Jiarui Song

Jiarui Song, Yunheng Shen, Chengbin Hou et al.

Personalized Federated Learning (PFL) aims to address the statistical heterogeneity of data across clients by learning the personalized model for each client. Among various PFL approaches, the personalized aggregation-based approach conducts parameter aggregation in the server-side aggregation phase to generate personalized models, and focuses on learning appropriate collaborative relationships among clients for aggregation. However, the collaborative relationships vary in different scenarios and even at different stages of the FL process. To this end, we propose Personalized Federated Learning with Attentive Graph HyperNetworks (FedAGHN), which employs Attentive Graph HyperNetworks (AGHNs) to dynamically capture fine-grained collaborative relationships and generate client-specific personalized initial models. Specifically, AGHNs empower graphs to explicitly model the client-specific collaborative relationships, construct collaboration graphs, and introduce tunable attentive mechanism to derive the collaboration weights, so that the personalized initial models can be obtained by aggregating parameters over the collaboration graphs. Extensive experiments can demonstrate the superiority of FedAGHN. Moreover, a series of visualizations are presented to explore the effectiveness of collaboration graphs learned by FedAGHN.

Xipei Wang, Haoyu Zhang, Yuanbo Zhang et al.

The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing with stationary temporal data. However, traditional algorithms that tackle stationary time-series do not apply to non-stationary series like Forex trading. This paper investigates applicable models that can improve the accuracy of forecasting future trends of non-stationary time-series sequences. In particular, we focus on identifying potential models and investigate the effects of recognizing patterns from historical data. We propose a combination of \rebuttal{the} seq2seq model based on RNN, along with an attention mechanism and an enriched set features extracted via dynamic time warping and zigzag peak valley indicators. Customized loss functions and evaluating metrics have been designed to focus more on the predicting sequence's peaks and valley points. Our results show that our model can predict 4-hour future trends with high accuracy in the Forex dataset, which is crucial in realistic scenarios to assist foreign exchange trading decision making. We further provide evaluations of the effects of various loss functions, evaluation metrics, model variants, and components on model performance.