345 research outputs found
Differentially Private Distributed Stochastic Optimization with Time-Varying Sample Sizes
Differentially private distributed stochastic optimization has become a hot
topic due to the urgent need of privacy protection in distributed stochastic
optimization. In this paper, two-time scale stochastic approximation-type
algorithms for differentially private distributed stochastic optimization with
time-varying sample sizes are proposed using gradient- and output-perturbation
methods. For both gradient- and output-perturbation cases, the convergence of
the algorithm and differential privacy with a finite cumulative privacy budget
for an infinite number of iterations are simultaneously
established, which is substantially different from the existing works. By a
time-varying sample sizes method, the privacy level is enhanced, and
differential privacy with a finite cumulative privacy budget for
an infinite number of iterations is established. By properly choosing a
Lyapunov function, the algorithm achieves almost-sure and mean-square
convergence even when the added privacy noises have an increasing variance.
Furthermore, we rigorously provide the mean-square convergence rates of the
algorithm and show how the added privacy noise affects the convergence rate of
the algorithm. Finally, numerical examples including distributed training on a
benchmark machine learning dataset are presented to demonstrate the efficiency
and advantages of the algorithms
Speeding up boosted cascade of object detection using commodity graphics hardware
Master'sMASTER OF SCIENC
Model Test on Impact of Surrounding Rock Deterioration on Segmental Lining Structure for Underwater Shield Tunnel with Large Cross-Section
AbstractBased on Guangzhou Shiziyang Tunnel, a large-scale model test of segment lining structure was conducted to study the impact of surrounding rock deterioration. The results showed the outflow or deterioration of surrounding rock at the hence could make the stress state at the bottom and crown more serious. And it is very important to provide effective surrounding rock resistance to ensure the safety of tunnel structure
Empowering Many, Biasing a Few: Generalist Credit Scoring through Large Language Models
In the financial industry, credit scoring is a fundamental element, shaping
access to credit and determining the terms of loans for individuals and
businesses alike. Traditional credit scoring methods, however, often grapple
with challenges such as narrow knowledge scope and isolated evaluation of
credit tasks. Our work posits that Large Language Models (LLMs) have great
potential for credit scoring tasks, with strong generalization ability across
multiple tasks. To systematically explore LLMs for credit scoring, we propose
the first open-source comprehensive framework. We curate a novel benchmark
covering 9 datasets with 14K samples, tailored for credit assessment and a
critical examination of potential biases within LLMs, and the novel instruction
tuning data with over 45k samples. We then propose the first Credit and Risk
Assessment Large Language Model (CALM) by instruction tuning, tailored to the
nuanced demands of various financial risk assessment tasks. We evaluate CALM,
and existing state-of-art (SOTA) open source and close source LLMs on the build
benchmark. Our empirical results illuminate the capability of LLMs to not only
match but surpass conventional models, pointing towards a future where credit
scoring can be more inclusive, comprehensive, and unbiased. We contribute to
the industry's transformation by sharing our pioneering instruction-tuning
datasets, credit and risk assessment LLM, and benchmarks with the research
community and the financial industry
Transmission Roles of Symptomatic and Asymptomatic COVID-19 Cases: A Modelling Study
Coronavirus disease 2019 (COVID-19) asymptomatic cases are hard to identify, impeding transmissibility estimation. The value of COVID-19 transmissibility is worth further elucidation for key assumptions in further modelling studies. Through a population-based surveillance network, we collected data on 1342 confirmed cases with a 90-days follow-up for all asymptomatic cases. An age-stratified compartmental model containing contact information was built to estimate the transmissibility of symptomatic and asymptomatic COVID-19 cases. The difference in transmissibility of a symptomatic and asymptomatic case depended on age and was most distinct for the middle-age groups. The asymptomatic cases had a 66.7% lower transmissibility rate than symptomatic cases, and 74.1% (95% CI 65.9–80.7) of all asymptomatic cases were missed in detection. The average proportion of asymptomatic cases was 28.2% (95% CI 23.0–34.6). Simulation demonstrated that the burden of asymptomatic transmission increased as the epidemic continued and could potentially dominate total transmission. The transmissibility of asymptomatic COVID-19 cases is high and asymptomatic COVID-19 cases play a significant role in outbreaks
Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an
Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis
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