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heterogeneity

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PyTorch implementation of Federated Learning algorithms FedSGD, FedAvg, FedAvgM, FedIR, FedVC, FedProx and standard SGD, applied to visual classification. Client distributions are synthesized with arbitrary non-identicalness and imbalance (Dirichlet priors). Client systems can be arbitrarily heterogeneous. Several mobile-friendly models are prov…

  • Updated Feb 27, 2022
  • Python

Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performance of the two models (HAR & Neural Networks). - The data used in this project is 2 years worth of intraday 5-minute realized volatility (See: Sheppard, Patton, Liu, 2012) from 20 Dow Jones stocks, that has bee…

  • Updated Sep 11, 2020
  • R

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