Optimal Coded Information Network Design and Management via Improved Characterizations of the Binary Entropy Function

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Optimal Coded Information Network Design and Management via Improved Characterizations of the Binary Entropy Function John MacLaren Walsh & Steven Weber Department of Electrical and Computer Engineering Drexel University Philadelphia, PA jwalsh@ece.drexel.edu & sweber@ece.drexel.edu Some work in collaboration with Drakontas LLC under an Air Force STTR.

Overview 1. Network Utility Maximization (NUM) Mantra for Network Management (a) Problem Setup (b) Key Issues for Success 2. Answering NUM s Needs with Information Theory (a) Utility Functions Multiterminal Rate Distortion Source Coding (b) Feasible Resource Region Network Coding (c) Network Monitoring (Inference and Tracking) Indirect Multiterminal Rate Distortion Source Coding 3. Difficult Deep Entropy Geometry Theory Problem at Core (a) Motivation: Optimization in Distribution Space v.s. Optimization in Entropy Space (b) Different Flavors of the Set of Entropic Vectors Γ n, Ω n, Φ n

#1 Application Utility Functions Network Applications MULTITERMINAL RATE DISTORTION SOURCE CODING Optimal Operating Point Takes: Applications requested by network users (e.g. VOIP, streaming video, email, http, etc) and a distortion metric indicating user satisfaction and demands for each. r U(r) #4 Network Utility Maximization r arg max U(r) r R Selects resource operating point among network capabilities to maximize utility. Feasible Resource Region Optimal Operating Point r R Capabilities of Network Infrastructure NETWORK & CHANNEL CODING #2 Takes: Weighted Hypergraph Model of the current Network links. Returns: Rate distortion theory derived Utility Functions indicating the level of satisfaction with different possible resource allocations. Needs: Φ n (C) #3 Φ n (C) Network Topology Estimation & Tracking NETWORK INFERENCE Takes: distributed measurements of channel qualities, packet loss rates, queue backlogs, etc. throughout the network. Returns: Inferred estimate of network structure as a weighted hypergraph. Needs: Φ n (C) Returns: Region of Achievable Rates for Multicasting and Unicasting Data Between Nodes utilizing Network Coding. Weighted hypergraph model for network Needs:. Φ n (C)

Network Utility Maximization (NUM) Mantra for Network Management Network Utility Maximization [1, 2, 3] (NUM) Mantra: Provide methods for distributing constrained (finite) network resources among users and applications in such as manner as to maximize the aggregate utility over the network. From this level of idealized generality, the problem can be broken up into four parts: 1. Determine utility functions U i (r) for different users and applications which accurately reflect their happiness when given different levels of resources r. Aggregate these into a global utility function U(r). 2. Determine the set R of feasible resource allocations which may be supported by a current estimated model for the network s constraints. 3. Create distributed network inference algorithms which can monitor and track the estimated network model. 4. Create distributed controllers which allocate resources in the network according to r arg max r R U(r)

NUM Meets Information Theory Much of NUM literature uses simple models for the utility functions and feasible resource allocations, assumes the network model is perfectly known, and focusses on developing and analyzing distributed controllers. Network information theory can have a big, helpful, augmenting impact on NUM by giving a deep theoretical basis for these topics typically glossed over. Namely, we wish to convincingly show utility functions can be determined with multi-terminal rate distortion source coding theory the region of feasible resource allocations, given a current hypergraph model for the network, can be determined with channel and network coding theory the performance of the best distributed network inference algorithms can be determined with indirect multiterminal rate distortion source coding theory Note we will focus on rate (as is typical) as the resource of interest, but important work reconciles this idea with other important resources (e.g. delay and priority).

Utility Functions Multiterminal Rate Distortion Theory Utility function represents happiness of an application/user with a given resource allocation. Consider an application, such as voice or video unicast. Analogous idea from information theory is the (negative of the) distortion rate function for a code, which represents reproduction fidelity attainable given a communication rate constraint. Note: selection of utility function should consider the happiness the most efficient use of the resources would yield (gives incentive for using resources optimally). Distortion - rate function is perfect fit: best avg. distortion attainable (over all possible codes = resource uses) under a rate constraint.

