bluuebunny/crossref_metadata_2025 huggingface dataset:
Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach
Authors: Sawhney Ramit , Agarwal Shivam , Wadhwa Arnav , Derr Tyler , Shah Rajiv Ratn
Published: September 2022

Quantitative trading and investment decision making are intricate financial tasks that rely on accurate stock selection.
Despite advances in deep learning that have made significant progress in the complex and highly stochastic stock prediction problem, modern solutions face two significant limitations.
They do not directly optimize the target of investment in terms of profit, and treat each stock as independent from the others, ignoring the rich signals between related stocks' temporal price movements.
Building on these limitations, we reformulate stock prediction as a learning to rank problem and propose STHAN-SR, a neural hypergraph architecture for stock selection.
The key novelty of our work is the proposal of modeling the complex relations between stocks through a hypergraph and a temporal Hawkes attention mechanism to tailor a new spatiotemporal attention hypergraph network architecture to rank stocks based on profit by jointly modeling stock interdependence and the temporal evolution of their prices.
Through experiments on three markets spanning over six years of data, we show that STHAN-SR significantly outperforms state-of-the-art neural stock forecasting methods.
We validate our design choices through ablative and exploratory analyses over STHAN-SR's spatial and temporal components and demonstrate its practical applicability.
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network
Authors: Shi Zijian , Chen Yu , Cartlidge John
Published: September 2022

In an order-driven financial market, the price of a financial asset is discovered through the interaction of orders - requests to buy or sell at a particular price - that are posted to the public limit order book (LOB). Therefore, LOB data is extremely valuable for modelling market dynamics. However, LOB data is not freely accessible, which poses a challenge to market participants and researchers wishing to exploit this information. Fortunately, trades and quotes (TAQ) data - orders arriving at the top of the LOB, and trades executing in the market - are more readily available. In this paper, we present the LOB recreation model, a first attempt from a deep learning perspective to recreate the top five price levels of the LOB for small-tick stocks using only TAQ data. Volumes of orders sitting deep in the LOB are predicted by combining outputs from: (1) a history compiler that uses a Gated Recurrent Unit (GRU) module to selectively compile prediction relevant quote history; (2) a market events simulator, which uses an Ordinary Differential Equation Recurrent Neural Network (ODE-RNN) to simulate the accumulation of net order arrivals; and (3) a weighting scheme to adaptively combine the predictions generated by (1) and (2). By the paradigm of transfer learning, the core encoder trained on one stock can be fine-tuned to enable application to other financial assets of the same class with much lower demand on additional data. Comprehensive experiments conducted on two real world intraday LOB datasets demonstrate that the proposed model can efficiently recreate the LOB with high accuracy using only TAQ data as input.
Alternative Baselines for Low-Shot 3D Medical Image Segmentation---An Atlas Perspective
Authors: Wang Shuxin , Cao Shilei , Wei Dong , Xie Cong , Ma Kai , Wang Liansheng , Meng Deyu , Zheng Yefeng
Published: September 2022

Low-shot (one/few-shot) segmentation has attracted increasing attention as it works well with limited annotation. State-of-the-art low-shot segmentation methods on natural images usually focus on implicit representation learning for each novel class, such as learning prototypes, deriving guidance features via masked average pooling, and segmenting using cosine similarity in feature space. We argue that low-shot segmentation on medical images should step further to explicitly learn dense correspondences between images to utilize the anatomical similarity. The core ideas are inspired by the classical practice of multi-atlas segmentation, where the indispensable parts of atlas-based segmentation, i.e., registration, label propagation, and label fusion are unified into a single framework in our work. Specifically, we propose two alternative baselines, i.e., the Siamese-Baseline and Individual-Difference-Aware Baseline, where the former is targeted at anatomically stable structures (such as brain tissues), and the latter possesses a strong generalization ability to organs suffering large morphological variations (such as abdominal organs). In summary, this work sets up a benchmark for low-shot 3D medical image segmentation and sheds light on further understanding of atlas-based few-shot segmentation.
DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding
Authors: Wang Zhicheng , Huang Biwei , Tu Shikui , Zhang Kun , Xu Lei
Published: September 2022

