Past Seminars

Guy Bresler

Massachusetts Institute of Technology

Reducibility and Statistical-Computational Gaps from Secret Leakage

Date: January 25, 2021



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Abstract

Inference problems with conjectured statistical-computational gaps are ubiquitous throughout modern statistics, computer science and statistical physics. While there has been success evidencing these gaps from the failure of restricted classes of algorithms, progress towards a more traditional reduction-based approach to computational complexity in statistical inference has been limited. Existing reductions have largely been confined to inference problems with similar structure -- primarily mapping among problems representable as a sparse submatrix signal plus a noise matrix, which are similar to the common starting point of planted clique.

In this talk I will describe how a slight generalization of the planted clique conjecture -- secret leakage planted clique -- enables the success of a variety of new average-case reduction techniques, yielding a web of reductions among problems with very different structures. Using variants of the planted clique conjecture for specific forms of secret leakage planted clique, we deduce tight statistical-computational tradeoffs for a diverse range of problems including robust sparse mean estimation, mixtures of sparse linear regressions, robust sparse linear regression, tensor PCA, variants of dense k-block stochastic block models, negatively correlated sparse PCA, semirandom planted dense subgraph, detection in hidden partition models and a universality principle for learning sparse mixtures. Joint work with Matthew Brennan.

Bio

Guy Bresler is an Associate Professor of Electrical Engineering and Computer Science and a member of LIDS, IDSS, and Center for Statistics at MIT. He received his PhD from the Department of EECS at UC Berkeley and BS in ECE from the University of Illinois at Urbana-Champaign. His research broadly aims to elucidate relationships between combinatorial structure, information structure, and computational tractability in statistical inference and machine learning.

Siddhartha Banerjee

Cornell University

We Need to Talk About How we Talk About Online Decision-Making


Date: February 1, 2021



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Abstract

Online decision-making is one of the most active areas of applied probability - these problems show up everywhere, and thanks to the ever present "curse-of-dimensionality", enable a constant stream of work presenting new algorithms, and also, new upper bounds on algorithmic performance. The huge diversity in the underlying models and methodologies, however, mean that these settings are sometimes hard to reason about, and the available guarantees are hard to understand and compare (often not practical, and sometimes, even wrong.)

To this end, I will present a simple sample-path coupling argument, which unifies and generalizes many existing approaches in online decision-making/ADP/RL, and provides a simpler way of reasoning about online algorithms, and regret guarantees vis-a-vis any chosen benchmark. I will then describe how we can use this framework to get new algorithms and insights for a variety of problems, including: the first *constant regret* algorithms (i.e., having additive loss compared to the hindsight optimal solution which is independent of the horizon and state-space) for several widely-studied settings including online resource-allocation, dynamic pricing, generalized assignment and online bin packing; insights into the impact of the choice of horizon on algorithm performance, extensions to more complex multi-objective settings (in particular, in ensuring fairness in online allocation), and how one can incorporate side information and historical data in these settings (and achieve constant regret with as little as a single data trace). Time permitting, I will also describe some open problems in this space, as well as some upcoming programs and projects which I hope will help unify these problems and methodologies.

Bio

Sid Banerjee is an Assistant Professor in the School of Operations Research and Information Engineering (ORIE) at Cornell, as well as a field member in the CS and ECE Departments and the Center for Applied Mathematics. His research is on stochastic modeling and control, and the design of algorithms and incentives for large-scale systems. He got his PhD in ECE from UT Austin, and worked as a postdoctoral researcher in the Social Algorithms Lab at Stanford, as well as a technical consultant at Lyft. His work is supported by an NSF CAREER award, and grants from the NSF and ARL.

David Gamarnik

Massachusetts Institute of Technology

Algorithmic Barriers in Random Number Partitioning Problem


Date: February 8, 2021



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Abstract

The Random Number Partitioning Problem (RNPP) is the problem of splitting a set of items with random i.i.d. weights into two groups so that to minimize the absolute difference of the sums of weights in each group. A randomized version of a classical NP-hard problem, it emerged recently in applications to randomized control studies, where the goal is to split the participants into the treated and controlled groups, so that the sums of attributes of the participants in two groups are as close to each other as possible. The problem exhibits a statistical vs computational gap, exhibited by many other optimization problems in random structures. In particular, while the optimal objective value for the case of standard normal weights is of the order 2^(-n), as shown by Karmarkar, Karp, Lueker and Odlyzko in 1986, the best value achievable by known polynomial time algorithms is only 2^(-\log^2 n), corresponding to the Largest Differences Algorithm (LDM), as shown by Yakir in 1996, and has not been improved ever since.

