Collaborative Research: CIF: Small: Nonasymptotic Analysis for Stochastic Networks and Systems: Foundations and Applications

合作研究：CIF：小型：随机网络和系统的非渐近分析：基础和应用

• 批准号: 2207548
• 负责人: Lei Ying
• 金额: $ 30万
• 依托单位: Regents of the University of Michigan - Ann Arbor
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2022
• 资助国家: 美国
• 起止时间: 2022-07-01 至 2025-06-30
• 项目状态: 未结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=2207548&HistoricalAwards=false
• 关键词: Collaborative; Research; CIF; Small; Nonasymptotic

The confluence of cloud computing, machine learning/artificial intelligence and Internet-of-things/sensor technology is transforming society in unprecedented ways, and leading to innovations in autonomous systems, healthcare, bioinformatics, social networks, online and in-store retail industry, and education. Breakthrough developments in these widely disparate fields use machine learning and cloud computing with millions of servers to aid data-driven decision-making using terabytes of data, some in real-time and some offline. At the heart of these large-scale machine-learning and cloud-computing applications are stochastic dynamical systems of enormous scale. Analyzing and optimizing such systems are often difficult because of the size and the unknown statistical description of the underlying randomness in such systems. This project is aimed at understanding the performance of large stochastic systems by developing a new analytical method that synthesizes tools from probability, machine learning, and stochastic networks, and will lead to new advances in the design of fast and more efficient computing systems for training large-scale machine-learning models, while yielding new fundamental insights into deep reinforcement-learning algorithms. The project will contribute to education and workforce development by integrating the theories and algorithms into the graduate-level courses and by involving undergraduate and students from underrepresented groups in the research. This project develops a new analytical method for obtaining non-asymptotic bounds using Lyapunov drift analysis. The method combines drift analysis with ideas from Stein's method, dimensionality reduction from state-space collapse and properties of reproducing kernel Hilbert spaces, as appropriate. The project leverages three key ideas to advance the state-of-the-art: Stein's method to choose appropriate Lyapunov functions to study mean-field limits, identifying lower-order models using the notion of state-space collapse, and using moment-generating functions or characteristic functions as test functions to obtain higher-moment bounds on the performance of stochastic systems. During the course of this project, the method is applied to two applications: (i) robust and ultra-low latency computing networks for supporting complex machine-learning jobs with concurrent and dependent tasks, which are processed in heterogeneous server farms; and (ii) deep reinforcement-learning for deriving new performance bounds for neural temporal-difference learning and for the Actor-Critic algorithms.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

云计算、机器学习/人工智能和物联网/传感器技术的融合正在以前所未有的方式改变社会，并导致自主系统、医疗保健、生物信息学、社交网络、在线和店内零售业以及教育领域的创新。这些领域的突破性发展使用机器学习和云计算，使用数百万台服务器来帮助数据驱动的决策，这些数据使用TB级的数据，有些是实时的，有些是离线的。这些大规模机器学习和云计算应用的核心是巨大规模的随机动力系统。分析和优化这样的系统往往是困难的，因为在这样的系统中的潜在的随机性的大小和未知的统计描述。该项目旨在通过开发一种新的分析方法来理解大型随机系统的性能，该方法综合了概率，机器学习和随机网络的工具，并将在设计用于训练大型机器学习模型的快速，更有效的计算系统方面取得新的进展，同时产生对深度学习算法的新的基本见解。该项目将通过将理论和算法整合到研究生课程中，并让本科生和代表性不足的群体的学生参与研究，为教育和劳动力发展做出贡献。本计画发展一种新的分析方法，利用李雅普诺夫漂移分析来获得非渐近界。该方法结合了漂移分析与Stein方法的思想，从状态空间塌陷降维和再生核希尔伯特空间的属性，适当的。该项目利用三个关键思想来推进最先进的技术：Stein的方法来选择适当的Lyapunov函数来研究平均场极限，使用状态空间崩溃的概念来识别低阶模型，并使用矩生成函数或特征函数作为测试函数来获得随机系统性能的高阶矩界。 在该项目的过程中，该方法被应用于两个应用：（i）鲁棒和超低延迟的计算网络，用于支持复杂的机器学习作业，这些作业具有并发和相关任务，这些任务在异构服务器群中处理;以及（ii）深度学习，用于导出神经时间差学习和Actor的新性能界限。该奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。

项目成果

Learning While Scheduling in Multi-Server Systems With Unknown Statistics: MaxWeight with Discounted UCB

• 发表时间: 2022-09
• 作者: Zixi Yang;R. Srikant;Lei Ying