Most existing reinforcement learning (RL)-based portfolio management models do not take into account the market conditions, which limits their performance in risk-return balancing. In this paper, we propose DeepTrader, a deep RL method to optimize the investment policy. In particular, to tackle the risk-return balancing problem, our model embeds macro market conditions as an indicator to dynamically adjust the proportion between long and short funds, to lower the risk of market fluctuations, with the negative maximum drawdown as the reward function. Additionally, the model involves a unit to evaluate individual assets, which learns dynamic patterns from historical data with the price rising rate as the reward function. Both temporal and spatial dependencies between assets are captured hierarchically by a specific type of graph structure. Particularly, we find that the estimated causal structure best captures the interrelationships between assets, compared to industry classification and correlation. The two units are complementary and integrated to generate a suitable portfolio which fits the market trend well and strikes a balance between return and risk effectively. Experiments on three well-known stock indexes demonstrate the superiority of DeepTrader in terms of risk-gain criteria.
Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series
Authors: Wu Yinjun , Ni Jingchao , Cheng Wei , Zong Bo , Song Dongjin , Chen Zhengzhang , Liu Yanchi , Zhang Xuchao , Chen Haifeng , Davidson Susan B
Published: September 2022

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS’s individually, and do not leverage the dynamic distributions underlying the MTS’s, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting time series. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.
Towards Efficient Selection of Activity Trajectories based on Diversity and Coverage
Authors: Yang Chengcheng , Chen Lisi , Wang Hao , Shang Shuo
Published: September 2022

With the prevalence of location based services, activity trajectories are being generated at a rapid pace. The activity trajectory data enriches traditional trajectory data with semantic activities of users, which not only shows where the users have been, but also the preference of users. However, the large volume of data is expensive for people to explore. To address this issue, we study the problem of Diversity-aware Activity Trajectory Selection (DaATS). Given a region of interest for a user, it finds a small number of representative activity trajectories that can provide the user with a broad coverage of different aspects of the region. The problem is challenging in both the efficiency of trajectory similarity computation and subset selection. To tackle the two challenges, we propose a novel solution by: (1) exploiting a deep metric learning method to speedup the similarity computation; and (2) proving that DaATS is an NP-hard problem, and developing an efficient approximation algorithm with performance guarantees. Experiments on two real-world datasets show that our proposal significantly outperforms state-of-the-art baselines.
Interpretable Self-Supervised Facial Micro-Expression Learning to Predict Cognitive State and Neurological Disorders
Authors: Das Arun , Mock Jeffrey , Huang Yufei , Golob Edward , Najafirad Peyman
Published: September 2022

Human behavior is the confluence of output from voluntary and involuntary motor systems. The neural activities that mediate behavior, from individual cells to distributed networks, are in a state of constant flux. Artificial intelligence (AI) research over the past decade shows that behavior, in the form of facial muscle activity, can reveal information about fleeting voluntary and involuntary motor system activity related to emotion, pain, and deception. However, the AI algorithms often lack an explanation for their decisions, and learning meaningful representations requires large datasets labeled by a subject-matter expert. Motivated by the success of using facial muscle movements to classify brain states and the importance of learning from small amounts of data, we propose an explainable self-supervised representation-learning paradigm that learns meaningful temporal facial muscle movement patterns from limited samples. We validate our methodology by carrying out comprehensive empirical study to predict future speech behavior in a real-world dataset of adults who stutter (AWS). Our explainability study found facial muscle movements around the eyes (p
Synergetic Learning of Heterogeneous Temporal Sequences for Multi-Horizon Probabilistic Forecasting
Authors: Li Longyuan , Zhang Jihai , Yan Junchi , Jin Yaohui , Zhang Yunhao , Duan Yanjie , Tian Guangjian
Published: September 2022

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However, existing models are mainly designated for either synchronous time-series or asynchronous event sequence, and can hardly provide a synthetic way to capture the relation between them. We propose Variational Synergetic Multi-Horizon Network (VSMHN), a novel deep conditional generative model. To learn complex correlations across heterogeneous sequences, a tailored encoder is devised to combine the advances in deep point processes models and variational recurrent neural networks. In addition, an aligned time coding and an auxiliary transition scheme are carefully devised for batched training on unaligned sequences. Our model can be trained effectively using stochastic variational inference and generates probabilistic predictions with Monte-Carlo simulation. Furthermore, our model produces accurate, sharp and more realistic probabilistic forecasts. We also show that modeling asynchronous event sequences is crucial for multi-horizon time-series forecasting.
Bayesian Distributional Policy Gradients
Authors: Li Luchen , Faisal A. Aldo
Published: September 2022

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be beneficial for trading off exploration and exploitation and policy learning in general. Previous works in distributional RL focused mainly on computing the state-action-return distributions, here we model the state-return distributions. This enables us to translate successful conventional RL algorithms that are based on state values into distributional RL. We formulate the distributional Bellman operation as an inference-based auto-encoding process that minimises Wasserstein metrics between target/model return distributions. The proposed algorithm, BDPG (Bayesian Distributional Policy Gradients), uses adversarial training in joint-contrastive learning to estimate a variational posterior from the returns. Moreover, we can now interpret the return prediction uncertainty as an information gain, which allows to obtain a new curiosity measure that helps BDPG steer exploration actively and efficiently. We demonstrate in a suite of Atari 2600 games and MuJoCo tasks, including well known hard-exploration challenges, how BDPG learns generally faster and with higher asymptotic performance than reference distributional RL algorithms.
Sublinear Classical and Quantum Algorithms for General Matrix Games
Authors: Li Tongyang , Wang Chunhao , Chakrabarti Shouvanik , Wu Xiaodi
Published: September 2022

