Searcharxiv⌕ Search

arXiv subjects

Manuel Roveri

Publications and source records attributed to Manuel Roveri.

32 records · Page 2Linked to original sources

Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task focusing on the exchange rate in USD of Litecoin, Binance Coin, Bitcoin, Ethereum, and XRP. On one hand, to assess the complexity and the randomness of these time-series, a comparative analysis has been performed using Brownian and colored noises as a benchmark. The results obtained from the Complexity-Entropy causality plane and power density spectrum analysis reveal that cryptocurrency time-series exhibit characteristics closely resembling those of Brownian noise when analyzed in a univariate context. On the other hand, the application of a wide range of statistical, machine and deep learning models for time-series forecasting demonstrates the low predictability of cryptocurrencies. Notably, our analysis reveals that simpler models such as Naive models consistently outperform the more complex machine and deep learning ones in terms of forecasting accuracy across different forecast horizons and time windows. The combined study of complexity and forecasting accuracies highlights the difficulty of predicting the cryptocurrency market. These findings provide valuable insights into the inherent characteristics of the cryptocurrency data and highlight the need to reassess the challenges associated with predicting cryptocurrency's price movements.

q-fin.ST↗

TIFeD: a Tiny Integer-based Federated learning algorithm with Direct feedback alignment

Training machine and deep learning models directly on extremely resource-constrained devices is the next challenge in the field of tiny machine learning. The related literature in this field is very limited, since most of the solutions focus only on on-device inference or model adaptation through online learning, leaving the training to be carried out on external Cloud services. An interesting technological perspective is to exploit Federated Learning (FL), which allows multiple devices to collaboratively train a shared model in a distributed way. However, the main drawback of state-of-the-art FL algorithms is that they are not suitable for running on tiny devices. For the first time in the literature, in this paper we introduce TIFeD, a Tiny Integer-based Federated learning algorithm with Direct Feedback Alignment (DFA) entirely implemented by using an integer-only arithmetic and being specifically designed to operate on devices with limited resources in terms of memory, computation and energy. Besides the traditional full-network operating modality, in which each device of the FL setting trains the entire neural network on its own local data, we propose an innovative single-layer TIFeD implementation, which enables each device to train only a portion of the neural network model and opens the door to a new way of distributing the learning procedure across multiple devices. The experimental results show the feasibility and effectiveness of the proposed solution. The proposed TIFeD algorithm, with its full-network and single-layer implementations, is made available to the scientific community as a public repository.

cs.LG↗

StreamTinyNet: video streaming analysis with spatial-temporal TinyML

Tiny Machine Learning (TinyML) is a branch of Machine Learning (ML) that constitutes a bridge between the ML world and the embedded system ecosystem (i.e., Internet of Things devices, embedded devices, and edge computing units), enabling the execution of ML algorithms on devices constrained in terms of memory, computational capabilities, and power consumption. Video Streaming Analysis (VSA), one of the most interesting tasks of TinyML, consists in scanning a sequence of frames in a streaming manner, with the goal of identifying interesting patterns. Given the strict constraints of these tiny devices, all the current solutions rely on performing a frame-by-frame analysis, hence not exploiting the temporal component in the stream of data. In this paper, we present StreamTinyNet, the first TinyML architecture to perform multiple-frame VSA, enabling a variety of use cases that requires spatial-temporal analysis that were previously impossible to be carried out at a TinyML level. Experimental results on public-available datasets show the effectiveness and efficiency of the proposed solution. Finally, StreamTinyNet has been ported and tested on the Arduino Nicla Vision, showing the feasibility of what proposed.

cs.CV↗

TinySV: Speaker Verification in TinyML with On-device Learning

TinyML is a novel area of machine learning that gained huge momentum in the last few years thanks to the ability to execute machine learning algorithms on tiny devices (such as Internet-of-Things or embedded systems). Interestingly, research in this area focused on the efficient execution of the inference phase of TinyML models on tiny devices, while very few solutions for on-device learning of TinyML models are available in the literature due to the relevant overhead introduced by the learning algorithms. The aim of this paper is to introduce a new type of adaptive TinyML solution that can be used in tasks, such as the presented \textit{Tiny Speaker Verification} (TinySV), that require to be tackled with an on-device learning algorithm. Achieving this goal required (i) reducing the memory and computational demand of TinyML learning algorithms, and (ii) designing a TinyML learning algorithm operating with few and possibly unlabelled training data. The proposed TinySV solution relies on a two-layer hierarchical TinyML solution comprising Keyword Spotting and Adaptive Speaker Verification module. We evaluated the effectiveness and efficiency of the proposed TinySV solution on a dataset collected expressly for the task and tested the proposed solution on a real-world IoT device (Infineon PSoC 62S2 Wi-Fi BT Pioneer Kit).

