The Nash Equilibrium (NE) estimation in bidding games of electricity markets is the key concern of both generation companies (GENCOs) for bidding strategy optimization and the Independent System Operator (ISO) for market surveillance. However, existing methods for NE estimation in emerging modern electricity markets (FEM) are inaccurate and inefficient because the priori knowledge of bidding strategies before any environment changes, such as load demand variations, network congestion, and modifications of market design, is not fully utilized. In this paper, a Bayes-adaptive Markov Decision Process in FEM (BAMDP-FEM) is therefore developed to model the GENCOs' bidding strategy optimization considering the priori knowledge. A novel Multi-Agent Generative Adversarial Imitation Learning algorithm (MAGAIL-FEM) is then proposed to enable GENCOs to learn simultaneously from priori knowledge and interactions with changing environments. The obtained NE is a Bayesian Nash Equilibrium (BNE) with priori knowledge transferred from the previous environment. In the case study, the superiority of this proposed algorithm in terms of convergence speed compared with conventional methods is verified. It is concluded that the optimal bidding strategies in the obtained BNE can always lead to more profits than NE due to the effective learning from the priori knowledge. Also, BNE is more accurate and consistent with situations in real-world markets.
相關內容
通過學習、實踐或探索所獲得的認識、判斷或技能。
Patient monitoring in intensive care units, although assisted by biosensors, needs continuous supervision of staff. To reduce the burden on staff members, IT infrastructures are built to record monitoring data and develop clinical decision support systems. These systems, however, are vulnerable to artifacts (e.g. muscle movement due to ongoing treatment), which are often indistinguishable from real and potentially dangerous signals. Video recordings could facilitate the reliable classification of biosignals using object detection (OD) methods to find sources of unwanted artifacts. Due to privacy restrictions, only blurred videos can be stored, which severely impairs the possibility to detect clinically relevant events such as interventions or changes in patient status with standard OD methods. Hence, new kinds of approaches are necessary that exploit every kind of available information due to the reduced information content of blurred footage and that are at the same time easily implementable within the IT infrastructure of a normal hospital. In this paper, we propose a new method for exploiting information in the temporal succession of video frames. To be efficiently implementable using off-the-shelf object detectors that comply with given hardware constraints, we repurpose the image color channels to account for temporal consistency, leading to an improved detection rate of the object classes. Our method outperforms a standard YOLOv5 baseline model by +1.7% [email protected] while also training over ten times faster on our proprietary dataset. We conclude that this approach has shown effectiveness in the preliminary experiments and holds potential for more general video OD in the future.
Energy is today the most critical environmental challenge. The amount of carbon emissions contributing to climate change is significantly influenced by both the production and consumption of energy. Measuring and reducing the energy consumption of services is a crucial step toward reducing adverse environmental effects caused by carbon emissions. Millions of websites rely on online advertisements to generate revenue, with most websites earning most or all of their revenues from ads. As a result, hundreds of billions of online ads are delivered daily to internet users to be rendered in their browsers. Both the delivery and rendering of each ad consume energy. This study investigates how much energy online ads use in the rendering process and offers a way for predicting it as part of rendering the ad. To the best of the authors' knowledge, this is the first study to calculate the energy usage of single advertisements in the rendering process. Our research further introduces different levels of consumption by which online ads can be classified based on energy efficiency. This classification will allow advertisers to add energy efficiency metrics and optimize campaigns towards consuming less possible.
In multivariate time series analysis, the coherence measures the linear dependency between two-time series at different frequencies. However, real data applications often exhibit nonlinear dependency in the frequency domain. Conventional coherence analysis fails to capture such dependency. The quantile coherence, on the other hand, characterizes nonlinear dependency by defining the coherence at a set of quantile levels based on trigonometric quantile regression. Although quantile coherence is a more powerful tool, its estimation remains challenging due to the high level of noise. This paper introduces a new estimation technique for quantile coherence. The proposed method is semi-parametric, which uses the parametric form of the spectrum of the vector autoregressive (VAR) model as an approximation to the quantile spectral matrix, along with nonparametric smoothing across quantiles. For each fixed quantile level, we obtain the VAR parameters from the quantile periodograms, then, using the Durbin-Levinson algorithm, we calculate the preliminary estimate of quantile coherence using the VAR parameters. Finally, we smooth the preliminary estimate of quantile coherence across quantiles using a nonparametric smoother. Numerical results show that the proposed estimation method outperforms nonparametric methods. We show that quantile coherence-based bivariate time series clustering has advantages over the ordinary VAR coherence. For applications, the identified clusters of financial stocks by quantile coherence with a market benchmark are shown to have an intriguing and more accurate structure of diversified investment portfolios that may be used by investors to make better decisions.
Unobserved confounding is a fundamental obstacle to establishing valid causal conclusions from observational data. Two complementary types of approaches have been developed to address this obstacle: obtaining identification using fortuitous external aids, such as instrumental variables or proxies, or by means of the ID algorithm, using Markov restrictions on the full data distribution encoded in graphical causal models. In this paper we aim to develop a synthesis of the former and latter approaches to identification in causal inference to yield the most general identification algorithm in multivariate systems currently known -- the proximal ID algorithm. In addition to being able to obtain nonparametric identification in all cases where the ID algorithm succeeds, our approach allows us to systematically exploit proxies to adjust for the presence of unobserved confounders that would have otherwise prevented identification. In addition, we outline a class of estimation strategies for causal parameters identified by our method in an important special case. We illustrate our approach by simulation studies and a data application.