We investigate sublinear classical and quantum algorithms for matrix games, a fundamental problem in optimization and machine learning, with provable guarantees. Given a matrix, sublinear algorithms for the matrix game were previously known only for two special cases: (1) the maximizing vectors live in the L1-norm unit ball, and (2) the minimizing vectors live in either the L1- or the L2-norm unit ball. We give a sublinear classical algorithm that can interpolate smoothly between these two cases: for any fixed q between 1 and 2, we solve, within some additive error, matrix games where the minimizing vectors are in an Lq-norm unit ball. We also provide a corresponding sublinear quantum algorithm that solves the same task with a quadratic improvement in dimensions of the maximizing and minimizing vectors. Both our classical and quantum algorithms are optimal in the dimension parameters up to poly-logarithmic factors. Finally, we propose sublinear classical and quantum algorithms for the approximate Carathéodory problem and the Lq-margin support vector machines as applications.
Online Optimal Control with Affine Constraints
Authors: Li Yingying , Das Subhro , Li Na
Published: September 2022

This paper considers online optimal control with affine constraints on the states and actions under linear dynamics with bounded random disturbances. The system dynamics and constraints are assumed to be known and time invariant but the convex stage cost functions change adversarially.
To solve this problem, we propose Online Gradient Descent with Buffer Zones (OGD-BZ). Theoretically, we show that OGD-BZ with proper parameters can guarantee the system to satisfy all the constraints despite any admissible disturbances. Further, we investigate the policy regret of OGD-BZ, which compares OGD-BZ's performance with the performance of the optimal linear policy in hindsight. We show that OGD-BZ can achieve a policy regret upper bound that is square root of the horizon length multiplied by some logarithmic terms of the horizon length under proper algorithm parameters.
Multi-Proxy Wasserstein Classifier for Image Classification
Authors: Liu Benlin , Rao Yongming , Lu Jiwen , Zhou Jie , Hsieh Cho-Jui
Published: September 2022

Most widely-used convolutional neural networks (CNNs) end up with a global average pooling layer and a fully-connected layer. In this pipeline, a certain class is represented by one template vector preserved in the feature banks of fully-connected layer. Yet, a class may have multiple properties useful for recognition while the above formulation only captures one of them. Therefore, it is desired to represent a class by multiple proxies. However, directly adding multiple linear layers turns out to be a trivial solution as no improvement can be observed. To tackle this problem, we adopt optimal transport theory to calculate a non-uniform matching flow between the elements in the feature map of a sample and the proxies of a class in a closed way. By doing so, the models are enabled to achieve partial matching as both the feature maps and the proxy set can now focus on a subset of elements from the counterpart. Such formulation also enables us to embed the samples into the Wasserstein metric space, which has many advantages over the original Euclidean space. This formulation can be achieved by a lightweight iterative algorithm, which can be easily embedded into the automatic differentiation framework. Empirical studies are performed on two widely-used classification datasets, CIFAR, and ILSVRC2012, and the substantial improvements on these two benchmarks demonstrate the effectiveness of our method.
Improving Causal Discovery By Optimal Bayesian Network Learning
Authors: Lu Ni Y , Zhang Kun , Yuan Changhe
Published: September 2022

Many widely-used causal discovery methods such as Greedy Equivalent Search (GES), although with asymptotic correctness guarantees, have been reported to produce sub-optimal solutions on finite data, or when the causal faithfulness condition is violated. The constraint-based procedure with Boolean satisfiability (SAT) solver, and the recently proposed Sparsest Permutation (SP) algorithm have shown superb performance, but currently they do not scale well. In this work, we demonstrate that optimal score-based exhaustive search is remarkably useful for causal discovery: it requires weaker conditions to guarantee asymptotic correctness, and outperforms well-known methods including PC, GES, GSP, and NOTEARS. In order to achieve scalability, we also develop an approximation algorithm for larger systems based on the A* method, which scales up to 60+ variables and obtains better results than existing greedy algorithms such as GES, MMHC, and GSP. Our results illustrate the risk of assuming the faithfulness assumption, the advantages of exhaustive search methods, and the limitations of greedy search methods, and shed light on the computational challenges and techniques in scaling up to larger networks and handling unfaithful data.
Tailoring Embedding Function to Heterogeneous Few-Shot Tasks by Global and Local Feature Adaptors
Authors: Lu Su , Ye Han-Jia , Zhan De-Chuan
Published: September 2022

