Publications by authors named "Alex Olshevsky"

This paper is concerned with minimizing the average of cost functions over a network in which agents may communicate and exchange information with each other. We consider the setting where only noisy gradient information is available. To solve the problem, we study the distributed stochastic gradient descent (DSGD) method and perform a non-asymptotic convergence analysis.

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We provide a discussion of several recent results which, in certain scenarios, are able to overcome a barrier in distributed stochastic optimization for machine learning. Our focus is the so-called asymptotic network independence property, which is achieved whenever a distributed method executed over a network of nodes asymptotically converges to the optimal solution at a comparable rate to a centralized method with the same computational power as the entire network. We explain this property through an example involving the training of ML models and sketch a short mathematical analysis for comparing the performance of distributed stochastic gradient descent (DSGD) with centralized stochastic gradient decent (SGD).

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We consider the standard model of distributed optimization of a sum of functions , where node in a network holds the function (). We allow for a harsh network model characterized by asynchronous updates, message delays, unpredictable message losses, and directed communication among nodes. In this setting, we analyze a modification of the Gradient-Push method for distributed optimization, assuming that (i) node is capable of generating gradients of its function () corrupted by zero-mean bounded-support additive noise at each step, (ii) () is strongly convex, and (iii) each () has Lipschitz gradients.

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Opinion formation cannot be modeled solely as an ideological deduction from a set of principles; rather, repeated social interactions and logic constraints among statements are consequential in the construct of belief systems. We address three basic questions in the analysis of social opinion dynamics: (i) Will a belief system converge? (ii) How long does it take to converge? (iii) Where does it converge? We provide graph-theoretic answers to these questions for a model of opinion dynamics of a belief system with logic constraints. Our results make plain the implicit dependence of the convergence properties of a belief system on the underlying social network and on the set of logic constraints that relate beliefs on different statements.

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Background: In an era of "big data," computationally efficient and privacy-aware solutions for large-scale machine learning problems become crucial, especially in the healthcare domain, where large amounts of data are stored in different locations and owned by different entities. Past research has been focused on centralized algorithms, which assume the existence of a central data repository (database) which stores and can process the data from all participants. Such an architecture, however, can be impractical when data are not centrally located, it does not scale well to very large datasets, and introduces single-point of failure risks which could compromise the integrity and privacy of the data.

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