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 Chen, Yi-Ping Phoebe


FairStream: Fair Multimedia Streaming Benchmark for Reinforcement Learning Agents

arXiv.org Artificial Intelligence

Multimedia streaming accounts for the majority of traffic in today's internet. Mechanisms like adaptive bitrate streaming control the bitrate of a stream based on the estimated bandwidth, ideally resulting in smooth playback and a good Quality of Experience (QoE). However, selecting the optimal bitrate is challenging under volatile network conditions. This motivated researchers to train Reinforcement Learning (RL) agents for multimedia streaming. The considered training environments are often simplified, leading to promising results with limited applicability. Additionally, the QoE fairness across multiple streams is seldom considered by recent RL approaches. With this work, we propose a novel multi-agent environment that comprises multiple challenges of fair multimedia streaming: partial observability, multiple objectives, agent heterogeneity and asynchronicity. We provide and analyze baseline approaches across five different traffic classes to gain detailed insights into the behavior of the considered agents, and show that the commonly used Proximal Policy Optimization (PPO) algorithm is outperformed by a simple greedy heuristic. Future work includes the adaptation of multi-agent RL algorithms and further expansions of the environment.


Graph Spatiotemporal Process for Multivariate Time Series Anomaly Detection with Missing Values

arXiv.org Artificial Intelligence

The detection of anomalies in multivariate time series data is crucial for various practical applications, including smart power grids, traffic flow forecasting, and industrial process control. However, real-world time series data is usually not well-structured, posting significant challenges to existing approaches: (1) The existence of missing values in multivariate time series data along variable and time dimensions hinders the effective modeling of interwoven spatial and temporal dependencies, resulting in important patterns being overlooked during model training; (2) Anomaly scoring with irregularly-sampled observations is less explored, making it difficult to use existing detectors for multivariate series without fully-observed values. In this work, we introduce a novel framework called GST-Pro, which utilizes a graph spatiotemporal process and anomaly scorer to tackle the aforementioned challenges in detecting anomalies on irregularly-sampled multivariate time series. Our approach comprises two main components. First, we propose a graph spatiotemporal process based on neural controlled differential equations. This process enables effective modeling of multivariate time series from both spatial and temporal perspectives, even when the data contains missing values. Second, we present a novel distribution-based anomaly scoring mechanism that alleviates the reliance on complete uniform observations. By analyzing the predictions of the graph spatiotemporal process, our approach allows anomalies to be easily detected. Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods, regardless of whether there are missing values present in the data. Our code is available: https://github.com/huankoh/GST-Pro.


Correlation-aware Spatial-Temporal Graph Learning for Multivariate Time-series Anomaly Detection

arXiv.org Artificial Intelligence

Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models which cannot capture the non-linear relations well or conventional deep learning models (e.g., CNN and LSTM) that do not explicitly learn the pairwise correlations among variables. To overcome these limitations, we propose a novel method, correlation-aware spatial-temporal graph learning (termed CST-GL), for time series anomaly detection. CST-GL explicitly captures the pairwise correlations via a multivariate time series correlation learning module based on which a spatial-temporal graph neural network (STGNN) can be developed. Then, by employing a graph convolution network that exploits one- and multi-hop neighbor information, our STGNN component can encode rich spatial information from complex pairwise dependencies between variables. With a temporal module that consists of dilated convolutional functions, the STGNN can further capture long-range dependence over time. A novel anomaly scoring component is further integrated into CST-GL to estimate the degree of an anomaly in a purely unsupervised manner. Experimental results demonstrate that CST-GL can detect anomalies effectively in general settings as well as enable early detection across different time delays.