Few-Shot Learning (FSL) is essential for visual recognition. Many methods tackle this challenging problem via learning an embedding function from seen classes and transfer it to unseen classes with a few labeled instances. Researchers recently found it beneficial to incorporate task-specific feature adaptation into FSL models, which produces the most representative features for each task. However, these methods ignore the diversity of classes and apply a global transformation to the task. In this paper, we propose Global and Local Feature Adaptor (GLoFA), a unifying framework that tailors the instance representation to specific tasks by global and local feature adaptors. We claim that class-specific local transformation helps to improve the representation ability of feature adaptor. Global masks tend to capture sketchy patterns, while local masks focus on detailed characteristics. A strategy to measure the relationship between instances adaptively based on the characteristics of both tasks and classes endow GLoFA with the ability to handle mix-grained tasks. GLoFA outperforms other methods on a heterogeneous task distribution and achieves competitive results on benchmark datasets.
PULNS: Positive-Unlabeled Learning with Effective Negative Sample Selector
Authors: Luo Chuan , Zhao Pu , Chen Chen , Qiao Bo , Du Chao , Zhang Hongyu , Wu Wei , Cai Shaowei , He Bing , Rajmohan Saravanakumar , Lin Qingwei
Published: September 2022

Positive-unlabeled learning (PU learning) is an important case of binary classification where the training data only contains positive and unlabeled samples. The current state-of-the-art approach for PU learning is the cost-sensitive approach, which casts PU learning as a cost-sensitive classification problem and relies on unbiased risk estimator for correcting the bias introduced by the unlabeled samples. However, this approach requires the knowledge of class prior and is subject to the potential label noise. In this paper, we propose a novel PU learning approach dubbed PULNS, equipped with an effective negative sample selector, which is optimized by reinforcement learning. Our PULNS approach employs an effective negative sample selector as the agent responsible for selecting negative samples from the unlabeled data. While the selected, likely negative samples can be used to improve the classifier, the performance of classifier is also used as the reward to improve the selector through the REINFORCE algorithm. By alternating the updates of the selector and the classifier, the performance of both is improved. Extensive experimental studies on 7 real-world application benchmarks demonstrate that PULNS consistently outperforms the current state-of-the-art methods in PU learning, and our experimental results also confirm the effectiveness of the negative sample selector underlying PULNS.
Sequential Attacks on Kalman Filter-based Forward Collision Warning Systems
Authors: Ma Yuzhe , Sharp Jon A , Wang Ruizhe , Fernandes Earlence , Zhu Xiaojin
Published: September 2022

Kalman Filter (KF) is widely used in various domains to perform sequential learning or variable estimation. In the context of autonomous vehicles, KF constitutes the core component of many Advanced Driver Assistance Systems (ADAS), such as Forward Collision Warning (FCW). It tracks the states (distance, velocity etc.) of relevant traffic objects based on sensor measurements. The tracking output of KF is often fed into downstream logic to produce alerts, which will then be used by human drivers to make driving decisions in near-collision scenarios. In this paper, we study adversarial attacks on KF as part of the more complex machine-human hybrid system of Forward Collision Warning. Our attack goal is to negatively affect human braking decisions by causing KF to output incorrect state estimations that lead to false or delayed alerts. We accomplish this by sequentially manipulating measure ments fed into the KF, and propose a novel Model Predictive Control (MPC) approach to compute the optimal manipulation. Via experiments conducted in a simulated driving environment, we show that the attacker is able to successfully change FCW alert signals through planned manipulation over measurements prior to the desired target time. These results demonstrate that our attack can stealthily mislead a distracted human driver and cause vehicle collisions.
Generative Semi-supervised Learning for Multivariate Time Series Imputation
Authors: Miao Xiaoye , Wu Yangyang , Wang Jun , Gao Yunjun , Mao Xudong , Yin Jianwei
Published: September 2022

The missing values, widely existed in multivariate time series data, hinder the effective data analysis. Existing time series imputation methods do not make full use of the label information in real-life time series data. In this paper, we propose a novel semi-supervised generative adversarial network model, named SSGAN, for missing value imputation in multivariate time series data. It consists of three players, i.e., a generator, a discriminator, and a classifier. The classifier predicts labels of time series data, and thus it drives the generator to estimate the missing values (or components), conditioned on observed components and data labels at the same time. We introduce a temporal reminder matrix to help the discriminator better distinguish the observed components from the imputed ones. Moreover, we theoretically prove that, SSGAN using the temporal reminder matrix and the classifier does learn to estimate missing values converging to the true data distribution when the Nash equilibrium is achieved. Extensive experiments on three public real-world datasets demonstrate that, SSGAN yields a more than 15% gain in performance, compared with the state-of-the-art methods.
Text-based RL Agents with Commonsense Knowledge: New Challenges, Environments and Baselines
Authors: Murugesan Keerthiram , Atzeni Mattia , Kapanipathi Pavan , Shukla Pushkar , Kumaravel Sadhana , Tesauro Gerald , Talamadupula Kartik , Sachan Mrinmaya , Campbell Murray
Published: September 2022

