Schenato, Luca
Stochastic Approximation with Delayed Updates: Finite-Time Rates under Markovian Sampling
Adibi, Arman, Fabbro, Nicolo Dal, Schenato, Luca, Kulkarni, Sanjeev, Poor, H. Vincent, Pappas, George J., Hassani, Hamed, Mitra, Aritra
Motivated by applications in large-scale and multi-agent reinforcement learning, we study the non-asymptotic performance of stochastic approximation (SA) schemes with delayed updates under Markovian sampling. While the effect of delays has been extensively studied for optimization, the manner in which they interact with the underlying Markov process to shape the finite-time performance of SA remains poorly understood. In this context, our first main contribution is to show that under time-varying bounded delays, the delayed SA update rule guarantees exponentially fast convergence of the \emph{last iterate} to a ball around the SA operator's fixed point. Notably, our bound is \emph{tight} in its dependence on both the maximum delay $\tau_{max}$, and the mixing time $\tau_{mix}$. To achieve this tight bound, we develop a novel inductive proof technique that, unlike various existing delayed-optimization analyses, relies on establishing uniform boundedness of the iterates. As such, our proof may be of independent interest. Next, to mitigate the impact of the maximum delay on the convergence rate, we provide the first finite-time analysis of a delay-adaptive SA scheme under Markovian sampling. In particular, we show that the exponent of convergence of this scheme gets scaled down by $\tau_{avg}$, as opposed to $\tau_{max}$ for the vanilla delayed SA rule; here, $\tau_{avg}$ denotes the average delay across all iterations. Moreover, the adaptive scheme requires no prior knowledge of the delay sequence for step-size tuning. Our theoretical findings shed light on the finite-time effects of delays for a broad class of algorithms, including TD learning, Q-learning, and stochastic gradient descent under Markovian sampling.
Computation-Communication Trade-offs and Sensor Selection in Real-time Estimation for Processing Networks
Ballotta, Luca, Schenato, Luca, Carlone, Luca
Recent advances in electronics are enabling substantial processing to be performed at each node (robots, sensors) of a networked system. Local processing enables data compression and may mitigate measurement noise, but it is still slower compared to a central computer (it entails a larger computational delay). However, while nodes can process the data in parallel, the centralized computational is sequential in nature. On the other hand, if a node sends raw data to a central computer for processing, it incurs communication delay. This leads to a fundamental communication-computation trade-off, where each node has to decide on the optimal amount of preprocessing in order to maximize the network performance. We consider a network in charge of estimating the state of a dynamical system and provide three contributions. First, we provide a rigorous problem formulation for optimal real-time estimation in processing networks in the presence of delays. Second, we show that, in the case of a homogeneous network (where all sensors have the same computation) that monitors a continuous-time scalar linear system, the optimal amount of local preprocessing maximizing the network estimation performance can be computed analytically. Third, we consider the realistic case of a heterogeneous network monitoring a discrete-time multi-variate linear system and provide algorithms to decide on suitable preprocessing at each node, and to select a sensor subset when computational constraints make using all sensors suboptimal. Numerical simulations show that selecting the sensors is crucial. Moreover, we show that if the nodes apply the preprocessing policy suggested by our algorithms, they can largely improve the network estimation performance.
VREM-FL: Mobility-Aware Computation-Scheduling Co-Design for Vehicular Federated Learning
Ballotta, Luca, Fabbro, Nicolò Dal, Perin, Giovanni, Schenato, Luca, Rossi, Michele, Piro, Giuseppe
Assisted and autonomous driving are rapidly gaining momentum, and will soon become a reality. Among their key enablers, artificial intelligence and machine learning are expected to play a prominent role, also thanks to the massive amount of data that smart vehicles will collect from their onboard sensors. In this domain, federated learning is one of the most effective and promising techniques for training global machine learning models, while preserving data privacy at the vehicles and optimizing communications resource usage. In this work, we propose VREM-FL, a computation-scheduling co-design for vehicular federated learning that leverages mobility of vehicles in conjunction with estimated 5G radio environment maps. VREM-FL jointly optimizes the global model learned at the server while wisely allocating communication resources. This is achieved by orchestrating local computations at the vehicles in conjunction with the transmission of their local model updates in an adaptive and predictive fashion, by exploiting radio channel maps. The proposed algorithm can be tuned to trade model training time for radio resource usage. Experimental results demonstrate the efficacy of utilizing radio maps. VREM-FL outperforms literature benchmarks for both a linear regression model (learning time reduced by 28%) and a deep neural network for a semantic image segmentation task (doubling the number of model updates within the same time window).
Can Competition Outperform Collaboration? The Role of Misbehaving Agents
Ballotta, Luca, Como, Giacomo, Shamma, Jeff S., Schenato, Luca
We investigate a novel approach to resilient distributed optimization with quadratic costs in a multi-agent system prone to unexpected events that make some agents misbehave. In contrast to commonly adopted filtering strategies, we draw inspiration from phenomena modeled through the Friedkin-Johnsen dynamics and argue that adding competition to the mix can improve resilience in the presence of misbehaving agents. Our intuition is corroborated by analytical and numerical results showing that (i) there exists a nontrivial trade-off between full collaboration and full competition and (ii) our competition-based approach can outperform state-of-the-art algorithms based on Weighted Mean Subsequence Reduced. We also study impact of communication topology and connectivity on resilience, pointing out insights to robust network design.
