decentralized prediction of end-to-end network...

75
Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work Decentralized Prediction of End-to-End Network Performance Classes Yongjun Liao, Wei Du, Pierre Geurts, Guy Leduc Research Unit in Networking(RUN), University of Li` ege, Belgium December 08, 2011 1 / 27

Upload: others

Post on 04-Jun-2020

9 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Prediction of End-to-End NetworkPerformance Classes

Yongjun Liao, Wei Du, Pierre Geurts, Guy Leduc

Research Unit in Networking(RUN), University of Liege, Belgium

December 08, 2011

1 / 27

Page 2: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

End-to-End Network Performance

Metrics

round-trip time (RTT)

available bandwidth (ABW)

packet loss rate (PLR)

Network Performance Matters!

peer-to-peer downloading

overlay routing

content distribution network

Internet games

Peer Selection

Internet

smallest RTT

highest ABW

2 / 27

Page 3: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Acquisition on Large-Scale Networks

full-mesh active measurements

1

23

4

5

67

8

9

n nodes⇒ o(n2) measurements

accurate but expensive

network performance prediction

1

23

4

5

67

8

9

n nodes⇒ measurements� o(n2)

less accurate but cheap

3 / 27

Page 4: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Network Performance Prediction

Challenges

Networks are dynamic.I Churn: nodes join and leave frequently.I Metric values vary over time.

Metrics differ largely.I RTT: symmetric; ABW: asymmetric.I RTT: the smaller the better; ABW: the larger the better.I RTT and ABW are measured with different methodologies.

Decentralized processing is prefered.I no landmarks or central serversI no infrastructure

4 / 27

Page 5: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Network Performance Prediction

Challenges

Networks are dynamic.I Churn: nodes join and leave frequently.I Metric values vary over time.

Metrics differ largely.I RTT: symmetric; ABW: asymmetric.I RTT: the smaller the better; ABW: the larger the better.I RTT and ABW are measured with different methodologies.

Decentralized processing is prefered.I no landmarks or central serversI no infrastructure

4 / 27

Page 6: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Network Performance Prediction

Challenges

Networks are dynamic.I Churn: nodes join and leave frequently.I Metric values vary over time.

Metrics differ largely.I RTT: symmetric; ABW: asymmetric.I RTT: the smaller the better; ABW: the larger the better.I RTT and ABW are measured with different methodologies.

Decentralized processing is prefered.I no landmarks or central serversI no infrastructure

4 / 27

Page 7: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Network Performance Prediction

Challenges

Networks are dynamic.I Churn: nodes join and leave frequently.I Metric values vary over time.

Metrics differ largely.I RTT: symmetric; ABW: asymmetric.I RTT: the smaller the better; ABW: the larger the better.I RTT and ABW are measured with different methodologies.

Decentralized processing is prefered.I no landmarks or central serversI no infrastructure

4 / 27

Page 8: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Related Work on Network Performance Prediction

Round-Trip Time

Euclidean EmbeddingI GNP: Ng et al. INFOCOM 2002I Vivaldi: Dabek et al. SIGCOMM 2004

Matrix FactorizationI IDES: Mao et al. IMC 2004I DMF: Liao et al. Networking 2010

Available Bandwidth

SEQUOIA: Rama et al. SIGMETRICS 2009

iPlane: Madhyastha et al. USENIX OSDI 2006

5 / 27

Page 9: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

6 / 27

Page 10: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

6 / 27

Page 11: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

6 / 27

Page 12: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

6 / 27

Page 13: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Class-based Performance Representation

Binary Classification

“good” or “bad”

Class reflects the QoS experience of end users.

Class unifies different metrics.

Class information is often sufficient.I Streaming applications care if ABW is high enough.I P2P applications care if RTT is small enough.

Class measurements are cheap.I Classes are rough.I Classes are more stable.

7 / 27

Page 14: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Class-based Performance Representation

Binary Classification

“good” or “bad”

Class reflects the QoS experience of end users.

Class unifies different metrics.

Class information is often sufficient.I Streaming applications care if ABW is high enough.I P2P applications care if RTT is small enough.

Class measurements are cheap.I Classes are rough.I Classes are more stable.

7 / 27

Page 15: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Class-based Performance Representation

Binary Classification

“good” or “bad”

Class reflects the QoS experience of end users.

Class unifies different metrics.

Class information is often sufficient.I Streaming applications care if ABW is high enough.I P2P applications care if RTT is small enough.

Class measurements are cheap.I Classes are rough.I Classes are more stable.

