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On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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48 results for Federated SARSA

FedSARSA converges with heterogeneous agents, achieving linear speed-up.

problem Convergence analysis of Federated SARSA with heterogeneous agents.
method Linear function approximation, local training, multi-step error expansion.
result FedSARSA achieves linear speed-up with respect to the number of agents.

SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is available. With a Lipschitz continuous policy improvement operator that is smooth eno…

2019-02-06abs ↗pdf ↗

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its…

2018-11-17abs ↗pdf ↗

Implicit Q-learning and SARSA adjust step-sizes automatically, improving stability and performance.

problem Numerical instability and slow progress in Q-learning and SARSA due to step-size calibration.
method Reformulate iterative updates as fixed-point equations, scaling step-sizes inversely with feature norms.
result Implicit methods maintain stability over broader step-size ranges and achieve comparable convergence rates.

Off-policy learning is powerful for reinforcement learning. However, the high variance of off-policy evaluation is a critical challenge, which causes off-policy learning falls into an uncontrolled instability. In this paper, for reducing the variance, we introduce control variate technique to Expected\mathtt{Expected} $\math…

2019-06-25abs ↗pdf ↗

Study evaluates reinforcement learning for trading diverse stocks, finds Q-learning outperforms.

problem Evaluating reinforcement learning for trading diverse stocks.
method Implemented Value Iteration (VI), State-action-reward-state-action (SARSA), and Q-Learning on a diverse stock portfolio dataset.
result Q-learning performs better than VI and SARSA during testing, but performance varies based on market conditions.

Tabular Q-learning outperforms advanced RL methods in monetary policy.

problem Dynamic setting of short-term interest rates to stabilize inflation and unemployment under uncertain macroeconomic conditions.
method Discrete-action Markov Decision Process with tabular Q-learning, SARSA, Actor-Critic, Deep Q-Networks, Bayesian Q-learning, POMDP formulations.
result Standard tabular Q-learning achieved the best performance (-615.13 +- 309.58 mean return) compared to advanced RL methods and traditional policy rules.

Reinforcement learning methods carry a well known bias-variance trade-off in n-step algorithms for optimal control. Unfortunately, this has rarely been addressed in current research. This trade-off principle holds independent of the choice of the algorithm, such as n-step SARSA, n-step Expected SARSA or n-step Tree bac…

2018-10-16abs ↗pdf ↗

This paper develops a federated EM algorithm for unsupervised learning of mixture models.

problem Theoretical foundations of unsupervised federated learning are lacking.
method Introduces a federated gradient EM algorithm (FedGrEM) for unsupervised learning of mixture models.
result Theoretical analysis shows FedGrEM outperforms local single-task learning.

Federated multi-mini-batch improves efficiency in non-IID environments.

problem Performance and communication efficiency challenges in federated learning with non-IID data.
method Introduces federated multi-mini-batch approach to balance performance and communication.
result Federated multi-mini-batch outperforms federated averaging in non-IID settings.

A practical one-shot federated learning algorithm for cross-silo setting.

problem Limited applicability of existing one-shot federated learning algorithms due to specific model support and lack of privacy guarantees.
method FedKT, a one-shot federated learning algorithm that supports any classification models and provides differential privacy guarantees.
result FedKT significantly outperforms other state-of-the-art federated learning algorithms with a single communication round.

A framework to compare federated learning algorithms in high-dimensional settings.

problem Comparing the performance of federated learning algorithms in high-dimensional settings.
method Formulating federated learning as a multi-criterion objective and analyzing a linear regression model.
result Federated Averaging with simple client fine-tuning achieves the same asymptotic risk as more intricate approaches and outperforms without personalization.

pFedGame uses game theory for decentralized federated learning in dynamic networks.

problem Performance bottlenecks, data bias, model convergence issues, and model poisoning attacks in federated learning.
method pFedGame employs game theory to decentralize federated learning, avoiding a central aggregation server and addressing dynamic network challenges.
result pFedGame achieves higher accuracy (over 70%) in heterogeneous data compared to existing methods.

This paper analyzes privacy threats in federated matrix factorization.

problem Privacy threats in federated matrix factorization models.
method Categorizes federated matrix factorization into three types and analyzes privacy threats.
result This is the first study of privacy threats in federated matrix factorization.

In federated learning, a central server coordinates the training of a single model on a massively distributed network of devices. This setting can be naturally extended to a multi-task learning framework, to handle real-world federated datasets that typically show strong statistical heterogeneity among devices. Despite…

2019-06-14abs ↗pdf ↗

This work improves fairness in federated learning by using zero-shot data augmentation.

problem Statistical heterogeneity leads to biased and less uniform accuracy across clients in federated learning.
method Proposes a federated learning system with zero-shot data augmentation to mitigate statistical heterogeneity and improve fairness.
result Empirical results show improved test accuracy and fairness across clients.

