We consider private federated learning (FL), where a server aggregates differentially private gradient updates from a large number of clients in order to train a machine learning model. The main challenge is balancing privacy with both classification accuracy of the learned model as well as the amount of communication between the clients and server. In this work, we build on a recently proposed method for communication-efficient private FL -- the MVU mechanism -- by introducing a new interpolation mechanism that can accommodate a more efficient privacy analysis. The result is the new Interpolated MVU mechanism that provides SOTA results on communication-efficient private FL on a variety of datasets.

跨设备联合学习是一种越来越受欢迎的机器学习设置，可以通过利用大量具有高隐私和安全保证的客户设备来培训模型。但是，在将联合学习扩展到生产环境时，沟通效率仍然是一个主要的瓶颈，尤其是由于上行链路沟通过程中的带宽限制。在本文中，我们在安全的聚合原始词下正式化并解决了压缩客户对服务器模型更新的问题，这是联合学习管道的核心组成部分，该管道允许服务器汇总客户端更新而不单独访问它们。特别是，我们调整标准标量量化和修剪方法以确保聚合并提出安全索引，这是一个安全聚合的变体，支持量化以进行极端压缩。我们在安全联合学习设置中建立了最新的叶基准测试结果，与未压缩基线相比，在上行链路通信中最多40美元$ \ times $ compression，无意义的损失。

具有整流线性单元（Relu）非线性的神经网络由参数$ \ Theta $的矢量描述，并实现为分段线性连续函数$ r _ {\ theta}：x \ in \ mathbb r ^ {d} \ mapsto r _ {\ theta}（x）\ in \ mathbb r ^ {k} $。自然缩放和排列在参数$ \ theta $留下的实现不变，导致相同的参数类，产生相同的实现。这些考虑因而导致可识别性的概念 - 从其实现$ r _ {\} $的唯一知识中恢复（等价类别）$ \ theta $的能力。本文的总体目标是介绍任何深度的Relu神经网络，$ \ Phi（\ Theta）$的嵌入，即不变于缩放，并且提供网络实现的本地线性参数化。利用这两个关键属性，我们得出了一些条件，在这种情况下，深度relu网络确实可以从有限一组样本的实现的知识局部地识别$ x_ {i} \ in \ mathbb r ^ {d} $。我们在更深入的深度上研究了浅层案例，为网络建立了必要的和充分条件，从界限子集$ \ Mathcal X \ subseteq \ MathBB r ^ {d} $识别。

We design a family of image classification architectures that optimize the trade-off between accuracy and efficiency in a high-speed regime. Our work exploits recent findings in attention-based architectures, which are competitive on highly parallel processing hardware. We revisit principles from the extensive literature on convolutional neural networks to apply them to transformers, in particular activation maps with decreasing resolutions. We also introduce the attention bias, a new way to integrate positional information in vision transformers.As a result, we propose LeVIT: a hybrid neural network for fast inference image classification. We consider different measures of efficiency on different hardware platforms, so as to best reflect a wide range of application scenarios. Our extensive experiments empirically validate our technical choices and show they are suitable to most architectures. Overall, LeViT significantly outperforms existing convnets and vision transformers with respect to the speed/accuracy tradeoff. For example, at 80% ImageNet top-1 accuracy, LeViT is 5 times faster than EfficientNet on CPU. We release the code at https: //github.com/facebookresearch/LeViT.

The application of deep learning algorithms to financial data is difficult due to heavy non-stationarities which can lead to over-fitted models that underperform under regime changes. Using the Numerai tournament data set as a motivating example, we propose a machine learning pipeline for trading market-neutral stock portfolios based on tabular data which is robust under changes in market conditions. We evaluate various machine-learning models, including Gradient Boosting Decision Trees (GBDTs) and Neural Networks with and without simple feature engineering, as the building blocks for the pipeline. We find that GBDT models with dropout display high performance, robustness and generalisability with relatively low complexity and reduced computational cost. We then show that online learning techniques can be used in post-prediction processing to enhance the results. In particular, dynamic feature neutralisation, an efficient procedure that requires no retraining of models and can be applied post-prediction to any machine learning model, improves robustness by reducing drawdown in volatile market conditions. Furthermore, we demonstrate that the creation of model ensembles through dynamic model selection based on recent model performance leads to improved performance over baseline by improving the Sharpe and Calmar ratios. We also evaluate the robustness of our pipeline across different data splits and random seeds with good reproducibility of results.

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.

The stock market prediction has been a traditional yet complex problem researched within diverse research areas and application domains due to its non-linear, highly volatile and complex nature. Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. Deep learning has dominated many domains, gained much success and popularity in recent years in stock market prediction. This motivates us to provide a structured and comprehensive overview of the research on stock market prediction focusing on deep learning techniques. We present four elaborated subtasks of stock market prediction and propose a novel taxonomy to summarize the state-of-the-art models based on deep neural networks from 2011 to 2022. In addition, we also provide detailed statistics on the datasets and evaluation metrics commonly used in the stock market. Finally, we highlight some open issues and point out several future directions by sharing some new perspectives on stock market prediction.

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.