Online algorithm for application layer anycast

Application layer anycast possesses the property of flexibility, however, all the proposed application layer anycast routing algorithms are based on probing so far. One disadvantage of probing algorithms is that there are too many probing packets, which degrade the network performance, wast network bandwidth. In this paper, we propose an online algorithm, balance algorithm, for application layer anycast. Compared with the probing algorithms, the proposed algorithm has no probing cost at all. We model the two kinds of algorithms, and analyse the performance of the two algorithms. The results show that the online balance algorithm is better than the probing algorithms in terms of performance. A simulation is conducting as future work.

Performance of the Bayesian online algorithm for the perceptron

In this letter, we derive continuum equations for the generalization error of the Bayesian online algorithm (BOnA) for the one-layer perceptron with a spherical covariance matrix using the Rosenblatt potential and show, by numerical calculations, that the asymptotic performance of the algorithm is the same as the one for the optimal algorithm found by means of variational methods with the added advantage that the BOnA does not use any inaccessible information during learning. © 2007 IEEE.

Feature Search in the Grassmanian in Online Reinforcement Learning

We consider the problem of finding the best features for value function approximation in reinforcement learning and develop an online algorithm to optimize the mean square Bellman error objective. For any given feature value, our algorithm performs gradient search in the parameter space via a residual gradient scheme and, on a slower timescale, also performs gradient search in the Grassman manifold of features. We present a proof of convergence of our algorithm. We show empirical results using our algorithm as well as a similar algorithm that uses temporal difference learning in place of the residual gradient scheme for the faster timescale updates.

Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

The Essential Dynamics Algorithm: Essential Results

This paper presents a novel algorithm for learning in a class of stochastic Markov decision processes (MDPs) with continuous state and action spaces that trades speed for accuracy. A transform of the stochastic MDP into a deterministic one is presented which captures the essence of the original dynamics, in a sense made precise. In this transformed MDP, the calculation of values is greatly simplified. The online algorithm estimates the model of the transformed MDP and simultaneously does policy search against it. Bounds on the error of this approximation are proven, and experimental results in a bicycle riding domain are presented. The algorithm learns near optimal policies in orders of magnitude fewer interactions with the stochastic MDP, using less domain knowledge. All code used in the experiments is available on the project's web site.

Robust visual tracking based on online learning sparse representation

Handling appearance variations is a very challenging problem for visual tracking. Existing methods usually solve this problem by relying on an effective appearance model with two features: (1) being capable of discriminating the tracked target from its background, (2) being robust to the target's appearance variations during tracking. Instead of integrating the two requirements into the appearance model, in this paper, we propose a tracking method that deals with these problems separately based on sparse representation in a particle filter framework. Each target candidate defined by a particle is linearly represented by the target and background templates with an additive representation error. Discriminating the target from its background is achieved by activating the target templates or the background templates in the linear system in a competitive manner. The target's appearance variations are directly modeled as the representation error. An online algorithm is used to learn the basis functions that sparsely span the representation error. The linear system is solved via ℓ1 minimization. The candidate with the smallest reconstruction error using the target templates is selected as the tracking result. We test the proposed approach using four sequences with heavy occlusions, large pose variations, drastic illumination changes and low foreground-background contrast. The proposed approach shows excellent performance in comparison with two latest state-of-the-art trackers.

Online mining of frequent sets in data streams with error guarantee

For most data stream applications, the volume of data is too huge to be stored in permanent devices or to be thoroughly scanned more than once. It is hence recognized that approximate answers are usually sufficient, where a good approximation obtained in a timely manner is often better than the exact answer that is delayed beyond the window of opportunity. Unfortunately, this is not the case for mining frequent patterns over data streams where algorithms capable of online processing data streams do not conform strictly to a precise error guarantee. Since the quality of approximate answers is as important as their timely delivery, it is necessary to design algorithms to meet both criteria at the same time. In this paper, we propose an algorithm that allows online processing of streaming data and yet guaranteeing the support error of frequent patterns strictly within a user-specified threshold. Our theoretical and experimental studies show that our algorithm is an effective and reliable method for finding frequent sets in data stream environments when both constraints need to be satisfied.

Combining initial segments of lists

We propose a new way to build a combined list from K base lists, each containing N items. A combined list consists of top segments of various sizes from each base list so that the total size of all top segments equals N. A sequence of item requests is processed and the goal is to minimize the total number of misses. That is, we seek to build a combined list that contains all the frequently requested items. We first consider the special case of disjoint base lists. There, we design an efficient algorithm that computes the best combined list for a given sequence of requests. In addition, we develop a randomized online algorithm whose expected number of misses is close to that of the best combined list chosen in hindsight. We prove lower bounds that show that the expected number of misses of our randomized algorithm is close to the optimum. In the presence of duplicate items, we show that computing the best combined list is NP-hard. We show that our algorithms still apply to a linearized notion of loss in this case. We expect that this new way of aggregating lists will find many ranking applications.

