pwc-archive/papers-with-abstracts huggingface dataset:
MLography: An Automated Quantitative Metallography Model for Impurities Anomaly Detection using Novel Data Mining and Deep Learning Approach
Authors: Matan Rusanovsky, Gal Oren, Sigalit Ifergane, Ofer Beeri
Date: 2020-02-27 00:00:00
Tasks: Anomaly Detection

The micro-structure of most of the engineering alloys contains some inclusions and precipitates, which may affect their properties, therefore it is crucial to characterize them. In this work we focus on the development of a state-of-the-art artificial intelligence model for Anomaly Detection named MLography to automatically quantify the degree of anomaly of impurities in alloys. For this purpose, we introduce several anomaly detection measures: Spatial, Shape and Area anomaly, that successfully detect the most anomalous objects based on their objective, given that the impurities were already labeled. The first two measures quantify the degree of anomaly of each object by how each object is distant and big compared to its neighborhood, and by the abnormally of its own shape respectively. The last measure, combines the former two and highlights the most anomalous regions among all input images, for later (physical) examination. The performance of the model is presented and analyzed based on few representative cases. We stress that although the models presented here were developed for metallography analysis, most of them can be generalized to a wider set of problems in which anomaly detection of geometrical objects is desired. All models as well as the data-set that was created for this work, are publicly available at: https://github.com/matanr/MLography.
How to Train Your Super-Net: An Analysis of Training Heuristics in Weight-Sharing NAS
Authors: Kaicheng Yu, Rene Ranftl, Mathieu Salzmann
Date: 2020-03-09 00:00:00
Tasks: Neural Architecture Search

Weight sharing promises to make neural architecture search (NAS) tractable even on commodity hardware. Existing methods in this space rely on a diverse set of heuristics to design and train the shared-weight backbone network, a.k.a. the super-net. Since heuristics and hyperparameters substantially vary across different methods, a fair comparison between them can only be achieved by systematically analyzing the influence of these factors. In this paper, we therefore provide a systematic evaluation of the heuristics and hyperparameters that are frequently employed by weight-sharing NAS algorithms. Our analysis uncovers that some commonly-used heuristics for super-net training negatively impact the correlation between super-net and stand-alone performance, and evidences the strong influence of certain hyperparameters and architectural choices. Our code and experiments set a strong and reproducible baseline that future works can build on.
BasisVAE: Translation-invariant feature-level clustering with Variational Autoencoders
Authors: Kaspar Märtens, Christopher Yau
Date: 2020-03-06 00:00:00
Tasks: Clustering, Decoder, Dimensionality Reduction, Translation, Variational Inference

Variational Autoencoders (VAEs) provide a flexible and scalable framework for non-linear dimensionality reduction. However, in application domains such as genomics where data sets are typically tabular and high-dimensional, a black-box approach to dimensionality reduction does not provide sufficient insights. Common data analysis workflows additionally use clustering techniques to identify groups of similar features. This usually leads to a two-stage process, however, it would be desirable to construct a joint modelling framework for simultaneous dimensionality reduction and clustering of features. In this paper, we propose to achieve this through the BasisVAE: a combination of the VAE and a probabilistic clustering prior, which lets us learn a one-hot basis function representation as part of the decoder network. Furthermore, for scenarios where not all features are aligned, we develop an extension to handle translation-invariant basis functions. We show how a collapsed variational inference scheme leads to scalable and efficient inference for BasisVAE, demonstrated on various toy examples as well as on single-cell gene expression data.
Large-scale benchmark study of survival prediction methods using multi-omics data
Authors: Moritz Herrmann, Philipp Probst, Roman Hornung, Vindi Jurinovic, Anne-Laure Boulesteix
Date: 2020-03-07 00:00:00
Tasks: Prediction, Survival Prediction

