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Peter Hill

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

2 papers
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2

ECAI Conference 2024 Conference Paper

A Comprehensive Sustainable Framework for Machine Learning and Artificial Intelligence

  • Roberto Pagliari
  • Peter Hill
  • Po-Yu Chen
  • Maciej Dabrowny
  • Tingsheng Tan
  • Francois Buet-Golfouse

In many applications, regulations or best practices often lead to specific requirements in machine learning relating to four key pillars: fairness, privacy, interpretability and greenhouse gas emissions. These all sit in the broader context of sustainability in AI, an emerging practical AI topic. However, although these pillars have been individually addressed by past literature, none of these works have considered all the pillars. There are inherent trade-offs between each of the pillars (for example, utility vs fairness or utility vs privacy), making it even more important to consider them together. This paper outlines a new framework for Sustainable Machine Learning. It proposes FPIG, a general AI pipeline that allows for simultaneous consideration and a better understanding of the tradeoffs between the pillars. Based on the FPIG framework, we propose a meta-learning algorithm to estimate the four key pillars given a dataset summary, model architecture, and hyperparameters before model training. This algorithm allows users to select the optimal model architecture for a given dataset and a set of user requirements on the pillars. We illustrate the trade-offs under the FPIG model on three classical datasets and demonstrate the meta-learning approach with an example of real-world datasets and models with different interpretability, showcasing how it can aid model selection.

AAAI Conference 2023 Short Paper

Optimal Execution via Multi-Objective Multi-Armed Bandits (Student Abstract)

  • Francois Buet-Golfouse
  • Peter Hill

When trying to liquidate a large quantity of a particular stock, the price of that stock is likely to be affected by trades, thus leading to a reduced expected return if we were to sell the entire quantity at once. This leads to the problem of optimal execution, where the aim is to split the sell order into several smaller sell orders over the course of a period of time, to optimally balance stock price with market risk. This problem can be defined in terms of difference equations. Here, we show how we can reformulate this as a multi-objective problem, which we solve with a novel multi-armed bandit algorithm.

v2026.09.13