Text-based games have emerged as an important test-bed for Reinforcement Learning (RL) research, requiring RL agents to combine grounded language understanding with sequential decision making.
In this paper, we examine the problem of infusing RL agents with commonsense knowledge. Such knowledge would allow agents to efficiently act in the world by pruning out implausible actions,
and to perform look-ahead planning to determine how current actions might affect future world states. We design a new text-based gaming environment called TextWorld Commonsense (TWC) for training and evaluating RL agents with a specific kind of commonsense knowledge about objects, their attributes, and affordances. We also introduce several baseline RL agents which track the sequential context and dynamically retrieve the relevant commonsense knowledge from ConceptNet. We show that agents which incorporate commonsense knowledge in TWC perform better, while acting more efficiently. We conduct user-studies to estimate human performance on TWC and show that there is ample room for future improvement.
Clinical Risk Prediction with Temporal Probabilistic Asymmetric Multi-Task Learning
Authors: Nguyen A. Tuan , Jeong Hyewon , Yang Eunho , Hwang Sung Ju
Published: September 2022

Although recent multi-task learning methods have shown to be effective in improving the generalization of deep neural networks, they should be used with caution for safety-critical applications, such as clinical risk prediction. This is because even if they achieve improved task-average performance, they may still yield degraded performance on individual tasks, which may be critical (e.g., prediction of mortality risk). Existing asymmetric multi-task learning methods tackle this negative transfer problem by performing knowledge transfer from tasks with low loss to tasks with high loss. However, using loss as a measure of reliability is risky since low loss could result from overfitting. In the case of time-series prediction tasks, knowledge learned for one task (e.g., predicting the sepsis onset) at a specific timestep may be useful for learning another task (e.g., prediction of mortality) at a later timestep, but lack of loss at each timestep makes it difficult to measure the reliability at each timestep. To capture such dynamically changing asymmetric relationships between tasks in time-series data, we propose a novel temporal asymmetric multi-task learning model that performs knowledge transfer from certain tasks/timesteps to relevant uncertain tasks, based on the feature-level uncertainty. We validate our model on multiple clinical risk prediction tasks against various deep learning models for time-series prediction, which our model significantly outperforms without any sign of negative transfer. Further qualitative analysis of learned knowledge graphs by clinicians shows that they are helpful in analyzing the predictions of the model.
Distributional Reinforcement Learning via Moment Matching
Authors: Nguyen-Tang Thanh , Gupta Sunil , Venkatesh Svetha
Published: September 2022

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only the expectation, of the total return. We formulate a method that learns a finite set of statistics from each return distribution via neural networks, as in the distributional RL literature. Existing distributional RL methods however constrain the learned statistics to predefined functional forms of the return distribution which is both restrictive in representation and difficult in maintaining the predefined statistics. Instead, we learn unrestricted statistics, i.e., deterministic (pseudo-)samples, of the return distribution by leveraging a technique from hypothesis testing known as maximum mean discrepancy (MMD), which leads to a simpler objective amenable to backpropagation. Our method can be interpreted as implicitly matching all orders of moments between a return distribution and its Bellman target. We establish sufficient conditions for the contraction of the distributional Bellman operator and provide finite-sample analysis for the deterministic samples in distribution approximation. Experiments on the suite of Atari games show that our method outperforms the standard distributional RL baselines and sets a new record in the Atari games for non-distributed agents.
OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport
Authors: Onken Derek , Wu Fung Samy , Li Xingjian , Ruthotto Lars
Published: September 2022

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of variables formula and thus requires invertibility of the mapping and an efficient way to compute the determinant of its Jacobian. To satisfy these requirements, normalizing flows typically consist of carefully chosen components. Continuous normalizing flows (CNFs) are mappings obtained by solving a neural ordinary differential equation (ODE). The neural ODE's dynamics can be chosen almost arbitrarily while ensuring invertibility. Moreover, the log-determinant of the flow's Jacobian can be obtained by integrating the trace of the dynamics' Jacobian along the flow. Our proposed OT-Flow approach tackles two critical computational challenges that limit a more widespread use of CNFs. First, OT-Flow leverages optimal transport (OT) theory to regularize the CNF and enforce straight trajectories that are easier to integrate. Second, OT-Flow features exact trace computation with time complexity equal to trace estimators used in existing CNFs. On five high-dimensional density estimation and generative modeling tasks, OT-Flow performs competitively to state-of-the-art CNFs while on average requiring one-fourth of the number of weights with an 8x speedup in training time and 24x speedup in inference.
Defending against Backdoors in Federated Learning with Robust Learning Rate
Authors: Ozdayi Mustafa Safa , Kantarcioglu Murat , Gel Yulia R.
Published: September 2022

