With the enactment of privacy-preserving regulations, e.g., GDPR, federated SVD is proposed to enable SVD-based applications over different data sources without revealing the original data. However, many SVD-based applications, such as principal components analysis in genetic studies dealing with billion-scale data, cannot be well supported by existing federated SVD solutions. The crux is that these solutions, adopting either differential privacy (DP) or homomorphic encryption (HE), suffer from accuracy loss caused by unremovable noise or degraded efficiency due to inflated data. In this paper, we propose FedSVD, a practical lossless federated SVD method over billion-scale data, which can simultaneously achieve lossless accuracy and high efficiency. At the heart of FedSVD is a lossless matrix masking scheme delicately designed for SVD: 1) While adopting the masks to protect private data, FedSVD completely removes them from the final results of SVD to achieve lossless accuracy; and 2) As the masks do not inflate the data, FedSVD avoids extra computation and communication overhead during the factorization to maintain high efficiency. Experiments with real-world datasets show that FedSVD is over 10000 times faster than the HE-based method and has 10 orders of magnitude smaller error than the DP-based solution on SVD tasks. We further build and evaluate FedSVD over three real-world applications: principal components analysis (PCA), linear regression (LR), and latent semantic analysis (LSA), to show its superior performance in practice. On federated LR tasks, compared with two state-of-the-art solutions: FATE [17] and SecureML [19], FedSVD-LR is 100 times faster than SecureML and 10 times faster than FATE.
Multilevel regression and poststratification (MRP) has become a popular approach for selection bias adjustment in subgroup estimation, with widespread applications from social sciences to public health. We examine the finite population inferential validity of MRP in connection with poststratification and model specification. The success of MRP prominently depends on the availability of auxiliary information strongly related to the outcome. To improve the outcome model fitting performances, we recommend modeling inclusion mechanisms conditional on auxiliary variables and adding flexible functions of estimated inclusion probabilities as predictors in the mean structure. We present a framework for statistical data integration and robust inferences of probability and nonprobability surveys, providing solutions to various challenges in practical applications. Our simulation studies indicate the statistical validity of MRP with a tradeoff between bias and variance, and the improvement over alternative methods is mainly on subgroup estimates with small sample sizes. Our development is motivated by the Adolescent Brain Cognitive Development (ABCD) Study that has collected children's information across 21 U.S. geographic locations for national representation but is subject to selection bias as a nonprobability sample. We apply the methods for population inferences to evaluate the cognition measure of diverse groups of children in the ABCD study and demonstrate that the use of auxiliary variables affects the inferential findings.
Low-rank approximation is a popular strategy to tackle the "big n problem" associated with large-scale Gaussian process regressions. Basis functions for developing low-rank structures are crucial and should be carefully specified. Predictive processes simplify the problem by inducing basis functions with a covariance function and a set of knots. The existing literature suggests certain practical implementations of knot selection and covariance estimation; however, theoretical foundations explaining the influence of these two factors on predictive processes are lacking. In this paper, the asymptotic prediction performance of the predictive process and Gaussian process predictions is derived and the impacts of the selected knots and estimated covariance are studied. We suggest the use of support points as knots, which best represent data locations. Extensive simulation studies demonstrate the superiority of support points and verify our theoretical results. Real data of precipitation and ozone are used as examples, and the efficiency of our method over other widely used low-rank approximation methods is verified.
Data dependencies have been extended to graphs to characterize topological and value constraints. Existing data dependencies are defined to capture inconsistencies in static graphs. Nevertheless, inconsistencies may occur over evolving graphs and only for certain time periods. The need for capturing such inconsistencies in temporal graphs is evident in anomaly detection and predictive dynamic network analysis. This paper introduces a class of data dependencies called Temporal Graph Functional Dependencies (TGFDs). TGFDs generalize functional dependencies to temporal graphs as a sequence of graph snapshots that are induced by time intervals, and enforce both topological constraints and attribute value dependencies that must be satisfied by these snapshots. (1) We establish the complexity results for the satisfiability and implication problems of TGFDs. (2) We propose a sound and complete axiomatization system for TGFDs. (3) We also present efficient parallel algorithms to detect inconsistencies in temporal graphs as violations of TGFDs. The algorithm exploits data and temporal locality induced by time intervals, and uses incremental pattern matching and load balancing strategies to enable feasible error detection in large temporal graphs. Using real datasets, we experimentally verify that our algorithms achieve lower runtimes compared to existing baselines, while improving the accuracy over error detection using existing graph data constraints, e.g., GFDs and GTARs with 55% and 74% gain in F1-score, respectively.
