本文在线学习和优化框架内提出并开发了一种用于电力市场中风能交易的新算法。特别是，我们将梯度下降算法的组成部分自适应变体与功能驱动的新闻册模型的最新进展相结合。这导致了一种在线产品的方法，能够利用数据丰富的环境，同时适应能源发电和发电市场的非平稳特征，并且具有最小的计算负担。根据几个数值实验，对我们的方法的性能进行了分析，既显示了对非平稳性不确定参数的更好适应性和显着的经济增长。

本文考虑了用于训练机器学习模型的物联网（IoT）数据的市场。数据通过网络提供给市场平台，并根据其给机器学习模型带来的价值来控制数据的价格。我们在游戏理论环境中探索数据的相关性属性，最终为数据交易机制提供了简化的分布解决方案，该解决方案强调了设备和市场的共同利益。关键建议是针对市场的有效算法，该算法共同解决了参与中的可用性和异质性的挑战，以及信任的转移以及物联网网络中数据交换的经济价值。提出的方法通过通过相关数据加强设备之间的协作机会来建立数据市场，以避免信息泄漏。在其中，我们开发了一个整个网络优化问题，可最大程度地提高相似数据类型的IoT设备之间联盟的社会价值；同时，它最大程度地减少了由于网络外部性而引起的成本，即由于数据相关性而引起的信息泄漏的影响以及机会成本。最后，我们揭示了该法式问题作为分布式联盟游戏的结构，并根据简化的分裂和合并算法解决了它。仿真结果表明，我们提出的机制设计对值得信赖的物联网数据市场的功效，每个卖方的平均收益高达32.72％。

Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has resulted in opening doors to solving a variety of real-world problems ranging from mathematical finance to stochastic control for industrial applications. Although feasible, these deep learning methods are still constrained by training time and memory. Tackling these shortcomings, Tensor Neural Networks (TNN) demonstrate that they can provide significant parameter savings while attaining the same accuracy as compared to the classical Dense Neural Network (DNN). In addition, we also show how TNN can be trained faster than DNN for the same accuracy. Besides TNN, we also introduce Tensor Network Initializer (TNN Init), a weight initialization scheme that leads to faster convergence with smaller variance for an equivalent parameter count as compared to a DNN. We benchmark TNN and TNN Init by applying them to solve the parabolic PDE associated with the Heston model, which is widely used in financial pricing theory.

Training a very deep neural network is a challenging task, as the deeper a neural network is, the more non-linear it is. We compare the performances of various preconditioned Langevin algorithms with their non-Langevin counterparts for the training of neural networks of increasing depth. For shallow neural networks, Langevin algorithms do not lead to any improvement, however the deeper the network is and the greater are the gains provided by Langevin algorithms. Adding noise to the gradient descent allows to escape from local traps, which are more frequent for very deep neural networks. Following this heuristic we introduce a new Langevin algorithm called Layer Langevin, which consists in adding Langevin noise only to the weights associated to the deepest layers. We then prove the benefits of Langevin and Layer Langevin algorithms for the training of popular deep residual architectures for image classification.

Machine learning (ML) models can leak information about users, and differential privacy (DP) provides a rigorous way to bound that leakage under a given budget. This DP budget can be regarded as a new type of compute resource in workloads of multiple ML models training on user data. Once it is used, the DP budget is forever consumed. Therefore, it is crucial to allocate it most efficiently to train as many models as possible. This paper presents the scheduler for privacy that optimizes for efficiency. We formulate privacy scheduling as a new type of multidimensional knapsack problem, called privacy knapsack, which maximizes DP budget efficiency. We show that privacy knapsack is NP-hard, hence practical algorithms are necessarily approximate. We develop an approximation algorithm for privacy knapsack, DPK, and evaluate it on microbenchmarks and on a new, synthetic private-ML workload we developed from the Alibaba ML cluster trace. We show that DPK: (1) often approaches the efficiency-optimal schedule, (2) consistently schedules more tasks compared to a state-of-the-art privacy scheduling algorithm that focused on fairness (1.3-1.7x in Alibaba, 1.0-2.6x in microbenchmarks), but (3) sacrifices some level of fairness for efficiency. Therefore, using DPK, DP ML operators should be able to train more models on the same amount of user data while offering the same privacy guarantee to their users.

