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Inverse Problems in Networks Bruno Kauffmann Inverse problems in networks Bruno Kauffmann To cite this version: Bruno Kauffmann. Inverse problems in networks. Networking and Internet Architecture [cs.NI]. Université Pierre et Marie Curie - Paris VI, 2011. English. NNT : 2011PA066026. tel-00824860 HAL Id: tel-00824860 https://tel.archives-ouvertes.fr/tel-00824860 Submitted on 22 May 2013 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. THÈSE DE DOCTORAT DE L’UNIVERSITÉ PIERRE ET MARIE CURIE Spécialité : Informatique (Ecole doctorale : Informatique, télécommunications et électronique (ED 130) ) présentée par Bruno KAUFFMANN pour obtenir le grade de Docteur de l’université Pierre et Marie Curie Problèmes inverses dans les réseaux Inverse problems in Networks Rapporteurs : Prof. Michel MANDJES Prof. Mathew ROUGHAN soutenue le 24/03/2011, devant le jury composé de : Prof. François BACCELLI Directeur de thèse Prof. Jean BOLOT Examinateur Prof. Serge FDIDA Examinateur Prof. Paulo GON CALVES Examinateur Prof. Michel MANDJES Examinateur Prof. Darryl VEITCH Examinateur ii Acknowledgement / Remerciements I would like to thank François Baccelli, my PhD advisor, for his guidance and support for these years. Despite a heavily-loaded agenda, François always took time to discuss difficult points or help me whenever it was needed. The fact that he allies a great kindness to his scientific knowledge and deep creativity made this experience more joyful. His dedication to research, his curiosity and enthusiasm when we were exploring a new idea and close to find a new result is an example of how thrilling research can be, even after years of practice. It is my good fortune to have Michel Mandjes and Matthew Roughan who have devoted considerable time and effort in reviewing my thesis. Their comments have been valuable to improve the quality of this document. It was an honour and a motivation to write this dissertation for their examination. Thanks also to Serge Fdida, Paulo Gonçalves and Jean Bolot to accept to be part of the committee of my PhD examination. The journey that lead me to complete this PhD has been enlightened by some great people I met along the way. Darryl Veitch has been for me an unofficial co-advisor, and I thoroughly enjoyed exchanging ideas with him. I learned from him the attention to details and importance of thoroughness. During discussions, he would quickly point the most challenging points, and propose ideas to tackle these difficulties. It is natural that he is also a member of the committee. I am particularly thankful to Christophe Diot, Augustin Chaintreau, Konstantina Papa- giannaki, Vivek Mhatre and all the colleagues from the former Intel Research lab in Cam- bridge. They are part of my decision to start a PhD, and their guidance made what was my first experience of research a fruitful experience. Thanks also to Steve Uhlig and the members of the Cambridge University Scout and Guide Club, for making this semester also a rich experience on a personal aspect. The years I spent at INRIA and ENS in the TREC team have been rich in meetings with faculty members. Bartek Blaszczyszyn, Pierre Bre- maud, Alexandre Proutiere, Thomas Bonald, Ana Bušic´ and Anne Bouillard all contributed to the richness of the TREC environment. My thanks to them. Many students, including Giovanna, Yogesh, Justin, Frédéric, Furcy, Ahmed, Émilie, Omid, Florence, Mathieu, Van Minh, Calvin, Tien Viet, François-Xavier, Min Ahn, Nadir, Prasanna and Martha also had a key role in this PhD. The joyful discussions we had, both on mathematical and personal subjects, fed me with interests on many topics. I am thankful to Orange Labs in general, and to the Traffic and Resources Manage- ment team in particular, for welcoming me when my dissertation writing was finished. The knowledge that I had a position after my PhD was a comfort that I really appreciated, and the warm welcome I received there has been refreshing after the brunt work and stress of writing this dissertation. On top of that, they made sure that I have the flexibility and time needed to write the final version of this dissertation and prepare serenely my defense. D’un point de vue personnel, je tiens à remercier les nombreux amis qui m’ont soutenu de façon constante tout au long de mon doctorat, en particulier le groupe des “rôlistes” de l’École Normale Supérieure (et d’ailleurs). Les “soirées bloquées” qui nous réunissent de façon quasi-hebdomadaire, autour d’un repas et d’un jeu de rôle, d’un jeu de société ou d’un film, furent autant d’occasions de discuter de n’importe quel sujet, y compris de nos bonheurs et malheurs dans la recherche — la majorité faisait, ou avait fini leur doctorat, chacun dans son