Miracle-dz/UniFAR-FTUs huggingface dataset:
Smoothing Volatility Targeting

We propose an alternative approach towards cost mitigation in volatility-managed portfolios based on smoothing the predictive density of an otherwise standard stochastic volatility model. Specifically, we develop a novel variational Bayes estimation method that flexibly encompasses different smoothness assumptions irrespective of the persistence of the underlying latent state. Using a large set of equity trading strategies, we show that smoothing volatility targeting helps to regularise the extreme leverage/turnover that results from commonly used realised variance estimates. This has important implications for both the risk-adjusted returns and the mean-variance efficiency of volatility-managed portfolios, once transaction costs are factored in. An extensive simulation study shows that our variational inference scheme compares favourably against existing state-of-the-art Bayesian estimation methods for stochastic volatility models.
The disaggregated integer L-shaped method for the stochastic vehicle routing problem

This paper proposes a new integer L-shaped method for solving two-stage stochastic integer programs whose first-stage solutions can decompose into disjoint components, each one having a monotonic recourse function. In a minimization problem, the monotonicity property stipulates that the recourse cost of a component must always be higher or equal to that of any of its subcomponents. The method exploits new types of optimality cuts and lower bounding functionals that are valid under this property. The stochastic vehicle routing problem is particularly well suited to be solved by this approach, as its solutions can be decomposed into a set of routes. We consider the variant with stochastic demands in which the recourse policy consists of performing a return trip to the depot whenever a vehicle does not have sufficient capacity to accommodate a newly realized customer demand. This work shows that this policy can lead to a non-monotonic recourse function, but that the monotonicity holds when the customer demands are modeled by several commonly used families of probability distributions. We also present new problem-specific lower bounds on the recourse that strengthen the lower bounding functionals and significantly speed up the resolution process. Computational experiments on instances from the literature show that the new approach achieves state-of-the-art results.
Constraining nonminimal dark sector scenarios with the COHERENT neutrino scattering data

Abelian dark sector scenarios embedded into the two-Higgs doublet model are scrutinized within the Coherent Elastic Neutrino-Nucleus Scattering (CE$\nu$NS) experiment, which was first measured by the COHERENT Collaboration in 2017 with an ongoing effort to improve it since then and recently released data for the CsI target in 2022. In the theoretical framework, it is assumed that there is a $U(1)$ gauge group in the dark sector with a non-zero kinetic mixing with the hypercharge field. The COHERENT data for the targets CsI and liquid argon (LAr) are treated in both single and multi bin bases to constrain the multi dimensional parameter space, spanned by the dark gauge coupling, kinetic mixing parameter and the dark photon mass, of totally seven different representative scenarios which are also compared and contrasted among each other to find out about the most sensitive one to the data. The effect of refined quenching factor is also addressed.
Key Challenges with Agile Culture - A Survey among Practitioners

Context: Within agile transformations, there are a lot of different challenges coming up. One very important but less considered and treated in research are cultural challenges. Although research shows that cultural clashes and general organizational resistance to change are part of the most significant agile adoption barriers. Objective: Thus, our objective is to tackle this field and come up with important contributions for further research. To this end, we want to identify challenges that arise from the interplay between agility and organizational culture. Method: This is done based on an iterative research approach. On the one hand, we gathered qualitative data among our network of agile practitioners. Then, we derived in sum 15 challenges with agile culture. On the other hand, we gathered quantitative data by means of a questionnaire study with 92 participants. Results: We identified 7 key challenges out of the 15 challenges with agile culture. The results that are presented in a conceptual model show a focus on human aspects that we need to deal with more in future. Conclusion: Based on our results, we started deriving future work aspects to do more detailed research on the topic of cultural challenges while transitioning or using agile methods in software development and beyond.
Minors, connectivity, and diameter in randomly perturbed sparse graphs

