Design for Optimized Multi-Lateral Multi-Commodity Markets

In this paper, we propose a design for an an economically efficient, optimized, centralized, multi-lateral, periodic commodity market that addresses explicitly three issues: (i) substantial transportation costs between sellers and buyers; (ii) non homogeneous, in quality and nature, commodities; (iii) complementary commodities that have to be traded simultaneously. The model allows sellers to offer their commodities in lots and buyers to explicitly quantify the differences in quality of the goods produced by each individual seller. The model does not presume that products must be shipped through a market hub. We also propose a multi-round auction that enables the implementation of the direct optimized market and approximates the behaviour of the "ideal" direct optimized mechanism. The process allows buyers and sellers to modify their initial bids, including the technological constraints. The proposed market designs are particularly relevant for industries related to natural resources. We present the models and algorithms required to implement the optimized market mechanisms, describe the operations of the multi-round auction, and discuss applications and perspectives. Nous présentons un concept de marché optimisé, centralisé, multilatéral et périodique pour l'acquisition de produits qui traite explicitement les trois aspects suivants: (i) des coûts de transport importants des vendeurs vers les acheteurs; (ii) des produits non homogènes en valeur et qualité; des complémentarités entre les divers produits qui doivent donc être négociés simultanément. Le modèle permet aux vendeurs d'offrir leurs produits groupés en lots et aux acheteurs de quantifier explicitement leur évaluation des lots mis sur le marché par chaque vendeur. Le modèle ne suppose pas que les produits doivent être expédiés par un centre avant d'être livrés. Nous proposons également un mécanisme de tâtonnement à rondes multiples qui approxime le comportement du marché direct optimisé et qui permet de mettre ce dernier en oeuvre. Le processus de tâtonnement permet aux vendeurs et aux acheteurs de modifier leurs mises initiales, incluant les contraintes technologiques. Les concepts proposés sont particulièrement adaptés aux industries reliées aux matières premières. Nous présentons les modèles et algorithmes requis à la mise en oeuvre du marché multi-latéral optimisé, nous décrivons le fonctionnement du processus de tâtonnement, et nous discutons les applications et perspectives reliées à ces mécanismes de marché.Market design, optimized multi-lateral multi-commodity markets, multi-round auctions, Design de marché, marché multi-latéraux optimisés, processus de tâtonnement

Deep Reinforcement Learning Framework with Q Learning For Optimal Scheduling in Cloud Computing

Cloud computing is an emerging technology that is increasingly being appreciated for its diverse uses, encompassing data processing, The Internet of Things (IoT) and the storing of data. The continuous growth in the number of cloud users and the widespread use of IoT devices have resulted in a significant increase in the volume of data being generated by these users and the integration of IoT devices with cloud platforms. The process of managing data stored in the cloud has become more challenging to complete. There are numerous significant challenges that must be overcome in the process of migrating all data to cloud-hosted data centers. High bandwidth consumption, longer wait times, greater costs, and greater energy consumption are only some of the difficulties that must be overcome. Cloud computing, as a result, is able to allot resources in line with the specific actions made by users, which is a result of the conclusion that was mentioned earlier. This phenomenon can be attributed to the provision of a superior Quality of Service (QoS) to clients or users, with an optimal response time. Additionally, adherence to the established Service Level Agreement further contributes to this outcome. Due to this circumstance, it is of utmost need to effectively use the computational resources at hand, hence requiring the formulation of an optimal approach for task scheduling. The goal of this proposed study is to find ways to allocate and schedule cloud-based virtual machines (VMs) and tasks in such a way as to reduce completion times and associated costs. This study presents a new method of scheduling that makes use of Q-Learning to optimize the utilization of resources.The algorithm's primary goals include optimizing its objective function, building the ideal network, and utilizing experience replay techniques

Situation inference and context recognition for intelligent mobile sensing applications

