Federated Learning (FL) allows multiple participants to collaboratively train machine learning models by keeping their datasets local and exchanging model updates. Recent work has highlighted weaknesses related to robustness and privacy in FL, including backdoor, membership and property inference attacks. In this paper, we investigate whether and how Differential Privacy (DP) can be used to defend against attacks targeting both robustness and privacy in FL. To this end, we present a first-of-its-kind experimental evaluation of Local and Central Differential Privacy (LDP/CDP), assessing their feasibility and effectiveness. We show that both LDP and CDP do defend against backdoor attacks, with varying levels of protection and utility, and overall more effectively than non-DP defenses. They also mitigate white-box membership inference attacks, which our work is the first to show. Neither, however, defend against property inference attacks, prompting the need for further research in this space. Overall, our work also provides a re-usable measurement framework to quantify the trade-offs between robustness/privacy and utility in differentially private FL.

Machine learning is an important Artificial Intelligence technique that can perform a task effectively by learning through experience. According to Forbes, machine learning will replace 25% of the jobs within the next 10 years. One of the most popular real-world applications of Machine Learning is classification. It corresponds to a task that occurs commonly in everyday life. For example, a hospital may want to classify medical patients into those who are at high, medium or low risk of acquiring a certain illness, an opinion polling company may wish to classify people interviewed into those who are likely to vote for each of several political parties or are undecided, or we may wish to classify a student project as distinction, merit, pass or fail.

Financial Engineering and Artificial Intelligence in Python Getting Started Financial Analysis, Time Series Analysis, Portfolio Optimization, CAPM, Algorithmic Trading, Q-Learning, and MORE! Get Udemy Course New What you'll learn Forecasting stock prices and stock returns Time series analysis Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Exploratory data analysis Distributions and correlations of stock returns Modern portfolio theory Mean-Variance Optimization Efficient frontier, Sharpe ratio, Tangency portfolio CAPM (Capital Asset Pricing Model) Q-Learning for Algorithmic Trading Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering?

Over the course of an hour, an unsolicited email skips your inbox and goes straight to spam, a car next to you auto-stops when a pedestrian runs in front of it, and an ad for the product you were thinking about yesterday pops up on your social media feed. What do these events all have in common? It's artificial intelligence that has guided all these decisions. And the force behind them all is machine-learning algorithms that use data to predict outcomes. Now, before we look at how machine learning aids data analysis, let's explore the fundamentals of each.

Evolutionary Neural Architecture Search (ENAS) can automatically design the architectures of Deep Neural Networks (DNNs) using evolutionary computation algorithms. However, most ENAS algorithms require intensive computational resource, which is not necessarily available to the users interested. Performance predictors are a type of regression models which can assist to accomplish the search, while without exerting much computational resource. Despite various performance predictors have been designed, they employ the same training protocol to build the regression models: 1) sampling a set of DNNs with performance as the training dataset, 2) training the model with the mean square error criterion, and 3) predicting the performance of DNNs newly generated during the ENAS. In this paper, we point out that the three steps constituting the training protocol are not well though-out through intuitive and illustrative examples. Furthermore, we propose a new training protocol to address these issues, consisting of designing a pairwise ranking indicator to construct the training target, proposing to use the logistic regression to fit the training samples, and developing a differential method to building the training instances. To verify the effectiveness of the proposed training protocol, four widely used regression models in the field of machine learning have been chosen to perform the comparisons on two benchmark datasets. The experimental results of all the comparisons demonstrate that the proposed training protocol can significantly improve the performance prediction accuracy against the traditional training protocols.

Projected gradient descent has been proved efficient in many optimization and machine learning problems. The weighted $\ell_1$ ball has been shown effective in sparse system identification and features selection. In this paper we propose three new efficient algorithms for projecting any vector of finite length onto the weighted $\ell_1$ ball. The first two algorithms have a linear worst case complexity. The third one has a highly competitive performances in practice but the worst case has a quadratic complexity. These new algorithms are efficient tools for machine learning methods based on projected gradient descent such as compress sensing, feature selection. We illustrate this effectiveness by adapting an efficient compress sensing algorithm to weighted projections. We demonstrate the efficiency of our new algorithms on benchmarks using very large vectors. For instance, it requires only 8 ms, on an Intel I7 3rd generation, for projecting vectors of size $10^7$.