Federated learning (FL) allows a set of agents to collaboratively train a model without sharing their potentially sensitive data. This makes FL suitable for privacy-preserving applications. At the same time, FL is susceptible to adversarial attacks due to decentralized and unvetted data. One important line of attacks against FL is the backdoor attacks. In a backdoor attack, an adversary tries to embed a backdoor functionality to the model during training that can later be activated to cause a desired misclassification. To prevent backdoor attacks, we propose a lightweight defense that requires minimal change to the FL protocol. At a high level, our defense is based on carefully adjusting the aggregation server's learning rate, per dimension and per round, based on the sign information of agents' updates. We first conjecture the necessary steps to carry a successful backdoor attack in FL setting, and then, explicitly formulate the defense based on our conjecture. Through experiments, we provide empirical evidence that supports our conjecture, and we test our defense against backdoor attacks under different settings. We observe that either backdoor is completely eliminated, or its accuracy is significantly reduced. Overall, our experiments suggest that our defense significantly outperforms some of the recently proposed defenses in the literature. We achieve this by having minimal influence over the accuracy of the trained models. In addition, we also provide convergence rate analysis for our proposed scheme.
Multiple Kernel Clustering with Kernel k-Means Coupled Graph Tensor Learning
Authors: Ren Zhenwen , Sun Quansen , Wei Dong
Published: September 2022

Kernel k-means (KKM) and spectral clustering (SC) are two basic methods used for multiple kernel clustering (MKC), which have both been widely used to identify clusters that are non-linearly separable. However, both of them have their own shortcomings: 1) the KKM-based methods usually focus on learning a discrete clustering indicator matrix via a combined consensus kernel, but cannot exploit the high-order affinities of all pre-defined base kernels; and 2) the SC-based methods require a robust and meaningful affinity graph in kernel space as input in order to form clusters with desired clustering structure. In this paper, a novel method, kernel k-means coupled graph tensor (KCGT), is proposed to graciously couple KKM and SC for seizing their merits and evading their demerits simultaneously. In specific, we innovatively develop a new graph learning paradigm by leveraging an explicit theoretical connection between clustering indicator matrix and affinity graph, such that the affinity graph propagated from KKM enjoys the valuable block diagonal and sparse property. Then, by using this graph learning paradigm, base kernels can produce multiple candidate affinity graphs, which are stacked into a low-rank graph tensor for capturing the high-order affinity of all these graphs. After that, by averaging all the frontal slices of the tensor, a high-quality affinity graph is obtained. Extensive experiments have shown the superiority of KCGT compared with the state-of-the-art MKC methods.
Shuffling Recurrent Neural Networks
Authors: Rotman Michael , Wolf Lior
Published: September 2022

We propose a novel recurrent neural network model, where the hidden state hₜ is obtained by permuting the vector elements of the previous hidden state hₜ₋₁ and adding the output of a learned function β(xₜ) of the input xₜ at time t. In our model, the prediction is given by a second learned function, which is applied to the hidden state s(hₜ). The method is easy to implement, extremely efficient, and does not suffer from vanishing nor exploding gradients. In an extensive set of experiments, the method shows competitive results, in comparison to the leading literature baselines. We share our implementation at https://github.com/rotmanmi/SRNN.
Visual Transfer For Reinforcement Learning Via Wasserstein Domain Confusion
Authors: Roy Josh , Konidaris George D.
Published: September 2022

We introduce Wasserstein Adversarial Proximal Policy Optimization (WAPPO), a novel algorithm for visual transfer in Reinforcement Learning that explicitly learns to align the distributions of extracted features between a source and target task. WAPPO approximates and minimizes the Wasserstein-1 distance between the distributions of features from source and target domains via a novel Wasserstein Confusion objective. WAPPO outperforms the prior state-of-the-art in visual transfer and successfully transfers policies across Visual Cartpole and both the easy and hard settings of of 16 OpenAI Procgen environments.
Anytime Inference with Distilled Hierarchical Neural Ensembles
Authors: Ruiz Adria , Verbeek Jakob
Published: September 2022