Extremal properties of sparse graphs, randomly perturbed by the binomial random graph are considered. It is known that every $n$-vertex graph $G$ contains a complete minor of order $\Omega(n/\alpha(G))$. We prove that adding $\xi n$ random edges, where $\xi>0$ is arbitrarily small yet fixed, to an $n$-vertex graph $G$ satisfying $\alpha(G) \leq \zeta(\xi)n$ asymptotically almost surely results in a graph containing a complete minor of order $\tilde \Omega \left( n/\sqrt{\alpha(G)}\right)$; this result is tight up to the implicit logarithmic terms. For complete topological minors, we prove that there exists a constant $C>0$ such that adding $C n$ random edges to a graph $G$ satisfying $\delta(G) = \omega(1)$, asymptotically almost surely results in a graph containing a complete topological minor of order $\tilde \Omega(\min\{\delta(G),\sqrt{n}\})$; this result is tight up to the implicit logarithmic terms. Finally, extending results of Bohman, Frieze, Krivelevich, and Martin for the dense case, we analyse the asymptotic behaviour of the vertex-connectivity and the diameter of randomly perturbed sparse graphs.
Domain Generalization by Learning and Removing Domain-specific Features

Deep Neural Networks (DNNs) suffer from domain shift when the test dataset follows a distribution different from the training dataset. Domain generalization aims to tackle this issue by learning a model that can generalize to unseen domains. In this paper, we propose a new approach that aims to explicitly remove domain-specific features for domain generalization. Following this approach, we propose a novel framework called Learning and Removing Domain-specific features for Generalization (LRDG) that learns a domain-invariant model by tactically removing domain-specific features from the input images. Specifically, we design a classifier to effectively learn the domain-specific features for each source domain, respectively. We then develop an encoder-decoder network to map each input image into a new image space where the learned domain-specific features are removed. With the images output by the encoder-decoder network, another classifier is designed to learn the domain-invariant features to conduct image classification. Extensive experiments demonstrate that our framework achieves superior performance compared with state-of-the-art methods.
A Preferential Growth Channel for Supermassive Black Holes in Elliptical Galaxies at z ≲ 2

The assembly of stellar and supermassive black hole (SMBH) mass in elliptical galaxies since z ∼ 1 can help to diagnose the origins of locally observed correlations between SMBH mass and stellar mass. We therefore construct three samples of elliptical galaxies, one at z ∼ 0 and two at 0.7 ≲ z ≲ 2.5, and quantify their relative positions in the M BH−M * plane. Using a Bayesian analysis framework, we find evidence for translational offsets in both stellar mass and SMBH mass between the local sample and both higher-redshift samples. The offsets in stellar mass are small, and consistent with measurement bias, but the offsets in SMBH mass are much larger, reaching a factor of 7 between z ∼ 1 and z ∼ 0. The magnitude of the SMBH offset may also depend on redshift, reaching a factor of ∼20 at z ∼ 2. The result is robust against variation in the high- and low-redshift samples and changes in the analysis approach. The magnitude and redshift evolution of the offset are challenging to explain in terms of selection and measurement biases. We conclude that either there is a physical mechanism that preferentially grows SMBHs in elliptical galaxies at z ≲ 2, or that selection and measurement biases are both underestimated, and depend on redshift.
Hierarchical Over - the- Air FedGradN arm