Mark-point dependence plays a critical role in research problems that can be fitted into the general framework of marked point processes. In this work, we focus on adjusting for mark-point dependence when estimating the mean and covariance functions of the mark process, given independent replicates of the marked point process. We assume that the mark process is a Gaussian process and the point process is a log-Gaussian Cox process, where the mark-point dependence is generated through the dependence between two latent Gaussian processes. Under this framework, naive local linear estimators ignoring the mark-point dependence can be severely biased. We show that this bias can be corrected using a local linear estimator of the cross-covariance function and establish uniform convergence rates of the bias-corrected estimators. Furthermore, we propose a test statistic based on local linear estimators for mark-point independence, which is shown to converge to an asymptotic normal distribution in a parametric $\sqrt{n}$-convergence rate. Model diagnostics tools are developed for key model assumptions and a robust functional permutation test is proposed for a more general class of mark-point processes. The effectiveness of the proposed methods is demonstrated using extensive simulations and applications to two real data examples.
Unsupervised time series anomaly detection is instrumental in monitoring and alarming potential faults of target systems in various domains. Current state-of-the-art time series anomaly detectors mainly focus on devising advanced neural network structures and new reconstruction/prediction learning objectives to learn data normality (normal patterns and behaviors) as accurately as possible. However, these one-class learning methods can be deceived by unknown anomalies in the training data (i.e., anomaly contamination). Further, their normality learning also lacks knowledge about the anomalies of interest. Consequently, they often learn a biased, inaccurate normality boundary. This paper proposes a novel one-class learning approach, named calibrated one-class classification, to tackle this problem. Our one-class classifier is calibrated in two ways: (1) by adaptively penalizing uncertain predictions, which helps eliminate the impact of anomaly contamination while accentuating the predictions that the one-class model is confident in, and (2) by discriminating the normal samples from native anomaly examples that are generated to simulate genuine time series abnormal behaviors on the basis of original data. These two calibrations result in contamination-tolerant, anomaly-informed one-class learning, yielding a significantly improved normality modeling. Extensive experiments on six real-world datasets show that our model substantially outperforms twelve state-of-the-art competitors and obtains 6% - 31% F1 score improvement. The source code is available at \url{//github.com/xuhongzuo/couta}.
In Euclidean Uniform Facility Location, the input is a set of clients in $\mathbb{R}^d$ and the goal is to place facilities to serve them, so as to minimize the total cost of opening facilities plus connecting the clients. We study the classical setting of dynamic geometric streams, where the clients are presented as a sequence of insertions and deletions of points in the grid $\{1,\ldots,\Delta\}^d$, and we focus on the \emph{high-dimensional regime}, where the algorithm's space complexity must be polynomial (and certainly not exponential) in $d\cdot\log\Delta$. We present a new algorithmic framework, based on importance sampling from the stream, for $O(1)$-approximation of the optimal cost using only $\mathrm{poly}(d\cdot\log\Delta)$ space. This framework is easy to implement in two passes, one for sampling points and the other for estimating their contribution. Over random-order streams, we can extend this to a one-pass algorithm by using the two halves of the stream separately. Our main result, for arbitrary-order streams, computes $O(d^{1.5})$-approximation in one pass by using the new framework but combining the two passes differently. This improves upon previous algorithms that either need space exponential in $d$ or only guarantee $O(d\cdot\log^2\Delta)$-approximation, and therefore our algorithms for high-dimensional streams are the first to avoid the $O(\log\Delta)$-factor in approximation that is inherent to the widely-used quadtree decomposition. Our improvement is achieved by employing a geometric hashing scheme that maps points in $\mathbb{R}^d$ into buckets of bounded diameter, with the key property that every point set of small-enough diameter is hashed into at most $\mathrm{poly}(d)$ distinct buckets. We complement our results by showing $1.085$-approximation requires space exponential in $\mathrm{poly}(d\cdot\log\Delta)$, even for insertion-only streams.
