In the problem of quickest change detection (QCD), a change occurs at some unknown time in the distribution of a sequence of independent observations. This work studies a QCD problem where the change is either a bad change, which we aim to detect, or a confusing change, which is not of our interest. Our objective is to detect a bad change as quickly as possible while avoiding raising a false alarm for pre-change or a confusing change. We identify a specific set of pre-change, bad change, and confusing change distributions that pose challenges beyond the capabilities of standard Cumulative Sum (CuSum) procedures. Proposing novel CuSum-based detection procedures, S-CuSum and J-CuSum, leveraging two CuSum statistics, we offer solutions applicable across all kinds of pre-change, bad change, and confusing change distributions. For both S-CuSum and J-CuSum, we provide analytical performance guarantees and validate them by numerical results. Furthermore, both procedures are computationally efficient as they only require simple recursive updates.

This paper studies a cooperative multi-agent multi-armed stochastic bandit problem where agents operate asynchronously -- agent pull times and rates are unknown, irregular, and heterogeneous -- and face the same instance of a K-armed bandit problem. Agents can share reward information to speed up the learning process at additional communication costs. We propose ODC, an on-demand communication protocol that tailors the communication of each pair of agents based on their empirical pull times. ODC is efficient when the pull times of agents are highly heterogeneous, and its communication complexity depends on the empirical pull times of agents. ODC is a generic protocol that can be integrated into most cooperative bandit algorithms without degrading their performance. We then incorporate ODC into the natural extensions of UCB and AAE algorithms and propose two communication-efficient cooperative algorithms. Our analysis shows that both algorithms are near-optimal in regret.

Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group and individual regrets and low communication between agents. The prior work tackled this problem using two paradigms: leader-follower and fully distributed algorithms. Prior algorithms in both paradigms achieve the optimal group regret. The leader-follower algorithms achieve constant communication costs but fail to achieve optimal individual regrets. The state-of-the-art fully distributed algorithms achieve optimal individual regrets but fail to achieve constant communication costs. This paper presents a simple yet effective communication policy and integrates it into a learning algorithm for cooperative bandits. Our algorithm achieves the best of both paradigms: optimal individual regret and constant communication costs.

We study sensor/agent data collection and collaboration policies for parameter estimation, accounting for resource constraints and correlation between observations collected by distinct sensors/agents. Specifically, we consider a group of sensors/agents each samples from different variables of a multivariate Gaussian distribution and has different estimation objectives, and we formulate a sensor/agent's data collection and collaboration policy design problem as a Fisher information maximization (or Cramer-Rao bound minimization) problem. When the knowledge of correlation between variables is available, we analytically identify two particular scenarios: (1) where the knowledge of the correlation between samples cannot be leveraged for collaborative estimation purposes and (2) where the optimal data collection policy involves investing scarce resources to collaboratively sample and transfer information that is not of immediate interest and whose statistics are already known, with the sole goal of increasing the confidence on the estimate of the parameter of interest. When the knowledge of certain correlation is unavailable but collaboration may still be worthwhile, we propose novel ways to apply multi-armed bandit algorithms to learn the optimal data collection and collaboration policy in our distributed parameter estimation problem and demonstrate that the proposed algorithms, DOUBLE-F, DOUBLE-Z, UCB-F, UCB-Z, are effective through simulations.

In the context of an efficient network traffic engineering process where the network continuously measures a new traffic matrix and updates the set of paths in the network, an automated process is required to quickly and efficiently identify when and what set of paths should be used. Unfortunately, the burden of finding the optimal solution for the network updating process in each given time interval is high since the computation complexity of optimization approaches using linear programming increases significantly as the size of the network increases. In this paper, we use deep reinforcement learning to derive a data-driven algorithm that does the path selection in the network considering the overhead of route computation and path updates. Our proposed scheme leverages information about past network behavior to identify a set of robust paths to be used for multiple future time intervals to avoid the overhead of updating the forwarding behavior of routers frequently. We compare the results of our approach to other traffic engineering solutions through extensive simulations across real network topologies. Our results demonstrate that our scheme fares well by a factor of 40% with respect to reducing link utilization compared to traditional TE schemes such as ECMP. Our scheme provides a slightly higher link utilization (around 25%) compared to schemes that only minimize link utilization and do not care about path updating overhead.