A fair reward system boosts participation in federated learning.

problem Fairness in federated learning among competitive agents with siloed data.
method Hierarchically fair federated learning (HFFL) framework with proportional rewards based on contribution levels.
result Efficacy of HFFL in maintaining fairness and facilitating federated learning in competitive settings.

Federated learning studies separate client data and distribution gaps.

problem Understanding performance differences in federated learning across different datasets.
method Proposed a framework to disentangle out-of-sample and participation gaps.
result Dataset synthesis strategy is crucial for realistic simulations of federated learning generalization.

Federated multi-view matrix factorization learns from multiple data sources without centralizing user data.

problem Cold-start federated recommendations and multi-view data structure.
method Federated learning framework extended to multi-view matrix factorization.
result Federated multi-view matrix factorization outperforms simpler methods in cold-start federated recommendations.

Federated learning linked to mean-field games for large-scale learning.

problem Large-scale distributed and privacy-preserving learning algorithms.
method Established a connection between federated learning and mean-field games, presenting federated learning as a differential game.
result Properties of the equilibrium of the federated learning game were discussed.

A new federated learning method reduces communication costs and improves adaptivity.

problem Large communication overhead and lack of adaptivity in federated learning.
method FedCAMS: A novel communication-efficient adaptive federated learning method with theoretical guarantees.
result FedCAMS achieves the same convergence rate as non-compressed federated learning methods.

New perspective on federated learning as posterior inference, improving optimization.

problem Optimizing global models in distributed learning settings.
method Formulated as posterior inference problem, using MCMC for approximate inference and federated averaging for refinement.
result Federated posterior averaging (FedPA) outperforms existing methods on benchmarks.

FedSPDnet improves federated learning for SPD matrices, outperforming existing methods.

problem Federated learning for SPD matrices with orthogonality constraints.
method Two efficient aggregation strategies: ProjAvg and RLAvg, preserving geometric structure.
result FedSPDnet outperforms federated EEGnet in F1 score and robustness to federation and partial participation.

Sherpa.ai framework combines federated learning and differential privacy for edge AI services.

problem Protecting data privacy in edge AI services.
method Holistic federated learning and differential privacy approach with methodological guidelines.
result Demonstrated through classification and regression use cases.

Federated learning technique improves convergence speed with communication delays.

problem Communication delays between edge nodes and aggregator in federated learning.
method Developed FedDelAvg, a technique that generalizes federated averaging to incorporate a weighting between current local model and delayed global model.
result FedDelAvg achieves a significant improvement in convergence speed, especially when optimizing the weighting scheme to account for delays.

Paper proposes a new RL approach combining IL and RL methods to improve decision-making.

problem Challenges in RL with large state and action spaces, and difficulty in reward determination.
method Combines Imitation Learning and RL methods (SARSA and A3C) to learn sequential decision-making policies.
result Significantly decreases human effort and exploration time in learning decision-making policies.

Federated Learning is introduced to protect privacy by distributing training data into multiple parties. Each party trains its own model and a meta-model is constructed from the sub models. In this way the details of the data are not disclosed in between each party. In this paper we investigate the model interpretation…

2019-05-11abs ↗pdf ↗

FedForest adapts RF for federated learning, improving performance and efficiency.

problem Adapting RF for federated learning with heterogeneous data.
method FedForest uses a novel splitting procedure to aggregate client statistics, allowing non-parametric personalization.
result FedForest's federated RF achieves performance close to centralized models while being communication-efficient.

New algorithm achieves linear speedup in non-i.i.d. federated bilevel learning.

problem Linear speedup in convergence for non-i.i.d. datasets in federated bilevel optimization.
method Proposes FedMBO with a novel client sampling scheme for non-i.i.d. datasets.
result Achieves a convergence rate of O(1/√(nK) + 1/K + √n/K³/²).

Modern federated networks, such as those comprised of wearable devices, mobile phones, or autonomous vehicles, generate massive amounts of data each day. This wealth of data can help to learn models that can improve the user experience on each device. However, the scale and heterogeneity of federated data presents new …

2018-12-03abs ↗pdf ↗

New study tackles free-rider attacks in federated learning models.

problem Free-rider attacks compromise federated learning models by non-contributing to data updates.
method Theoretical and experimental analysis of iterative federated learning schemes, including FedAvg and FedProx.
result Formal guarantees for free-rider attacks to converge to aggregated models of fair participants.