The majority of recent state-of-the-art speaker verification architectures adopt multi-scale processing and frequency-channel attention mechanisms. Convolutional layers of these models typically have a fixed kernel size, e.g., 3 or 5. In this study, we further contribute to this line of research utilising a selective kernel attention (SKA) mechanism. The SKA mechanism allows each convolutional layer to adaptively select the kernel size in a data-driven fashion. It is based on an attention mechanism which exploits both frequency and channel domain. We first apply existing SKA module to our baseline. Then we propose two SKA variants where the first variant is applied in front of the ECAPA-TDNN model and the other is combined with the Res2net backbone block. Through extensive experiments, we demonstrate that our two proposed SKA variants consistently improves the performance and are complementary when tested on three different evaluation protocols.
Action understanding has evolved into the era of fine granularity, as most human behaviors in real life have only minor differences. To detect these fine-grained actions accurately in a label-efficient way, we tackle the problem of weakly-supervised fine-grained temporal action detection in videos for the first time. Without the careful design to capture subtle differences between fine-grained actions, previous weakly-supervised models for general action detection cannot perform well in the fine-grained setting. We propose to model actions as the combinations of reusable atomic actions which are automatically discovered from data through self-supervised clustering, in order to capture the commonality and individuality of fine-grained actions. The learnt atomic actions, represented by visual concepts, are further mapped to fine and coarse action labels leveraging the semantic label hierarchy. Our approach constructs a visual representation hierarchy of four levels: clip level, atomic action level, fine action class level and coarse action class level, with supervision at each level. Extensive experiments on two large-scale fine-grained video datasets, FineAction and FineGym, show the benefit of our proposed weakly-supervised model for fine-grained action detection, and it achieves state-of-the-art results.
Privacy, security and data governance constraints rule out a brute force process in the integration of cross-silo data, which inherits the development of the Internet of Things. Federated learning is proposed to ensure that all parties can collaboratively complete the training task while the data is not out of the local. Vertical federated learning is a specialization of federated learning for distributed features. To preserve privacy, homomorphic encryption is applied to enable encrypted operations without decryption. Nevertheless, together with a robust security guarantee, homomorphic encryption brings extra communication and computation overhead. In this paper, we analyze the current bottlenecks of vertical federated learning under homomorphic encryption comprehensively and numerically. We propose a straggler-resilient and computation-efficient accelerating system that reduces the communication overhead in heterogeneous scenarios by 65.26% at most and reduces the computation overhead caused by homomorphic encryption by 40.66% at most. Our system can improve the robustness and efficiency of the current vertical federated learning framework without loss of security.
Federated learning (FL) is a privacy-preserving learning paradigm that allows multiple parities to jointly train a powerful machine learning model without sharing their private data. According to the form of collaboration, FL can be further divided into horizontal federated learning (HFL) and vertical federated learning (VFL). In HFL, participants share the same feature space and collaborate on data samples, while in VFL, participants share the same sample IDs and collaborate on features. VFL has a broader scope of applications and is arguably more suitable for joint model training between large enterprises. In this paper, we focus on VFL and investigate potential privacy leakage in real-world VFL frameworks. We design and implement two practical privacy attacks: reverse multiplication attack for the logistic regression VFL protocol; and reverse sum attack for the XGBoost VFL protocol. We empirically show that the two attacks are (1) effective - the adversary can successfully steal the private training data, even when the intermediate outputs are encrypted to protect data privacy; (2) evasive - the attacks do not deviate from the protocol specification nor deteriorate the accuracy of the target model; and (3) easy - the adversary needs little prior knowledge about the data distribution of the target participant. We also show the leaked information is as effective as the raw training data in training an alternative classifier. We further discuss potential countermeasures and their challenges, which we hope can lead to several promising research directions.