讲座题目：Variance Reduced Median-of-Means Estimator for Byzantine-Robust Distributed Inference

讲座时间：2021年10月19日，星期二，上午10:00-12:0

会议 ID：889 7855 9926

会议密码：123456

讲座摘要：

This paper develops an efficient distributed inference algorithm, which is robust against a moderate fraction of Byzantine nodes, namely arbitrary and possibly adversarial machines in a distributed learning system. In robust statistics, the median-of-means (MOM) has been a popular approach to hedge against Byzantine failures due to its ease of implementation and computational efficiency. However, the MOM estimator has the shortcoming in terms of statistical efficiency. The first main contribution of the paper is to propose a variance reduced median-of-means (VRMOM) estimator, which improves the statistical efficiency over the vanilla MOM estimator and is computationally as efficient as the MOM. Based on the proposed VRMOM estimator, we develop a general distributed inference algorithm that is robust against Byzantine failures. Theoretically, our distributed algorithm achieves a fast convergence rate with only a constant number of rounds of communications. We also provide the asymptotic normality result for the purpose of statistical inference. To the best of our knowledge, this is the first normality result in the setting of Byzantine-robust distributed learning.The simulation results are also presented to illustrate the effectiveness of our method.

讲座人简介：

刘卫东，上海交通大学教授、博导，数学科学学院副院长。2008年获得浙江大学博士学位，2008-2011年在香港科技大学和美国宾夕法尼亚大学沃顿商学院担任博士后研究员。主要研究方向为统计学理论和机器学习等，在概率年刊和统计学四大等高水平期刊发表论文40余篇。2018年获国家杰出青年科学基金。

组织者：

李润泽 美国宾州州立大学统计系冠名讲座教授

孟德宇 西安交通大学教授

赵熙乐 电子科技大学教授

姜丹丹 西安交通大学教授

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会议时间：2021/10/19-2021/11/30 10:00-12:00(GMT+08:00) 中国标准时间 - 北京, 每周二、周三

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会议 ID：889 7855 9926

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