Mining Cell Transition Data

Cell transition data is obtained from a cellular phone that switches its current serving cell tower. The data consists of a sequence of transition events, which are pairs of cell identifiers and transition times. The focus of this thesis is applying data mining methods to such data, developing new algorithms, and extracting knowledge that will be a solid foundation on which to build location-aware applications. In addition to a thorough exploration of the features of the data, the tools and methods developed in this thesis provide solutions to three distinct research problems. First, we develop clustering algorithms that produce a reliable mapping between cell transitions and physical locations observed by users of mobile devices. The main clustering algorithm operates in online fashion, and we consider also a number of offline clustering methods for comparison. Second, we define the concept of significant locations, known as bases, and give an online algorithm for determining them. Finally, we consider the task of predicting the movement of the user, based on historical data. We develop a prediction algorithm that considers paths of movement in their entirety, instead of just the most recent movement history. All of the presented methods are evaluated with a significant body of real cell transition data, collected from about one hundred different individuals. The algorithms developed in this thesis are designed to be implemented on a mobile device, and require no extra hardware sensors or network infrastructure. By not relying on external services and keeping the user information as much as possible on the user s own personal device, we avoid privacy issues and let the users control the disclosure of their location information.

Optimal Power Allocation Policies for Low Powered Wireless Communication Systems

We consider optimal average power allocation policies in a wireless channel in the presence of individual delay constraints on the transmitted packets. Power is consumed in transmission of data only. We consider the case when the power used in transmission is a linear function of the data transmitted. The transmission channel may experience multipath fading. We have developed a computationally efficient online algorithm, when there is same hard delay constraint for all packets. Later on, we generalize it to the case when there are multiple real time streams with different hard deadline constraints. Our algorithm uses linear programming and has very low complexity.

Algorithmic challenges in green data centers

With data centers being the supporting infrastructure for a wide range of IT services, their efficiency has become a big concern to operators, as well as to society, for both economic and environmental reasons. The goal of this thesis is to design energy-efficient algorithms that reduce energy cost while minimizing compromise to service. We focus on the algorithmic challenges at different levels of energy optimization across the data center stack. The algorithmic challenge at the device level is to improve the energy efficiency of a single computational device via techniques such as job scheduling and speed scaling. We analyze the common speed scaling algorithms in both the worst-case model and stochastic model to answer some fundamental issues in the design of speed scaling algorithms. The algorithmic challenge at the local data center level is to dynamically allocate resources (e.g., servers) and to dispatch the workload in a data center. We develop an online algorithm to make a data center more power-proportional by dynamically adapting the number of active servers. The algorithmic challenge at the global data center level is to dispatch the workload across multiple data centers, considering the geographical diversity of electricity price, availability of renewable energy, and network propagation delay. We propose algorithms to jointly optimize routing and provisioning in an online manner. Motivated by the above online decision problems, we move on to study a general class of online problem named "smoothed online convex optimization", which seeks to minimize the sum of a sequence of convex functions when "smooth" solutions are preferred. This model allows us to bridge different research communities and help us get a more fundamental understanding of general online decision problems.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

Gaussian process volatility model

The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to over-fitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.

Discovering frequent sets from data streams with CPU constraint

Data streams are usually generated in an online fashion characterized by huge volume, rapid unpredictable rates, and fast changing data characteristics. It has been hence recognized that mining over streaming data requires the problem of limited computational resources to be adequately addressed. Since the arrival rate of data streams can significantly increase and exceed the CPU capacity, the machinery must adapt to this change to guarantee the timeliness of the results. We present an online algorithm to approximate a set of frequent patterns from a sliding window over the underlying data stream - given apriori CPU capacity. The algorithm automatically detects overload situations and can adaptively shed unprocessed data to guarantee the timely results. We theoretically prove, using probabilistic and deterministic techniques, that the error on the output results is bounded within a pre-specified threshold. The empirical results on various datasets also confirmed the feasiblity of our proposal.

Energy minimization in multi-task software-defined sensor networks

Abstract—
After a decade of extensive research on application-specific wireless sensor networks (WSNs), the recent development of information and communication technologies makes it practical to realize the software-defined sensor networks (SDSNs), which are able to adapt to various application requirements and to fully explore the resources of WSNs. A sensor node in SDSN is able to conduct multiple tasks with different sensing targets simultaneously. A given sensing task usually involves multiple sensors to achieve a certain quality-of-sensing, e.g., coverage ratio. It is significant to design an energy-efficient sensor scheduling and management strategy with guaranteed quality-of-sensing for all tasks. To this end, three issues are investigated in this paper: 1) the subset of sensor nodes that shall be activated, i.e., sensor activation, 2) the task that each sensor node shall be assigned, i.e., task mapping, and 3) the sampling rate on a sensor for a target, i.e., sensing scheduling. They are jointly considered and formulated as a mixed-integer with quadratic constraints programming (MIQP) problem, which is then reformulated into a mixed-integer linear programming (MILP) formulation with low computation complexity via linearization. To deal with dynamic events such as sensor node participation and departure, during SDSN operations, an efficient online algorithm using local optimization is developed. Simulation results show that our proposed online algorithm approaches the globally optimized network energy efficiency with much lower rescheduling time and control overhead.