We study the origin of this gap from the solution space landscape point of view and establish that the model exhibits the Overlap Gap Property (OGP) for objective value up to 2^(-O(\sqrt(n \log n))). Loosely speaking the OGP says that pairs of near optimal solutions are either sufficiently close to each other or sufficiently far from each other. We establish that the OGP is an obstruction to any stable algorithm, namely algorithm which does not change its output significantly upon a small perturbation of the input. We verify the stability of the LDM algorithm by simulations, and conjecture that it does exhibit the stability. The proof of the OGP is obtained by the second moment method, and the proof of the algorithmic obstruction relies on the Ramsey theory from the extremal combinatorics, which is of independent interest.

Joint work with Eren Kizildag (MIT)

Bio

David Gamarnik is a Nanyang Technological University Professor of Operations Research at the Operations Research and Statistics Group, Sloan School of Management of Massachusetts Institute of Technology. He received B.A. in mathematics from New York University in 1993 and Ph.D. in Operations Research from MIT in 1998. Since then he was a research staff member of IBM T.J. Watson Research Center, before joining MIT in 2005.

His research interests include probability, theory of random graphs, optimization and algorithms, statistics and machine learning, stochastic processes and queueing theory. He is a recipient of the Erlang Prize and the Best Publication Award from the Applied Probability Society of INFORMS, and he was a finalist for Franz Edelman Prize competition of INFORMS. In the past he served as an area editor of Operations Research journal, and as associate editor of Mathematics of Operations Research, Annals of Applied Probability, Queueing Systems and Stochastic Systems journals.

Qiaomin Xie

Cornell University

Power of Monte Carlo Methods: Tree-Search, Convergence and Stability


Date: February 22, 2021



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Abstract

Monte Carlo methods, aka simulation-based methods, is a powerful paradigm for online planning/decision-making. In this talk, I will discuss my work on understanding Monte Carlo Reinforcement Learning methods and applying them to challenging network control problems.

First, I will focus on Monte-Carlo Tree Search (MCTS), which enjoys remarkable empirical success but lacks theoretical understanding. We provide a complete and rigorous non-asymptotic analysis of MCTS. Our analysis develops a general framework based on a hierarchy of bandits, and highlights the importance of using a non-standard confidence bound (also used by AlphaGo) for convergence. Our results show that MCTS provides high-quality samples for supervised learning architectures, which together serve as a strong policy improvement operator. I will further discuss extension to Markov games, and new variants of MCTS for continuous action space using adaptive quantization.

In the second part of the talk, I will discuss applications in stochastic network control problems. These problems feature long-run average-cost criteria and unbounded state spaces, making most existing RL approaches inapplicable. For these problems, stability is a key performance metric: it is the first step to optimality, and a necessary subroutine for many algorithms. We argue that the local policy improvement property of Monte Carlo methods makes them well-suited for stabilizing the system on-the-fly. We develop an online planning algorithm that provably achieves the stability property under a Lyapunov function assumption. Given a stable policy, we further show that a model-based RL method converges to the optimal policy. Our method demonstrates promising performance in a variety of network control problems including routing, dynamic server allocation and switch scheduling.

Bio

Qiaomin Xie is a visiting assistant professor in the School of Operations Research and Information Engineering (ORIE) at Cornell. Prior to that, she was a postdoctoral researcher with LIDS at MIT, and was a research fellow at the Simons Institute during Fall 2016. Qiaomin received her Ph.D. degree in Electrical and Computing Engineering from University of Illinois Urbana Champaign, and her B.E. degree in Electronic Engineering from Tsinghua University. Her research interests lie in the fields of applied probability, reinforcement learning and stochastic networks. She is the recipient of Google System Research Award 2020, UIUC CSL PhD Thesis Award 2017 and the best paper award from IFIP Performance Conference 2011.