domaine. Mes remerciements vont également à Alice, dont le rôle, bien que non scientifique, aura été crucial pour l’aboutissement de ce doctorat. Sa motivation et son enthousiame com- municatifs, sa compréhension de mes frustrations et moments difficiles ont été un facteur discret mais décisif. Enfin, cette thèse n’aurait pas vu le jour sans ma famille. Un grand merci à mes frères et ma sœur (et leurs familles), dont les visites régulières ont été autant de bols d’air. Un merci encore plus grand à mes parents, qui m’ont transmis depuis l’enfance le goût de savoir et de comprendre. Les valeurs et la confiance en soi que je tiens de leur éducation ont été des outils très précieux au cours de ces années, et leur amour parental un socle sur lequel m’appuyer. ii iii Abstract The recent impressive growth of Internet in the last two decades lead to an increased need of techniques to measure its structure and its performance. Network measurement methods can broadly be classified into passive methods that rely on data collected at routers, and active methods based on observations of actively-injected probe packets. Active mea- surement, which are the motivation of this dissertation, are attractive to end-users who, under the current Internet architecture, cannot access any measurement data collected at routers. On another side, network theory has been developed for over one century, and many tools are available to predict the performance of a system, depending on a few key parame- ters. Queueing theory emerges as one particularly fruitful network theory both for telephone services and wired packet-switching networks. In the latter case, queuing theory focuses on the packet-level mechanisms and predicts packet-level statistics. At the flow-level view- point, the theory of bandwidth sharing networks is a powerful abstraction of any bandwidth allocation scheme, including the implicit bandwidth sharing performed by the Transfer Con- trol Protocol. There has been many works showing how the results stemming from these theories can be applied to real networks, in particular to the Internet, and in which aspects real network behaviour differs from the theoretical prediction. However, there has been up to now very few works linking this theoretical viewpoint of networks and the practical problem of network measurement. In this dissertation, we aim at building a few bridges between the world of network active probing techniques and the world of network theory. We adopt the approach of inverse problems. Inverse problems are best seen in opposition to direct problems. A direct problem predicts the evolution of some specified systems, depending on the initial conditions and some known evolution equation. An inverse problem observes part of the trajectory of the system, and aims at estimating the initial condition or parameters that can lead to such an evolution . Active probing technique inputs are the delay and loss time series of the probes, which are precisely a part of the trajectory of the network. Hence, active probing techniques can be seen as inverse problems for some network theory which could predict correctly the evolution of networks. In this dissertation, we show how active probing techniques are linked to inverse prob- lems in queueing theory. We specify how the active probing constraint can be added to the inverse problems, what are the observables, and detail the different steps for an inverse problem in queueing theory. We classify these problems in three different categories, de- pending on their output and their generality, and give some simple examples to illustrate their different properties. We then investigate in detail one specific inverse problem, where the network behaves as a Kelly network with K servers in tandem. In this specific case, we are able to compute the explicit distribution of the probe end-to-end delays, depending on the residual capacities on each server and the probing intensity. We show that the set of residual capacities can be inferred from the mean end-to-end probe delay for K different probe intensities. We provide an alternative inversion technique, based on the distribution of the probe delays for a single probing intensity. In the case of two servers, we give an explicit characterization of the maximum likelihood estimator of the residual capacities. In the general case, we use the Expectation-Maximization algorithm (E-M). We prove that in the case of two servers, the estimation of E-M converges to a finite limit, which is a solution of the likelihood equation. We provide an explicit formula for the computation of the iteration step when K = 2 or K = 3, and show that the formula stays tractable for any number of servers.
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