Conventional centralized optimization algorithms have challenge solving big optimization problems- at some scale, you simply can’t fit the problem on a single computer, let alone manage all of the variables. To solve this, researchers use decentralized optimization techniques to break the problem into a set of subproblems which can be rapidly solved on distributed computers or smart devices- but this exposes the optimization algorithm to cybersecurity threats from hacking these consumer-level devices. » Read More
PhinisheD! PhDone! I got my lollipop- after five years of classes, research, and lab presentations, I’ve finally finished the journey! And before I forget what it’s like to be in the swamp, I wanted to jot down thoughts about how I got through it. » Read More
I’ve never been so happy sleeping so little. For five days this November, I taxed my mind and my laptop crunching through education policy data on the way to submitting an entry in the 2017 Data Open Championships, organized by Correlation One and Citadel. » Read More
Monday is a dizzying mash of adrenaline-tinted memories. Walking the floors of the New York Stock Exchange, watching old-time traders tell about the bullpen days. Sitting in the palatial elegance of the NYSE Board Room, listening to Ken Griffin share stories of teamwork, » Read More
I was honored to speak at Devcon3, the Ethereum Developers’ Conference, on my research on coordinating decentralized optimization with blockchains.
The attendees were a strange mix: 30-50% of the attendees were speculators who knew nothing about blockchains, but were frantically trying to understand the asset which had ballooned in their portfolio. » Read More
This tutorial walks through an example of how to implement ADMM on a blockchain, and complements my Devcon3 talk. Github repository is here
Goal: Use a smart contract to coordinate decentralized optimization¶
This can model federated machine learning or federated optimization problems
We will use the Alternating Direction Method of Multipliers, » Read More
As blockchains extend beyond financial transactions there has been a strong interest in the energy space- my research specialty, and the focus of my most recent paper on blockchains for securing decentralized energy markets.
Having watched other changes in the energy sector, » Read More