Don Towsley

University of Massachusetts

The Quantum Internet: Recent Advances and Challenges


Date: March 1, 2021



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Abstract

Quantum information processing is at the cusp of having a significant impact on technology and society in the form of providing unbreakable security, ultra-high-precision distributed sensing with applications to metrology and science discovery (e.g., LIGO), and polynomial speeds up on search with implications to big data. Most of these applications are enabled by high-rate distributed shared entanglement between pairs and groups of users. A critical missing component that prevents crossing this threshold is a distributed infrastructure in the form of a world-wide “Quantum Internet” to enable this. This motivates our study of quantum networks, namely what is the right architecture and how should it be operated, i.e., route multiple quantum information flows, and dynamically allocate resources fairly.

In this talk we review a specific entanglement-based quantum network architecture and present opportunities and challenges related to resource sharing among multiple parties of users. In particular, we focus on issues related to resource allocation based on global/local state information and the benefits of path diversity. We also evaluate the performance of the simplest network, an entanglement-based quantum switch serving a population of users. We end the talk with a list of open problems.

Bio

Don Towsley holds a B.A. in Physics (1971) and a Ph.D. in Computer Science (1975) from University of Texas. He is currently a Distinguished Professor at the University of Massachusetts in the College of Information & Computer Sciences. His research interests include network science, performance evaluation, and quantum networking.

He was co-founder and Co-Editor-in-Chief of the ACM Transactions on Modeling and Performance Evaluation of Computing Systems (TOMPECS), and has served as Editor-in-Chief of IEEE/ACM Transactions on Networking and on numerous editorial boards. He served as Program Co-Program Chair of several conferences including INFOCOM 2009.

He is a corresponding member of the Brazilian Academy of Sciences and has received several achievement awards including the 2007 IEEE Koji Kobayashi Award and the 2011 INFOCOM Achievement Award. He has also received numerous paper awards including the 1998 IEEE Communications Society William Bennett Best Paper Award. Last, he has been elected Fellow of both the ACM and IEEE.

Benjamin Van Roy

Stanford University

Simple Agent, Complex Environment: Efficient Reinforcement Learning with Agent State


Date: March 8, 2021



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Abstract

I will describe a reinforcement learning agent that, with specification only of agent state dynamics and a reward function, can operate with some degree of competence in any environment. The agent applies an optimistic version of Q-learning to update value predictions that are based on the agent’s actions and aleatoric states. We establish a regret bound demonstrating convergence to near-optimal per-period performance, where the time required is polynomial in the number of actions and aleatoric states, as well as the reward mixing time of the best policy among those for which actions depend on history only through aleatoric state. Notably, there is no further dependence on the number of environment states or mixing times associated with other policies or statistics of history.

Bio

Benjamin Van Roy is a Professor at Stanford University. His research focuses on the design, analysis, and application of reinforcement learning algorithms. Beyond academia, he leads a DeepMind Research team in Mountain View, and has also led research programs at Unica (acquired by IBM), Enuvis (acquired by SiRF), and Morgan Stanley. He is a Fellow of INFORMS and IEEE. He received the SB in Computer Science and Engineering and the SM and PhD in Electrical Engineering and Computer Science, all from MIT, where his doctoral research was advised by John Tstitsiklis.

Ayalvadi Ganesh

University of Bristol

Broadcasting in random graphs


Date: March 22, 2021



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Abstract

Consider a set of n agents, each of whom has a single message to convey to all other agents. The messages are all of the same length. Time is divided into rounds, and during each round, each agent may broadcast a single message. Agents are represented as nodes of a directed communication graph, and a broadcast is received error-free by all (out)-neighbours of the broadcasting node. The problem is to minimise the number of rounds until all agents have received all messages.

This is known as the broadcasting problem, and various versions of it have been studied. In our version, the communication graph is a dense directed Erdos-Renyi random graph G(n,p), and we seek simply decentralised gossip algorithms. We consider two algorithms, random relaying and random linear network coding. We consider a sequence of graphs with p fixed and n tending to infinity. Our main results are that random relaying requires Theta(log n) rounds, whereas random linear network coding requires only a constant number of rounds.