Federated learning (FL) has been a hot topic in recent years. Ever since it was introduced, researchers have endeavored to devise FL systems that protect privacy or ensure fair results, with most research focusing on one or the other. As two crucial ethical notions, the interactions between privacy and fairness are comparatively less studied. However, since privacy and fairness compete, considering each in isolation will inevitably come at the cost of the other. To provide a broad view of these two critical topics, we presented a detailed literature review of privacy and fairness issues, highlighting unique challenges posed by FL and solutions in federated settings. We further systematically surveyed different interactions between privacy and fairness, trying to reveal how privacy and fairness could affect each other and point out new research directions in fair and private FL.
In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights for Iterative Re-weighted Least Squares. This adaptive nature of the weights can be helpful in situations where the noise level varies in the measurements. We test our algorithm first on the point cloud registration problem with synthetic data sets and LiDAR odometry with open source real-world data sets. We show that the existing approach needs an additional manual tuning of a residual scale parameter which our method directly learns from data and has similar or better performance. We further present the idea of decoupling scale and shape parameters to improve performance of the algorithm. We give detailed analysis of our algorithm along with its comparison with similar well-known algorithms from literature to show the benefits of the proposed approach.
The performance of distributed storage systems deployed on wide-area networks can be improved using weighted (majority) quorum systems instead of their regular variants due to the heterogeneous performance of the nodes. A significant limitation of weighted majority quorum systems lies in their dependence on static weights, which are inappropriate for systems subject to the dynamic nature of networked environments. To overcome this limitation, such quorum systems require mechanisms for reassigning weights over time according to the performance variations. We study the problem of node weight reassignment in asynchronous systems with a static set of servers and static fault threshold. We prove that solving such a problem is as hard as solving consensus, i.e., it cannot be implemented in asynchronous failure-prone distributed systems. This result is somewhat counter-intuitive, given the recent results showing that two related problems -- replica set reconfiguration and asset transfer -- can be solved in asynchronous systems. Inspired by these problems, we present two versions of the problem that contain restrictions on the weights of servers and the way they are reassigned. We propose a protocol to implement one of the restricted problems in asynchronous systems. As a case study, we construct a dynamic-weighted atomic storage based on such a protocol. We also discuss the relationship between weight reassignment and asset transfer problems and compare our dynamic-weighted atomic storage with reconfigurable atomic storage.
The estimation of unknown parameters in simulations, also known as calibration, is crucial for practical management of epidemics and prediction of pandemic risk. A simple yet widely used approach is to estimate the parameters by minimizing the sum of the squared distances between actual observations and simulation outputs. It is shown in this paper that this method is inefficient, particularly when the epidemic models are developed based on certain simplifications of reality, also known as imperfect models which are commonly used in practice. To address this issue, a new estimator is introduced that is asymptotically consistent, has a smaller estimation variance than the least squares estimator, and achieves the semiparametric efficiency. Numerical studies are performed to examine the finite sample performance. The proposed method is applied to the analysis of the COVID-19 pandemic for 20 countries based on the SEIR (Susceptible-Exposed-Infectious-Recovered) model with both deterministic and stochastic simulations. The estimation of the parameters, including the basic reproduction number and the average incubation period, reveal the risk of disease outbreaks in each country and provide insights to the design of public health interventions.
Federated learning is a distributed machine learning technology, which realizes the balance between data privacy protection and data sharing computing. To protect data privacy, feder-ated learning learns shared models by locally executing distributed training on participating devices and aggregating local models into global models. There is a problem in federated learning, that is, the negative impact caused by the non-independent and identical distribu-tion of data across different user terminals. In order to alleviate this problem, this paper pro-poses a strengthened federation aggregation method based on adaptive OPTICS clustering. Specifically, this method perceives the clustering environment as a Markov decision process, and models the adjustment process of parameter search direction, so as to find the best clus-tering parameters to achieve the best federated aggregation method. The core contribution of this paper is to propose an adaptive OPTICS clustering algorithm for federated learning. The algorithm combines OPTICS clustering and adaptive learning technology, and can effective-ly deal with the problem of non-independent and identically distributed data across different user terminals. By perceiving the clustering environment as a Markov decision process, the goal is to find the best parameters of the OPTICS cluster without artificial assistance, so as to obtain the best federated aggregation method and achieve better performance. The reliability and practicability of this method have been verified on the experimental data, and its effec-tiveness and superiority have been proved.
In recent years, studies such as \cite{carmon2019unlabeled,gowal2021improving,xing2022artificial} have demonstrated that incorporating additional real or generated data with pseudo-labels can enhance adversarial training through a two-stage training approach. In this paper, we perform a theoretical analysis of the asymptotic behavior of this method in high-dimensional linear regression. While a double-descent phenomenon can be observed in ridgeless training, with an appropriate $\mathcal{L}_2$ regularization, the two-stage adversarial training achieves a better performance. Finally, we derive a shortcut cross-validation formula specifically tailored for the two-stage training method.
小貼士
登錄享
相關主題
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191