The importance of deep learning data privacy has gained significant attention in recent years. It is probably to suffer data breaches when applying deep learning to cryptocurrency that lacks supervision of financial regulatory agencies. However, there is little relative research in the financial area to our best knowledge. We apply two representative deep learning privacy-privacy frameworks proposed by Google to financial trading data. We designed the experiments with several different parameters suggested from the original studies. In addition, we refer the degree of privacy to Google and Apple companies to estimate the results more reasonably. The results show that DP-SGD performs better than the PATE framework in financial trading data. The tradeoff between privacy and accuracy is low in DP-SGD. The degree of privacy also is in line with the actual case. Therefore, we can obtain a strong privacy guarantee with precision to avoid potential financial loss.
Federated learning (FL) aims to minimize the communication complexity of training a model over heterogeneous data distributed across many clients. A common approach is local methods, where clients take multiple optimization steps over local data before communicating with the server (e.g., FedAvg). Local methods can exploit similarity between clients' data. However, in existing analyses, this comes at the cost of slow convergence in terms of the dependence on the number of communication rounds R. On the other hand, global methods, where clients simply return a gradient vector in each round (e.g., SGD), converge faster in terms of R but fail to exploit the similarity between clients even when clients are homogeneous. We propose FedChain, an algorithmic framework that combines the strengths of local methods and global methods to achieve fast convergence in terms of R while leveraging the similarity between clients. Using FedChain, we instantiate algorithms that improve upon previously known rates in the general convex and PL settings, and are near-optimal (via an algorithm-independent lower bound that we show) for problems that satisfy strong convexity. Empirical results support this theoretical gain over existing methods.
The concept of federated learning (FL) was first proposed by Google in 2016. Thereafter, FL has been widely studied for the feasibility of application in various fields due to its potential to make full use of data without compromising the privacy. However, limited by the capacity of wireless data transmission, the employment of federated learning on mobile devices has been making slow progress in practical. The development and commercialization of the 5th generation (5G) mobile networks has shed some light on this. In this paper, we analyze the challenges of existing federated learning schemes for mobile devices and propose a novel cross-device federated learning framework, which utilizes the anonymous communication technology and ring signature to protect the privacy of participants while reducing the computation overhead of mobile devices participating in FL. In addition, our scheme implements a contribution-based incentive mechanism to encourage mobile users to participate in FL. We also give a case study of autonomous driving. Finally, we present the performance evaluation of the proposed scheme and discuss some open issues in federated learning.
Radio access network (RAN) slicing is an important pillar in cross-domain network slicing which covers RAN, edge, transport and core slicing. The evolving network architecture requires the orchestration of multiple network resources such as radio and cache resources. In recent years, machine learning (ML) techniques have been widely applied for network management. However, most existing works do not take advantage of the knowledge transfer capability in ML. In this paper, we propose a deep transfer reinforcement learning (DTRL) scheme for joint radio and cache resource allocation to serve 5G RAN slicing. We first define a hierarchical architecture for the joint resource allocation. Then we propose two DTRL algorithms: Q-value-based deep transfer reinforcement learning (QDTRL) and action selection-based deep transfer reinforcement learning (ADTRL). In the proposed schemes, learner agents utilize expert agents' knowledge to improve their performance on target tasks. The proposed algorithms are compared with both the model-free exploration bonus deep Q-learning (EB-DQN) and the model-based priority proportional fairness and time-to-live (PPF-TTL) algorithms. Compared with EB-DQN, our proposed DTRL based method presents 21.4% lower delay for Ultra Reliable Low Latency Communications (URLLC) slice and 22.4% higher throughput for enhanced Mobile Broad Band (eMBB) slice, while achieving significantly faster convergence than EB-DQN. Moreover, 40.8% lower URLLC delay and 59.8% higher eMBB throughput are observed with respect to PPF-TTL.
Federated learning with differential privacy, or private federated learning, provides a strategy to train machine learning models while respecting users' privacy. However, differential privacy can disproportionately degrade the performance of the models on under-represented groups, as these parts of the distribution are difficult to learn in the presence of noise. Existing approaches for enforcing fairness in machine learning models have considered the centralized setting, in which the algorithm has access to the users' data. This paper introduces an algorithm to enforce group fairness in private federated learning, where users' data does not leave their devices. First, the paper extends the modified method of differential multipliers to empirical risk minimization with fairness constraints, thus providing an algorithm to enforce fairness in the central setting. Then, this algorithm is extended to the private federated learning setting. The proposed algorithm, \texttt{FPFL}, is tested on a federated version of the Adult dataset and an "unfair" version of the FEMNIST dataset. The experiments on these datasets show how private federated learning accentuates unfairness in the trained models, and how FPFL is able to mitigate such unfairness.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
This paper addresses the difficulty of forecasting multiple financial time series (TS) conjointly using deep neural networks (DNN). We investigate whether DNN-based models could forecast these TS more efficiently by learning their representation directly. To this end, we make use of the dynamic factor graph (DFG) from that we enhance by proposing a novel variable-length attention-based mechanism to render it memory-augmented. Using this mechanism, we propose an unsupervised DNN architecture for multivariate TS forecasting that allows to learn and take advantage of the relationships between these TS. We test our model on two datasets covering 19 years of investment funds activities. Our experimental results show that our proposed approach outperforms significantly typical DNN-based and statistical models at forecasting their 21-day price trajectory.