Bio

Ayalvadi Ganesh is with the School of Mathematics, University of Bristol. His research interests include large deviations, queueing theory, random graph dynamics, and decentralised algorithms. He won the INFORMS Best Publication Award in 2005 and the ACM Sigmetrics Best Paper Prize in 2010.

Jiaming Xu

Duke University

The planted matching problem: Sharp threshold and infinite-order phase transition


Date: March 29, 2021



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Abstract

What happens when an optimization problem has a built-in good solution but is partly obscured by randomness?

Here we revisit the classical minimum perfect matching problem on bipartite graphs. If the edges have i.i.d. uniform weights in [0,1], Mézard and Parisi — and then Aldous, rigorously — showed that the minimum matching has expected weight zeta(2) = pi^2/6. We study a “planted” version where a perfect matching is hidden in a randomly weighted Erdős–Rényi bipartite graph. The edge weights are independently distributed according to P for edges in the hidden matching and Q otherwise. The formulation is motivated by the problem of tracking moving objects in a video, where the goal is to find the underlying matching among the objects in two video frames despite the presence of position displacements.

We show that in the large graph size limit, the optimal reconstruction error (average fraction of mismatched edges)

exhibits a phase transition from zero to a strictly positive value at a critical threshold: sqrt{d} B(P, Q)=1,

where d is the average degree of the bipartite graph and B(P, Q) stands for the Bhattacharyya coefficient.

Furthermore, in the special case of the complete, exponentially-weighted graph, we determine

the scaling exponent of the optimal reconstruction error at the criticality, confirming the conjectured

infinite-order phase transition in [Semerjian-Sicuro-Zdeborová].

Based on joint work with Jian Ding (Penn), Yihong Wu (Yale), and Dana Yang (Duke).

Bio

Jiaming Xu is an assistant professor in the Fuqua School of Business at Duke University. He received the Ph.D. degree from UIUC in 2014 under the supervision of Prof. Bruce Hajek, the M.S. degree from UT-Austin in 2011, and the B.E. degree from Tsinghua University in 2009, all in Electrical and Computer Engineering. He received a Simons-Berkeley Fellowship in 2016. His research interests include high-dimensional statistics, information theory, convex and non-convex optimization, and queueing theory.

Negar Kiyavash

EPFL

Database alignment: fundamental limits and efficient algorithms


Date: April 5, 2021



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Abstract

As data collection becomes ubiquitous, understanding the potential benefits as well as the risks posed by the availability of such large amount of data becomes more pressing. Identifying how data from different sources relate to each other, could allow to merge and augment data. On the positive side, this could help for instance in deducting functionality of proteins by comparing protein interaction networks of different species. On the negative side, such alignment could cause unintended exposure of confidential information. A famous case of such breach occurred when customer data from the anonymous Netflix Prize database was revealed through alignment with public IMDB profiles.

In this talk we present information-theoretic results on database alignment, showing how the size of databases and the correlation between their elements determines the success of alignment. Database alignment is closely related to equally interesting problem of network alignment, a generalization of the graph isomorphism problem.

Bio

Negar Kiyavash is the chair of Business Analytics (BAN) at École polytechnique fédérale de Lausanne (EPFL) at the College of Management of Technology. Prior to joining EPFL, she was a faculty member at the University of Illinois, Urbana-Champaign, and at Georgia Institute of Technology. Her research interests are broadly in the area of statistical learning and applied probability with special focus on network inference and causality. She is a recipient of the NSF CAREER and AFOSR YIP awards.

Jim Dai

Cornell University and The Chinese University of Hong Kong

Stein's method for high-order steady-state diffusion approximations


Date: April 19, 2021



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Abstract

Through three examples, I will illustrate how to use Stein's method both as an engineering tool for generating good steady-state diffusion approximations for Markov chains and as a mathematical tool for establishing error bounds of these approximations. Emphasis will be on recent discovery of high-order approximations. The examples include the Erlang-C queueing model, a hospital-patient queueing model, and an autoregessive model. This is joint work with Anton Braverman and Xiao Fang.

