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On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell), and April Lehman (MIT/Google)
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On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Dec 20, 2015

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Page 1: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

On the Capacity of Information Networks

Nick Harvey

Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell), and April Lehman (MIT/Google)

Page 2: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

What is the capacity of a network?

Page 3: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

s1 s2

Send items from s1t1 and s2t2

Problem: no disjoint paths

bottleneck edge

What is the capacity of a network?

t2 t1

Page 4: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

b1⊕b2

An Information Networkb1 b2s1 s2

t2 t1

If sending information, we can do better Send xor b1⊕b2 on bottleneck edge

Page 5: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Moral of Butterfly

Network Flow Capacity≠

Information Flow Capacity

Page 6: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Network Coding New approach for information flow

problemsBlend of combinatorial optimization,

information theoryMulticast, k-Pairs

k-Pairs problems: Network coding when each commodity has one sinkAnalogous to multicommodity flow

Definitions for cyclic networks are subtle

Page 7: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

MulticommodityFlow

Efficient algorithms for computing maximum concurrent (fractional) flow.

Connected with metric embeddings via LP duality.

Approximate max-flow min-cut theorems.

NetworkCoding

Computing the max concurrent coding rate may be: Undecidable Decidable in poly-time

No adequate duality theory.

No cut-based parameter is known to give sublinear approximation in digraphs.

Directed and undirected problems behave quite differently

Page 8: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Coding rate can be muchlarger than flow rate!

Butterfly: Coding rate = 1 Flow rate = ½

Thm [HKL’04,LL’04]: graphs G(V,E) whereCoding Rate = Ω( flow rate ∙ |V| )

Directed k-pairss1 s2

t2 t1

Thm: graphs G(V,E) whereCoding Rate = Ω( flow rate ∙ |E| ) And this is optimal Recurse on butterfly construction

Page 9: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Coding rate can be muchlarger than flow rate!

…and much larger than the sparsity(same example)

Directed k-pairs

Flow Rate Sparsity < Coding Rate

in some graphs

Page 10: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

No known undirected instance where coding rate ≠ max flow rate!

(The undirected k-pairs conjecture)

Undirected k-pairs

Flow Rate Coding Rate Sparsity

Pigeonhole principle argumentGap can be Ω(log n) when G is an expander

Page 11: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Undirected k-Pairs Conjecture

Flow Rate Sparsity Coding Rate

< =? ?= <

Undirected k-pairs conjecture

Unknown until this work

Page 12: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Okamura-Seymour Graphs1

t1s2

t2s3

t3

s4 t4

Every cut has enough capacity to carry all commodities separated by the cut

Cut

Page 13: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Okamura-Seymour Max-Flows1

t1s2

t2s3

t3

s4 t4

Flow Rate = 3/4

si is 2 hops from ti.

At flow rate r, each commodity consumes 2r units of bandwidth in a graph with only 6 units of capacity.

Page 14: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

The trouble with information flow… If an edge codes

multiple commodities, how to charge for “consuming bandwidth”?

We work around this obstacle and bound coding rate by 3/4.

s1

t1s2

t2s3

t3

s4 t4

At flow rate r, each commodity consumes at least 2r units of bandwidth in a graph with only 6 units of capacity.

Page 15: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Definition: A e if for every coding solution,the messages sent on edges of A uniquely determine the message sent on e.

Given A and e, how hard is it to determine whether A e? Is it even decidable?

Theorem: There is an algorithm tocompute whether A e in time O(k²m). Based on a combinatorial characterization

of informational dominance

Informational Dominance

i

i

i

Page 16: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

What can we prove?

s1 t3

s2 t1

s3 t2

s4 t4

Combine Informational Dominance with Shannon inequalities for Entropy

Flow rate = coding rate for “Special Bipartite Graphs”: Bipartite Every source is 2 hops

away from its sink Dual of flow LP is optimized

by assigning length 1 to all edges

Next: show that proving conjecture for all graphs is quite hard

Page 17: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

k-pairs conjecture & I/O complexity

I/O complexity model [AV’88]:A large, slow external memory consisting of

pages each containing p recordsA fast internal memory that holds 2 pagesBasic I/O operation: read in two pages from

external memory, write out one page

Page 18: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

I/O Complexity of Matrix Transposition

Matrix transposition: Given a p×p matrix of records in row-major order, write it out in column-major order.

