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Smoothed Online Optimization with Unreliable Predictions 平滑在线优化与不可靠的预测
Daan Rutten, Nicolas H. Christianson, Debankur Mukherjee, A. Wierman
We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between rounds. The decision maker has access to a black-box oracle, such as a machine learning model, that provides untrusted and potentially inaccurate predictions of the optimal decision in each round. The goal of the decision maker is to exploit the predictions if they are accurate, while guaranteeing performance that is not much worse than the hindsight optimal sequence of decisions, even when predictions are inaccurate. We impose the standard assumption that hitting costs are globally α-polyhedral. We propose a novel algorithm, Adaptive Online Switching (AOS), and prove that, for a large set of feasible δ > 0, it is (1+δ)-competitive if predictions are perfect, while also maintaining a uniformly bounded competitive ratio of 2~O (1/(α δ)) even when predictions are adversarial. Further, we prove that this trade-off is necessary and nearly optimal in the sense that any deterministic algorithm which is (1+δ)-competitive if predictions are perfect must be at least 2~Ω (1/(α δ)) -competitive when predictions are inaccurate. In fact, we observe a unique threshold-type behavior in this trade-off: if δ is not in the set of feasible options, then no algorithm is simultaneously (1 + δ)-competitive if predictions are perfect and ζ-competitive when predictions are inaccurate for any ζ < ∞. Furthermore, we discuss that memory is crucial in AOS by proving that any algorithm that does not use memory cannot benefit from predictions. We complement our theoretical results by a numerical study on a microgrid application.
我们研究平滑在线优化问题,其中决策者必须在赋范向量空间中依次选择点,以最小化每轮,非凸命中成本和回合之间切换决策成本的总和。决策者可以访问黑箱预言器,例如机器学习模型,它在每一轮中提供不可信且可能不准确的最佳决策预测。决策者的目标是利用预测,如果它们是准确的,同时保证性能不会比后见之明的最佳决策序列差太多,即使预测是不准确的。我们假定命中代价是全局α-多面体。我们提出了一种新的算法,自适应在线交换(AOS),并证明,对于可行δ > 0的大集合,如果预测是完美的,它是(1+δ)竞争的,同时即使预测是对抗性的,它也保持2~O (1/(α δ))的一致有界竞争比。进一步,我们证明了这种权衡是必要的,并且几乎是最优的,因为任何确定性算法在预测是完美的情况下具有(1+δ)竞争,在预测不准确时必须至少具有2~Ω (1/(α δ))竞争。事实上,我们在这种权衡中观察到一种独特的阈值类型行为:如果δ不在可行选项集合中,那么如果预测是完美的,则没有算法同时具有(1 + δ)竞争性,而当预测对任何ζ <∞不准确时,则没有算法同时具有ζ竞争性。此外,通过证明任何不使用内存的算法都无法从预测中获益,我们讨论了内存在AOS中是至关重要的。我们通过对微电网应用的数值研究来补充我们的理论结果。
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引用次数: 6
Competitive Online Optimization with Multiple Inventories 竞争在线优化与多个库存
Qiulin Lin, Yanfang Mo, Junyan Su, Minghua Chen
We study an online inventory trading problem where a user seeks to maximize the aggregate revenue of trading multiple inventories over a time horizon. The trading constraints and concave revenue functions are revealed sequentially in time, and the user needs to make irrevocable decisions. The problem has wide applications in various engineering domains. Existing works employ the primal-dual framework to design online algorithms with sub-optimal, albeit near-optimal, competitive ratios (CR). We exploit the problem structure to develop a new divide-and-conquer approach to solve the online multi-inventory problem by solving multiple calibrated single-inventory ones separately and combining their solutions. The approach achieves the optimal CR of łn θ + 1 if Nłeq łn θ + 1, where N is the number of inventories and θ represents the revenue function uncertainty; it attains a CR of 1/[1-e^-1/(łnθ+1) ] in [łn θ +1, łn θ +2) otherwise. The divide-and-conquer approach reveals novel structural insights for the problem, (partially) closes a gap in existing studies, and generalizes to broader settings. For example, it gives an algorithm with a CR within a constant factor to the lower bound for a generalized one-way trading problem with price elasticity with no previous results. When developing the above results, we also extend a recent CR-Pursuit algorithmic framework and introduce an online allocation problem with allowance augmentation, both of which can be of independent interest.
