Distributed Fault-Tolerant Optimization

KEC 1003 ** Note the different time **
Fri, 02/12/2016 - 4:00pm

Nitin Vaidya
Professor, Department of Electrical and Computer Engineering, University of
Illinois at Urbana-Champaign

Abstract:
Consider a network of agents 1 to N, wherein each agent i has a local convex
cost function Fi(x). For instance, the agents may be robots and each
robot’s local cost function may represent its cost of moving to location x
for a rendezvous with other robots. The objective here is to identify
argument x that minimizes the total cost over all the agents. Similar
problems arise in the context of machine learning as well where the goal is
to determine the optima of a sum of many cost functions. This is a special
case of convex optimization that has received significant attention over the
past three decades. In particular, many distributed algorithms have been
developed to determine the optima without requiring any single agent to be
aware of all the cost functions.

Our work addresses a fault-tolerant version of the problem, allowing for some
of the agents to crash during the computation, or suffer from Byzantine
failures (which can result in malicious behavior). For brevity, this talk
will focus on the case when up to f agents may suffer Byzantine failures. The
ideal goal then is to determine the optima of the sum of local cost functions
of just the fault-free agents. It is easy to show that this problem is not
solvable unless the local cost functions exhibit some form of redundancy. The
talk will consider the irredundant case, and show that despite the failure of
f agents, it is possible to determine the optima of a global cost function
obtained as the weighted average of the cost functions of just the fault-free
agents, wherein all-but-f fault-free agents are assigned non-trivial weights.
The talk will provide the intuition behind our results, and discuss some
algorithms.

Joint work with Lili Su, a Ph.D. candidate at the University of Illinois at
Urbana-Champaign.

Bio:


URL:
http://eecs.oregonstate.edu/colloquium/distributed-fault-tolerant-optimization

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