nils-herrmann/clean_scirepeval huggingface dataset:
GPT-based Generation for Classical Chinese Poetry

We present a simple yet effective method for generating high quality classical Chinese poetry with Generative Pre-trained Language Model (GPT). The method adopts a simple GPT model, without using any human crafted rules or features, or designing any additional neural components. While the proposed model learns to generate various forms of classical Chinese poems, including Jueju, Lushi, various Cipai and Couples, the generated poems are of very high quality. We also propose and implement a method to fine-tune the model to generate acrostic poetry. To the best of our knowledge, this is the first to employ GPT in developing a poetry generation system. We have released an online mini demonstration program on Wechat to show the generation capability of the proposed method for classical Chinese poetry.
Progressive Fashion Attribute Extraction

Extracting fashion attributes from images of people wearing clothing/fashion accessories is a very hard multi-class classification problem. Most often, even catalogues of fashion do not have all the fine-grained attributes tagged due to prohibitive cost of annotation. Using images of fashion articles, running multi-class attribute extraction with a single model for all kinds of attributes (neck design detailing, sleeves detailing, etc) requires classifiers that are robust to missing and ambiguously labelled data. In this work, we propose a progressive training approach for such multi-class classification, where weights learnt from an attribute are fine tuned for another attribute of the same fashion article (say, dresses). We branch networks for each attributes from a base network progressively during training. While it may have many labels, an image doesn't need to have all possible labels for fashion articles present in it. We also compare our approach to multi-label classification, and demonstrate improvements over overall classification accuracies using our approach.
trialr: Bayesian Clinical Trial Designs in R and Stan

This manuscript introduces an \proglang{R} package called \pkg{trialr} that implements a collection of clinical trial methods in \proglang{Stan} and \proglang{R}. In this article, we explore three methods in detail. The first is the continual reassessment method for conducting phase I dose-finding trials that seek a maximum tolerable dose. The second is EffTox, a dose-finding design that scrutinises doses by joint efficacy and toxicity outcomes. The third is the augmented binary method for modelling the probability of treatment success in phase II oncology trials with reference to repeated measures of continuous tumour size and binary indicators of treatment failure. We emphasise in this article the benefits that stem from having access to posterior samples, including flexible inference and powerful visualisation. We hope that this package encourages the use of Bayesian methods in clinical trials.
Privacy Risks of Explaining Machine Learning Models

Can we trust black-box machine learning with its decisions? Can we trust algorithms to train machine learning models on sensitive data? Transparency and privacy are two fundamental elements of trust for adopting machine learning. In this paper, we investigate the relation between interpretability and privacy. In particular we analyze if an adversary can exploit transparent machine learning to infer sensitive information about its training set. To this end, we perform membership inference as well as reconstruction attacks on two popular classes of algorithms for explaining machine learning models: feature-based and record-based influence measures. We empirically show that an attacker, that only observes the feature-based explanations, has the same power as the state of the art membership inference attacks on model predictions. We also demonstrate that record-based explanations can be effectively exploited to reconstruct significant parts of the training set. Finally, our results indicate that minorities and special cases are more vulnerable to these type of attacks than majority groups.
No experimental evidence for the significant anthropogenic climate change

In this paper we will prove that GCM-models used in IPCC report AR5 fail to calculate the influences of the low cloud cover changes on the global temperature. That is why those models give a very small natural temperature change leaving a very large change for the contribution of the green house gases in the observed temperature. This is the reason why IPCC has to use a very large sensitivity to compensate a too small natural component. Further they have to leave out the strong negative feedback due to the clouds in order to magnify the sensitivity. In addition, this paper proves that the changes in the low cloud cover fraction practically control the global temperature.
HE Stratosphere Event of 1975 Revisited: the Difference between the Patterns of Astroparticle Interaction and LHC Nucleus-Nucleus Collision