我们研究了一个在线库存交易问题,其中用户寻求在一段时间内交易多个库存的总收益最大化。交易约束和凹收益函数随时间顺序揭示,用户需要做出不可撤销的决策。该问题在各个工程领域有着广泛的应用。现有工作采用原始对偶框架来设计具有次优(尽管接近最优)竞争比(CR)的在线算法。利用该问题结构,提出了一种分而治之的在线多库存问题求解方法,即分别求解多个校准单库存问题并将其解组合起来。当Nłeq łn θ + 1时,该方法获得łn θ + 1的最优CR,其中N为库存数量,θ为收益函数不确定性;它达到CR的1 /(单电子^ 1 /(łnθ+ 1)]在[łnθ+ 1,否则łnθ+ 2)。分而治之的方法揭示了问题的新颖结构见解,(部分地)缩小了现有研究的空白,并推广到更广泛的环境。例如,对于一个具有价格弹性且没有先前结果的广义单向交易问题,给出了一个CR在常数因子下界内的算法。在开发上述结果时,我们还扩展了最近的CR-Pursuit算法框架,并引入了一个带有允许增量的在线分配问题,这两个问题都可以独立研究。
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引用次数: 0
Differentially Private Reinforcement Learning with Linear Function Approximation 基于线性函数逼近的差分私有强化学习
Xingyu Zhou
Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision processes (MDPs) under the constraints of differential privacy (DP). Compared to existing private RL algorithms that work only on tabular finite-state, finite-actions MDPs, we take the first step towards privacy-preserving learning in MDPs with large state and action spaces. Specifically, we consider MDPs with linear function approximation (in particular linear mixture MDPs) under the notion of joint differential privacy (JDP), where the RL agent is responsible for protecting users' sensitive data. We design two private RL algorithms that are based on value iteration and policy optimization, respectively, and show that they enjoy sub-linear regret performance while guaranteeing privacy protection. Moreover, the regret bounds are independent of the number of states, and scale at most logarithmically with the number of actions, making the algorithms suitable for privacy protection in nowadays large-scale personalized services. Our results are achieved via a general procedure for learning in linear mixture MDPs under changing regularizers, which not only generalizes previous results for non-private learning, but also serves as a building block for general private reinforcement learning.
由于强化学习(RL)在现实世界个性化服务中的广泛应用,用户的敏感和隐私信息需要得到保护,我们研究了差分隐私(DP)约束下有限视界马尔可夫决策过程(mdp)中的遗憾最小化。与现有的仅适用于表格有限状态、有限动作mdp的私有强化学习算法相比,我们在具有大状态和动作空间的mdp中迈出了保护隐私学习的第一步。具体来说,我们在联合差分隐私(JDP)的概念下考虑线性函数近似的mdp(特别是线性混合mdp),其中RL代理负责保护用户的敏感数据。我们设计了两种分别基于值迭代和策略优化的私有RL算法,并证明它们在保证隐私保护的同时具有亚线性后悔性能。此外,遗憾边界与状态数无关,且最多与动作数成对数比例,使得算法适用于当今大规模个性化服务中的隐私保护。我们的结果是通过在变化正则器下的线性混合mdp中学习的一般过程获得的,这不仅推广了以前的非私有学习结果,而且还作为一般私有强化学习的构建块。
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引用次数: 14
NG-Scope NG-Scope
Yaxiong Xie, K. Jamieson
Accurate and highly-granular channel capacity telemetry of the cellular last hop is crucial for the effective operation of transport layer protocols and cutting edge applications, such as video on demand and video telephony. This paper presents the design, implementation, and experimental performance evaluation of NG-Scope, the first such telemetry tool able to fuse physical-layer channel occupancy readings from the cellular control channel with higher-layer packet arrival statistics and make accurate capacity estimates. NG-Scope handles the latest cellular innovations, such as when multiple base stations aggregate their signals together to serve mobile users. End-to-end experiments in a commercial cellular network demonstrate that wireless capacity varies significantly with channel quality, mobility, competing traffic within each cell, and the number of aggregated cells. Our experiments demonstrate significantly improved cell load estimation accuracy, missing the detection of less than 1% of data capacity overall, a reduction of 82% compared to OWL, the state-of-the-art in cellular monitoring. Further experiments show that MobileInsight-based CLAW has a root-mean-squared capacity error of 30.5 Mbit/s, which is 3.3× larger than NG-Scope (9.2 Mbit/s).