7 / 27

Page 16: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Class-based Performance Representation

Binary Classification

“good” or “bad”

Class reflects the QoS experience of end users.

Class unifies different metrics.

Class information is often sufficient.I Streaming applications care if ABW is high enough.I P2P applications care if RTT is small enough.

Class measurements are cheap.I Classes are rough.I Classes are more stable.

7 / 27

Page 17: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Class-based Performance Representation

Binary Classification

“good” or “bad”

Class reflects the QoS experience of end users.

Class unifies different metrics.

Class information is often sufficient.I Streaming applications care if ABW is high enough.I P2P applications care if RTT is small enough.

Class measurements are cheap.I Classes are rough.I Classes are more stable.

7 / 27

Page 18: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Measure Performance Classes

“good” or “bad”

Thresholding

Measure if the metric value is larger or smaller than a threshold τ .

If RTT < 100ms, performance is “good”.

If ABW > 100Mbps, performance is “good”.

Measuring classes is much cheaper!

Threshold τ

defined according to requirements of applications

Google TV requires 10Mbps for HD contents.

8 / 27

Page 19: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Measure Performance Classes

“good” or “bad”

Thresholding

Measure if the metric value is larger or smaller than a threshold τ .

If RTT < 100ms, performance is “good”.

If ABW > 100Mbps, performance is “good”.

Measuring classes is much cheaper!

Threshold τ

defined according to requirements of applications

Google TV requires 10Mbps for HD contents.

8 / 27

Page 20: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Measure Performance Classes

“good” or “bad”

Thresholding

Measure if the metric value is larger or smaller than a threshold τ .

If RTT < 100ms, performance is “good”.

If ABW > 100Mbps, performance is “good”.

Measuring classes is much cheaper!

Threshold τ

defined according to requirements of applications

Google TV requires 10Mbps for HD contents.

8 / 27

Page 21: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

9 / 27

Page 22: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

Matrix Completion

Predict the unknown entries from a few known entries.

Why is it possible?

Matrix entries are correlated.

The correlations induce low rank.

n × n matrix of rank r < nI only r linearly independent

columns or rows

You don’t need all n × n entries!

X

10 / 27

Page 23: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

Matrix Completion

Predict the unknown entries from a few known entries.

Why is it possible?

Matrix entries are correlated.

The correlations induce low rank.

n × n matrix of rank r < nI only r linearly independent

columns or rows

You don’t need all n × n entries!

X

10 / 27

Page 24: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

Matrix Completion

Predict the unknown entries from a few known entries.

Why is it possible?

Matrix entries are correlated.

The correlations induce low rank.

n × n matrix of rank r < nI only r linearly independent

columns or rows

You don’t need all n × n entries!

X

10 / 27

Page 25: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

Matrix Completion

Predict the unknown entries from a few known entries.

Why is it possible?

Matrix entries are correlated.

The correlations induce low rank.

n × n matrix of rank r < nI only r linearly independent

columns or rows

You don’t need all n × n entries!

X

10 / 27

Page 26: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

Matrix Completion

Predict the unknown entries from a few known entries.

Why is it possible?

Matrix entries are correlated.

The correlations induce low rank.

n × n matrix of rank r < nI only r linearly independent

columns or rows

You don’t need all n × n entries!

X

10 / 27

Page 27: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

11 / 27

Page 28: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

3

1 2

6

8

11 / 27

Page 29: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

3

1 2

6

8

11 / 27

Page 30: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

3

1 2

6

8

good or bad

11 / 27

Page 31: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

3

1 2

6

8

1 or -1

11 / 27

Page 32: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

1 2

6

8

5

2

8

4

7

11 / 27

Page 33: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

1 2

6

8

5

2

8

4

7

11 / 27

Page 34: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

1 2

6

8

2

8

4

7

11 / 27

Page 35: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Matrix Completion for Network Performance Prediction

1

1

2

2

3

3

4

4

5

5

6

6

7

7

8

8

3

1 2

45

6 7

8

1 2

6

8

2

8

4

7

11 / 27

Page 36: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Why is Matrix Completion Possible

Correlations across network performance

network topology

routing algorithms

redundancies among network paths

...

Interneti1

i2

j

12 / 27

Page 37: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Why is Matrix Completion Possible

Low-rank of performance matrices

1 5 10 15 200

0.2

0.4

0.6

0.8

1

# singular value

sin

gu

lar

va

lue

s

RTT

RTT class

ABW

ABW class

RTT matrix: 2255× 2255

ABW matrix: 201× 201

Class matrices are obtained by thresholding.