The event of astroparticle collision at high energy was detected in 1975 during the balloon flight in the stratosphere. The data of hundred particle tracks in x-ray films have been re-analyzed in the style of LHC experiments: rapidity distributions of charged particles and transverse mass spectra of multi-particle production have been built. The comparison of multiple histograms with the expectations of the Quark-Gluon String Model (QGSM) gives us, at first sight, the conclusion that it might be the carbon-nucleus collision with the matter of atmosphere at the c.m.s. equivalent energy √ s ≥ 5 TeV. After QGSM analysis of these scarce data, we know the following: the value of maximal rapidity of one projectile proton and the density of particle multiplicity in the central rapidity region. Besides this, the transverse mass distributions show us how many protons are in every particular range of rapidity. In such a way, we certainly can distinguish how this astroparticle interaction is similar to or differs from the average A-A collision event at LHC. Nevertheless, the data indicate the features that cannot be associated with nucleusnucleus collision: one particle with transverse mass 16 GeV was detected and a small nucleon population has been seen in the region of projectile fragmentation that does not correspond to the carbon nucleus collision. Both facts make us convinced that there might be a baryonic DM decay. These heavy quasi-stable baryon-antibaryon neutral states have been suggested in the earlier paper (Piskounova O., 2018). They are to be formed at the huge gravitation pressure in giant massive objects like Black Holes. Relativistic jets are spreading the baryonic DM in space. Their collisions with ordinary matter have to give the different pattern than A-A interactions. The important difference between new form of matter and the ordinary nucleus lies in the results of collision: baryonic DM is the object, where protons and antiprotons are strongly connected, so the energy is devided between the components of this astroparticle due to the structure function of Regge type, like quarks in the proton. The lightest debris of baryonic DM particle interacts with the greatest maximal rapidity and gives the small number of nucleons in the forwarding part of spectra. Baryonic DM can also split into the pair of similar DM with lower mass giving unusual couple of hadrons with mass near 14 GeV and heavier. Finally, we conclude that the rsults of cosmic ray experiments on the high altitudes in the atmosphere are, on one hand, good supplements to the LHC measurements. On the other hand, this experiments are able to discover events of unknown astroparticle collisions in the full kinematical range, while colliders are studying nuclear interactions only in the central rapidity region. Such experiments that detect the very first collision of astroparticles with the atmosphere should be continued, but they are prefered to be constructed with the application of up-to-date electronic methods.
Fake News Detection using Stance Classification: A Survey

This paper surveys and presents recent academic work carried out within the field of stance classification and fake news detection. Echo chambers and the model organism problem are examples that pose challenges to acquire data with high quality, due to opinions being polarised in microblogs. Nevertheless it is shown that several machine learning approaches achieve promising results in classifying stance. Some use crowd stance for fake news detection, such as the approach in [Dungs et al., 2018] using Hidden Markov Models. Furthermore feature engineering have significant importance in several approaches, which is shown in [Aker et al., 2017]. This paper additionally includes a proposal of a system implementation based on the presented survey.
P-hacking in clinical trials and how incentives shape the distribution of results across phases

Statistical significance in clinical trials is a key prerequisite for marketing approval of new drugs. The large economic payoffs at stake might undermine investigators’ ethical obligations and incentivize manipulation of results. This study systematically evaluates the integrity of results reported to the largest registry of clinical trials, ClinicalTrials.gov. Contrary to what has been documented in previous studies of academic publications across a number of disciplines, our analysis does not detect evidence for widespread manipulation of results to clear the 5% threshold for statistical significance. However, we find that the increase in the share of significant results from phase II to phase III can be explained only partially by investigators’ incentives to selectively continue experimentation following favorable early results. Clinical research should conform to high standards of ethical and scientific integrity, given that human lives are at stake. However, economic incentives can generate conflicts of interest for investigators, who may be inclined to withhold unfavorable results or even tamper with data in order to achieve desired outcomes. To shed light on the integrity of clinical trial results, this paper systematically analyzes the distribution of P values of primary outcomes for phase II and phase III drug trials reported to the ClinicalTrials.gov registry. First, we detect no bunching of results just above the classical 5% threshold for statistical significance. Second, a density-discontinuity test reveals an upward jump at the 5% threshold for phase III results by small industry sponsors. Third, we document a larger fraction of significant results in phase III compared to phase II. Linking trials across phases, we find that early favorable results increase the likelihood of continuing into the next phase. Once we take into account this selective continuation, we can explain almost completely the excess of significant results in phase III for trials conducted by large industry sponsors. For small industry sponsors, instead, part of the excess remains unexplained.
Frame Attention Networks for Facial Expression Recognition in Videos

The video-based facial expression recognition aims to classify a given video into several basic emotions. How to integrate facial features of individual frames is crucial for this task. In this paper, we propose the Frame Attention Networks (FAN)1, to automatically highlight some discriminative frames in an end-to-end framework. The network takes a video with a variable number of face images as its input and produces a fixed-dimension representation. The whole network is composed of two modules. The feature embedding module is a deep Convolutional Neural Network (CNN) which embeds face images into feature vectors. The frame attention module learns multiple attention weights which are used to adaptively aggregate the feature vectors to form a single discriminative video representation. We conduct extensive experiments on CK+ and AFEW8.0 datasets. Our proposed FAN shows superior performance compared to other CNN based methods and achieves state-of-the-art performance on CK+.
The Ramanujan Machine: Automatically Generated Conjectures on Fundamental Constants

