The recent surge in federated data-management applications has brought forth concerns about the security of underlying data and the consistency of replicas in the presence of malicious attacks. A prominent solution in this direction is to employ a pe
rmissioned blockchain framework that is modeled around traditional Byzantine Fault-Tolerant (BFT) consensus protocols. Any federated application expects its data to be globally scattered to achieve faster access. But, prior works have shown that traditional BFT protocols are slow and this led to the rise of sharded-replicated blockchains. Existing BFT protocols for these sharded blockchains are efficient if client transactions require access to a single-shard, but face performance degradation if there is a cross-shard transaction that requires access to multiple shards. However, cross-shard transactions are common, and to resolve this dilemma, we present RingBFT, a novel meta-BFT protocol for sharded blockchains. RingBFT requires shards to adhere to the ring order, and follow the principle of process, forward, and re-transmit while ensuring the communication between shards is linear. Our evaluation of RingBFT against state-of-the-art sharding BFT protocols illustrates that RingBFT achieves up to 25x higher throughput, easily scales to nearly 500 globally distributed nodes, and achieves a peak throughput of 1.2 million txns/s.
A blockchain is an append-only linked-list of blocks, which is maintained at each participating node. Each block records a set of transactions and their associated metadata. Blockchain transactions act on the identical ledger data stored at each node
. Blockchain was first perceived by Satoshi Nakamoto as a peer-to-peer digital-commodity (also known as crypto-currency) exchange system. Blockchains received traction due to their inherent property of immutability-once a block is accepted, it cannot be reverted.
Common statistical measures of uncertainty such as $p$-values and confidence intervals quantify the uncertainty due to sampling, that is, the uncertainty due to not observing the full population. However, sampling is not the only source of uncertaint
y. In practice, distributions change between locations and across time. This makes it difficult to gather knowledge that transfers across data sets. We propose a measure of uncertainty or instability that quantifies the distributional instability of a statistical parameter with respect to Kullback-Leibler divergence, that is, the sensitivity of the parameter under general distributional perturbations within a Kullback-Leibler divergence ball. In addition, we propose measures to elucidate the instability of parameters with respect to directional or variable-specific shifts. Measuring instability with respect to directional shifts can be used to detect the type of shifts a parameter is sensitive to. We discuss how such knowledge can inform data collection for improved estimation of statistical parameters under shifted distributions. We evaluate the performance of the proposed measure on real data and show that it can elucidate the distributional (in-)stability of a parameter with respect to certain shifts and can be used to improve the accuracy of estimation under shifted distributions.
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy---coming from robust statistics and optimization---is thus to build a mo
del robust to distributional perturbations. In this paper, we take a different approach to describe procedures for robust predictive inference, where a model provides uncertainty estimates on its predictions rather than point predictions. We present a method that produces prediction sets (almost exactly) giving the right coverage level for any test distribution in an $f$-divergence ball around the training population. The method, based on conformal inference, achieves (nearly) valid coverage in finite samples, under only the condition that the training data be exchangeable. An essential component of our methodology is to estimate the amount of expected future data shift and build robustness to it; we develop estimators and prove their consistency for protection and validity of uncertainty estimates under shifts. By experimenting on several large-scale benchmark datasets, including Recht et al.s CIFAR-v4 and ImageNet-V2 datasets, we provide complementary empirical results that highlight the importance of robust predictive validity.