Obvious algorithm requires O(p²) ops.

A better algorithm uses O(p log p) ops.

Page 19: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

I/O Complexity of Matrix Transposition

Matrix transposition: Given a p×p matrix of records in row-major order, write it out in column-major order.

Obvious algorithm requires O(p²) ops.

A better algorithm uses O(p log p) ops.

s1 s2

Page 20: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

I/O Complexity of Matrix Transposition

Matrix transposition: Given a pxp matrix of records in row-major order, write it out in column-major order.

Obvious algorithm requires O(p²) ops.

A better algorithm uses O(p log p) ops.

s1 s2 s3 s4

Page 21: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

I/O Complexity of Matrix Transposition

Matrix transposition: Given a pxp matrix of records in row-major order, write it out in column-major order.

Obvious algorithm requires O(p²) ops.

A better algorithm uses O(p log p) ops.

s1 s2 s3 s4

t1t3

Page 22: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

I/O Complexity of Matrix Transposition

Matrix transposition: Given a pxp matrix of records in row-major order, write it out in column-major order.

Obvious algorithm requires O(p²) ops.

A better algorithm uses O(p log p) ops.

s1 s2 s3 s4

t1t3t2

t4

Page 23: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Matching Lower Bound Theorem: (Floyd ’72,

AV’88) A matrix transposition algorithm using only read and write operations (no arithmetic on values) must perform Ω(p log p) I/O operations.

s1 s2 s3 s4

t1t3t2

t4

Page 24: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Ω(p log p) Lower Bound

Proof: Let Nij denote the number of ops in which record (i,j) is written. For all j,

Σi Nij ≥ p log p.

Hence

Σij Nij ≥ p² log p.

Each I/O writes only p records. QED.

s1 s2 s3 s4

t1t3t2

t4

Page 25: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

The k-pairs conjecture and I/O complexity

Definition: An oblivious algorithm is one whose pattern of read/write operations does not depend on the input.

Theorem: If there is an oblivious algorithm for matrix transposition using o(p log p) I/O ops, the undirected k-pairs conjecture is false.

s1 s2 s3 s4

t1t3t2

t4

Page 26: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

The k-pairs conjecture and I/O complexity

Proof: Represent the algorithm

with a diagram as before.

Assume WLOG that each node has only two outgoing edges. s1 s2 s3 s4

t1t3t2

t4

Page 27: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

The k-pairs conjecture and I/O complexity

Proof: Represent the algorithm

with a diagram as before.

Assume WLOG that each node has only two outgoing edges.

Make all edges undirected, capacity p.

Create a commodity for each matrix entry.

s1 s2 s3 s4

t1t3t2

t4

Page 28: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

The k-pairs conjecture and I/O complexity

Proof: The algorithm itself is a

network code of rate 1. Assuming the k-pairs

conjecture, there is a flow of rate 1.

Σi,jd(si,tj) ≤ p |E(G)|.

Arguing as before, LHS is Ω(p² log p).

Hence |E(G)|=Ω(p log p).

s1 s2 s3 s4

t1t3t2

t4

Page 29: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Other consequences for complexity

The undirected k-pairs conjecture implies:A Ω(p log p) lower bound for matrix

transposition in the cell-probe model.

[Same proof.]A Ω(p² log p) lower bound for the running time

of oblivious matrix transposition algorithms on a multi-tape Turing machine.

[I/O model can emulate multi-tape Turing machines with a factor p speedup.]