Bio

Jim Dai is a Presidential Chair Professor at The Chinese University of Hong Kong, Shenzhen and the Leon C. Welch Professor of Engineering in the School of Operations Research and Information Engineering at Cornell University. From 1990 to 2012, he was on the faculty of Georgia Institute of Technology. Jim Dai received his BA and MA in Mathematics from Nanjing University and his Ph.D. in Mathematics from Stanford University. His research area is in applied probability, focusing on stochastic processing networks and recently on reinforcement learning. His research awards include the Erlang Prize and the ACM SIGMETRICS Achievement Award (2018). He served as the Editor-In-Chief for Mathematics of Operations Research from 2012 to 2019.

Andreea Minca

Cornell University

A dynamic contagion risk model with recovery features


Date: April 26, 2021



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Abstract

We introduce threshold growth in the classical threshold contagion model, or equivalently a network of Cramer-Lundberg processes in which nodes have downward jumps when there is a failure of a neighboring node. Choosing the configuration model as underlying graph, we prove fluid limits for the baseline model, as well as extensions to the directed case, state-dependent inter-arrival times and the case of growth driven by upward jumps. We obtain explicit ruin probabilities for the nodes according to their characteristics: initial threshold and in- (and out-) degree.

We then allow nodes to choose their connectivity by trading off link benefits and contagion risk. We define a rational equilibrium concept in which nodes choose their connectivity according to an expected failure probability of any given link, and then impose the condition that the expected failure probability coincides with the actual failure probability under the optimal connectivity.

We show existence of an asymptotic equilibrium as well as convergence of the sequence of equilibria on the finite networks. In particular, our results show that systems with higher overall growth may have higher failure probability in equilibrium (talk based on work with Hamed Amini and Agnes Sulem).

Bio

Andreea Minca is an Associate Professor in the School of Operations Research and Information Engineering at Cornell University. Andreea Minca received her PhD in Applied Mathematics from the University Paris 6 Pierre et Marie Curie in 2011. She studies financial networks and uses mathematical modeling to derive optimal policies that promote system stability. In recognition of her fundamental research contributions to the understanding of financial instability, quantifying and managing systemic risk, and the control of interbank contagion, Andreea Minca received the 2016 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. She was also a 2014 GARP Fellow and the recipient of an NSF CAREER Award and of an AXA Research Award on mitigating the economic effects of Covid-19.

Sanjay Shakkottai

The University of Texas at Austin

Collaborative multi-armed bandits


Date: May 10, 2021



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Abstract

We consider a multi-agent multi-armed bandit, where N agents collaborate by exchanging only recommendations through pairwise gossip over a network to determine the best action. Such settings are motivated by distributed recommendation systems (e.g. in data centers for online advertisements or in social recommendation systems). We establish that even with very limited communications, the regret per agent is a factor of order N smaller compared to the case of no collaborations. Furthermore, we show that the communication constraints only have a second order effect on regret. We then consider the setting where a few malicious agents could recommend poor actions (e.g. machine faults in distributed computing or spam in social recommendation systems). We propose a scheme where honest agents learn who is malicious and dynamically reduce communication with them (adaptive blocklisting), thus, ensuring that our algorithm is robust against any malicious recommendation strategy. Based on joint work with Ronshee Chawla, Abishek Sankararaman, Ayalvadi Ganesh, Daniel Vial and R. Srikant.

Bio

Sanjay Shakkottai received his Ph.D. from the ECE Department at the University of Illinois at Urbana-Champaign in 2002. He is with The University of Texas at Austin, where he is currently the Temple Foundation Endowed Professor, and a Professor in the Department of Electrical and Computer Engineering. He received the NSF CAREER award in 2004, and was elected as an IEEE Fellow in 2014. His research interests lie at the intersection of algorithms for resource allocation, statistical learning and networks, with applications to wireless communication networks and online platforms.

Ashish Goel

Stanford University

Sequential Deliberation via a Random Walk


Date: May 17, 2021



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Abstract

Much of social choice theory focuses on voting without taking into account the deliberation and negotiation that goes into making a group decision. We will describe several deliberation mechanisms where a group comes to a decision by a series of small-group deliberations among randomly chosen agents. We will show that upon convergence (to either a single point or a stationary distribution), this process results in provably good decisions on median spaces, which includes the cases where the decisions to be made can be represented on a line, a tree, or in any high-dimensional space equipped with the l1 norm. In addition to showing that this approach results in provably good decisions, we will also give bounds on the convergence time, as well as show that these deliberation mechanisms are strategy-proof.