cs.SD↗

A Lightweight Neural Architecture Search Model for Medical Image Classification

Accurate classification of medical images is essential for modern diagnostics. Deep learning advancements led clinicians to increasingly use sophisticated models to make faster and more accurate decisions, sometimes replacing human judgment. However, model development is costly and repetitive. Neural Architecture Search (NAS) provides solutions by automating the design of deep learning architectures. This paper presents ZO-DARTS+, a differentiable NAS algorithm that improves search efficiency through a novel method of generating sparse probabilities by bi-level optimization. Experiments on five public medical datasets show that ZO-DARTS+ matches the accuracy of state-of-the-art solutions while reducing search times by up to three times.

cs.CV↗

FlatNAS: optimizing Flatness in Neural Architecture Search for Out-of-Distribution Robustness

Neural Architecture Search (NAS) paves the way for the automatic definition of Neural Network (NN) architectures, attracting increasing research attention and offering solutions in various scenarios. This study introduces a novel NAS solution, called Flat Neural Architecture Search (FlatNAS), which explores the interplay between a novel figure of merit based on robustness to weight perturbations and single NN optimization with Sharpness-Aware Minimization (SAM). FlatNAS is the first work in the literature to systematically explore flat regions in the loss landscape of NNs in a NAS procedure, while jointly optimizing their performance on in-distribution data, their out-of-distribution (OOD) robustness, and constraining the number of parameters in their architecture. Differently from current studies primarily concentrating on OOD algorithms, FlatNAS successfully evaluates the impact of NN architectures on OOD robustness, a crucial aspect in real-world applications of machine and deep learning. FlatNAS achieves a good trade-off between performance, OOD generalization, and the number of parameters, by using only in-distribution data in the NAS exploration. The OOD robustness of the NAS-designed models is evaluated by focusing on robustness to input data corruptions, using popular benchmark datasets in the literature.

cs.LG↗

A Hybrid Active-Passive Approach to Imbalanced Nonstationary Data Stream Classification

In real-world applications, the process generating the data might suffer from nonstationary effects (e.g., due to seasonality, faults affecting sensors or actuators, and changes in the users' behaviour). These changes, often called concept drift, might induce severe (potentially catastrophic) impacts on trained learning models that become obsolete over time, and inadequate to solve the task at hand. Learning in presence of concept drift aims at designing machine and deep learning models that are able to track and adapt to concept drift. Typically, techniques to handle concept drift are either active or passive, and traditionally, these have been considered to be mutually exclusive. Active techniques use an explicit drift detection mechanism, and re-train the learning algorithm when concept drift is detected. Passive techniques use an implicit method to deal with drift, and continually update the model using incremental learning. Differently from what present in the literature, we propose a hybrid alternative which merges the two approaches, hence, leveraging on their advantages. The proposed method called Hybrid-Adaptive REBAlancing (HAREBA) significantly outperforms strong baselines and state-of-the-art methods in terms of learning quality and speed; we experiment how it is effective under severe class imbalance levels too.

cs.LG↗

Tiny Machine Learning for Concept Drift

Tiny Machine Learning (TML) is a new research area whose goal is to design machine and deep learning techniques able to operate in Embedded Systems and IoT units, hence satisfying the severe technological constraints on memory, computation, and energy characterizing these pervasive devices. Interestingly, the related literature mainly focused on reducing the computational and memory demand of the inference phase of machine and deep learning models. At the same time, the training is typically assumed to be carried out in Cloud or edge computing systems (due to the larger memory and computational requirements). This assumption results in TML solutions that might become obsolete when the process generating the data is affected by concept drift (e.g., due to periodicity or seasonality effect, faults or malfunctioning affecting sensors or actuators, or changes in the users' behavior), a common situation in real-world application scenarios. For the first time in the literature, this paper introduces a Tiny Machine Learning for Concept Drift (TML-CD) solution based on deep learning feature extractors and a k-nearest neighbors classifier integrating a hybrid adaptation module able to deal with concept drift affecting the data-generating process. This adaptation module continuously updates (in a passive way) the knowledge base of TML-CD and, at the same time, employs a Change Detection Test to inspect for changes (in an active way) to quickly adapt to concept drift by removing the obsolete knowledge. Experimental results on both image and audio benchmarks show the effectiveness of the proposed solution, whilst the porting of TML-CD on three off-the-shelf micro-controller units shows the feasibility of what is proposed in real-world pervasive systems.

cs.LG↗

Distributed Deep Convolutional Neural Networks for the Internet-of-Things

Severe constraints on memory and computation characterizing the Internet-of-Things (IoT) units may prevent the execution of Deep Learning (DL)-based solutions, which typically demand large memory and high processing load. In order to support a real-time execution of the considered DL model at the IoT unit level, DL solutions must be designed having in mind constraints on memory and processing capability exposed by the chosen IoT technology. In this paper, we introduce a design methodology aiming at allocating the execution of Convolutional Neural Networks (CNNs) on a distributed IoT application. Such a methodology is formalized as an optimization problem where the latency between the data-gathering phase and the subsequent decision-making one is minimized, within the given constraints on memory and processing load at the units level. The methodology supports multiple sources of data as well as multiple CNNs in execution on the same IoT system allowing the design of CNN-based applications demanding autonomy, low decision-latency, and high Quality-of-Service.

