{"title":"在预测股市价格的联合学习中减少客户端训练的数据不平衡","authors":"Momina Shaheen, M. Farooq, Tariq Umer","doi":"10.3390/jsan13010001","DOIUrl":null,"url":null,"abstract":"The approach of federated learning (FL) addresses significant challenges, including access rights, privacy, security, and the availability of diverse data. However, edge devices produce and collect data in a non-independent and identically distributed (non-IID) manner. Therefore, it is possible that the number of data samples may vary among the edge devices. This study elucidates an approach for implementing FL to achieve a balance between training accuracy and imbalanced data. This approach entails the implementation of data augmentation in data distribution by utilizing class estimation and by balancing on the client side during local training. Secondly, simple linear regression is utilized for model training at the client side to manage the optimal computation cost to achieve a reduction in computation cost. To validate the proposed approach, the technique was applied to a stock market dataset comprising stocks (AAL, ADBE, ASDK, and BSX) to predict the day-to-day values of stocks. The proposed approach has demonstrated favorable results, exhibiting a strong fit of 0.95 and above with a low error rate. The R-squared values, predominantly ranging from 0.97 to 0.98, indicate the model’s effectiveness in capturing variations in stock prices. Strong fits are observed within 75 to 80 iterations for stocks displaying consistently high R-squared values, signifying accuracy. On the 100th iteration, the declining MSE, MAE, and RMSE (AAL at 122.03, 4.89, 11.04, respectively; ADBE at 457.35, 17.79, and 21.38, respectively; ASDK at 182.78, 5.81, 13.51, respectively; and BSX at 34.50, 4.87, 5.87, respectively) values corroborated the positive results of the proposed approach with minimal data loss.","PeriodicalId":37584,"journal":{"name":"Journal of Sensor and Actuator Networks","volume":null,"pages":null},"PeriodicalIF":3.3000,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Reduction in Data Imbalance for Client-Side Training in Federated Learning for the Prediction of Stock Market Prices\",\"authors\":\"Momina Shaheen, M. Farooq, Tariq Umer\",\"doi\":\"10.3390/jsan13010001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The approach of federated learning (FL) addresses significant challenges, including access rights, privacy, security, and the availability of diverse data. However, edge devices produce and collect data in a non-independent and identically distributed (non-IID) manner. Therefore, it is possible that the number of data samples may vary among the edge devices. This study elucidates an approach for implementing FL to achieve a balance between training accuracy and imbalanced data. This approach entails the implementation of data augmentation in data distribution by utilizing class estimation and by balancing on the client side during local training. Secondly, simple linear regression is utilized for model training at the client side to manage the optimal computation cost to achieve a reduction in computation cost. To validate the proposed approach, the technique was applied to a stock market dataset comprising stocks (AAL, ADBE, ASDK, and BSX) to predict the day-to-day values of stocks. The proposed approach has demonstrated favorable results, exhibiting a strong fit of 0.95 and above with a low error rate. The R-squared values, predominantly ranging from 0.97 to 0.98, indicate the model’s effectiveness in capturing variations in stock prices. Strong fits are observed within 75 to 80 iterations for stocks displaying consistently high R-squared values, signifying accuracy. On the 100th iteration, the declining MSE, MAE, and RMSE (AAL at 122.03, 4.89, 11.04, respectively; ADBE at 457.35, 17.79, and 21.38, respectively; ASDK at 182.78, 5.81, 13.51, respectively; and BSX at 34.50, 4.87, 5.87, respectively) values corroborated the positive results of the proposed approach with minimal data loss.\",\"PeriodicalId\":37584,\"journal\":{\"name\":\"Journal of Sensor and Actuator Networks\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":3.3000,\"publicationDate\":\"2023-12-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Sensor and Actuator Networks\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3390/jsan13010001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"COMPUTER SCIENCE, INFORMATION SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Sensor and Actuator Networks","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3390/jsan13010001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"COMPUTER SCIENCE, INFORMATION SYSTEMS","Score":null,"Total":0}
Reduction in Data Imbalance for Client-Side Training in Federated Learning for the Prediction of Stock Market Prices
The approach of federated learning (FL) addresses significant challenges, including access rights, privacy, security, and the availability of diverse data. However, edge devices produce and collect data in a non-independent and identically distributed (non-IID) manner. Therefore, it is possible that the number of data samples may vary among the edge devices. This study elucidates an approach for implementing FL to achieve a balance between training accuracy and imbalanced data. This approach entails the implementation of data augmentation in data distribution by utilizing class estimation and by balancing on the client side during local training. Secondly, simple linear regression is utilized for model training at the client side to manage the optimal computation cost to achieve a reduction in computation cost. To validate the proposed approach, the technique was applied to a stock market dataset comprising stocks (AAL, ADBE, ASDK, and BSX) to predict the day-to-day values of stocks. The proposed approach has demonstrated favorable results, exhibiting a strong fit of 0.95 and above with a low error rate. The R-squared values, predominantly ranging from 0.97 to 0.98, indicate the model’s effectiveness in capturing variations in stock prices. Strong fits are observed within 75 to 80 iterations for stocks displaying consistently high R-squared values, signifying accuracy. On the 100th iteration, the declining MSE, MAE, and RMSE (AAL at 122.03, 4.89, 11.04, respectively; ADBE at 457.35, 17.79, and 21.38, respectively; ASDK at 182.78, 5.81, 13.51, respectively; and BSX at 34.50, 4.87, 5.87, respectively) values corroborated the positive results of the proposed approach with minimal data loss.
期刊介绍:
Journal of Sensor and Actuator Networks (ISSN 2224-2708) is an international open access journal on the science and technology of sensor and actuator networks. It publishes regular research papers, reviews (including comprehensive reviews on complete sensor and actuator networks), and short communications. Our aim is to encourage scientists to publish their experimental and theoretical results in as much detail as possible. There is no restriction on the length of the papers. The full experimental details must be provided so that the results can be reproduced.