蜂窝最后一跳的精确和高粒度信道容量遥测对于传输层协议和尖端应用(如视频点播和视频电话)的有效运行至关重要。本文介绍了NG-Scope的设计、实现和实验性能评估,这是第一个这样的遥测工具,能够将来自蜂窝控制信道的物理层信道占用读数与更高层数据包到达统计数据融合在一起,并做出准确的容量估计。NG-Scope处理最新的蜂窝创新,例如当多个基站将信号聚合在一起为移动用户服务时。商用蜂窝网络的端到端实验表明,无线容量随着信道质量、移动性、每个蜂窝内的竞争流量和聚合蜂窝的数量而显著变化。我们的实验表明,该方法显著提高了小区负荷估计的准确性,总体上丢失的数据容量不到1%,与蜂窝监测中最先进的OWL相比减少了82%。进一步的实验表明,基于mobileinsight的CLAW容量均方根误差为30.5 Mbit/s,比NG-Scope (9.2 Mbit/s)大3.3倍。
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引用次数: 3
POMACS V5, N3, December 2021 Editorial 《高分子学报》V5, N3, 2021年12月社论
Niklas Carlsson, Edith Cohen, Philippe Robert
The ACM Proceedings of the ACM on Measurement and Analysis of Computing Systems (POMACS) focuses on the measurement and performance evaluation of computer systems and operates in close collaboration with the ACM Special Interest Group SIGMETRICS. All papers in this issue of POMACS will be presented during the ACM SIGMETRICS/Performance 2022 conference. The issue contains papers selected by the editorial board via a rigorous review process that follows a hybrid conference and journal model, with reviews conducted by the 93 members of our POMACS editorial board. Each paper was either conditionally accepted (and shepherded), allowed a "one-shot" revision (to be resubmitted to one of the subsequent two deadlines), or rejected (with resubmission allowed after a year). For this issue, which represents the summer deadline, POMACS publishes 17 papers out of 71 submissions. All submitted papers received at least 3 reviews and we held an online TPC meeting. Based on the indicated primary track, roughly 37% of the submissions were in the Theory track, 30% were in the Measurement & Applied Modeling track, 20% were in the Systems track, and 14% were in the Learning track. Many people contributed to the success of this issue of POMACS. First, we would like to thank the authors, who submitted their best work to SIGMETRICS/POMACS. Second, we would like to thank the TPC members who provided constructive feedback in their reviews to authors and participated in the online discussions and TPC meetings. We also thank the several external reviewers who provided their expert opinion on specific submissions that required additional input. We are also grateful to the SIGMETRICS Board Chair, Giuliano Casale, and to past TPC Chairs, Anshul Gandhi, Negar Kiyavash, and Jia Wang, who provided a wealth of information and guidance (including a template for writing this editorial note!). Finally, we are grateful to the Organization Committee and to the SIGMETRICS Board for their ongoing efforts and initiatives for creating an exciting program for ACM SIGMETRICS/Performance 2022.
