pwc-archive/papers-with-abstracts huggingface dataset:
High-dimensional mixed-frequency IV regression
Authors: Andrii Babii
Date: 2020-03-30 00:00:00
Tasks: regression, Time Series, Time Series Analysis, Vocal Bursts Intensity Prediction

This paper introduces a high-dimensional linear IV regression for the data sampled at mixed frequencies. We show that the high-dimensional slope parameter of a high-frequency covariate can be identified and accurately estimated leveraging on a low-frequency instrumental variable. The distinguishing feature of the model is that it allows handing high-dimensional datasets without imposing the approximate sparsity restrictions. We propose a Tikhonov-regularized estimator and derive the convergence rate of its mean-integrated squared error for time series data. The estimator has a closed-form expression that is easy to compute and demonstrates excellent performance in our Monte Carlo experiments. We estimate the real-time price elasticity of supply on the Australian electricity spot market. Our estimates suggest that the supply is relatively inelastic and that its elasticity is heterogeneous throughout the day.
Extending a Tag-based Collaborative Recommender with Co-occurring Information Interests
Authors: Noemi Mauro, Liliana Ardissono
Date: 2020-03-30 00:00:00
Tasks: Collaborative Filtering, Diversity, TAG

Collaborative Filtering is largely applied to personalize item recommendation but its performance is affected by the sparsity of rating data. In order to address this issue, recent systems have been developed to improve recommendation by extracting latent factors from the rating matrices, or by exploiting trust relations established among users in social networks. In this work, we are interested in evaluating whether other sources of preference information than ratings and social ties can be used to improve recommendation performance. Specifically, we aim at testing whether the integration of frequently co-occurring interests in information search logs can improve recommendation performance in User-to-User Collaborative Filtering (U2UCF). For this purpose, we propose the Extended Category-based Collaborative Filtering (ECCF) recommender, which enriches category-based user profiles derived from the analysis of rating behavior with data categories that are frequently searched together by people in search sessions. We test our model using a big rating dataset and a log of a largely used search engine to extract the co-occurrence of interests. The experiments show that ECCF outperforms U2UCF and category-based collaborative recommendation in accuracy, MRR, diversity of recommendations and user coverage. Moreover, it outperforms the SVD++ Matrix Factorization algorithm in accuracy and diversity of recommendation lists.
Adaptive Personalized Federated Learning
Authors: Yuyang Deng, Mohammad Mahdi Kamani, Mehrdad Mahdavi
Date: 2020-03-30 00:00:00
Tasks: Bilevel Optimization, Federated Learning, Personalized Federated Learning

Investigation of the degree of personalization in federated learning algorithms has shown that only maximizing the performance of the global model will confine the capacity of the local models to personalize. In this paper, we advocate an adaptive personalized federated learning (APFL) algorithm, where each client will train their local models while contributing to the global model. We derive the generalization bound of mixture of local and global models, and find the optimal mixing parameter. We also propose a communication-efficient optimization method to collaboratively learn the personalized models and analyze its convergence in both smooth strongly convex and nonconvex settings. The extensive experiments demonstrate the effectiveness of our personalization schema, as well as the correctness of established generalization theories.
DeFeat-Net: General Monocular Depth via Simultaneous Unsupervised Representation Learning
Authors: Jaime Spencer, Richard Bowden, Simon Hadfield
Date: 2020-03-30 00:00:00
Proceeding: CVPR 2020 6
Tasks: Depth Estimation, Monocular Depth Estimation, Representation Learning

In the current monocular depth research, the dominant approach is to employ unsupervised training on large datasets, driven by warped photometric consistency. Such approaches lack robustness and are unable to generalize to challenging domains such as nighttime scenes or adverse weather conditions where assumptions about photometric consistency break down. We propose DeFeat-Net (Depth & Feature network), an approach to simultaneously learn a cross-domain dense feature representation, alongside a robust depth-estimation framework based on warped feature consistency. The resulting feature representation is learned in an unsupervised manner with no explicit ground-truth correspondences required. We show that within a single domain, our technique is comparable to both the current state of the art in monocular depth estimation and supervised feature representation learning. However, by simultaneously learning features, depth and motion, our technique is able to generalize to challenging domains, allowing DeFeat-Net to outperform the current state-of-the-art with around 10% reduction in all error measures on more challenging sequences such as nighttime driving.
Introduction to Rare-Event Predictive Modeling for Inferential Statisticians -- A Hands-On Application in the Prediction of Breakthrough Patents
Authors: Daniel Hain, Roman Jurowetzki
Date: 2020-03-30 00:00:00
Tasks: Anomaly Detection, BIG-bench Machine Learning, Management, Model Selection