We study how the amount of correlation between observations collected by distinct sensors/learners affects data collection and collaboration strategies by analyzing Fisher information and the Cramer-Rao bound. In particular, we consider a simple setting wherein two sensors sample from a bivariate Gaussian distribution, which already motivates the adoption of various strategies, depending on the correlation between the two variables and resource constraints. We identify two particular scenarios: (1) where the knowledge of the correlation between samples cannot be leveraged for collaborative estimation purposes and (2) where the optimal data collection strategy involves investing scarce resources to collaboratively sample and transfer information that is not of immediate interest and whose statistics are already known, with the sole goal of increasing the confidence on an estimate of the parameter of interest. We discuss two applications, IoT DDoS attack detection and distributed estimation in wireless sensor networks, that may benefit from our results.

The growing demand for edge computing resources, particularly due to increasing popularity of Internet of Things (IoT), and distributed machine/deep learning applications poses a significant challenge. On the one hand, certain edge service providers (ESPs) may not have sufficient resources to satisfy their applications according to the associated service-level agreements. On the other hand, some ESPs may have additional unused resources. In this paper, we propose a resource-sharing framework that allows different ESPs to optimally utilize their resources and improve the satisfaction level of applications subject to constraints such as communication cost for sharing resources across ESPs. Our framework considers that different ESPs have their own objectives for utilizing their resources, thus resulting in a multi-objective optimization problem. We present an $N$-person \emph{Nash Bargaining Solution} (NBS) for resource allocation and sharing among ESPs with \emph{Pareto} optimality guarantee. Furthermore, we propose a \emph{distributed}, primal-dual algorithm to obtain the NBS by proving that the strong-duality property holds for the resultant resource sharing optimization problem. Using synthetic and real-world data traces, we show numerically that the proposed NBS based framework not only enhances the ability to satisfy applications' resource demands, but also improves utilities of different ESPs.

Active search (AS) on graphs focuses on collecting certain labeled nodes (targets) given global knowledge of the network topology and its edge weights under a query budget. However, in most networks, nodes, topology and edge weights are all initially unknown. We introduce selective harvesting, a variant of AS where the next node to be queried must be chosen among the neighbors of the current queried node set; the available training data for deciding which node to query is restricted to the subgraph induced by the queried set (and their node attributes) and their neighbors (without any node or edge attributes). Therefore, selective harvesting is a sequential decision problem, where we must decide which node to query at each step. A classifier trained in this scenario suffers from a tunnel vision effect: without recourse to independent sampling, the urge to query promising nodes forces classifiers to gather increasingly biased training data, which we show significantly hurts the performance of AS methods and standard classifiers. We find that it is possible to collect a much larger set of targets by using multiple classifiers, not by combining their predictions as an ensemble, but switching between classifiers used at each step, as a way to ease the tunnel vision effect. We discover that switching classifiers collects more targets by (a) diversifying the training data and (b) broadening the choices of nodes that can be queried next. This highlights an exploration, exploitation, and diversification trade-off in our problem that goes beyond the exploration and exploitation duality found in classic sequential decision problems. From these observations we propose D3TS, a method based on multi-armed bandits for non-stationary stochastic processes that enforces classifier diversity, matching or exceeding the performance of competing methods on seven real network datasets in our evaluation.

We present diffusion-convolutional neural networks (DCNNs), a new model for graph-structured data. Through the introduction of a diffusion-convolution operation, we show how diffusion-based representations can be learned from graph-structured data and used as an effective basis for node classification. DCNNs have several attractive qualities, including a latent representation for graphical data that is invariant under isomorphism, as well as polynomial-time prediction and learning that can be represented as tensor operations and efficiently implemented on a GPU. Through several experiments with real structured datasets, we demonstrate that DCNNs are able to outperform probabilistic relational models and kernel-on-graph methods at relational node classification tasks.