ACM计算系统测量与分析(POMACS)的ACM论文集侧重于计算机系统的测量和性能评估,并与ACM特别兴趣小组SIGMETRICS密切合作。本期《POMACS》的所有论文将在ACM SIGMETRICS/Performance 2022会议期间提交。本刊包含的论文由编辑委员会通过严格的审查程序选择,该程序遵循会议和期刊混合模式,由POMACS编辑委员会的93名成员进行审查。每篇论文要么被有条件地接受(并受到指导),允许“一次性”修改(在随后的两个截止日期之一重新提交),要么被拒绝(一年后允许重新提交)。这一期代表着夏季截止日期,POMACS发表了71篇投稿中的17篇。所有提交的论文至少接受了3次评审,并举行了在线TPC会议。根据所指示的主要轨道,大约37%的提交在理论轨道,30%在测量和应用建模轨道,20%在系统轨道,14%在学习轨道。许多人对本期《POMACS》的成功做出了贡献。首先,我们要感谢作者,他们向SIGMETRICS/POMACS提交了他们最好的作品。其次,我们要感谢TPC成员在他们的评论中向作者提供了建设性的反馈,并参与了在线讨论和TPC会议。我们还要感谢几位外部审稿人,他们就需要额外投入的具体提交文件提供了专家意见。我们还要感谢SIGMETRICS董事会主席Giuliano Casale,以及过去的TPC主席Anshul Gandhi、Negar Kiyavash和Jia Wang,他们提供了丰富的信息和指导(包括撰写这篇社论的模板!)。最后,我们感谢组织委员会和SIGMETRICS董事会为ACM SIGMETRICS/Performance 2022创建一个令人兴奋的计划所做的持续努力和倡议。
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引用次数: 0
Tuxedo: Maximizing Smart Contract Computation in PoW Blockchains 在PoW区块链中最大化智能合约计算
Sourav Das, Nitin Awathare, Ling Ren, V. Ribeiro, U. Bellur
Proof-of-Work (PoW) based blockchains typically allocate only a tiny fraction (e.g., less than 1% for Ethereum) of the average interarrival time (I) between blocks for validating smart contracts present in transactions. In such systems, block validation and PoW mining are typically performed sequentially, the former by CPUs and the latter by ASICs. A trivial increase in validation time (τ) introduces the popularly known Verifier's Dilemma, and as we demonstrate, causes more forking and hurts fairness. Large τ also reduces the tolerance for safety against a Byzantine adversary. Solutions that offload validation to a set of non-chain nodes (a.k.a. off-chain approaches) suffer from trust and performance issues that are non-trivial to resolve. In this paper, we present Tuxedo, the first on-chain protocol to theoretically scale τ/I ≈1 in PoW blockchains. The key innovation in Tuxedo is to perform CPU-based block processing in parallel to ASIC mining. We achieve this by allowing miners to delay validation of transactions in a block by up to ζ blocks, where ζ is a system parameter. We perform security analysis of Tuxedo considering all possible adversarial strategies in a synchronous network with maximum end-to-end delay Δ and demonstrate that Tuxedo achieves security equivalent to known results for longest chain PoW Nakamoto consensus. Our prototype implementation of Tuxedo atop Ethereum demonstrates that it can scale τ without suffering the harmful effects of naive scaling up of τ/I in existing blockchains
基于工作量证明(PoW)的区块链通常只分配一小部分(例如,以太坊不到1%)块之间的平均到达时间(I),用于验证交易中存在的智能合约。在这样的系统中,块验证和PoW挖掘通常是顺序执行的,前者由cpu执行,后者由asic执行。验证时间(τ)的微小增加引入了众所周知的验证者困境,并且正如我们所证明的那样,会导致更多的分叉并损害公平。大τ也降低了对拜占庭对手的安全容错性。将验证卸载到一组非链节点(也称为off-chain方法)的解决方案会遇到信任和性能问题,这些问题很难解决。在本文中,我们提出了Tuxedo,这是PoW区块链中第一个理论上缩放τ/I≈1的链上协议。Tuxedo的关键创新是在ASIC挖矿的同时执行基于cpu的块处理。我们通过允许矿工将区块中的交易验证延迟至多ζ个区块来实现这一点,其中ζ是一个系统参数。我们对Tuxedo进行了安全性分析,考虑了同步网络中最大端到端延迟Δ中所有可能的对抗策略,并证明Tuxedo达到了与最长链PoW中本共识的已知结果相当的安全性。我们在以太坊上的Tuxedo原型实现表明,它可以扩展τ,而不会受到现有区块链中初始扩展τ/I的有害影响
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引用次数: 1
Power of Bonus in Pricing for Crowdsourcing 奖金在众包定价中的作用
Suho Shin, Hoyong Choi, Yu Yi, Jungseul Ok
We consider a simple form of pricing for a crowdsourcing system, where pricing policy is published a priori, and workers then decide their task acceptance. Such a pricing form is widely adopted in practice for its simplicity, e.g., Amazon Mechanical Turk, although additional sophistication to pricing rule can enhance budget efficiency. With the goal of designing efficient and simple pricing rules, we study the impact of the following two design features in pricing policies: (i) personalization tailoring policy worker-by-worker and (ii) bonus payment to qualified task completion. In the Bayesian setting, where the only prior distribution of workers' profiles is available, we first study the Price of Agnosticism (PoA) that quantifies the utility gap between personalized and common pricing policies. We show that PoA is bounded within a constant factor under some mild conditions, and the impact of bonus is essential in common pricing. These analytic results imply that complex personalized pricing can be replaced by simple common pricing once it is equipped with a proper bonus payment. To provide insights on efficient common pricing, we then study the efficient mechanisms of bonus payment for several profile distribution regimes which may exist in practice. We provide primitive experiments on Amazon Mechanical Turk, which support our analytical findings.