Multi-task learning (MTL) is a learning paradigm to learn multiple related tasks simultaneously with a single shared network where each task has a distinct personalized header network for fine-tuning. MTL can be integrated into a federated learning (FL) setting if tasks are distributed across clients and clients have a single shared network, leading to personalized federated learning (PFL). To cope with statistical heterogeneity in the federated setting across clients which can significantly degrade the learning performance, we use a distributed dynamic weighting approach. To perform the communication between the remote parameter server (PS) and the clients efficiently over the noisy channel in a power and bandwidth-limited regime, we utilize over-the-air (OTA) aggregation and hierarchical fed-erated learning (HFL). Thus, we propose hierarchical over-the-air (HOTA) PFL with a dynamic weighting strategy which we call HOTA-FedGradNorm. Our algorithm considers the channel conditions during the dynamic weight selection process. We conduct experiments on a wireless communication system dataset (RadComDynamic). The experimental results demonstrate that the training speed with HOTA-FedGradNorm is faster compared to the algorithms with a naive static equal weighting strategy. In addition, HOTA-FedGradNorm provides robustness against the negative channel effects by compensating for the channel conditions during the dynamic weight selection process.
Find Someone Who: Visual Commonsense Understanding in Human-Centric Grounding

From a visual scene containing multiple people, human is able to distinguish each individual given the context descriptions about what happened before, their mental/physical states or intentions, etc. Above ability heavily relies on human-centric commonsense knowledge and reasoning. For example, if asked to identify the"person who needs healing"in an image, we need to first know that they usually have injuries or suffering expressions, then find the corresponding visual clues before finally grounding the person. We present a new commonsense task, Human-centric Commonsense Grounding, that tests the models' ability to ground individuals given the context descriptions about what happened before, and their mental/physical states or intentions. We further create a benchmark, HumanCog, a dataset with 130k grounded commonsensical descriptions annotated on 67k images, covering diverse types of commonsense and visual scenes. We set up a context-object-aware method as a strong baseline that outperforms previous pre-trained and non-pretrained models. Further analysis demonstrates that rich visual commonsense and powerful integration of multi-modal commonsense are essential, which sheds light on future works. Data and code will be available https://github.com/Hxyou/HumanCog.
Trajectory-User Linking Is Easier Than You Think

Trajectory-User Linking (TUL) is a relatively new mobility classification task in which anonymous trajectories are linked to the users who generated them. With applications ranging from personalized recommendations to criminal activity detection, TUL has received increasing attention over the past five years. While research has focused mainly on learning deep representations that capture complex spatio-temporal mobility patterns unique to individual users, we demonstrate that visit patterns are highly unique among users and thus simple heuristics applied directly to the raw data are sufficient to solve TUL. More specifically, we demonstrate that a single check-in per trajectory is enough to correctly predict the identity of the user up to 85% of the time. Moreover, by using a non-parametric classifier, we scale up TUL to over 100k users which is an increase over state-of-theart by three orders of magnitude. Extensive empirical analysis on four real-world datasets (Brightkite, Foursquare, Gowalla and Weeplaces) compares our findings to state-of-the-art results, and more importantly validates our claim that TUL is easier than commonly believed.
FeDXL: Provable Federated Learning for Deep X-Risk Optimization

In this paper, we tackle a novel federated learning (FL) problem for optimizing a family of X-risks, to which no existing FL algorithms are applicable. In particular, the objective has the form of $\mathbb E_{z\sim S_1} f(\mathbb E_{z'\sim S_2} \ell(w; z, z'))$, where two sets of data $S_1, S_2$ are distributed over multiple machines, $\ell(\cdot)$ is a pairwise loss that only depends on the prediction outputs of the input data pairs $(z, z')$, and $f(\cdot)$ is possibly a non-linear non-convex function. This problem has important applications in machine learning, e.g., AUROC maximization with a pairwise loss, and partial AUROC maximization with a compositional loss. The challenges for designing an FL algorithm for X-risks lie in the non-decomposability of the objective over multiple machines and the interdependency between different machines. To this end, we propose an active-passive decomposition framework that decouples the gradient's components with two types, namely active parts and passive parts, where the active parts depend on local data that are computed with the local model and the passive parts depend on other machines that are communicated/computed based on historical models and samples. Under this framework, we develop two provable FL algorithms (FeDXL) for handling linear and nonlinear $f$, respectively, based on federated averaging and merging. We develop a novel theoretical analysis to combat the latency of the passive parts and the interdependency between the local model parameters and the involved data for computing local gradient estimators. We establish both iteration and communication complexities and show that using the historical samples and models for computing the passive parts do not degrade the complexities. We conduct empirical studies of FeDXL for deep AUROC and partial AUROC maximization, and demonstrate their performance compared with several baselines.
Hybrid Multi-agent Deep Reinforcement Learning for Autonomous Mobility on Demand Systems