We will conclude with a description of our participatory budgeting platform, and show that the above approach can lead to provable bounds for the participatory budgeting problem even in the presence of project interactions.

This represents old work with David Lee, Brandon Fain, Kamesh Munagala, and Sukolsak Sakshuwong as well as new results with Mohak Goyal, Sukolsak Sakshuwong, and Kamesh Munagala.

Bio

Ashish Goel is a Professor of Management Science and Engineering and (by courtesy) Computer Science at Stanford University, and a member of Stanford's Institute for Computational and Mathematical Engineering. He received his PhD in Computer Science from Stanford in 1999, and was an Assistant Professor of Computer Science at the University of Southern California from 1999 to 2002. His research interests lie in the design, analysis, and applications of algorithms; current application areas of interest include social networks, participatory democracy, Internet commerce, and large scale data processing. Professor Goel is a recipient of an Alfred P. Sloan faculty fellowship (2004-06), a Terman faculty fellowship from Stanford, an NSF Career Award (2002-07), and a Rajeev Motwani mentorship award (2010). He was a co-author on the paper that won the best paper award at WWW 2009, an Edelman Laureate in 2014, and a co-winner of the SigEcom Test of Time Award in 2018.

Professor Goel was a research fellow and technical advisor at Twitter, Inc. from July 2009 to Aug 2014.

Ruth Williams

University of California

Asymptotic Behavior of a Fluid Model for Bandwidth Sharing with General File Size Distributions


Date: May 24, 2021



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Abstract

This talk concerns the asymptotic behavior of solutions to a fluid model for a data communication network, where file sizes are generally distributed and the network operates under a fair bandwidth sharing policy, chosen from the family of (weighted) alpha-fair policies introduced by Mo and Walrand.

Solutions of the fluid model are measure-valued functions of time. Under law of large numbers scaling, Gromoll and Williams proved that these solutions approximate dynamic solutions of a flow level model for congestion control in data communication networks, introduced by Massoulié and Roberts. Beyond its application, this model is of interest as a prototypical example of a stochastic processing network with simultaneous resource possession and fair sharing of resources with non-head-of-the-line processing.

We first prove stability of the strictly subcritical fluid model under mild assumptions. Then we study the asymptotic behavior (as time goes to infinity) of solutions of the critical fluid model, in which the nominal load on each network resource is less than or equal to its capacity and at least one resource is fully loaded. Under moderate conditions on the file size distributions, we prove that critical fluid model solutions converge uniformly to the set of invariant states as time goes to infinity, when started in suitable relatively compact sets. The proofs of these results use Lyapunov functions, and build on prior work of Kelly and Williams, Mulvany, Puha and Williams, and Paganini et al. We expect that our results will play a key role in developing a diffusion approximation for the critically loaded flow level model of Massoulié and Roberts. Furthermore, the techniques developed here may be useful for studying other stochastic network models with resource sharing.

Based on joint work with Yingjia Fu.

Bio

Ruth Williams holds the Charles Lee Powell Chair in Mathematics I at the University of California, San Diego (UCSD). She is a mathematician who works in probability theory, especially on stochastic processes and their applications. She is particularly known for her foundational work on reflecting diffusion processes in domains with corners, for co-development with Maury Bramson of a systematic approach to proving heavy traffic limit theorems for multiclass queueing networks, and for the development of fluid and diffusion approximations for the analysis and control of more general stochastic networks, including those described by measure-valued processes. Her current research includes the study of stochastic models of complex networks, for example, those arising in Internet congestion control and systems biology.

Ruth Williams has received multiple honors and awards. In particular, she has been awarded the John von Neumann Theory Prize by INFORMS and the Award for the Advancement of Women in Operations Research and the Management Sciences. She is a Fellow of multiple professional societies, including being an Elected Member of the US National Academy of Sciences, an Elected Fellow of the American Academy of Arts and Sciences and a Corresponding Member of the Australian Academy of Science.