Recent years have seen a substantial development of quantitative methods, mostly led by the computer science community with the goal of developing better machine learning applications, mainly focused on predictive modeling. However, economic, management, and technology forecasting research has so far been hesitant to apply predictive modeling techniques and workflows. In this paper, we introduce a machine learning (ML) approach to quantitative analysis geared towards optimizing the predictive performance, contrasting it with standard practices inferential statistics, which focus on producing good parameter estimates. We discuss the potential synergies between the two fields against the backdrop of this, at first glance, target-incompatibility. We discuss fundamental concepts in predictive modeling, such as out-of-sample model validation, variable and model selection, generalization, and hyperparameter tuning procedures. We are providing a hands-on predictive modeling introduction for a quantitative social science audience while aiming at demystifying computer science jargon. We use the illustrative example of patent quality estimation - which should be a familiar topic of interest in the Scientometrics community - guiding the reader through various model classes and procedures for data pre-processing, modeling, and validation. We start off with more familiar easy to interpret model classes (Logit and Elastic Nets), continues with less familiar non-parametric approaches (Classification Trees, Random Forest, Gradient Boosted Trees), and finally presents artificial neural network architectures, first a simple feed-forward and then a deep autoencoder geared towards rare-event prediction.
Computer Aided Detection for Pulmonary Embolism Challenge (CAD-PE)
Authors: Germán González, Daniel Jimenez-Carretero, Sara Rodríguez-López, Carlos Cano-Espinosa, Miguel Cazorla, Tanya Agarwal, Vinit Agarwal, Nima Tajbakhsh, Michael B. Gotway, Jianming Liang, Mojtaba Masoudi, Noushin Eftekhari, Mahdi Saadatmand, Hamid-Reza Pourreza, Patricia Fraga-Rivas, Eduardo Fraile, Frank J. Rybicki, Ara Kassarjian, Raúl San José Estépar, Maria J. Ledesma-Carbayo
Date: 2020-03-30 00:00:00
Tasks: Medical Image Analysis, Sensitivity, Specificity

Rationale: Computer aided detection (CAD) algorithms for Pulmonary Embolism (PE) algorithms have been shown to increase radiologists' sensitivity with a small increase in specificity. However, CAD for PE has not been adopted into clinical practice, likely because of the high number of false positives current CAD software produces. Objective: To generate a database of annotated computed tomography pulmonary angiographies, use it to compare the sensitivity and false positive rate of current algorithms and to develop new methods that improve such metrics. Methods: 91 Computed tomography pulmonary angiography scans were annotated by at least one radiologist by segmenting all pulmonary emboli visible on the study. 20 annotated CTPAs were open to the public in the form of a medical image analysis challenge. 20 more were kept for evaluation purposes. 51 were made available post-challenge. 8 submissions, 6 of them novel, were evaluated on the 20 evaluation CTPAs. Performance was measured as per embolus sensitivity vs. false positives per scan curve. Results: The best algorithms achieved a per-embolus sensitivity of 75% at 2 false positives per scan (fps) or of 70% at 1 fps, outperforming the state of the art. Deep learning approaches outperformed traditional machine learning ones, and their performance improved with the number of training cases. Significance: Through this work and challenge we have improved the state-of-the art of computer aided detection algorithms for pulmonary embolism. An open database and an evaluation benchmark for such algorithms have been generated, easing the development of further improvements. Implications on clinical practice will need further research.
Analysis of Knowledge Transfer in Kernel Regime
Authors: Arman Rahbar, Ashkan Panahi, Chiranjib Bhattacharyya, Devdatt Dubhashi, Morteza Haghir Chehreghani
Date: 2020-03-30 00:00:00
Tasks: Knowledge Distillation, Transfer Learning

Knowledge transfer is shown to be a very successful technique for training neural classifiers: together with the ground truth data, it uses the "privileged information" (PI) obtained by a "teacher" network to train a "student" network. It has been observed that classifiers learn much faster and more reliably via knowledge transfer. However, there has been little or no theoretical analysis of this phenomenon. To bridge this gap, we propose to approach the problem of knowledge transfer by regularizing the fit between the teacher and the student with PI provided by the teacher. Using tools from dynamical systems theory, we show that when the student is an extremely wide two layer network, we can analyze it in the kernel regime and show that it is able to interpolate between PI and the given data. This characterization sheds new light on the relation between the training error and capacity of the student relative to the teacher. Another contribution of the paper is a quantitative statement on the convergence of student network. We prove that the teacher reduces the number of required iterations for a student to learn, and consequently improves the generalization power of the student. We give corresponding experimental analysis that validates the theoretical results and yield additional insights.
Graph Hawkes Neural Network for Forecasting on Temporal Knowledge Graphs
Authors: Zhen Han, Yunpu Ma, Yuyi Wang, Stephan Günnemann, Volker Tresp
Date: 2020-03-30 00:00:00
Proceeding: AKBC 2020 6
Tasks: Knowledge Graphs

