Publications

Abstract not provided.

Given an input stream S of size N, a φ-heavy hitter is an item that occurs at least φN times in S. The problem of finding heavy-hitters is extensively studied in the database literature.We study a real-time heavy-hitters variant in which an element must be reported shortly after we see its T = φN-th occurrence (and hence it becomes a heavy hitter). We call this the Timely Event Detection (TED) Problem. The TED problem models the needs of many real-world monitoring systems, which demand accurate (i.e., no false negatives) and timely reporting of all events from large, high-speed streams with a low reporting threshold (high sensitivity).Like the classic heavy-hitters problem, solving the TED problem without false-positives requires large space (ω (N) words). Thus in-RAM heavy-hitters algorithms typically sacrifice accuracy (i.e., allow false positives), sensitivity, or timeliness (i.e., use multiple passes).We show how to adapt heavy-hitters algorithms to external memory to solve the TED problem on large high-speed streams while guaranteeing accuracy, sensitivity, and timeliness. Our data structures are limited only by I/O-bandwidth (not latency) and support a tunable tradeoff between reporting delay and I/O overhead. With a small bounded reporting delay, our algorithms incur only a logarithmic I/O overhead.We implement and validate our data structures empirically using the Firehose streaming benchmark. Multi-threaded versions of our structures can scale to process 11M observations per second before becoming CPU bound. In comparison, a naive adaptation of the standard heavy-hitters algorithm to external memory would be limited by the storage device's random I/O throughput, i.e., ≈100K observations per second.

Graph algorithms enable myriad large-scale applications including cybersecurity, social network analysis, resource allocation, and routing. The scalability of current graph algorithm implementations on conventional computing architectures are hampered by the demise of Moore’s law. We present a theoretical framework for designing and assessing the performance of graph algorithms executing in networks of spiking artificial neurons. Although spiking neural networks (SNNs) are capable of general-purpose computation, few algorithmic results with rigorous asymptotic performance analysis are known. SNNs are exceptionally well-motivated practically, as neuromorphic computing systems with 100 million spiking neurons are available, and systems with a billion neurons are anticipated in the next few years. Beyond massive parallelism and scalability, neuromorphic computing systems offer energy consumption orders of magnitude lower than conventional high-performance computing systems. We employ our framework to design and analyze new spiking algorithms for shortest path and dynamic programming problems. Our neuromorphic algorithms are message-passing algorithms relying critically on data movement for computation. For fair and rigorous comparison with conventional algorithms and architectures, which is challenging but paramount, we develop new models of data-movement in conventional computing architectures. This allows us to prove polynomial-factor advantages, even when we assume a SNN consisting of a simple grid-like network of neurons. To the best of our knowledge, this is one of the first examples of a rigorous asymptotic computational advantage for neuromorphic computing.

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In this project we developed and validated algorithms for privacy-preserving linear regression using a new variant of Secure Multiparty Computation (MPC) we call "Hybrid MPC" (hMPC). Our variant is intended to support low-power, unreliable networks of sensors with low-communication, fault-tolerant algorithms. In hMPC we do not share training data, even via secret sharing. Thus, agents are responsible for protecting their own local data. Only the machine learning (ML) model is protected with information-theoretic security guarantees against honest-but-curious agents. There are three primary advantages to this approach: (1) after setup, hMPC supports a communication-efficient matrix multiplication primitive, (2) organizations prevented by policy or technology from sharing any of their data can participate as agents in hMPC, and (3) large numbers of low-power agents can participate in hMPC. We have also created an open-source software library named "Cicada" to support hMPC applications with fault-tolerance. The fault-tolerance is important in our applications because the agents are vulnerable to failure or capture. We have demonstrated this capability at Sandia's Autonomy New Mexico laboratory through a simple machine-learning exercise with Raspberry Pi devices capturing and classifying images while flying on four drones.

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We present a theoretical framework for designing and assessing the performance of algorithms executing in networks consisting of spiking artificial neurons. Although spiking neural networks (SNNs) are capable of general-purpose computation, few algorithmic results with rigorous asymptotic performance analysis are known. SNNs are exceptionally well-motivated practically, as neuromorphic computing systems with 100 million spiking neurons are available, and systems with a billion neurons are anticipated in the next few years. Beyond massive parallelism and scalability, neuromorphic computing systems offer energy consumption orders of magnitude lower than conventional high-performance computing systems. We employ our framework to design and analyze neuromorphic graph algorithms, focusing on shortest path problems. Our neuromorphic algorithms are message-passing algorithms relying critically on data movement for computation, and we develop data-movement lower bounds for conventional algorithms. A fair and rigorous comparison with conventional algorithms and architectures is challenging but paramount. We prove a polynomial-factor advantage even when we assume an SNN consisting of a simple grid-like network of neurons. To the best of our knowledge, this is one of the first examples of a provable asymptotic computational advantage for neuromorphic computing.

Abstract not provided.

ROL-PEBBL is a C++, MPI-based parallel code for mixed-integer PDE-constrained optimization (MIPDECO). In these problems we wish to optimize (control, design, etc.) physical systems, which must obey the laws of physics, when some of the decision variables must take integer values. ROL-PEBBL combines a code to efficiently search over integer choices (PEBBL = Parallel Enumeration Branch-and-Bound Library) and a code for efficient nonlinear optimization, including PDE-constrained optimization (ROL = Rapid Optimization Library). In this report, we summarize the design of ROL-PEBBL and initial applications/results. For an artificial source-inversion problem, finding sources of pollution on a grid from sparse samples, ROL-PEBBLs solution for the nest grid gave the best optimization guarantee for any general solver that gives both a solution and a quality guarantee.

