Online Learning of Non-stationary Sequences

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. The performance of each expert may change over time in a manner unknown to the learner. We formulate a class of universal learning algorithms for this problem by expressing them as simple Bayesian algorithms operating on models analogous to Hidden Markov Models (HMMs). We derive a new performance bound for such algorithms which is considerably simpler than existing bounds. The bound provides the basis for learning the rate at which the identity of the optimal expert switches over time. We find an analytic expression for the a priori resolution at which we need to learn the rate parameter. We extend our scalar switching-rate result to models of the switching-rate that are governed by a matrix of parameters, i.e. arbitrary homogeneous HMMs. We apply and examine our algorithm in the context of the problem of energy management in wireless networks. We analyze the new results in the framework of Information Theory.

Sparsely Faceted Arrays: A Mechanism Supporting Parallel Allocation, Communication, and Garbage Collection

Conventional parallel computer architectures do not provide support for non-uniformly distributed objects. In this thesis, I introduce sparsely faceted arrays (SFAs), a new low-level mechanism for naming regions of memory, or facets, on different processors in a distributed, shared memory parallel processing system. Sparsely faceted arrays address the disconnect between the global distributed arrays provided by conventional architectures (e.g. the Cray T3 series), and the requirements of high-level parallel programming methods that wish to use objects that are distributed over only a subset of processing elements. A sparsely faceted array names a virtual globally-distributed array, but actual facets are lazily allocated. By providing simple semantics and making efficient use of memory, SFAs enable efficient implementation of a variety of non-uniformly distributed data structures and related algorithms. I present example applications which use SFAs, and describe and evaluate simple hardware mechanisms for implementing SFAs. Keeping track of which nodes have allocated facets for a particular SFA is an important task that suggests the need for automatic memory management, including garbage collection. To address this need, I first argue that conventional tracing techniques such as mark/sweep and copying GC are inherently unscalable in parallel systems. I then present a parallel memory-management strategy, based on reference-counting, that is capable of garbage collecting sparsely faceted arrays. I also discuss opportunities for hardware support of this garbage collection strategy. I have implemented a high-level hardware/OS simulator featuring hardware support for sparsely faceted arrays and automatic garbage collection. I describe the simulator and outline a few of the numerous details associated with a "real" implementation of SFAs and SFA-aware garbage collection. Simulation results are used throughout this thesis in the evaluation of hardware support mechanisms.