The increasing demand for tabular data analysis calls for transitioning from manual architecture design to Neural Architecture Search (NAS). This transition demands an efficient and responsive anytime NAS approach that is capable of returning current optimal architectures within any given time budget while progressively enhancing architecture quality with increased budget allocation. However, the area of research on Anytime NAS for tabular data remains unexplored. To this end, we introduce ATLAS, the first anytime NAS approach tailored for tabular data. ATLAS introduces a novel two-phase filtering-and-refinement optimization scheme with joint optimization, combining the strengths of both paradigms of training-free and training-based architecture evaluation. Specifically, in the filtering phase, ATLAS employs a new zero-cost proxy specifically designed for tabular data to efficiently estimate the performance of candidate architectures, thereby obtaining a set of promising architectures. Subsequently, in the refinement phase, ATLAS leverages a fixed-budget search algorithm to schedule the training of the promising candidates, so as to accurately identify the optimal architecture. To jointly optimize the two phases for anytime NAS, we also devise a budget-aware coordinator that delivers high NAS performance within constraints. Experimental evaluations demonstrate that our ATLAS can obtain a good-performing architecture within any predefined time budget and return better architectures as and when a new time budget is made available. Overall, it reduces the search time on tabular data by up to 82.75x compared to existing NAS approaches.

Organizations are increasingly recognizing the value of data collaboration for data analytics purposes. Yet, stringent data protection laws prohibit the direct exchange of raw data. To facilitate data collaboration, federated Learning (FL) emerges as a viable solution, which enables multiple clients to collaboratively train a machine learning (ML) model under the supervision of a central server while ensuring the confidentiality of their raw data. However, existing studies have unveiled two main risks: (i) the potential for the server to infer sensitive information from the client's uploaded updates (i.e., model gradients), compromising client input privacy, and (ii) the risk of malicious clients uploading malformed updates to poison the FL model, compromising input integrity. Recent works utilize secure aggregation with zero-knowledge proofs (ZKP) to guarantee input privacy and integrity in FL. Nevertheless, they suffer from extremely low efficiency and, thus, are impractical for real deployment. In this paper, we propose a novel and highly efficient solution RiseFL for secure and verifiable data collaboration, ensuring input privacy and integrity simultaneously.Firstly, we devise a probabilistic integrity check method that significantly reduces the cost of ZKP generation and verification. Secondly, we design a hybrid commitment scheme to satisfy Byzantine robustness with improved performance. Thirdly, we theoretically prove the security guarantee of the proposed solution. Extensive experiments on synthetic and real-world datasets suggest that our solution is effective and is highly efficient in both client computation and communication. For instance, RiseFL is up to 28x, 53x and 164x faster than three state-of-the-art baselines ACORN, RoFL and EIFFeL for the client computation.

Alphas are stock prediction models capturing trading signals in a stock market. A set of effective alphas can generate weakly correlated high returns to diversify the risk. Existing alphas can be categorized into two classes: Formulaic alphas are simple algebraic expressions of scalar features, and thus can generalize well and be mined into a weakly correlated set. Machine learning alphas are data-driven models over vector and matrix features. They are more predictive than formulaic alphas, but are too complex to mine into a weakly correlated set. In this paper, we introduce a new class of alphas to model scalar, vector, and matrix features which possess the strengths of these two existing classes. The new alphas predict returns with high accuracy and can be mined into a weakly correlated set. In addition, we propose a novel alpha mining framework based on AutoML, called AlphaEvolve, to generate the new alphas. To this end, we first propose operators for generating the new alphas and selectively injecting relational domain knowledge to model the relations between stocks. We then accelerate the alpha mining by proposing a pruning technique for redundant alphas. Experiments show that AlphaEvolve can evolve initial alphas into the new alphas with high returns and weak correlations.