Inference in deep neural networks can be computationally expensive, and networks capable of anytime inference are important in scenarios where the amount of compute or input data varies over time. In such networks the inference process can interrupted to provide a result faster, or continued to obtain a more accurate result.
We propose Hierarchical Neural Ensembles (HNE), a novel framework to embed an ensemble of multiple networks in a hierarchical tree structure, sharing intermediate layers. In HNE we control the complexity of inference on-the-fly by evaluating more or less models in the ensemble. Our second contribution is a novel hierarchical distillation method to boost the predictions of small ensembles. This approach leverages the nested structure of our ensembles, to optimally allocate accuracy and diversity across the individual models. Our experiments show that, compared to previous anytime inference models, HNE provides state-of-the-art accuracy-computation trade-offs on the CIFAR-10/100 and ImageNet datasets.
AdvantageNAS: Efficient Neural Architecture Search with Credit Assignment
Authors: Sato Rei , Sakuma Jun , Akimoto Youhei
Published: September 2022

Neural architecture search (NAS) is an approach for automatically designing a neural network architecture without human effort or expert knowledge. However, the high computational cost of NAS limits its use in commercial applications. Two recent NAS paradigms, namely one-shot and sparse propagation, which reduce the time and space complexities, respectively, provide clues for solving this problem. In this paper, we propose a novel search strategy for one-shot and sparse propagation NAS, namely AdvantageNAS, which further reduces the time complexity of NAS by reducing the number of search iterations. AdvantageNAS is a gradient-based approach that improves the search efficiency by introducing credit assignment in gradient estimation for architecture updates. Experiments on the NAS-Bench-201 and PTB dataset show that AdvantageNAS discovers an architecture with higher performance under a limited time budget compared to existing sparse propagation NAS. To further reveal the reliabilities of AdvantageNAS, we investigate it theoretically and find that it monotonically improves the expected loss and thus converges.
Multi-type Disentanglement without Adversarial Training
Authors: Sha Lei , Lukasiewicz Thomas
Published: September 2022

Controlling the style of natural language by disentangling the latent space is an important step towards interpretable machine learning. After the latent space is disentangled, the style of a sentence can be transformed by tuning the style representation without affecting other features of the sentence. Previous works usually use adversarial training to guarantee that disentangled vectors do not affect each other. However, adversarial methods are difficult to train. Especially when there are multiple features (e.g., sentiment, or tense, which we call style types in this paper), each feature requires a separate discriminator for extracting a disentangled style vector corresponding to that feature. In this paper, we propose a unified distribution-controlling method, which provides each specific style value (the value of style types, e.g., positive sentiment, or past tense) with a unique representation. This method contributes a solid theoretical basis to avoid adversarial training in multi-type disentanglement. We also propose multiple loss functions to achieve a style-content disentanglement as well as a disentanglement among multiple style types. In addition, we observe that if two different style types always have some specific style values that occur together in the dataset, they will affect each other when transferring the style values. We call this phenomenon training bias , and we propose a loss function to alleviate such training bias while disentangling multiple types. We conduct experiments on two datasets (Yelp service reviews and Amazon product reviews) to evaluate the style-disentangling effect and the unsupervised style-transfer performance on two style types: sentiment and tense. The experimental results show the effectiveness of our model.
Uncertainty-Matching Graph Neural Networks to Defend Against Poisoning Attacks
Authors: Shanthamallu Uday Shankar , J. Thiagarajan Jayaraman , Spanias Andreas
Published: September 2022

Graph Neural Networks (GNNs), a generalization of neural networks to graph-structured data, are often implemented using message passes between entities of a graph. While GNNs are effective for node classification, link prediction and graph classification, they are vulnerable to adversarial attacks, i.e., a small perturbation to the structure can lead to a non-trivial performance degradation. In this work, we propose Uncertainty Matching GNN (UM-GNN), that is aimed at improving the robustness of GNN models, particularly against poisoning attacks to the graph structure, by leveraging epistemic uncertainties from the message passing framework. More specifically, we propose to build a surrogate predictor that does not directly access the graph structure, but systematically extracts reliable knowledge from a standard GNN through a novel uncertainty-matching strategy. Interestingly, this uncoupling makes UM-GNN immune to evasion attacks by design, and achieves significantly improved robustness against poisoning attacks. Using empirical studies with standard benchmarks and a suite of global and target attacks, we demonstrate the effectiveness of UM-GNN, when compared to existing baselines including the state-of-the-art robust GCN.
PDO-eS2CNNs: Partial Differential Operator Based Equivariant Spherical CNNs
Authors: Shen Zhengyang , Shen Tiancheng , Lin Zhouchen , Ma Jinwen
Published: September 2022

