Rethinking Machine Learning In The 21st Century: From Optimization To Equilibration

The past two decades has seen machine learning (ML) transformed from an academic curiosity to a multi-billion dollar industry, and a centerpiece of our economic, social, scientific, and security infrastructure. Much work in machine learning has drawn on research in optimization, motivated by large-scale applications requiring analysis of massive high-dimensional data. In this talk, I'll argue that the growing importance of networked data environments, from the Internet to cloud computing, requires a fundamental rethinking of our basic analytic tools. My thesis will be that ML needs to shift from its current focus on optimization to equilibration, from modeling the world as uncertain, but stationary and benign, to one where the world is non-stationary, competitive, and potentially malicious. Adapting to this new world will require developing new ML frameworks and algorithms.