The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables the capturing of more complex and realistic impacts of past events on future events. However, this approach is limited by the number of possible event types, making it impossible to model the dynamics of evolving graph sequences, where each possible link between two nodes can be considered as an event type. The number of event types increases even further when links are directional and labeled. To address this issue, we propose the Graph Hawkes Neural Network that can capture the dynamics of evolving graph sequences and can predict the occurrence of a fact in a future time instance. Extensive experiments on large-scale temporal multi-relational databases, such as temporal knowledge graphs, demonstrate the effectiveness of our approach.
Same Features, Different Day: Weakly Supervised Feature Learning for Seasonal Invariance
Authors: Jaime Spencer, Richard Bowden, Simon Hadfield
Date: 2020-03-30 00:00:00
Proceeding: CVPR 2020 6
Tasks: Image Retrieval, Retrieval

"Like night and day" is a commonly used expression to imply that two things are completely different. Unfortunately, this tends to be the case for current visual feature representations of the same scene across varying seasons or times of day. The aim of this paper is to provide a dense feature representation that can be used to perform localization, sparse matching or image retrieval, regardless of the current seasonal or temporal appearance. Recently, there have been several proposed methodologies for deep learning dense feature representations. These methods make use of ground truth pixel-wise correspondences between pairs of images and focus on the spatial properties of the features. As such, they don't address temporal or seasonal variation. Furthermore, obtaining the required pixel-wise correspondence data to train in cross-seasonal environments is highly complex in most scenarios. We propose Deja-Vu, a weakly supervised approach to learning season invariant features that does not require pixel-wise ground truth data. The proposed system only requires coarse labels indicating if two images correspond to the same location or not. From these labels, the network is trained to produce "similar" dense feature maps for corresponding locations despite environmental changes. Code will be made available at: https://github.com/jspenmar/DejaVu_Features
Secure Metric Learning via Differential Pairwise Privacy
Authors: Jing Li, Yuangang Pan, Yulei Sui, Ivor W. Tsang
Date: 2020-03-30 00:00:00
Tasks: Metric Learning

Distance Metric Learning (DML) has drawn much attention over the last two decades. A number of previous works have shown that it performs well in measuring the similarities of individuals given a set of correctly labeled pairwise data by domain experts. These important and precisely-labeled pairwise data are often highly sensitive in real world (e.g., patients similarity). This paper studies, for the first time, how pairwise information can be leaked to attackers during distance metric learning, and develops differential pairwise privacy (DPP), generalizing the definition of standard differential privacy, for secure metric learning. Unlike traditional differential privacy which only applies to independent samples, thus cannot be used for pairwise data, DPP successfully deals with this problem by reformulating the worst case. Specifically, given the pairwise data, we reveal all the involved correlations among pairs in the constructed undirected graph. DPP is then formalized that defines what kind of DML algorithm is private to preserve pairwise data. After that, a case study employing the contrastive loss is exhibited to clarify the details of implementing a DPP-DML algorithm. Particularly, the sensitivity reduction technique is proposed to enhance the utility of the output distance metric. Experiments both on a toy dataset and benchmarks demonstrate that the proposed scheme achieves pairwise data privacy without compromising the output performance much (Accuracy declines less than 0.01 throughout all benchmark datasets when the privacy budget is set at 4).
Predicting Semantic Map Representations from Images using Pyramid Occupancy Networks
Authors: Thomas Roddick, Roberto Cipolla
Date: 2020-03-30 00:00:00
Proceeding: CVPR 2020 6
Tasks: 3D Object Detection, Autonomous Vehicles, object-detection, Object Detection, Road Segmentation

Autonomous vehicles commonly rely on highly detailed birds-eye-view maps of their environment, which capture both static elements of the scene such as road layout as well as dynamic elements such as other cars and pedestrians. Generating these map representations on the fly is a complex multi-stage process which incorporates many important vision-based elements, including ground plane estimation, road segmentation and 3D object detection. In this work we present a simple, unified approach for estimating maps directly from monocular images using a single end-to-end deep learning architecture. For the maps themselves we adopt a semantic Bayesian occupancy grid framework, allowing us to trivially accumulate information over multiple cameras and timesteps. We demonstrate the effectiveness of our approach by evaluating against several challenging baselines on the NuScenes and Argoverse datasets, and show that we are able to achieve a relative improvement of 9.1% and 22.3% respectively compared to the best-performing existing method.
Context Based Emotion Recognition using EMOTIC Dataset
Authors: Ronak Kosti, Jose M. Alvarez, Adria Recasens, Agata Lapedriza
Date: 2020-03-30 00:00:00
Tasks: Emotion Recognition, Emotion Recognition in Context