Utility Functions Multiterminal Rate Distortion Theory, II Consider an application, such as voice or video multicast. (right) 0 can receive both what 1 and 2 receives. for reproduction at 0 to be good want description from 1 and 2 to contain complementary (different) source information s 1 2 0 for reproduction at 1 and 2 to be good want the information at 1 and 2 to contain similar (source representation) source information. The tradeoff between R 1, R 2 and D 0, D 1, D 2 is given by multiple descriptions rate distortion source coding theory. Utility function for this application can then be selected as a function of the three distortions (e.g. p- norm [D 0, D 1, D 2 p to trade min sum distortion for min max distortion).

Region of Feasible Resource Allocations Network Coding Theory 1 2 3 4 5 6 Another question: feasible set of resource allocations R? One solution (wired network model): sum up rates of all applications flowing on a link and compare with link capacity. Network coding on graph to right shows that this is suboptimal if nodes can process and combine flows/packets. The capacity region of simultaneously supportable multicasts describes the region of feasible vectors R under network coding. Wireless Capacity Regions not known exactly in many cases. Hypergraph models have been helpful in this respect [4]. Other more elegant approaches include power with rate among resources to adapt in this context, e.g. [5, 6] (bringing in power control to NUM).

Distributed Network Inference Indirect Multiterminal Rate Distortion Theory What is one (naive) model for the essence of network tomography/monitoring? Have an underlying weighted hypergraph T n reflecting operating network interconnections and link capacities (regions) that we would like to know (at time n). Have a collection of observations Y i,n at each node i in the network (perhaps in some cases due to intentional network pinging ). Need to try to share some processed information from these observations with other nodes in the network, with each node ultimately trying to from an estimate ˆT i,n. Bandwidth for communication between the nodes about this is limited. Must live in region R of simultaneously supportable multicast rates R i A. Problem of choosing best encodings allowing an long run avg. estimation error D is an indirect multiterminal rate distortion problem with side information.

Distributed Network Inference Indirect Multiterminal Rate Distortion Theory Y 1 S 2 1 S1 2 S2 1,3, S3 1,2 1 S1 2,3 S3 1 S 1 3 S1 2,3, S3 1,2 S 2 1,3 S 2 3 S3 2 S 1 2,3, S 2 1,3 Y 1 local observation at Node 1 Encoder S 1 2 S 1 3 S 1 2,3 information to Node 1 and 2 S3 1,2 2 3 Y 2 Y 3 ˆT 1 local estimate at Node 1 Decoder Node 1 S 2 1 S 3 1 S 2 1,3 S 3 1,2 information from Node 1 and 2 Figure 1: Distributed estimation with side information at Node 1 in a network with 3 nodes

What is keeping us from using these techniques? Each of these additions multi-terminal rate distortion region (for utility functions) multi-terminal network coding rate region (for feasible resource region) indirect multi-terminal rate distortion for networked inference (network tomography and monitoring) depend on simple characterizations a fundamental geometric object in information theory: the set of entropic vectors Γ n, Ω n, Φ n, and it s restriction under distribution constraints

Variants on the Set of Entropic Vectors X := [X 1,..., X N ], X A := [X i i A] h(p X ) := [H(X A ) A {1,..., N}] Γ N := h(d) [7] Φ N := h(d 2 ) Ω N := M=2 1 log 2 (M) h(d M ) [8, 9] tight half spaces for Γ N or conv(φ N) (tangent) give linear information inequalities (set of such is dual representation) Shannon correctly characterized for N = 2, 3, but for N 4 we don t know what this set is! Matùš [10] Recently showed that there are an uncountably infinite number of such inequalities for N 4 time to find a new trick!