cs.LG↗

RECKONition: a NLP-based system for Industrial Accidents at Work Prevention

Extracting patterns and useful information from Natural Language datasets is a challenging task, especially when dealing with data written in a language different from English, like Italian. Machine and Deep Learning, together with Natural Language Processing (NLP) techniques have widely spread and improved lately, providing a plethora of useful methods to address both Supervised and Unsupervised problems on textual information. We propose RECKONition, a NLP-based system for Industrial Accidents at Work Prevention. RECKONition, which is meant to provide Natural Language Understanding, Clustering and Inference, is the result of a joint partnership with the Italian National Institute for Insurance against Accidents at Work (INAIL). The obtained results showed the ability to process textual data written in Italian describing industrial accidents dynamics and consequences.

cs.CL↗

Time-Variant Variational Transfer for Value Functions

In most of the transfer learning approaches to reinforcement learning (RL) the distribution over the tasks is assumed to be stationary. Therefore, the target and source tasks are i.i.d. samples of the same distribution. In the context of this work, we consider the problem of transferring value functions through a variational method when the distribution that generates the tasks is time-variant, proposing a solution that leverages this temporal structure inherent in the task generating process. Furthermore, by means of a finite-sample analysis, the previously mentioned solution is theoretically compared to its time-invariant version. Finally, we will provide an experimental evaluation of the proposed technique with three distinct temporal dynamics in three different RL environments.

cs.LG↗

A Privacy-Preserving Distributed Architecture for Deep-Learning-as-a-Service

Deep-learning-as-a-service is a novel and promising computing paradigm aiming at providing machine/deep learning solutions and mechanisms through Cloud-based computing infrastructures. Thanks to its ability to remotely execute and train deep learning models (that typically require high computational loads and memory occupation), such an approach guarantees high performance, scalability, and availability. Unfortunately, such an approach requires to send information to be processed (e.g., signals, images, positions, sounds, videos) to the Cloud, hence having potentially catastrophic-impacts on the privacy of users. This paper introduces a novel distributed architecture for deep-learning-as-a-service that is able to preserve the user sensitive data while providing Cloud-based machine and deep learning services. The proposed architecture, which relies on Homomorphic Encryption that is able to perform operations on encrypted data, has been tailored for Convolutional Neural Networks (CNNs) in the domain of image analysis and implemented through a client-server REST-based approach. Experimental results show the effectiveness of the proposed architecture.

cs.LG↗

Change Detection in Multivariate Datastreams: Likelihood and Detectability Loss

We address the problem of detecting changes in multivariate datastreams, and we investigate the intrinsic difficulty that change-detection methods have to face when the data dimension scales. In particular, we consider a general approach where changes are detected by comparing the distribution of the log-likelihood of the datastream over different time windows. Despite the fact that this approach constitutes the frame of several change-detection methods, its effectiveness when data dimension scales has never been investigated, which is indeed the goal of our paper. We show that the magnitude of the change can be naturally measured by the symmetric Kullback-Leibler divergence between the pre- and post-change distributions, and that the detectability of a change of a given magnitude worsens when the data dimension increases. This problem, which we refer to as \emph{detectability loss}, is due to the linear relationship between the variance of the log-likelihood and the data dimension. We analytically derive the detectability loss on Gaussian-distributed datastreams, and empirically demonstrate that this problem holds also on real-world datasets and that can be harmful even at low data-dimensions (say, 10).

stat.ML↗

RTI Goes Wild: Radio Tomographic Imaging for Outdoor People Detection and Localization

RF sensor networks are used to localize people indoor without requiring them to wear invasive electronic devices. These wireless mesh networks, formed by low-power radio transceivers, continuously measure the received signal strength (RSS) of the links. Radio Tomographic Imaging (RTI) is a technique that generates 2D images of the change in the electromagnetic field inside the area covered by the radio transceivers to spot the presence and movements of animates (e.g., people, large animals) or large metallic objects (e.g., cars). Here, we present a RTI system for localizing and tracking people outdoors. Differently than in indoor environments where the RSS does not change significantly with time unless people are found in the monitored area, the outdoor RSS signal is time-variant, e.g., due to rainfalls or wind-driven foliage. We present a novel outdoor RTI method that, despite the nonstationary noise introduced in the RSS data by the environment, achieves high localization accuracy and dramatically reduces the energy consumption of the sensing units. Experimental results demonstrate that the system accurately detects and tracks a person in real-time in a large forested area under varying environmental conditions, significantly reducing false positives, localization error and energy consumption compared to state-of-the-art RTI methods.

cs.NI↗