Giulia Fanti

Carnegie Mellon University

The Overlooked Role of Communication Networks in Designing Robust Blockchains


Date: June 7, 2021



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Abstract

Blockchains have become an important tool for maintaining distributed ledgers among mutually untrusting parties. As the systems that use these ledgers (e.g., cryptocurrencies) grow in popularity, it is becoming increasingly important to ensure their robustness along multiple axes, such as performance, security, privacy, and fairness. To date, most of the literature on these topics has tackled them at the application layer. In this talk, we will instead discuss the role that communication networks play in designing robust blockchain systems. We will illustrate this point through three case studies focusing on performance, privacy, and fairness. In each of these case studies, we show how careful modeling, analysis, and design of underlying communication networks can lead to improved robustness at other layers. These design and analysis challenges introduce new problem formulations combining elements of graph algorithms, random processes, and distributed systems.

Bio

Giulia Fanti is an Assistant Professor of Electrical and Computer Engineering at Carnegie Mellon University. Her research interests regard the security, privacy, and efficiency of distributed systems. She is a fellow for the World Economic Forum’s Global Future Council on Cybersecurity. She is a recipient of best paper awards from ACM Sigmetrics and ACM MobiHoc, a Sloan fellowship, faculty research awards from Google and JP Morgan Chase, and a Young Investigator Program (YIP) award from the U.S. Air Force Research Laboratory. She obtained her Ph.D. in EECS from U.C. Berkeley and her B.S. in ECE from Olin College of Engineering.

Varun Gupta

University of Chicago

Online Control under Non-Stationarity: Dynamic Regret Minimization for the LQR problem


Date: June 21, 2021



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Abstract

One of the primary desiderata for deploying reinforcement learning based control policies in the real world is the ability to adapt to changing environments. This can be cast as the problem of learning and control of Markov Decision Processes (MDPs) with non-stationary and unknown rewards and/or transition kernels, and has seen a recent resurgence of activity. In the talk, I will describe our recent results on control of a Linear Quadratic Regulator (LQR) system, perhaps the simplest MDP, with unknown and non-stationary dynamics. Our algorithm is based on active exploration to detect non-stationarity and adaptive restarts. While most of the existing algorithms for control of non-stationary MDPs are in spirit based on choosing an optimal static window size and performing non-adaptive restarts, we argue that such policies are suboptimal for LQR. I will end with some avenues for future research in this nascent area.

Bio

Varun Gupta is an Associate Professor of Operations Management at the University of Chicago Booth School of Business. His research interests are in stochastic modeling and optimization, applied probability, algorithm design and analysis, and mechanism design. He is particularly interested in modeling and optimization of resource allocation policies for multi-server and distributed systems (e.g., third party logistics, cloud infrastructure) from a queueing theoretic perspective, and learning and control in non-stationary environments. Varun holds a PhD in computer science from Carnegie Mellon University, and a B.Tech computer science and engineering from the Indian Institute of Technology in Delhi where he was awarded the President's Gold Medal.

Gauri Joshi

Carnegie Mellon University

Tackling Computational Heterogeneity in Federated Learning


Date: June 28, 2021



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Abstract

The future of machine learning lies in moving both data collection as well as model training to the edge. The emerging area of federated learning seeks to achieve this goal by orchestrating distributed model training using a large number of resource-constrained mobile devices that collect data from their environment. Due to limited communication capabilities as well as privacy concerns, the data collected by these devices cannot be sent to the cloud for centralized processing. Instead, the nodes perform local training updates and only send the resulting model to the cloud. A key aspect that sets federated learning apart from data-center-based distributed training is the inherent heterogeneity in data and local computation at the edge clients. In this talk, I will present our recent work on tackling computational heterogeneity in federated optimization, firstly in terms of heterogeneous local updates made by the edge clients, and secondly in terms of intermittent client availability.

Bio

Gauri Joshi is an assistant professor in the ECE department at Carnegie Mellon University since September 2017. Previously, she worked as a Research Staff Member at IBM T. J. Watson Research Center. Gauri completed her Ph.D. from MIT EECS in June 2016, advised by Prof. Gregory Wornell. She received her B.Tech and M.Tech in Electrical Engineering from the Indian Institute of Technology (IIT) Bombay in 2010. Her awards and honors include the NSF CAREER Award (2021), ACM Sigmetrics Best Paper Award (2020), NSF CRII Award (2018), IBM Faculty Research Award (2017), Best Thesis Prize in Computer science at MIT (2012), and Institute Gold Medal of IIT Bombay (2010).