We consider the sequential decision-making problem of making proactive request assignment and rejection decisions for a profit-maximizing operator of an autonomous mobility on demand system. We formalize this problem as a Markov decision process and propose a novel combination of multi-agent Soft Actor-Critic and weighted bipartite matching to obtain an anticipative control policy. Thereby, we factorize the operator's otherwise intractable action space, but still obtain a globally coordinated decision. Experiments based on real-world taxi data show that our method outperforms state of the art benchmarks with respect to performance, stability, and computational tractability.
Studying the workload of a fully decentralized Web3 system: IPFS

Web3 aims at creating a decentralized platform that is competitive with modern cloud infrastructures that support today's Internet. However, Web3 is still limited, supporting only applications in the domains of content creation and sharing, decentralized financing, and decentralized communication. This is mainly due to the technologies supporting Web3: blockchain, IPFS, and libp2p, that although provide a good collection of tools to develop Web3 applications, are still limited in terms of design and performance. This motivates the need to better understand these technologies as to enable novel optimizations that can push Web3 to its full potential. Unfortunately, understanding the current behavior of a fully decentralized large-scale distributed system is a difficult task, as there is no centralized authority that has full knowledge of the system operation. To this end, in this paper we characterize the workload of IPFS, a key enabler of Web3. To achieve this, we have collected traces from accesses performed by users to one of the most popular IPFS gateways located in North America for a period of two weeks. Through the fine analysis of these traces, we gathered the amount of requests to the system, and found the providers of the requested content. With this data, we characterize both the popularity of requested and provided content, as well as their geo-location (by matching IP address with the MaxMind database). Our results show that most of the requests in IPFS are only to a few different content, that is provided by large portion of peers in the system. Furthermore, our analysis also shows that most requests are provided by the two largest portions of providers in the system, located in North America and Europe. With these insights, we conclude that the current IPFS architecture is sub-optimal and propose a research agenda for the future.
Rate-Splitting Multiple Access for Uplink Massive MIMO With Electromagnetic Exposure Constraints

Over the past few years, the prevalence of wireless devices has become one of the essential sources of electromagnetic (EM) radiation to the public. Facing with the swift development of wireless communications, people are skeptical about the risks of long-term exposure to EM radiation. As EM exposure is required to be restricted at user terminals, it is inefficient to blindly decrease the transmit power, which leads to limited spectral efficiency and energy efficiency (EE). Recently, rate-splitting multiple access (RSMA) has been proposed as an effective way to provide higher wireless transmission performance, which is a promising technology for future wireless communications. To this end, we propose using RSMA to increase the EE of massive MIMO uplink while limiting the EM exposure of users. In particularly, we investigate the optimization of the transmit covariance matrices and decoding order using statistical channel state information (CSI). The problem is formulated as non-convex mixed integer program, which is in general difficult to handle. We first propose a modified water-filling scheme to obtain the transmit covariance matrices with fixed decoding order. Then, a greedy approach is proposed to obtain the decoding permutation. Numerical results verify the effectiveness of the proposed EM exposure-aware EE maximization scheme for uplink RSMA.
Cross-Domain Transfer via Semantic Skill Imitation

