorithmic convergence guarantee. The computational and statistical efficiency of our method is evidenced by simulation experiments and the 2020 US presidential election data set.
Experienced users often have useful knowledge and intuition in solving real-world optimization problems. User knowledge can be formulated as inter-variable relationships to assist an optimization algorithm in finding good solutions faster. Such inter-variable interactions can also be automatically learned from high-performing solutions discovered at intermediate iterations in an optimization run - a process called innovization. These relations, if vetted by the users, can be enforced among newly generated solutions to steer the optimization algorithm towards practically promising regions in the search space. Challenges arise for large-scale problems where the number of such variable relationships may be high. This paper proposes an interactive knowledge-based evolutionary multi-objective optimization (IK-EMO) framework that extracts hidden variable-wise relationships as knowledge from evolving high-performing solutions, shares them with users to receive feedback, and applies them back to the optimization process to improve its effectiveness. The knowledge extraction process uses a systematic and elegant graph analysis method which scales well with number of variables. The working of the proposed IK-EMO is demonstrated on three large-scale real-world engineering design problems. The simplicity and elegance of the proposed knowledge extraction process and achievement of high-performing solutions quickly indicate the power of the proposed framework. The results presented should motivate further such interaction-based optimization studies for their routine use in practice.
In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy price. So blockchain technology is being preferred as a secured infrastructure in P2P trading. Blockchain provides a distributed repository along with smart contracts for trade management. This reduces the influence of central authority in trading. However, these blockchain-based systems still rely on a central authority to pair/match sellers with consumers for trading energy. The central authority can interfere with the matching process to profit a selected set of users. Further, a centralized authority also charges for its services, thereby increasing the cost of energy. We propose two distributed mechanisms to match sellers with consumers. The first mechanism doesn't allow for price negotiations between sellers and consumers, whereas the second does. We also calculate the time complexity and the stability of the matching process for both mechanisms. Using simulation, we compare the influence of centralized control and energy prices between the proposed and the existing mechanisms. The overall work strives to promote the free market and reduce energy prices.
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 $\mu$, the strategy is stable both in terms of mean-square error and average bit rate: by reducing $\mu$, it is possible to keep the estimation errors small (on the order of $\mu$) without increasing indefinitely the bit rate as $\mu\rightarrow 0$. 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.
Autonomous Racing awards agents that react to opponents' behaviors with agile maneuvers towards progressing along the track while penalizing both over-aggressive and over-conservative agents. Understanding the intent of other agents is crucial to deploying autonomous systems in adversarial multi-agent environments. Current approaches either oversimplify the discretization of the action space of agents or fail to recognize the long-term effect of actions and become myopic. Our work focuses on addressing these two challenges. First, we propose a novel dimension reduction method that encapsulates diverse agent behaviors while conserving the continuity of agent actions. Second, we formulate the two-agent racing game as a regret minimization problem and provide a solution for tractable counterfactual regret minimization with a regret prediction model. Finally, we validate our findings experimentally on scaled autonomous vehicles. We demonstrate that using the proposed game-theoretic planner using agent characterization with the objective space significantly improves the win rate against different opponents, and the improvement is transferable to unseen opponents in an unseen environment.
In decentralized optimization environments, each agent $i$ in a network of $n$ nodes has its own private function $f_i$, and nodes communicate with their neighbors to cooperatively minimize the aggregate objective $\sum_{i=1}^n f_i$. In this setting, synchronizing the nodes' updates incurs significant communication overhead and computational costs, so much of the recent literature has focused on the analysis and design of asynchronous optimization algorithms, where agents activate and communicate at arbitrary times without needing a global synchronization enforcer. However, most works assume that when a node activates, it selects the neighbor to contact based on a fixed probability (e.g., uniformly at random), a choice that ignores the optimization landscape at the moment of activation. Instead, in this work we introduce an optimization-aware selection rule that chooses the neighbor providing the highest dual cost improvement (a quantity related to a dualization of the problem based on consensus). This scheme is related to the coordinate descent (CD) method with the Gauss-Southwell (GS) rule for coordinate updates; in our setting however, only a subset of coordinates is accessible at each iteration (because each node can communicate only with its neighbors), so the existing literature on GS methods does not apply. To overcome this difficulty, we develop a new analytical framework for smooth and strongly convex $f_i$ that covers the class of set-wise CD algorithms -- a class that directly applies to decentralized scenarios, but is not limited to them -- and we show that the proposed set-wise GS rule achieves a speedup factor of up to the maximum degree in the network (which is in the order of $\Theta(n)$ for highly connected graphs). The speedup predicted by our analysis is validated in numerical experiments with synthetic data.
This article aims to study intrusion attacks and then develop a novel cyberattack detection framework for blockchain networks. Specifically, we first design and implement a blockchain network in our laboratory. This blockchain network will serve two purposes, i.e., generate the real traffic data (including both normal data and attack data) for our learning models and implement real-time experiments to evaluate the performance of our proposed intrusion detection framework. To the best of our knowledge, this is the first dataset that is synthesized in a laboratory for cyberattacks in a blockchain network. We then propose a novel collaborative learning model that allows efficient deployment in the blockchain network to detect attacks. The main idea of the proposed learning model is to enable blockchain nodes to actively collect data, share the knowledge learned from its data, and then exchange the knowledge with other blockchain nodes in the network. In this way, we can not only leverage the knowledge from all the nodes in the network but also do not need to gather all raw data for training at a centralized node like conventional centralized learning solutions. Such a framework can also avoid the risk of exposing local data's privacy as well as the excessive network overhead/congestion. Both intensive simulations and real-time experiments clearly show that our proposed collaborative learning-based intrusion detection framework can achieve an accuracy of up to 97.7% in detecting attacks.