SUNNY is an Algorithm Selection (AS) technique originally tailored for Constraint Programming (CP). SUNNY enables to schedule, from a portfolio of solvers, a subset of solvers to be run on a given CP problem. This approach has proved to be effective for CP problems, and its parallel version won many gold medals in the Open category of the MiniZinc Challenge -- the yearly international competition for CP solvers. In 2015, the ASlib benchmarks were released for comparing AS systems coming from disparate fields (e.g., ASP, QBF, and SAT) and SUNNY was extended to deal with generic AS problems. This led to the development of sunny-as2, an algorithm selector based on SUNNY for ASlib scenarios. A preliminary version of sunny-as2 was submitted to the Open Algorithm Selection Challenge (OASC) in 2017, where it turned out to be the best approach for the runtime minimization of decision problems. In this work, we present the technical advancements of sunny-as2, including: (i) wrapper-based feature selection; (ii) a training approach combining feature selection and neighbourhood size configuration; (iii) the application of nested cross-validation. We show how sunny-as2 performance varies depending on the considered AS scenarios, and we discuss its strengths and weaknesses. Finally, we also show how sunny-as2 improves on its preliminary version submitted to OASC.

Most existing person re-identification methods compute pairwise similarity by extracting robust visual features and learning the discriminative metric. Owing to visual ambiguities, these content-based methods that determine the pairwise relationship only based on the similarity between them, inevitably produce a suboptimal ranking list. Instead, the pairwise similarity can be estimated more accurately along the geodesic path of the underlying data manifold by exploring the rich contextual information of the sample. In this paper, we propose a lightweight post-processing person re-identification method in which the pairwise measure is determined by the relationship between the sample and the counterpart's context in an unsupervised way. We translate the point-to-point comparison into the bilateral point-to-set comparison. The sample's context is composed of its neighbor samples with two different definition ways: the first order context and the second order context, which are used to compute the pairwise similarity in sequence, resulting in a progressive post-processing model. The experiments on four large-scale person re-identification benchmark datasets indicate that (1) the proposed method can consistently achieve higher accuracies by serving as a post-processing procedure after the content-based person re-identification methods, showing its state-of-the-art results, (2) the proposed lightweight method only needs about 6 milliseconds for optimizing the ranking results of one sample, showing its high-efficiency. Code is available at: https://github.com/123ci/PBCmodel.

We propose a visualization method to understand the effect of multidimensional projection on local subspaces, using implicit function differentiation. Here, we understand the local subspace as the multidimensional local neighborhood of data points. Existing methods focus on the projection of multidimensional data points, and the neighborhood information is ignored. Our method is able to analyze the shape and directional information of the local subspace to gain more insights into the global structure of the data through the perception of local structures. Local subspaces are fitted by multidimensional ellipses that are spanned by basis vectors. An accurate and efficient vector transformation method is proposed based on analytical differentiation of multidimensional projections formulated as implicit functions. The results are visualized as glyphs and analyzed using a full set of specifically-designed interactions supported in our efficient web-based visualization tool. The usefulness of our method is demonstrated using various multi- and high-dimensional benchmark datasets. Our implicit differentiation vector transformation is evaluated through numerical comparisons; the overall method is evaluated through exploration examples and use cases.

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows for, but does not require, many more regressors than observations. The first stage allows a general set of machine learning methods to be used to estimate the propensity score. In the second stage, we derive the rates of convergence for both the parametric parameter and the unknown function under a partially linear specification for the outcome equation. We also provide bias correction procedures to allow for valid inference for the heterogeneous treatment effects. We evaluate the finite sample performance with extensive simulation studies. Additionally, a real data analysis on the effect of Fair Minimum Wage Act on the unemployment rate is performed as an illustration of our method. An R package for implementing the proposed method is available on Github.