FedZeN: Towards superlinear zeroth-order federated learning via incremental Hessian estimation
Maritan, Alessio, Dey, Subhrakanti, Schenato, Luca
Federated learning is a distributed learning framework that allows a set of clients to collaboratively train a model under the orchestration of a central server, without sharing raw data samples. Although in many practical scenarios the derivatives of the objective function are not available, only few works have considered the federated zeroth-order setting, in which functions can only be accessed through a budgeted number of point evaluations. In this work we focus on convex optimization and design the first federated zeroth-order algorithm to estimate the curvature of the global objective, with the purpose of achieving superlinear convergence. We take an incremental Hessian estimator whose error norm converges linearly, and we adapt it to the federated zeroth-order setting, sampling the random search directions from the Stiefel manifold for improved performance. In particular, both the gradient and Hessian estimators are built at the central server in a communication-efficient and privacy-preserving way by leveraging synchronized pseudo-random number generators. We provide a theoretical analysis of our algorithm, named FedZeN, proving local quadratic convergence with high probability and global linear convergence up to zeroth-order precision. Numerical simulations confirm the superlinear convergence rate and show that our algorithm outperforms the federated zeroth-order methods available in the literature.
Visibility-Constrained Control of Multirotor via Reference Governor
Kim, Dabin, Pezzutto, Matthias, Schenato, Luca, Kim, H. Jin
For safe vision-based control applications, perception-related constraints have to be satisfied in addition to other state constraints. In this paper, we deal with the problem where a multirotor equipped with a camera needs to maintain the visibility of a point of interest while tracking a reference given by a high-level planner. We devise a method based on reference governor that, differently from existing solutions, is able to enforce control-level visibility constraints with theoretically assured feasibility. To this end, we design a new type of reference governor for linear systems with polynomial constraints which is capable of handling time-varying references. The proposed solution is implemented online for the real-time multirotor control with visibility constraints and validated with simulations and an actual hardware experiment.
Network-GIANT: Fully distributed Newton-type optimization via harmonic Hessian consensus
Maritan, Alessio, Sharma, Ganesh, Schenato, Luca, Dey, Subhrakanti
This paper considers the problem of distributed multi-agent learning, where the global aim is to minimize a sum of local objective (empirical loss) functions through local optimization and information exchange between neighbouring nodes. We introduce a Newton-type fully distributed optimization algorithm, Network-GIANT, which is based on GIANT, a Federated learning algorithm that relies on a centralized parameter server. The Network-GIANT algorithm is designed via a combination of gradient-tracking and a Newton-type iterative algorithm at each node with consensus based averaging of local gradient and Newton updates. We prove that our algorithm guarantees semi-global and exponential convergence to the exact solution over the network assuming strongly convex and smooth loss functions. We provide empirical evidence of the superior convergence performance of Network-GIANT over other state-of-art distributed learning algorithms such as Network-DANE and Newton-Raphson Consensus.
Q-SHED: Distributed Optimization at the Edge via Hessian Eigenvectors Quantization
Fabbro, Nicolò Dal, Rossi, Michele, Schenato, Luca, Dey, Subhrakanti
Edge networks call for communication efficient (low overhead) and robust distributed optimization (DO) algorithms. These are, in fact, desirable qualities for DO frameworks, such as federated edge learning techniques, in the presence of data and system heterogeneity, and in scenarios where internode communication is the main bottleneck. Although computationally demanding, Newton-type (NT) methods have been recently advocated as enablers of robust convergence rates in challenging DO problems where edge devices have sufficient computational power. Along these lines, in this work we propose Q-SHED, an original NT algorithm for DO featuring a novel bit-allocation scheme based on incremental Hessian eigenvectors quantization. The proposed technique is integrated with the recent SHED algorithm, from which it inherits appealing features like the small number of required Hessian computations, while being bandwidth-versatile at a bit-resolution level. Our empirical evaluation against competing approaches shows that Q-SHED can reduce by up to 60% the number of communication rounds required for convergence.
Can Decentralized Control Outperform Centralized? The Role of Communication Latency
Ballotta, Luca, Jovanović, Mihailo R., Schenato, Luca
In this paper, we examine the influence of communication latency on performance of networked control systems. Even though distributed control architectures offer advantages in terms of communication, maintenance costs, and scalability, it is an open question how communication latency that varies with network topology influences closed-loop performance. For networks in which delays increase with the number of links, we establish the existence of a fundamental performance trade-off that arises from control architecture. In particular, we utilize consensus dynamics with single- and double-integrator agents to show that, if delays increase fast enough, a sparse controller with nearest neighbor interactions can outperform the centralized one with all-to-all communication topology.
Coordinated Multi-Robot Trajectory Tracking Control over Sampled Communication
Rossi, Enrica, Tognon, Marco, Ballotta, Luca, Carli, Ruggero, Cortés, Juan, Franchi, Antonio, Schenato, Luca
In this paper, we propose an inverse-kinematics controller for a class of multi-robot systems in the scenario of sampled communication. The goal is to make a group of robots perform trajectory tracking in a coordinated way when the sampling time of communications is much larger than the sampling time of low-level controllers, disrupting theoretical convergence guarantees of standard control design in continuous time. Given a desired trajectory in configuration space which is precomputed offline, the proposed controller receives configuration measurements, possibly via wireless, to re-compute velocity references for the robots, which are tracked by a low-level controller. We propose joint design of a sampled proportional feedback plus a novel continuous-time feedforward that linearizes the dynamics around the reference trajectory: this method is amenable to distributed communication implementation where only one broadcast transmission is needed per sample. Also, we provide closed-form expressions for instability and stability regions and convergence rate in terms of proportional gain $k$ and sampling period $T$. We test the proposed control strategy via numerical simulations in the scenario of cooperative aerial manipulation of a cable-suspended load using a realistic simulator (Fly-Crane). Finally, we compare our proposed controller with centralized approaches that adapt the feedback gain online through smart heuristics, and show that it achieves comparable performance.