In our everyday lives and social interactions we often try to perceive the emotional states of people. There has been a lot of research in providing machines with a similar capacity of recognizing emotions. From a computer vision perspective, most of the previous efforts have been focusing in analyzing the facial expressions and, in some cases, also the body pose. Some of these methods work remarkably well in specific settings. However, their performance is limited in natural, unconstrained environments. Psychological studies show that the scene context, in addition to facial expression and body pose, provides important information to our perception of people's emotions. However, the processing of the context for automatic emotion recognition has not been explored in depth, partly due to the lack of proper data. In this paper we present EMOTIC, a dataset of images of people in a diverse set of natural situations, annotated with their apparent emotion. The EMOTIC dataset combines two different types of emotion representation: (1) a set of 26 discrete categories, and (2) the continuous dimensions Valence, Arousal, and Dominance. We also present a detailed statistical and algorithmic analysis of the dataset along with annotators' agreement analysis. Using the EMOTIC dataset we train different CNN models for emotion recognition, combining the information of the bounding box containing the person with the contextual information extracted from the scene. Our results show how scene context provides important information to automatically recognize emotional states and motivate further research in this direction. Dataset and code is open-sourced and available at: https://github.com/rkosti/emotic and link for the peer-reviewed published article: https://ieeexplore.ieee.org/document/8713881
Cryptocurrency Address Clustering and Labeling
Authors: Mengjiao Wang, Hikaru Ichijo, Bob Xiao
Date: 2020-03-30 00:00:00
Tasks: Clustering

Anonymity is one of the most important qualities of blockchain technology. For example, one can simply create a bitcoin address to send and receive funds without providing KYC to any authority. In general, the real identity behind cryptocurrency addresses is not known, however, some addresses can be clustered according to their ownership by analyzing behavioral patterns, allowing those with known attribution to be assigned labels. These labels may be further used for legal and compliance purposes to assist in law enforcement investigations. In this document, we discuss our methodology behind assigning attribution labels to cryptocurrency addresses.
End-to-End Evaluation of Federated Learning and Split Learning for Internet of Things
Authors: Yansong Gao, Minki Kim, Sharif Abuadbba, Yeonjae Kim, Chandra Thapa, Kyuyeon Kim, Seyit A. Camtepe, Hyoungshick Kim, Surya Nepal
Date: 2020-03-30 00:00:00
Tasks: Federated Learning

This work is the first attempt to evaluate and compare felderated learning (FL) and split neural networks (SplitNN) in real-world IoT settings in terms of learning performance and device implementation overhead. We consider a variety of datasets, different model architectures, multiple clients, and various performance metrics. For learning performance, which is specified by the model accuracy and convergence speed metrics, we empirically evaluate both FL and SplitNN under different types of data distributions such as imbalanced and non-independent and identically distributed (non-IID) data. We show that the learning performance of SplitNN is better than FL under an imbalanced data distribution, but worse than FL under an extreme non-IID data distribution. For implementation overhead, we end-to-end mount both FL and SplitNN on Raspberry Pis, and comprehensively evaluate overheads including training time, communication overhead under the real LAN setting, power consumption and memory usage. Our key observations are that under IoT scenario where the communication traffic is the main concern, the FL appears to perform better over SplitNN because FL has the significantly lower communication overhead compared with SplitNN, which empirically corroborate previous statistical analysis. In addition, we reveal several unrecognized limitations about SplitNN, forming the basis for future research.
Towards Deep Learning Models Resistant to Large Perturbations
Authors: Amirreza Shaeiri, Rozhin Nobahari, Mohammad Hossein Rohban
Date: 2020-03-30 00:00:00
Tasks: Adversarial Robustness, Deep Learning

Adversarial robustness has proven to be a required property of machine learning algorithms. A key and often overlooked aspect of this problem is to try to make the adversarial noise magnitude as large as possible to enhance the benefits of the model robustness. We show that the well-established algorithm called "adversarial training" fails to train a deep neural network given a large, but reasonable, perturbation magnitude. In this paper, we propose a simple yet effective initialization of the network weights that makes learning on higher levels of noise possible. We next evaluate this idea rigorously on MNIST ($\epsilon$ up to $\approx 0.40$) and CIFAR10 ($\epsilon$ up to $\approx 32/255$) datasets assuming the $\ell_{\infty}$ attack model. Additionally, in order to establish the limits of $\epsilon$ in which the learning is feasible, we study the optimal robust classifier assuming full access to the joint data and label distribution. Then, we provide some theoretical results on the adversarial accuracy for a simple multi-dimensional Bernoulli distribution, which yields some insights on the range of feasible perturbations for the MNIST dataset.