Fundamental mathematical constants like $e$ and $\pi$ are ubiquitous in diverse fields of science, from abstract mathematics to physics, biology and chemistry. For centuries, new formulas relating fundamental constants have been scarce and usually discovered sporadically. Here we propose a novel and systematic approach that leverages algorithms for deriving mathematical formulas for fundamental constants and help reveal their underlying structure. Our algorithms find dozens of well-known as well as previously unknown continued fraction representations of $\pi$, $e$, Catalan's constant, and values of the Riemann zeta function. Two example conjectures found by our algorithm and so far unproven are: \begin{equation*} \frac{24}{\pi^2} = 2 + 7\cdot 0\cdot 1+ \frac{8\cdot1^4}{2 + 7\cdot 1\cdot 2 + \frac{8\cdot2^4}{2 + 7\cdot 2\cdot 3 + \frac{8\cdot3^4}{2 + 7\cdot 3\cdot 4 + \frac{8\cdot4^4}{..}}}} \quad\quad,\quad\quad \frac{8}{7 \zeta(3)} = 1\cdot 1 - \frac{1^6}{3\cdot 7 - \frac{2^6}{5\cdot 19 - \frac{3^6}{7\cdot 37 - \frac{4^6}{..}}}} \end{equation*} We present two algorithms that proved useful in finding conjectures: a Meet-In-The-Middle (MITM) algorithm and a Gradient Descent (GD) tailored to the recurrent structure of continued fractions. Both algorithms are based on matching numerical values and thus they conjecture formulas without providing proofs and without requiring prior knowledge on any underlying mathematical structure. This approach is especially attractive for constants for which no mathematical structure is known, as it reverses the conventional approach of sequential logic in formal proofs. Instead, our work supports a different approach for research: algorithms utilizing numerical data to unveil mathematical structures, thus trying to play the role of intuition of great mathematicians of the past, providing leads to new mathematical research.
Deep Gamblers: Learning to Abstain with Portfolio Theory

We deal with the \textit{selective classification} problem (supervised-learning problem with a rejection option), where we want to achieve the best performance at a certain level of coverage of the data. We transform the original $m$-class classification problem to $(m+1)$-class where the $(m+1)$-th class represents the model abstaining from making a prediction due to disconfidence. Inspired by portfolio theory, we propose a loss function for the selective classification problem based on the doubling rate of gambling. Minimizing this loss function corresponds naturally to maximizing the return of a \textit{horse race}, where a player aims to balance between betting on an outcome (making a prediction) when confident and reserving one's winnings (abstaining) when not confident. This loss function allows us to train neural networks and characterize the disconfidence of prediction in an end-to-end fashion. In comparison with previous methods, our method requires almost no modification to the model inference algorithm or model architecture. Experiments show that our method can identify uncertainty in data points, and achieves strong results on SVHN and CIFAR10 at various coverages of the data.
Robust Linear Discriminant Analysis Using Ratio Minimization of L1, 2-Norms

As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the ratio of squared L2-norms, which is sensitive to outliers. In recent research, many L1-norm based robust Principle Component Analysis methods were proposed to improve the robustness to outliers. However, due to the difficulty of L1-norm ratio optimization, so far there is no existing work to utilize sparsity-inducing norms for LDA objective. In this paper, we propose a novel robust linear discriminant analysis method based on the L1,2-norm ratio minimization. Minimizing the L1,2-norm ratio is a much more challenging problem than the traditional methods, and there is no existing optimization algorithm to solve such non-smooth terms ratio problem. We derive a new efficient algorithm to solve this challenging problem, and provide a theoretical analysis on the convergence of our algorithm. The proposed algorithm is easy to implement, and converges fast in practice. Extensive experiments on both synthetic data and nine real benchmark data sets show the effectiveness of the proposed robust LDA method.
Detailed study of a moving average trading rule

We present a detailed study of the performance of a trading rule that uses moving averages of past returns to predict future returns on stock indexes. Our main goal is to link performance and the stochastic process of the traded asset. Our study reports short-, medium- and long-term effects by looking at the Sharpe ratio (SR). We calculate the Sharpe ratio of our trading rule as a function of the probability distribution function of the underlying traded asset and compare it with data. We show that if the performance is mainly due to presence of autocorrelation in the returns of the traded assets, the SR as a function of the portfolio formation period (look-back) is very different from performance due to the drift (average return). The SR shows that for look-back periods of a few months the investor is more likely to tap into autocorrelation. However, for look-back larger than few months, the drift of the asset becomes progressively more important. Finally, our empirical work reports a new long-term effect, namely oscillation of the SR and proposes a non-stationary model to account for such oscillations.
Latent Variable Sentiment Grammar