Page 30: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Distance arguments Rate-1 flow solution implies Σi d(si,ti) ≤ |E|

LP duality; directed or undirected Does rate-1 coding solution imply

Σi d(si,ti) ≤ |E|?Undirected graphs: this is essentially the

k-pairs conjecture!Directed graphs: this is completely false

Page 31: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

k commodities (si,ti)

Distance d(si,ti) = O(log k) i O(k) edges!

Recursive construction

s(1) s(2) s(3) s(4) s(5) s(6) s(7) s(8)

t(1) t(2) t(3) t(4) t(5) t(6) t(7) t(8)

Page 32: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Recursive Constructions1 s2

t1 t2

G (1):

Equivalent to:

s1s2

t1 t2

Edge capacity= 1

2 commodities7 edgesDistance = 3

Page 33: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Recursive Constructions1 s2 s3 s4

t1 t2 t3 t4

G (2):

Start with two copies of G (1)

Page 34: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Recursive Constructions1 s2 s3 s4

t1 t2 t3 t4

G (2):

Replace middle edges with copy of G (1)

Page 35: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Recursive Constructions1 s2 s3 s4

G (1)

t1 t2 t3 t4

G (2):

4 commodities, 19 edges, Distance = 5

Page 36: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Recursive Construction

G (n-1)G (n):

# commodities = 2n, |V| = O(2n), |E| = O(2n) Distance = 2n+1

s1 s2

t1 t2

s3 s4

t3 t4

s2n-1 s2n

t2n-1 t2n

Page 37: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Summary Directed instances:

Coding rate >> flow rate Undirected instances:

Conjecture: Flow rate = Coding rateProof for special bip graphsTool: Informational DominanceProving conjecture solves Matrix

Transposition Problem

Page 38: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Open Problems Computing the network coding rate in DAGs:

Recursively decidable? How do you compute a o(n)-factor approximation?

Undirected k-pairs conjecture:Stronger complexity consequences?Prove a Ω(log n) gap between sparsest cut

and coding rate for some graphs…or, find a fast matrix transposition algorithm.

Page 39: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Backup Slides

Page 40: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Optimality

The graph G (n) proves:Thm [HKL’05]: graphs G(V,E) whereNCR = Ω( flow rate ∙ |E| )

G (n) is optimal:Thm [HKL’05]: graph G(V,E),NCR/flow rate = O(min {|V|,|E|,k})

Page 41: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

s1 s2

t2 t1

A does not dominate B

Informational Dominance

Def: A dominates B if information in A determines information in Bin every network coding solution.

Page 42: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Informational Dominance

Def: A dominates B if information in A determines information in Bin every network coding solution.

s1 s2

t2 t1

A dominates B

Sufficient Condition: If no path fromany source B then A dominates B

Page 43: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Informational Dominance Examples1 s2

t1

t2

“Obviously” flow rate = NCR = 1 How to prove it? Markovicity? No two edges disconnect t1 and t2 from both sources!

Page 44: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Informational Dominance Examples1 s2

t1

t2

Cut A

Sufficient Condition: If no path from any source B then A dominates B

Page 45: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Informational Dominance Examples1 s2

t1

t2

Our characterization implies thatA dominates {t1,t2} H(A) H(t1,t2)

Cut A

Page 46: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

s1

i

s1 t3

s3

Page 47: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

i

i

i + +

≥ + +

Page 48: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

i

i

i + +

≥ + +

Page 49: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

i

i

i + +

≥ + +i

Page 50: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

+ + ≥ +

i i

Page 51: On the Capacity of Information Networks Nick Harvey Collaborators: Micah Adler (UMass), Kamal Jain (Microsoft), Bobby Kleinberg (MIT/Berkeley/Cornell),

Rate ¾ for Okamura-Seymour

s1 t3

s2 t1

s3 t2

s4 t4

+ + ≥ +

3 H(source) + 6 H(undirected edge) ≥ 11 H(source)6 H(undirected edge) ≥ 8 H(source)

¾ ≥ RATE