We propose an approach for semantic imitation, which uses demonstrations from a source domain, e.g. human videos, to accelerate reinforcement learning (RL) in a different target domain, e.g. a robotic manipulator in a simulated kitchen. Instead of imitating low-level actions like joint velocities, our approach imitates the sequence of demonstrated semantic skills like"opening the microwave"or"turning on the stove". This allows us to transfer demonstrations across environments (e.g. real-world to simulated kitchen) and agent embodiments (e.g. bimanual human demonstration to robotic arm). We evaluate on three challenging cross-domain learning problems and match the performance of demonstration-accelerated RL approaches that require in-domain demonstrations. In a simulated kitchen environment, our approach learns long-horizon robot manipulation tasks, using less than 3 minutes of human video demonstrations from a real-world kitchen. This enables scaling robot learning via the reuse of demonstrations, e.g. collected as human videos, for learning in any number of target domains.
Deep Negative Correlation Classification

Ensemble learning serves as a straightforward way to improve the performance of almost any machine learning algorithm. Existing deep ensemble methods usually naively train many different models and then aggregate their predictions. This is not optimal in our view from two aspects: i) Naively training multiple models adds much more computational burden, especially in the deep learning era; ii) Purely optimizing each base model without considering their interactions limits the diversity of ensemble and performance gains. We tackle these issues by proposing deep negative correlation classification (DNCC), in which the accuracy and diversity trade-off is systematically controlled by decomposing the loss function seamlessly into individual accuracy and the correlation between individual models and the ensemble. DNCC yields a deep classification ensemble where the individual estimator is both accurate and negatively correlated. Thanks to the optimized diversities, DNCC works well even when utilizing a shared network backbone, which significantly improves its efficiency when compared with most existing ensemble systems. Extensive experiments on multiple benchmark datasets and network structures demonstrate the superiority of the proposed method.
Explainability of Text Processing and Retrieval Methods: A Critical Survey

Deep Learning and Machine Learning based models have become extremely popular in text processing and information retrieval. However, the non-linear structures present inside the networks make these models largely inscrutable. A significant body of research has focused on increasing the transparency of these models. This article provides a broad overview of research on the explainability and interpretability of natural language processing and information retrieval methods. More specifically, we survey approaches that have been applied to explain word embeddings, sequence modeling, attention modules, transformers, BERT, and document ranking. The concluding section suggests some possible directions for future research on this topic.
The Gas and Stellar Content of a Metal-poor Galaxy at z = 8.496 as Revealed by JWST and ALMA

We present a joint analysis of the galaxy S04590 at z = 8.496 based on NIRSpec, NIRCam, and NIRISS observations obtained as part of the Early Release Observations program of the James Webb Space Telescope (JWST) and the far-infrared [C ii] 158 μm emission line detected by dedicated Atacama Large Millimeter/submillimeter Array (ALMA) observations. We determine the physical properties of S04590 from modeling of the spectral energy distribution (SED) and through the redshifted optical nebular emission lines detected with JWST/NIRSpec. The best-fit SED model reveals a low-mass (M ⋆ = 107.2–108 M ⊙) galaxy with a low oxygen abundance of 12+log(O/H)=7.16−0.12+0.10 derived from the strong nebular and auroral emission lines. Assuming that [C ii] effectively traces the interstellar medium, we estimate the total gas mass of the galaxy to be M gas = (8.0 ± 4.0) × 108 M ⊙ based on the luminosity and spatial extent of [C ii]. This yields an exceptionally high gas fraction, f gas = M gas/(M gas + M ⋆) ≳ 90%, though one still consistent with the range expected for low metallicity. We further derive the metal mass of the galaxy based on the gas mass and gas-phase metallicity, which we find to be consistent with the expected metal production from Type II supernovae. Finally, we make the first constraints on the dust-to-gas (DTG) and dust-to-metal (DTM) ratios of galaxies in the epoch of reionization at z ≳ 6, showing overall low mass ratios of logDTG < −3.8 and logDTM < −0.5, though they are consistent with established scaling relations and in particular with those of the local metal-poor galaxy I Zwicky 18. Our analysis highlights the synergy between ALMA and JWST in characterizing the gas, metal, and stellar content of the first generation of galaxies.