An Idea We are Pursuing: Restrict to Binary! Φ N := h(d 2 ) convex hull matches Ω n and convex cone matches Γ n good thing: we ve shown that we can recursively compute boundaries of this one! bad thing: no longer convex, would have to convex convex hull HOWEVER *can* tell which faces of outer bounds are tight enumerate vertices of outer bounding polytope check which ones are in Φ n

Why is Φ n (C) Important? Network information theory theorems involve 2 things: rate inequalities in terms of weighted sums of entropies among random variables R i I(Y i ; U i U j ) constraints in terms of the probability distribution given a source distribution X\X 0 p X = p(x 0 ) given conditional distributions p(y X) given distortion constraints E[d(X 1, X 2 )] D given conditional independence (Markov Contraints) When weighted sums of entropies work out to be convex functions of free distributions, everything is fine. This frequently doesn t happen in multi-terminal context.

Why is Φ n (C) Important? Multiple descriptions problem s R 1 X R 2 1 ˆX 1 ˆX2 2 ˆX 0 0 d 2 Distortion space d max d 0 d max d max Linear map d 1 Joint disbn on D(d max ) P(D(d 1 max )) D(d max )={d : d 0 + d 1 + d 2 d max } X, ˆX 0, ˆX 1, ˆX 2 1 P proposed "tractable" nonlinear map 1 joint disbns satisfying distortion const. Entropy vector region for X, ˆX 0, ˆX 1, ˆX 2 Φ 4 "conventional" intractable nonlinear map linear map Φ 4 (D(d max )) entropy vectors satisfying distortion const. Rate region R 2 R(d max ) R 1 joint rates satisfying distortion const.

#1 Application Utility Functions Network Applications MULTITERMINAL RATE DISTORTION SOURCE CODING Optimal Operating Point Takes: Applications requested by network users (e.g. VOIP, streaming video, email, http, etc) and a distortion metric indicating user satisfaction and demands for each. r U(r) #4 Network Utility Maximization r arg max U(r) r R Selects resource operating point among network capabilities to maximize utility. Feasible Resource Region Optimal Operating Point r R Capabilities of Network Infrastructure NETWORK & CHANNEL CODING #2 Takes: Weighted Hypergraph Model of the current Network links. Returns: Rate distortion theory derived Utility Functions indicating the level of satisfaction with different possible resource allocations. Needs: Φ n (C) #3 Φ n (C) Network Topology Estimation & Tracking NETWORK INFERENCE Takes: distributed measurements of channel qualities, packet loss rates, queue backlogs, etc. throughout the network. Returns: Inferred estimate of network structure as a weighted hypergraph. Needs: Φ n (C) Returns: Region of Achievable Rates for Multicasting and Unicasting Data Between Nodes utilizing Network Coding. Weighted hypergraph model for network Needs:. Φ n (C)

References [1] Frank Kelly, Charging and Rate Control for Elastic Traffic, European Transactions on Telecommunications, vol. 8, pp. 33 37, 1997. [2] F. P. Kelley, A. K. Maulloo, and D. K. H. Tan, Rate control for communication networks: shadow prices, proportional fairness and stability, Journal of the Operations Research Society, vol. 49, pp. 237 252, 1998. [3] Yung Yi and Mung Chiang, Stochastic Network Utility Maximization, European Transactions on Telecommunications, no. 19, pp. 421 442, 2008. [4] D. S. Lun, Efficient Operation of Coded Packet Networks, Ph.D. dissertation, Massachusetts Institute of Technology, 2006. [5] D. O Neill, A.J. Goldsmith, and S. Boyd, Optimizing Adaptive Modulation in Wireless Networks via Utility Maximization, in IEEE International Conference on Communications, 2008, May 2008, pp. 3372 3377. [6] Mung Chiang, To Layer or Not To Layer: Balancing Transport and Physical Layers in Wireless Multihop Networks, in INFOCOM, 2004. [7] Raymond W. Yeung, Information Theory and Network Coding. Springer, 2008. [8] B. Hassibi and S. Shadbakht, Normalized Entropy Vectors, Network Information Theory and Convex Optimization, in IEEE Information Theory Workshop on Information Theory for Wireless Networks, July 2007, pp. 1 5. [9], On a Construction of Entropic Vectors Using Lattice-Generated Distributions, in IEEE International Symposium on Information Theory (ISIT), June 2007, pp. 501 505. [10] František Matúš, Infinitely Many Information Inequalities, in IEEE International Symposium on Information Theory (ISIT), June 2007, pp. 41 44.