Affine Forward Variance (AFV)
We introduce the class of affine forward variance (AFV) models of which both the conventional Heston model and the rough Heston model are special cases. We show that AFV models can be characterized by the affine form of their cumulant generating function, which can be obtained as solution of a convolution Riccati equation. We further introduce the class of affine forward order flow intensity (AFI) models, which are structurally similar to AFV models, but driven by jump processes, and which include Hawkes-type models. We show that the cumulant generating function of an AFI model satisfies a generalized convolution Riccati equation and that a high-frequency limit of AFI models converges in distribution to the AFV model. …

ADARES
Virtual execution environments allow for consolidation of multiple applications onto the same physical server, thereby enabling more efficient use of server resources. However, users often statically configure the resources of virtual machines through guesswork, resulting in either insufficient resource allocations that hinder VM performance, or excessive allocations that waste precious data center resources. In this paper, we first characterize real-world resource allocation and utilization of VMs through the analysis of an extensive dataset, consisting of more than 250k VMs from over 3.6k private enterprise clusters. Our large-scale analysis confirms that VMs are often misconfigured, either overprovisioned or underprovisioned, and that this problem is pervasive across a wide range of private clusters. We then propose ADARES, an adaptive system that dynamically adjusts VM resources using machine learning techniques. In particular, ADARES leverages the contextual bandits framework to effectively manage the adaptations. Our system exploits easily collectible data, at the cluster, node, and VM levels, to make more sensible allocation decisions, and uses transfer learning to safely explore the configurations space and speed up training. Our empirical evaluation shows that ADARES can significantly improve system utilization without sacrificing performance. For instance, when compared to threshold and prediction-based baselines, it achieves more predictable VM-level performance and also reduces the amount of virtual CPUs and memory provisioned by up to 35% and 60% respectively for synthetic workloads on real clusters. …

CPSDebug
Debugging Cyber-Physical System (CPS) models can be extremely complex. Indeed, only the detection of a failure is insuffcient to know how to correct a faulty model. Faults can propagate in time and in space producing observable misbehaviours in locations completely different from the location of the fault. Understanding the reason of an observed failure is typically a challenging and laborious task left to the experience and domain knowledge of the designer. \n In this paper, we propose CPSDebug, a novel approach that by combining testing, specification mining, and failure analysis, can automatically explain failures in Simulink/Stateflow models. We evaluate CPSDebug on two case studies, involving two use scenarios and several classes of faults, demonstrating the potential value of our approach. …

Greedy Neural Architecture Search (GNAS)
A key problem in deep multi-attribute learning is to effectively discover the inter-attribute correlation structures. Typically, the conventional deep multi-attribute learning approaches follow the pipeline of manually designing the network architectures based on task-specific expertise prior knowledge and careful network tunings, leading to the inflexibility for various complicated scenarios in practice. Motivated by addressing this problem, we propose an efficient greedy neural architecture search approach (GNAS) to automatically discover the optimal tree-like deep architecture for multi-attribute learning. In a greedy manner, GNAS divides the optimization of global architecture into the optimizations of individual connections step by step. By iteratively updating the local architectures, the global tree-like architecture gets converged where the bottom layers are shared across relevant attributes and the branches in top layers more encode attribute-specific features. Experiments on three benchmark multi-attribute datasets show the effectiveness and compactness of neural architectures derived by GNAS, and also demonstrate the efficiency of GNAS in searching neural architectures. …