Spherical signals exist in many applications, e.g., planetary data, LiDAR scans and digitalization of 3D objects, calling for models that can process spherical data effectively. It does not perform well when simply projecting spherical data into the 2D plane and then using planar convolution neural networks (CNNs), because of the distortion from projection and ineffective translation equivariance.
Actually, good principles of designing spherical CNNs are avoiding distortions and converting the shift equivariance property in planar CNNs to rotation equivariance in the spherical domain. In this work, we use partial differential operators (PDOs) to design a spherical equivariant CNN, PDO-eS2CNN, which is exactly rotation equivariant in the continuous domain. We then discretize PDO-eS2CNNs, and analyze the equivariance error resulted from discretization. This is the first time that the equivariance error is theoretically analyzed in the spherical domain. In experiments, PDO-eS2CNNs show greater parameter efficiency and outperform other spherical CNNs significantly on several tasks.
Partial Is Better Than All: Revisiting Fine-tuning Strategy for Few-shot Learning
Authors: Shen Zhiqiang , Liu Zechun , Qin Jie , Savvides Marios , Cheng Kwang-Ting
Published: September 2022

The goal of few-shot learning is to learn a classifier that can recognize unseen classes from limited support data with labels. A common practice for this task is to train a model on the base set first and then transfer to novel classes through fine-tuning or meta-learning. However, as the base classes have no overlap to the novel set, simply transferring whole knowledge from base data is not an optimal solution since some knowledge in the base model may be biased or even harmful to the novel class. In this paper, we propose to transfer partial knowledge by freezing or fine-tuning particular layer(s) in the base model. Specifically, layers will be imposed different learning rates if they are chosen to be fine-tuned, to control the extent of preserved transferability. To determine which layers to be recast and what values of learning rates for them, we introduce an evolutionary search based method that is efficient to simultaneously locate the target layers and determine their individual learning rates. We conduct extensive experiments on CUB and mini-ImageNet to demonstrate the effectiveness of our proposed method. It achieves the state-of-the-art performance on both meta-learning and non-meta based frameworks. Furthermore, we extend our method to the conventional pre-training + fine-tuning paradigm and obtain consistent improvement.
Federated Multi-Armed Bandits
Authors: Shi Chengshuai , Shen Cong
Published: September 2022

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys features that are analogous to FL. This paper proposes a general framework of FMAB and then studies two specific federated bandit models. We first study the approximate model where the heterogeneous local models are random realizations of the global model from an unknown distribution. This model introduces a new uncertainty of client sampling, as the global model may not be reliably learned even if the finite local models are perfectly known. Furthermore, this uncertainty cannot be quantified a priori without knowledge of the suboptimality gap. We solve the approximate model by proposing Federated Double UCB (Fed2-UCB), which constructs a novel “double UCB” principle accounting for uncertainties from both arm and client sampling. We show that gradually admitting new clients is critical in achieving an O(log(T)) regret while explicitly considering the communication loss. The exact model, where the global bandit model is the exact average of heterogeneous local models, is then studied as a special case. We show that, somewhat surprisingly, the order-optimal regret can be achieved independent of the number of clients with a careful choice of the update periodicity. Experiments using both synthetic and real-world datasets corroborate the theoretical analysis and demonstrate the effectiveness and efficiency of the proposed algorithms.
Online Class-Incremental Continual Learning with Adversarial Shapley Value
Authors: Shim Dongsub , Mai Zheda , Jeong Jihwan , Sanner Scott , Kim Hyunwoo , Jang Jongseong
Published: September 2022

As image-based deep learning becomes pervasive on every device, from cell phones to smart watches, there is a growing need to develop methods that continually learn from data while minimizing memory footprint and power consumption. While memory replay techniques have shown exceptional promise for this task of continual learning, the best method for selecting which buffered images to replay is still an open question. In this paper, we specifically focus on the online class-incremental setting where a model needs to learn new classes continually from an online data stream. To this end, we contribute a novel Adversarial Shapley value scoring method that scores memory data samples according to their ability to preserve latent decision boundaries for previously observed classes (to maintain learning stability and avoid forgetting) while interfering with latent decision boundaries of current classes being learned (to encourage plasticity and optimal learning of new class boundaries). Overall, we observe that our proposed ASER method provides competitive or improved performance compared to state-of-the-art replay-based continual learning methods on a variety of datasets.
Scalable Affinity Propagation for Massive Datasets
Authors: Shiokawa Hiroaki
Published: September 2022

Affinity Propagation (AP) is a fundamental algorithm to identify clusters included in data objects.
Given a similarities among objects, it iteratively performs message updates between all data object pairs until convergence.
Although AP yields a higher clustering quality compared with other methods, it is computationally expensive.
Hence, it has difficulty handling massive datasets that include numerous data objects.
This is because the message updates require a quadratic cost of the number of data objects.
Here, we propose a novel fast algorithm, ScaleAP, which outputs the same clusters as AP but within a shorter computation time.
ScaleAP dynamically excludes unnecessary message updates without sacrificing its clustering accuracy.
Our extensive evaluations demonstrate that ScaleAP outperforms existing AP algorithms in terms of running time by up to two orders of magnitude.