13 / 27

Page 38: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Low-Rank Matrix Factorization

X X

Rank(X ) = r

14 / 27

Page 39: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Low-Rank Matrix Factorization

X X

Rank(X ) = r

= ×

U V T

14 / 27

Page 40: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Low-Rank Matrix Factorization

X X

Rank(X ) = r

= ×

U V T

Look for (U ,V ), instead of X

14 / 27

Page 41: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Our Contributions

1. Class-based Performance Representation

Represent network performance by discrete-valued classes, insteadof real-valued quantities.

2. Formulation as Matrix Completion

Treat the prediction problem as a matrix completion problem.

3. Decentralized Prediction Algorithm

DMFSGD: a decentralized matrix facotrization algorithm basedon stochastic gradient descent.

15 / 27

Page 42: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Stochastic Gradient Descent

X X

Rank(X ) = r

= ×

U V T

16 / 27

Page 43: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Stochastic Gradient Descent

X X

Rank(X ) = r

= ×

U V T

xij xij

ui

vTj

≈ = uivTj

16 / 27

Page 44: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

17 / 27

Page 45: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

17 / 27

Page 46: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

17 / 27

Page 47: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

17 / 27

Page 48: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

17 / 27

Page 49: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

uj , vj

ui , vi

17 / 27

Page 50: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

uj , vj

ui , vi

probe(ui )

17 / 27

Page 51: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

uj , vj

ui , vi

compute xij

17 / 27

Page 52: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

uj , vj

ui , vi

reply(vj , xij )

17 / 27

Page 53: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

j

uj , vj

ui , vi

update vj

uivTj ≈ xij

update ui

uivTj ≈ xij

17 / 27

Page 54: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

ui , vi use phase

k

uk , vk

17 / 27

Page 55: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

No construction of matrices

X : measurement xij is probed by node i .

U, V : row vectors ui , vi are stored at node i .

Repeated SGD updates

When xij is available, update so that xij ≈ uivTj .

i

ui , vi use phase

k

ui ,vi uk ,vk

17 / 27

Page 56: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Decentralized Matrix Factorization by Stochastic Gradient Descent

DMFSGD

All nodes employ the same processing.

Each node selects k neighbors to communicate with.

Each node collaborates with one neighbor at each time.

Advantages

easy to implement

computationally lightweight

suitable for large-scale dynamic measurements

adaptable for various metrics

18 / 27

Page 57: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Experiments and Evaluations

Datasets

Harvard Meridian HP-S3

nodes 226 2500 231

metric RTT RTT ABW

dynamic Yes No No

source Ledlie et al. Wong et al. Ramasubramanian et al.NSDI 2007 SIGCOMM 2005 SIGMETRICS 2009

*Harvard dataset is collected from Azureus (now Vuze) and contains dynamicmeasurements with time-stamps.

Accuracy= # of correct prediction# of data

Harvard Meridian HP-S3

Accuracy 89.4% 85.4% 87.3%

19 / 27

Page 58: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Experiments and Evaluations

Datasets

Harvard Meridian HP-S3

nodes 226 2500 231

metric RTT RTT ABW

dynamic Yes No No

source Ledlie et al. Wong et al. Ramasubramanian et al.NSDI 2007 SIGCOMM 2005 SIGMETRICS 2009

*Harvard dataset is collected from Azureus (now Vuze) and contains dynamicmeasurements with time-stamps.

Accuracy= # of correct prediction# of data

Harvard Meridian HP-S3

Accuracy 89.4% 85.4% 87.3%

19 / 27

Page 59: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Find a “good” peer, not the “best” peer!

Internet

20 / 27

Page 60: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Some peers are predicted as “good” and some “bad”.

Internet

,

,

,

/

/20 / 27

Page 61: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Select a peer that is predicted as “good”.

Internet

,

,

,

/

/20 / 27

Page 62: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

The node is satisfied if the selected peer is truly “good”.

Internet

,

,

,

/

/

satisfied truly “good”

20 / 27

Page 63: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

The node is unsatisfied if the selected peer is actually “bad”.

Internet

,

,

,

/

/

unsatisfied actually “bad”

20 / 27

Page 64: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Evaluation

Count the number of unsatisfied nodes.

Methods that are compared with

classification: class-based prediction

random peer selection

regression: value-based predictionI Predict values of some metric by our DMFSGD algorithm.I Select the predicted best peer for each node.I Check if the selected peers are truly “good”.

classification with noiseI Overall 15% erroneous labels were simulated.