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A key strategy for protecting municipal water supplies is the use of sensors to detect the presence of contaminants in associated water distribution systems. Deploying a contamination warning system involves the placement of a limited number of sensors—placed in order to maximize the level of protection afforded. Researchers have proposed several models and algorithms for generating such placements, each optimizing with respect to a different design objective. The use of disparate design objectives raises several questions: (1) What is the relationship between optimal sensor placements for different design objectives? and (2) Is there any risk in focusing on specific design objectives? We model the sensor placement problem via a mixed-integer programming formulation of the well-known p-median problem from facility location theory to answer these questions. Our model can express a broad range of design objectives. Using three large test networks, we show that optimal solutions with respect to one design objective are often highly sub-optimal with respect to other design objectives. However, it is sometimes possible to construct solutions that are simultaneously near-optimal with respect to a range of design objectives. The design of contamination warning systems thus requires careful and simultaneous consideration of multiple, disparate design objectives.

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This report summarizes the work performed under the project "Linear Programming in Strongly Polynomial Time." Linear programming (LP) is a classic combinatorial optimization problem heavily used directly and as an enabling subroutine in integer programming (IP). Specifically IP is the same as LP except that some solution variables must take integer values (e.g. to represent yes/no decisions). Together LP and IP have many applications in resource allocation including general logistics, and infrastructure design and vulnerability analysis. The project was motivated by the PI's recent success developing methods to efficiently sample Voronoi vertices (essentially finding nearest neighbors in high-dimensional point sets) in arbitrary dimension. His method seems applicable to exploring the high-dimensional convex feasible space of an LP problem. Although the project did not provably find a strongly-polynomial algorithm, it explored multiple algorithm classes. The new medial simplex algorithms may still lead to solvers with improved provable complexity. We describe medial simplex algorithms and some relevant structural/complexity results. We also designed a novel parallel LP algorithm based on our geometric insights and implemented it in the Spoke-LP code. A major part of the computational step is many independent vector dot products. Our parallel algorithm distributes the problem constraints across processors. Current commercial and high-quality free LP solvers require all problem details to fit onto a single processor or multicore. Our new algorithm might enable the solution of problems too large for any current LP solvers. We describe our new algorithm, give preliminary proof-of-concept experiments, and describe a new generator for arbitrarily large LP instances.

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Given an input stream of size N, a †-heavy hitter is an item that occurs at least † N times in S. The problem of finding heavy-hitters is extensively studied in the database literature. We study a real-time heavy-hitters variant in which an element must be reported shortly after we see its T = † N-th occurrence (and hence becomes a heavy hitter). We call this the Timely Event Detection (TED) Problem. The TED problem models the needs of many real-world monitoring systems, which demand accurate (i.e., no false negatives) and timely reporting of all events from large, high-speed streams, and with a low reporting threshold (high sensitivity). Like the classic heavy-hitters problem, solving the TED problem without false-positives requires large space (ω(N) words). Thus in-RAM heavy-hitters algorithms typically sacrifice accuracy (i.e., allow false positives), sensitivity, or timeliness (i.e., use multiple passes). We show how to adapt heavy-hitters algorithms to external memory to solve the TED problem on large high-speed streams while guaranteeing accuracy, sensitivity, and timeliness. Our data structures are limited only by I/O-bandwidth (not latency) and support a tunable trade-off between reporting delay and I/O overhead. With a small bounded reporting delay, our algorithms incur only a logarithmic I/O overhead. We implement and validate our data structures empirically using the Firehose streaming benchmark. Multi-threaded versions of our structures can scale to process 11M observations per second before becoming CPU bound. In comparison, a naive adaptation of the standard heavy-hitters algorithm to external memory would be limited by the storage device's random I/O throughput, i.e., ∼100K observations per second.

We study a trajectory analysis problem we call the Trajectory Capture Problem (TCP), in which, for a given input set T of trajectories in the plane, and an integer k-2, we seek to compute a set of k points ("portals") to maximize the total weight of all subtrajectories of T between pairs of portals. This problem naturally arises in trajectory analysis and summarization. We show that the TCP is NP-hard (even in very special cases) and give some first approximation results. Our main focus is on attacking the TCP with practical algorithm-engineering approaches, including integer linear programming (to solve instances to provable optimality) and local search methods. We study the integrality gap arising from such approaches. We analyze our methods on different classes of data, including benchmark instances that we generate. Our goal is to understand the best performing heuristics, based on both solution time and solution quality. We demonstrate that we are able to compute provably optimal solutions for real-world instances. 2012 ACM Subject Classification Theory of computation ! Design and analysis of algorithms.

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Community detection in graphs is a canonical social network analysis method. We consider the problem of generating suites of teras-cale synthetic social networks to compare the solution quality of parallel community-detection methods. The standard method, based on the graph generator of Lancichinetti, Fortunato, and Radicchi (LFR), has been used extensively for modest-scale graphs, but has inherent scalability limitations. We provide an alternative, based on the scalable Block Two-Level Erdos-Renyi (BTER) graph generator, that enables HPC-scale evaluation of solution quality in the style of LFR. Our approach varies community coherence, and retains other important properties. Our methods can scale real-world networks, e.g., to create a version of the Friendster network that is 512 times larger. With BTER's inherent scalability, we can generate a 15-terabyte graph (4.6B vertices, 925B edges) in just over one minute. We demonstrate our capability by showing that label-propagation community-detection algorithm can be strong-scaled with negligible solution-quality loss.

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