The usage of smart devices is an integral element in our daily life. With the richness of data streaming from sensors embedded in these smart devices, the applications of ubiquitous computing are limitless for future intelligent systems. Situation inference is a non-trivial issue in the domain of ubiquitous computing research due to the challenges of mobile sensing in unrestricted environments. There are various advantages to having robust and intelligent situation inference from data streamed by mobile sensors. For instance, we would be able to gain a deeper understanding of human behaviours in certain situations via a mobile sensing paradigm. It can then be used to recommend resources or actions for enhanced cognitive augmentation, such as improved productivity and better human decision making. Sensor data can be streamed continuously from heterogeneous sources with different frequencies in a pervasive sensing environment (e.g., smart home). It is difficult and time-consuming to build a model that is capable of recognising multiple activities. These activities can be performed simultaneously with different granularities. We investigate the separability aspect of multiple activities in time-series data and develop OPTWIN as a technique to determine the optimal time window size to be used in a segmentation process. As a result, this novel technique reduces need for sensitivity analysis, which is an inherently time consuming task. To achieve an effective outcome, OPTWIN leverages multi-objective optimisation by minimising the impurity (the number of overlapped windows of human activity labels on one label space over time series data) while maximising class separability. The next issue is to effectively model and recognise multiple activities based on the user's contexts. Hence, an intelligent system should address the problem of multi-activity and context recognition prior to the situation inference process in mobile sensing applications. The performance of simultaneous recognition of human activities and contexts can be easily affected by the choices of modelling approaches to build an intelligent model. We investigate the associations of these activities and contexts at multiple levels of mobile sensing perspectives to reveal the dependency property in multi-context recognition problem. We design a Mobile Context Recognition System, which incorporates a Context-based Activity Recognition (CBAR) modelling approach to produce effective outcome from both multi-stage and multi-target inference processes to recognise human activities and their contexts simultaneously. Upon our empirical evaluation on real-world datasets, the CBAR modelling approach has significantly improved the overall accuracy of simultaneous inference on transportation mode and human activity of mobile users. The accuracy of activity and context recognition can also be influenced progressively by how reliable user annotations are. Essentially, reliable user annotation is required for activity and context recognition. These annotations are usually acquired during data capture in the world. We research the needs of reducing user burden effectively during mobile sensor data collection, through experience sampling of these annotations in-the-wild. To this end, we design CoAct-nnotate --- a technique that aims to improve the sampling of human activities and contexts by providing accurate annotation prediction and facilitates interactive user feedback acquisition for ubiquitous sensing. CoAct-nnotate incorporates a novel multi-view multi-instance learning mechanism to perform more accurate annotation prediction. It also includes a progressive learning process (i.e., model retraining based on co-training and active learning) to improve its predictive performance over time. Moving beyond context recognition of mobile users, human activities can be related to essential tasks that the users perform in daily life. Conversely, the boundaries between the types of tasks are inherently difficult to establish, as they can be defined differently from the individuals' perspectives. Consequently, we investigate the implication of contextual signals for user tasks in mobile sensing applications. To define the boundary of tasks and hence recognise them, we incorporate such situation inference process (i.e., task recognition) into the proposed Intelligent Task Recognition (ITR) framework to learn users' Cyber-Physical-Social activities from their mobile sensing data. By recognising the engaged tasks accurately at a given time via mobile sensing, an intelligent system can then offer proactive supports to its user to progress and complete their tasks. Finally, for robust and effective learning of mobile sensing data from heterogeneous sources (e.g., Internet-of-Things in a mobile crowdsensing scenario), we investigate the utility of sensor data in provisioning their storage and design QDaS --- an application agnostic framework for quality-driven data summarisation. This allows an effective data summarisation by performing density-based clustering on multivariate time series data from a selected source (i.e., data provider). Thus, the source selection process is determined by the measure of data quality. Nevertheless, this framework allows intelligent systems to retain comparable predictive results by its effective learning on the compact representations of mobile sensing data, while having a higher space saving ratio. This thesis contains novel contributions in terms of the techniques that can be employed for mobile situation inference and context recognition, especially in the domain of ubiquitous computing and intelligent assistive technologies. This research implements and extends the capabilities of machine learning techniques to solve real-world problems on multi-context recognition, mobile data summarisation and situation inference from mobile sensing. We firmly believe that the contributions in this research will help the future study to move forward in building more intelligent systems and applications

Active privacy-utility trade-off against inference in time-series data sharing

Internet of things devices have become highly popular thanks to the services they offer. However, they also raise privacy concerns since they share fine-grained time-series user data with untrusted third parties. We model the users personal information as the secret variable, to be kept private from an honest-but-curious service provider, and the useful variable, to be disclosed for utility. We consider an active learning framework, where one out of a finite set of measurement mechanisms is chosen at each time step, each revealing some information about the underlying secret and useful variables, albeit with different statistics. The measurements are taken such that the correct value of useful variable can be detected quickly, while the confidence on the secret variable remains below a predefined level. For privacy measure, we consider both the probability of correctly detecting the secret variable value and the mutual information between the secret and released data. We formulate both problems as partially observable Markov decision processes, and numerically solve by advantage actor-critic deep reinforcement learning. We evaluate the privacy-utility trade-off of the proposed policies on both the synthetic and real-world time-series datasets