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FedCPD: Personalized Federated Learning with Prototype-Enhanced ...

https://cis.temple.edu/~jiewu/research/publications/Publication_files/FedCPD.pdf

0 2 2 2 L1 + E 0G2 + E2 0G2 2 + 2 L2E2 0G2 2 + 2 Theorem 2. (Non-convex FedCPD convergence). 0 < e < 0, e 2 f1 1; 2; : : : ; Eg, where represents the de- 2; cay factor for the learning rate. If the learning rate for each epoch satisfies the following condition, the loss function de-creases monotonically, leading to convergence:

Analysis of Randomized Householder-Cholesky QR Factorization with ...

https://faculty.cst.temple.edu/~szyld/reports/randCholQR_rev2_report.pdf

Only the trian-gular factor ˆR is needed, so some (exactly) orthogonal Qtmp exists such that Qtmp ˆR = ˆW + E2 = S2S1V + E1 + E2. (17) Analysis of E2 is provided in Section 5.2.4. In step 3, solving the triangular system Q ˆR = V also creates errors. These are analyzed in a row-wise fashion in Section 5.2.5, taking the form

Online Federated Learning on Distributed Unknown Data Using UAVs

https://cis.temple.edu/~jiewu/research/publications/Publication_files/ICDE2024_Online_Federated_Learning_on_Distributed_Unknown_Data_Using_UAVs.pdf

For the energy consumption during the learning phase, we set e1 = 0.01J and e2 = 80J [18]. To better align with real-world data collection scenarios, we design fine-grained PoI data models from three perspectives: data distribution, data generation patterns, and data quality.

Mathematical Tools for Multivariate Character Analysis

https://cis.temple.edu/~latecki/Courses/AI-Fall12/Lectures/GreatMatrixIntro.pdf

r„[’(x;„)]=’(x;„)¢Vx¡1(x¡„)(15:40b) Example13. Considerobtainingtheleast-squaressolutionforthegenerallinear model,y = Xfl+ e, where we wish to find the value of that minimizes the residual error givenyandX. In matrix form, Xn i=1 e2 i= e Te =(y¡Xfl)T(y¡xfl) =yTy¡flXTy¡yTXfl+flXTXfl =yTy¡2flXTy+flXTXfl

Lecture 03: Discrete Probability Distributions - Temple University

https://ronlevygroup.cst.temple.edu/courses/2016_fall/biost5312/lectures/biostat_lecture_10.pdf

3. For any two data points (x1,y1), (x2,y2) the error terms e1,e2 are independent of each other. These assumptions may be tested by using several different kinds of plots. The simplest being the x-y scatter plot. Here, we plot the dependent variable y vs. the independent variable x and superimpose the regression line y = a + bx on the same plot.

Joint Mobile Edge Caching and Pricing: A Mean-Field Game Approach

https://cis.temple.edu/~wu/research/publications/Publication_files/ICDE2024_Xu.pdf

Similar to Lemma 1, we can also prove that the mapping satisfies the assumptions (H1-H5) in [37]. Next, given this contraction mapping, there exists a unique fixed-point based on the fixed-point theorem, i.e., the fixed point can be found by initializing the iterations with an arbitrary point.