Keran Chen

Yuan Zhou, Keran Chen, Xiaofeng Li

Sea fog significantly threatens the safety of maritime activities. This paper develops a sea fog dataset (SFDD) and a dual branch sea fog detection network (DB-SFNet). We investigate all the observed sea fog events in the Yellow Sea and the Bohai Sea (118.1°E-128.1°E, 29.5°N-43.8°N) from 2010 to 2020, and collect the sea fog images for each event from the Geostationary Ocean Color Imager (GOCI) to comprise the dataset SFDD. The location of the sea fog in each image in SFDD is accurately marked. The proposed dataset is characterized by a long-time span, large number of samples, and accurate labeling, that can substantially improve the robustness of various sea fog detection models. Furthermore, this paper proposes a dual branch sea fog detection network to achieve accurate and holistic sea fog detection. The poporsed DB-SFNet is composed of a knowledge extraction module and a dual branch optional encoding decoding module. The two modules jointly extracts discriminative features from both visual and statistical domain. Experiments show promising sea fog detection results with an F1-score of 0.77 and a critical success index of 0.63. Compared with existing advanced deep learning networks, DB-SFNet is superior in detection performance and stability, particularly in the mixed cloud and fog areas.

Keran Chen, Joon Suk Huh, Kirthevasan Kandasamy

We study a data pricing problem, where a seller has access to $N$ homogeneous data points (e.g. drawn i.i.d. from some distribution). There are $m$ types of buyers in the market, where buyers of the same type $i$ have the same valuation curve $v_i:[N]\rightarrow [0,1]$, where $v_i(n)$ is the value for having $n$ data points. A priori, the seller is unaware of the distribution of buyers, but can repeat the market for $T$ rounds so as to learn the revenue-optimal pricing curve $p:[N] \rightarrow [0, 1]$. To solve this online learning problem, we first develop novel discretization schemes to approximate any pricing curve. When compared to prior work, the size of our discretization schemes scales gracefully with the approximation parameter, which translates to better regret in online learning. Under assumptions like smoothness and diminishing returns which are satisfied by data, the discretization size can be reduced further. We then turn to the online learning problem, both in the stochastic and adversarial settings. On each round, the seller chooses an anonymous pricing curve $p_t$. A new buyer appears and may choose to purchase some amount of data. She then reveals her type only if she makes a purchase. Our online algorithms build on classical algorithms such as UCB and FTPL, but require novel ideas to account for the asymmetric nature of this feedback and to deal with the vastness of the space of pricing curves. Using the improved discretization schemes previously developed, we are able to achieve $\tilde{O}(m\sqrt{T})$ regret in the stochastic setting and $\tilde{O}(m^{3/2}\sqrt{T})$ regret in the adversarial setting.

Keran Chen, Alex Clinton, Kirthevasan Kandasamy

We study a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(μ\) of an unknown normal distribution \(\Ncal(μ, σ^2)\), and contributors, who can collect data from this distribution at a cost. The broker delegates data collection work to contributors, aggregates reported datasets, sells it to buyers, and redistributes revenue as payments to contributors. We aim to maximize welfare or profit under key constraints: individual rationality for buyers and contributors, incentive compatibility (contributors are incentivized to comply with data collection instructions and truthfully report the collected data), and budget balance (total contributor payments equals total revenue). We first compute welfare/profit-optimal prices under truthful reporting; however, to incentivize data collection and truthful data reporting, we adjust them based on discrepancies in contributors' reported data. This yields a Nash equilibrium (NE) where the two lowest-cost contributors collect all data. We complement this with two hardness results: \emph{(i)} no nontrivial dominant-strategy incentive-compatible mechanism exists in this problem, and \emph{(ii)} no mechanism outperforms ours in a NE.