Imperfect information games (IIG) are games in which each player only partially observes the current game state. We study how to learn $\epsilon$-optimal strategies in a zero-sum IIG through self-play with trajectory feedback. We give a problem-independent lower bound $\mathcal{O}(H(A_{\mathcal{X}}+B_{\mathcal{Y}})/\epsilon^2)$ on the required number of realizations to learn these strategies with high probability, where $H$ is the length of the game, $A_{\mathcal{X}}$ and $B_{\mathcal{Y}}$ are the total number of actions for the two players. We also propose two Follow the Regularize leader (FTRL) algorithms for this setting: Balanced-FTRL which matches this lower bound, but requires the knowledge of the information set structure beforehand to define the regularization; and Adaptive-FTRL which needs $\mathcal{O}(H^2(A_{\mathcal{X}}+B_{\mathcal{Y}})/\epsilon^2)$ plays without this requirement by progressively adapting the regularization to the observations.

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we study the possibilities of training acceleration for the numerical resolution of stochastic control problems through gradient descent, where the control is parametrized by a neural network. If the control is applied at many discretization times then solving the stochastic control problem reduces to minimizing the loss of a very deep neural network. We numerically show that Langevin algorithms improve the training on various stochastic control problems like hedging and resource management, and for different choices of gradient descent methods.

Neural machine translation (NMT) has become the de-facto standard in real-world machine translation applications. However, NMT models can unpredictably produce severely pathological translations, known as hallucinations, that seriously undermine user trust. It becomes thus crucial to implement effective preventive strategies to guarantee their proper functioning. In this paper, we address the problem of hallucination detection in NMT by following a simple intuition: as hallucinations are detached from the source content, they exhibit encoder-decoder attention patterns that are statistically different from those of good quality translations. We frame this problem with an optimal transport formulation and propose a fully unsupervised, plug-in detector that can be used with any attention-based NMT model. Experimental results show that our detector not only outperforms all previous model-based detectors, but is also competitive with detectors that employ large models trained on millions of samples.

As more and more conversational and translation systems are deployed in production, it is essential to implement and to develop effective control mechanisms guaranteeing their proper functioning and security. An essential component to ensure safe system behavior is out-of-distribution (OOD) detection, which aims at detecting whether an input sample is statistically far from the training distribution. Although OOD detection is a widely covered topic in classification tasks, it has received much less attention in text generation. This paper addresses the problem of OOD detection for machine translation and dialog generation from an operational perspective. Our contributions include: (i) RAINPROOF a Relative informAItioN Projection ODD detection framework; and (ii) a more operational evaluation setting for OOD detection. Surprisingly, we find that OOD detection is not necessarily aligned with task-specific measures. The OOD detector may filter out samples that are well processed by the model and keep samples that are not, leading to weaker performance. Our results show that RAINPROOF breaks this curse and achieve good results in OOD detection while increasing performance.

End-to-End speech-to-speech translation (S2ST) is generally evaluated with text-based metrics. This means that generated speech has to be automatically transcribed, making the evaluation dependent on the availability and quality of automatic speech recognition (ASR) systems. In this paper, we propose a text-free evaluation metric for end-to-end S2ST, named BLASER, to avoid the dependency on ASR systems. BLASER leverages a multilingual multimodal encoder to directly encode the speech segments for source input, translation output and reference into a shared embedding space and computes a score of the translation quality that can be used as a proxy to human evaluation. To evaluate our approach, we construct training and evaluation sets from more than 40k human annotations covering seven language directions. The best results of BLASER are achieved by training with supervision from human rating scores. We show that when evaluated at the sentence level, BLASER correlates significantly better with human judgment compared to ASR-dependent metrics including ASR-SENTBLEU in all translation directions and ASR-COMET in five of them. Our analysis shows combining speech and text as inputs to BLASER does not increase the correlation with human scores, but best correlations are achieved when using speech, which motivates the goal of our research. Moreover, we show that using ASR for references is detrimental for text-based metrics.