Wenzhuo Yang — Page 2

arXiv2021

Merlion: A Machine Learning Library for Time Series

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series, along with standard pre/post-processing layers. It has several modules to improve ease-of-use, including visualization, anomaly score calibration to improve interpetability, AutoML for hyperparameter tuning and model selection, and model ensembling. Merlion also provides a unique evaluation framework that simulates the live deployment and re-training of a model in production. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs and benchmark them across multiple time series datasets. In this technical report, we highlight Merlion's architecture and major functionalities, and we report benchmark numbers across different baseline models and ensembles.

cs.LG↗

arXiv2021

Gain without Pain: Offsetting DP-injected Nosies Stealthily in Cross-device Federated Learning

Federated Learning (FL) is an emerging paradigm through which decentralized devices can collaboratively train a common model. However, a serious concern is the leakage of privacy from exchanged gradient information between clients and the parameter server (PS) in FL. To protect gradient information, clients can adopt differential privacy (DP) to add additional noises and distort original gradients before they are uploaded to the PS. Nevertheless, the model accuracy will be significantly impaired by DP noises, making DP impracticable in real systems. In this work, we propose a novel Noise Information Secretly Sharing (NISS) algorithm to alleviate the disturbance of DP noises by sharing negated noises among clients. We theoretically prove that: 1) If clients are trustworthy, DP noises can be perfectly offset on the PS; 2) Clients can easily distort negated DP noises to protect themselves in case that other clients are not totally trustworthy, though the cost lowers model accuracy. NISS is particularly applicable for FL across multiple IoT (Internet of Things) systems, in which all IoT devices need to collaboratively train a model. To verify the effectiveness and the superiority of the NISS algorithm, we conduct experiments with the MNIST and CIFAR-10 datasets. The experiment results verify our analysis and demonstrate that NISS can improve model accuracy by 21% on average and obtain better privacy protection if clients are trustworthy.

cs.DC↗