Neural models have been investigated for sentiment classification over constituent trees. They learn phrase composition automatically by encoding tree structures but do not explicitly model sentiment composition, which requires to encode sentiment class labels. To this end, we investigate two formalisms with deep sentiment representations that capture sentiment subtype expressions by latent variables and Gaussian mixture vectors, respectively. Experiments on Stanford Sentiment Treebank (SST) show the effectiveness of sentiment grammar over vanilla neural encoders. Using ELMo embeddings, our method gives the best results on this benchmark.
BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and volatility, especially for purposes of path-dependent option pricing. The resulting simulation algorithm is an analog to the weighted particle filtering algorithm that might be improved by resampling or branching. Indeed, some branching algorithms are shown herein to improve pricing performance substantially while some resampling algorithms are shown to be less suitable in certain cases. A historical property is given and explained as the distinguishing feature between the sequential Monte Carlo algorithms that work on path-dependent option pricing and those that do not. In particular, it is recommended to use the so-called effective particle branching algorithm within importance-sampling Monte Carlo methods for path-dependent option pricing. All recommendations are based upon numeric comparison of option pricing problems in the Heston model.
Causal Inference Under Interference And Network Uncertainty

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the data. Methods for estimating causal effects have been developed in the setting where the structure of dependence between units is known exactly [10, 36, 20], but in practice there is often substantial uncertainty about the precise network structure. This is true, for example, in trial data drawn from vulnerable communities where social ties are difficult to query directly. In this paper we combine techniques from the structure learning and interference literatures in causal inference, proposing a general method for estimating causal effects under data dependence when the structure of this dependence is not known a priori. We demonstrate the utility of our method on synthetic datasets which exhibit network dependence.
Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting

Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with Transformer . Although impressed by its performance in our preliminary study, we found its two major weaknesses: (1) locality-agnostics: the point-wise dot-product self-attention in canonical Transformer architecture is insensitive to local context, which can make the model prone to anomalies in time series; (2) memory bottleneck: space complexity of canonical Transformer grows quadratically with sequence length $L$, making directly modeling long time series infeasible. In order to solve these two issues, we first propose convolutional self-attention by producing queries and keys with causal convolution so that local context can be better incorporated into attention mechanism. Then, we propose LogSparse Transformer with only $O(L(\log L)^{2})$ memory cost, improving forecasting accuracy for time series with fine granularity and strong long-term dependencies under constrained memory budget. Our experiments on both synthetic data and real-world datasets show that it compares favorably to the state-of-the-art.
Streaming Quantiles Algorithms with Small Space and Update Time

Approximating quantiles and distributions over streaming data has been studied for roughly two decades now. Recently, Karnin, Lang, and Liberty proposed the first asymptotically optimal algorithm for doing so. This manuscript complements their theoretical result by providing a practical variants of their algorithm with improved constants. For a given sketch size, our techniques provably reduce the upper bound on the sketch error by a factor of two. These improvements are verified experimentally. Our modified quantile sketch improves the latency as well by reducing the worst case update time from $O(1/\varepsilon)$ down to $O(\log (1/\varepsilon))$. We also suggest two algorithms for weighted item streams which offer improved asymptotic update times compared to naive extensions. Finally, we provide a specialized data structure for these sketches which reduces both their memory footprints and update times.
Dissecting Pruned Neural Networks

Pruning is a standard technique for removing unnecessary structure from a neural network to reduce its storage footprint, computational demands, or energy consumption. Pruning can reduce the parameter-counts of many state-of-the-art neural networks by an order of magnitude without compromising accuracy, meaning these networks contain a vast amount of unnecessary structure. In this paper, we study the relationship between pruning and interpretability. Namely, we consider the effect of removing unnecessary structure on the number of hidden units that learn disentangled representations of human-recognizable concepts as identified by network dissection. We aim to evaluate how the interpretability of pruned neural networks changes as they are compressed. We find that pruning has no detrimental effect on this measure of interpretability until so few parameters remain that accuracy beings to drop. Resnet-50 models trained on ImageNet maintain the same number of interpretable concepts and units until more than 90% of parameters have been pruned.