我们考虑了众包系统的一种简单的定价形式,其中定价政策是先验的,然后工人决定他们的任务接受程度。这种定价形式因其简单而在实践中被广泛采用,例如Amazon Mechanical Turk,尽管增加定价规则的复杂性可以提高预算效率。以设计高效、简单的定价规则为目标,我们研究了以下两个设计特征对定价策略的影响:(i)每个工人的个性化定制策略和(ii)对合格任务完成的奖金支付。在贝叶斯设置中,只有工人档案的先验分布是可用的,我们首先研究了不可知论价格(PoA),它量化了个性化和共同定价政策之间的效用差距。我们证明了在一些温和的条件下,PoA被限定在一个常数因子内,并且在一般定价中奖金的影响是必不可少的。这些分析结果表明,复杂的个性化定价可以被简单的普通定价所取代,只要它配备了适当的奖金支付。为了提供有效共同定价的见解,我们研究了实践中可能存在的几种配置文件分配制度的有效奖金支付机制。我们在Amazon Mechanical Turk上提供原始实验,支持我们的分析发现。
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引用次数: 1
Understanding the Performance Guarantee of Physical Topology Design for Optical Circuit Switched Data Centers 了解光电路交换数据中心物理拓扑设计的性能保证
Shizhen Zhao, Peirui Cao, Xinbing Wang
As a first step of designing O ptical-circuit-switched D ata C enters (ODC), physical topology design is critical as it determines the scalability and the performance limit of the entire ODC. However, prior works on ODC have not yet paid much attention to physical topology design, and the adopted physical topologies either scale poorly, or lack performance guarantee. We offer a mathematical foundation for the design and performance analysis of ODC physical topologies in this paper. We introduce a new performance metric β(G ) to evaluate the gap between a physical topology G and the ideal physical topology. We develop a coupling technique that bypasses a significant amount of computational complexity of calculating β(G). Using β(G ) and the coupling technique, we study four physical topologies that are representative of those in literature, analyze their scalabilities and prove their performance guarantees. Our analysis may provide new guidance for network operators to design better physical topologies for their ODCs.
物理拓扑设计是光路交换数据中心(ODC)设计的第一步,它决定了整个ODC的可扩展性和性能限制。然而,以往的ODC工作对物理拓扑设计的关注不够,所采用的物理拓扑要么可扩展性差,要么缺乏性能保证。本文为ODC物理拓扑的设计和性能分析提供了数学基础。我们引入了一个新的性能指标β(G)来评估物理拓扑G与理想物理拓扑之间的差距。我们开发了一种耦合技术,该技术绕过了计算β(G)的大量计算复杂性。利用β(G)和耦合技术,研究了文献中具有代表性的四种物理拓扑,分析了它们的可扩展性,并证明了它们的性能保证。我们的分析可能为网络运营商为其odc设计更好的物理拓扑提供新的指导。
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引用次数: 1
Cerberus 冥府守门狗
Chen Griner, Johannes Zerwas, Andreas Blenk, M. Ghobadi, S. Schmid, C. Avin
The bandwidth and latency requirements of modern datacenter applications have led researchers to propose various topology designs using static, dynamic demand-oblivious (rotor), and/or dynamic demand-aware switches. However, given the diverse nature of datacenter traffic, there is little consensus about how these designs would fare against each other. In this work, we analyze the throughput of existing topology designs under different traffic patterns and study their unique advantages and potential costs in terms of bandwidth and latency ''tax''. To overcome the identified inefficiencies, we propose Cerberus, a unified, two-layer leaf-spine optical datacenter design with three topology types. Cerberus systematically matches different traffic patterns with their most suitable topology type: e.g., latency-sensitive flows are transmitted via a static topology, all-to-all traffic via a rotor topology, and elephant flows via a demand-aware topology. We show analytically and in simulations that Cerberus can improve throughput significantly compared to alternative approaches and operate datacenters at higher loads while being throughput-proportional.
