Triadic-OCD: Asynchronous Online Change Detection with Provable Robustness, Optimality, and Convergence

The primary goal of online change detection (OCD) is to promptly identify changes in the data stream. OCD problem find a wide variety of applications in diverse areas, e.g., security detection in smart grids and intrusion detection in communication networks. Prior research usually assumes precise knowledge of the parameters linked to the data stream. Nevertheless, this presumption often proves unattainable in practical scenarios due to factors such as estimation errors, system updates, etc. This paper aims to take the first attempt to develop a triadic-OCD framework with certifiable robustness, provable optimality, and guaranteed convergence. In addition, the proposed triadic-OCD algorithm can be realized in a fully asynchronous distributed manner, easing the necessity of transmitting the data to a single server. This asynchronous mechanism also could mitigate the straggler issue that faced by traditional synchronous algorithm. We then analyze the non-asymptotic convergence property of triadic-OCD and derive its iteration complexity to achieve an $\epsilon$-optimal point. Finally, extensive experiments have been conducted to elucidate the effectiveness of the proposed method.