Label Propagation (LPA) and Graph Convolutional Neural Networks (GCN) are both message passing algorithms on graphs. Both solve the task of node classification but LPA propagates node label information across the edges of the graph, while GCN propagates and transforms node feature information. However, while conceptually similar, theoretical relation between LPA and GCN has not yet been investigated. Here we study the relationship between LPA and GCN in terms of two aspects: (1) feature/label smoothing where we analyze how the feature/label of one node is spread over its neighbors; And, (2) feature/label influence of how much the initial feature/label of one node influences the final feature/label of another node. Based on our theoretical analysis, we propose an end-to-end model that unifies GCN and LPA for node classification. In our unified model, edge weights are learnable, and the LPA serves as regularization to assist the GCN in learning proper edge weights that lead to improved classification performance. Our model can also be seen as learning attention weights based on node labels, which is more task-oriented than existing feature-based attention models. In a number of experiments on real-world graphs, our model shows superiority over state-of-the-art GCN-based methods in terms of node classification accuracy.
Reinforcement learning is one of the core components in designing an artificial intelligent system emphasizing real-time response. Reinforcement learning influences the system to take actions within an arbitrary environment either having previous knowledge about the environment model or not. In this paper, we present a comprehensive study on Reinforcement Learning focusing on various dimensions including challenges, the recent development of different state-of-the-art techniques, and future directions. The fundamental objective of this paper is to provide a framework for the presentation of available methods of reinforcement learning that is informative enough and simple to follow for the new researchers and academics in this domain considering the latest concerns. First, we illustrated the core techniques of reinforcement learning in an easily understandable and comparable way. Finally, we analyzed and depicted the recent developments in reinforcement learning approaches. My analysis pointed out that most of the models focused on tuning policy values rather than tuning other things in a particular state of reasoning.
Compared with cheap addition operation, multiplication operation is of much higher computation complexity. The widely-used convolutions in deep neural networks are exactly cross-correlation to measure the similarity between input feature and convolution filters, which involves massive multiplications between float values. In this paper, we present adder networks (AdderNets) to trade these massive multiplications in deep neural networks, especially convolutional neural networks (CNNs), for much cheaper additions to reduce computation costs. In AdderNets, we take the $\ell_1$-norm distance between filters and input feature as the output response. The influence of this new similarity measure on the optimization of neural network have been thoroughly analyzed. To achieve a better performance, we develop a special back-propagation approach for AdderNets by investigating the full-precision gradient. We then propose an adaptive learning rate strategy to enhance the training procedure of AdderNets according to the magnitude of each neuron's gradient. As a result, the proposed AdderNets can achieve 74.9% Top-1 accuracy 91.7% Top-5 accuracy using ResNet-50 on the ImageNet dataset without any multiplication in convolution layer.
Transfer learning aims at improving the performance of target learners on target domains by transferring the knowledge contained in different but related source domains. In this way, the dependence on a large number of target domain data can be reduced for constructing target learners. Due to the wide application prospects, transfer learning has become a popular and promising area in machine learning. Although there are already some valuable and impressive surveys on transfer learning, these surveys introduce approaches in a relatively isolated way and lack the recent advances in transfer learning. As the rapid expansion of the transfer learning area, it is both necessary and challenging to comprehensively review the relevant studies. This survey attempts to connect and systematize the existing transfer learning researches, as well as to summarize and interpret the mechanisms and the strategies in a comprehensive way, which may help readers have a better understanding of the current research status and ideas. Different from previous surveys, this survey paper reviews over forty representative transfer learning approaches from the perspectives of data and model. The applications of transfer learning are also briefly introduced. In order to show the performance of different transfer learning models, twenty representative transfer learning models are used for experiments. The models are performed on three different datasets, i.e., Amazon Reviews, Reuters-21578, and Office-31. And the experimental results demonstrate the importance of selecting appropriate transfer learning models for different applications in practice.