现代数据中心应用的带宽和延迟要求使得研究人员提出了使用静态、动态需求无关(转子)和/或动态需求感知开关的各种拓扑设计。然而,考虑到数据中心流量的多样性,对于这些设计如何相互竞争,几乎没有达成共识。在这项工作中,我们分析了现有拓扑设计在不同流量模式下的吞吐量,并研究了它们在带宽和延迟“税”方面的独特优势和潜在成本。为了克服所发现的低效率,我们提出了Cerberus,一种统一的双层叶脊光学数据中心设计,具有三种拓扑类型。Cerberus系统地将不同的流量模式与最合适的拓扑类型相匹配:例如,延迟敏感的流量通过静态拓扑传输,所有对所有的流量通过转子拓扑传输,大象流通过需求感知拓扑传输。我们通过分析和模拟表明,与其他方法相比,Cerberus可以显著提高吞吐量,并在吞吐量成比例的情况下在更高的负载下运行数据中心。
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引用次数: 8
Understanding the Practices of Global Censorship through Accurate, End-to-End Measurements 通过精确的端到端测量来理解全球审查的做法
Lin Jin, Shuai Hao, Haining Wang, Chase Cotton
It is challenging to conduct a large scale Internet censorship measurement, as it involves triggering censors through artificial requests and identifying abnormalities from corresponding responses. Due to the lack of ground truth on the expected responses from legitimate services, previous studies typically require a heavy, unscalable manual inspection to identify false positives while still leaving false negatives undetected. In this paper, we propose Disguiser, a novel framework that enables end-to-end measurement to accurately detect the censorship activities and reveal the censor deployment without manual efforts. The core of Disguiser is a control server that replies with a static payload to provide the ground truth of server responses. As such, we send requests from various types of vantage points across the world to our control server, and the censorship activities can be recognized if a vantage point receives a different response. In particular, we design and conduct a cache test to pre-exclude the vantage points that could be interfered by cache proxies along the network path. Then we perform application traceroute towards our control server to explore censors' behaviors and their deployment. With Disguiser, we conduct 58 million measurements from vantage points in 177 countries. We observe 292 thousand censorship activities that block DNS, HTTP, or HTTPS requests inside 122 countries, achieving a 10^-6 false positive rate and zero false negative rate. Furthermore, Disguiser reveals the censor deployment in 13 countries.
进行大规模的互联网审查测量是具有挑战性的,因为它涉及通过人为请求触发审查,并从相应的响应中识别异常。由于对合法服务的预期响应缺乏真实的基础,以前的研究通常需要大量的、不可扩展的人工检查来识别假阳性,同时仍然没有检测到假阴性。在本文中,我们提出了伪装者,这是一个新颖的框架,使端到端测量能够准确地检测审查活动并显示审查部署,而无需人工努力。伪装者的核心是一个控制服务器,它使用静态有效负载进行应答,以提供服务器响应的真实情况。因此,我们从世界各地的各种有利位置向我们的控制服务器发送请求,如果有利位置收到不同的响应,则可以识别审查活动。特别是,我们设计并执行了一个缓存测试,以预先排除可能被网络路径上的缓存代理干扰的有利位置。然后,我们对控制服务器执行应用程序跟踪路由,以探索审查器的行为及其部署。通过伪装,我们从177个国家的有利位置进行了5800万次测量。我们观察到在122个国家内阻止DNS, HTTP或HTTPS请求的29.2万个审查活动,实现了10^-6的误报率和零误报率。此外,伪装者揭示了13个国家的审查部署。
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引用次数: 5
期刊
Proceedings of the ACM on Measurement and Analysis of Computing Systems
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