Until recently, most of the major advances in machine learning and decision making have focused on a centralized paradigm in which data are aggregated at a central location to train models and/or decide on actions. This paradigm faces serious flaws in many real world cases. In particular, centralized learning risks exposing user privacy, makes inefficient use of communication resources, creates data processing bottlenecks, and may lead to concentration of economic and political power. It thus appears most timely to develop the theory and practice of a new form of machine learning that targets heterogeneous, massively decentralized networks, involving self-interested agents who expect to receive value (or rewards, incentive) for their participation in data exchanges. OCEAN will develop statistical and algorithmic foundations for systems involving multiple incentive-driven learning and decision making agents, including uncertainty quantification at the agent's level. OCEAN will study the interaction of learning with market constraints (scarcity, fairness), connecting adaptive microeconomics and market-aware machine learning. OCEAN builds on a decade of joint advances in stochastic optimization, probabilistic machine learning, statistical inference, Bayesian assessment of uncertainty, computation, game theory, and information science, with PIs having complementary and internationally recognized skills in these domains. OCEAN will shed new light on the value and handling of data in a competitive, potentially antagonistic multi-agent environment, and develop new theories and methods to address these pressing challenges. OCEAN requires a fundamental departure from standard approaches and leads to major scientific interdisciplinary endeavors that will transform statistical learning in the long term while opening up exciting and novel areas of research.
Monsieur Eric Moulines (Centre de Mathématiques Appliquées)
The author of this summary is the project coordinator, who is responsible for the content of this summary. The ANR declines any responsibility as for its contents.
CMAP Centre de Mathématiques Appliquées
Help of the ANR 16,950 euros
Beginning and duration of the scientific project: - 12 Months