21 / 27

Page 65: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Evaluation

Count the number of unsatisfied nodes.

Methods that are compared with

classification: class-based prediction

random peer selection

regression: value-based predictionI Predict values of some metric by our DMFSGD algorithm.I Select the predicted best peer for each node.I Check if the selected peers are truly “good”.

classification with noiseI Overall 15% erroneous labels were simulated.

21 / 27

Page 66: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Evaluation

Count the number of unsatisfied nodes.

Methods that are compared with

classification: class-based prediction

random peer selection

regression: value-based predictionI Predict values of some metric by our DMFSGD algorithm.I Select the predicted best peer for each node.I Check if the selected peers are truly “good”.

classification with noiseI Overall 15% erroneous labels were simulated.

21 / 27

Page 67: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Evaluation

Count the number of unsatisfied nodes.

Methods that are compared with

classification: class-based prediction

random peer selection

regression: value-based predictionI Predict values of some metric by our DMFSGD algorithm.I Select the predicted best peer for each node.I Check if the selected peers are truly “good”.

classification with noiseI Overall 15% erroneous labels were simulated.

21 / 27

Page 68: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Evaluation

Count the number of unsatisfied nodes.

Methods that are compared with

classification: class-based prediction

random peer selection

regression: value-based predictionI Predict values of some metric by our DMFSGD algorithm.I Select the predicted best peer for each node.I Check if the selected peers are truly “good”.

classification with noiseI Overall 15% erroneous labels were simulated.

21 / 27

Page 69: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

Harvard

10 20 30 40 50 600

0.1

0.2

0.3

0.4

0.5

peer number

un

sa

tisfie

d n

od

e p

erc

en

tag

e

Random

Classification

Regression

Classification with noise

22 / 27

Page 70: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Peer Selection

HP-S3

10 20 30 40 50 600.05

0.1

0.15

0.2

0.25

0.3

peer number

un

sa

tisfie

d n

od

e p

erc

en

tag

e

Random

Classification

Regression

Classification with noise

22 / 27

Page 71: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Conclusions and Future Work

Decentralized Prediction of Network Performance Classes

Class-based Performance Representation

Formulation as Matrix Completion

DMFSGD: a decentralized matrix factorization algorithmby stochastic gradient descent

I accurate and scalableI generic to deal with various metricsI robust against erroneous measurementsI usable on real Internet applications

Future Work

Multiclass classification

, , , ,

23 / 27

Page 72: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Acknowledgement

We wish to thank

Dr. Ramasubramanian for providing the HP-S3 dataset;

our shepherd Augustin Chaintreau;

the anonymous reviewers;

project FP7-Fire ECODE.

Thank you for listening. Any questions?

24 / 27

Page 73: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Low-Rank Matrix Factorization

(U,V ) = arg min L(X ,U,V ,W , λ)

= arg minn∑

i ,j=1

wij l(xij , uivTj ) + λ

n∑i=1

uiuTi + λ

n∑i=1

vivTi

(U,V ) = {(ui , vi ), i = 1, . . . , n}wij = 1 if xij is known and 0 otherwise

l : loss function that penalizes the difference between x and xI square loss function: l(x , x) = (x − x)2;I hinge loss function: l(x , x) = max(0, 1− xx);I logistic loss function: l(x , x) = ln(1 + e−xx).

λ: regularization coefficient

25 / 27

Page 74: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Parameter Sensitivity

parameter tested valueslearning rate η 0.001, 0.01, 0.1, 1

regularization coefficient λ 0.001, 0.01, 0.1, 1rank r 3, 10, 20, 100

loss function l hinge, logisticneighbor number k 5, 10, 30, 50 (Harvard and HP-S3)

16, 32, 64, 128 (Meridian)classification threshold τ 10%, 25%, 50%, 75%, 90%

(portion of good-performing)*chosen value

Insensitive because the inputs are either 1 or −1.

26 / 27

Page 75: Decentralized Prediction of End-to-End Network …conferences.sigcomm.org/.../Liao-DecentralizedPrediction.pdfDecentralized Prediction of End-to-End Network Performance Classes Yongjun

Introduction Class-based Representation Matrix Completion Experiments and Evaluations Conclusions and Future Work

Robustness Against Erroneous Measurement

Source of Erroneous Measurements

inaccurate measurement techniques

network anomaly

Errors Type

1 Flip near τ

2 Underestimation bias

3 Flip randomly

4 Good-to-Bad

27 / 27