Multi-omics data, that is, datasets containing different types of high-dimensional molecular variables (often in addition to classical clinical variables), are increasingly generated for the investigation of various diseases. Nevertheless, questions remain regarding the usefulness of multi-omics data for the prediction of disease outcomes such as survival time. It is also unclear which methods are most appropriate to derive such prediction models. We aim to give some answers to these questions by means of a large-scale benchmark study using real data. Different prediction methods from machine learning and statistics were applied on 18 multi-omics cancer datasets from the database "The Cancer Genome Atlas", containing from 35 to 1,000 observations and from 60,000 to 100,000 variables. The considered outcome was the (censored) survival time. Twelve methods based on boosting, penalized regression and random forest were compared, comprising both methods that do and that do not take the group structure of the omics variables into account. The Kaplan-Meier estimate and a Cox model using only clinical variables were used as reference methods. The methods were compared using several repetitions of 5-fold cross-validation. Uno's C-index and the integrated Brier-score served as performance metrics. The results show that, although multi-omics data can improve the prediction performance, this is not generally the case. Only the method block forest slightly outperformed the Cox model on average over all datasets. Taking into account the multi-omics structure improves the predictive performance and protects variables in low-dimensional groups - especially clinical variables - from not being included in the model. All analyses are reproducible using freely available R code.
Getting Better from Worse: Augmented Bagging and a Cautionary Tale of Variable Importance
Authors: Lucas Mentch, Siyu Zhou
Date: 2020-03-07 00:00:00

As the size, complexity, and availability of data continues to grow, scientists are increasingly relying upon black-box learning algorithms that can often provide accurate predictions with minimal a priori model specifications. Tools like random forests have an established track record of off-the-shelf success and even offer various strategies for analyzing the underlying relationships among variables. Here, motivated by recent insights into random forest behavior, we introduce the simple idea of augmented bagging (AugBagg), a procedure that operates in an identical fashion to classical bagging and random forests, but which operates on a larger, augmented space containing additional randomly generated noise features. Surprisingly, we demonstrate that this simple act of including extra noise variables in the model can lead to dramatic improvements in out-of-sample predictive accuracy, sometimes outperforming even an optimally tuned traditional random forest. As a result, intuitive notions of variable importance based on improved model accuracy may be deeply flawed, as even purely random noise can routinely register as statistically significant. Numerous demonstrations on both real and synthetic data are provided along with a proposed solution.
Prediction with Spatio-temporal Point Processes with Self Organizing Decision Trees
Authors: Oguzhan Karaahmetoglu, Suleyman Serdar Kozat
Date: 2020-03-07 00:00:00
Tasks: Point Processes, Time Series, Time Series Analysis

We study the spatio-temporal prediction problem, which has attracted the attention of many researchers due to its critical real-life applications. In particular, we introduce a novel approach to this problem. Our approach is based on the Hawkes process, which is a non-stationary and self-exciting point process. We extend the formulations of a standard point process model that can represent time-series data to represent a spatio-temporal data. We model the data as nonstationary in time and space. Furthermore, we partition the spatial region we are working on into subregions via an adaptive decision tree and model the source statistics in each subregion with individual but mutually interacting point processes. We also provide a gradient based joint optimization algorithm for the point process and decision tree parameters. Thus, we introduce a model that can jointly infer the source statistics and an adaptive partitioning of the spatial region. Finally, we provide experimental results on real-life data, which provides significant improvement due to space adaptation and joint optimization compared to standard well-known methods in the literature.
Angle-Based Cost-Sensitive Multicategory Classification
Authors: Yi Yang, Yuxuan Guo, Xiangyu Chang
Date: 2020-03-08 00:00:00
Tasks: Classification, General Classification

Many real-world classification problems come with costs which can vary for different types of misclassification. It is thus important to develop cost-sensitive classifiers which minimize the total misclassification cost. Although binary cost-sensitive classifiers have been well-studied, solving multicategory classification problems is still challenging. A popular approach to address this issue is to construct K classification functions for a K-class problem and remove the redundancy by imposing a sum-to-zero constraint. However, such method usually results in higher computational complexity and inefficient algorithms. In this paper, we propose a novel angle-based cost-sensitive classification framework for multicategory classification without the sum-to-zero constraint. Loss functions that included in the angle-based cost-sensitive classification framework are further justified to be Fisher consistent. To show the usefulness of the framework, two cost-sensitive multicategory boosting algorithms are derived as concrete instances. Numerical experiments demonstrate that proposed boosting algorithms yield competitive classification performances against other existing boosting approaches.
QTIP: Quick simulation-based adaptation of Traffic model per Incident Parameters
Authors: Inon Peled, Raghuveer Kamalakar, Carlos Lima Azevedo, Francisco C. Pereira
Date: 2020-03-09 00:00:00
Tasks: Prediction, Traffic Prediction

Current data-driven traffic prediction models are usually trained with large datasets, e.g. several months of speeds and flows. Such models provide very good fit for ordinary road conditions, but often fail just when they are most needed: when traffic suffers a sudden and significant disruption, such as a road incident. In this work, we describe QTIP: a simulation-based framework for quasi-instantaneous adaptation of prediction models upon traffic disruption. In a nutshell, QTIP performs real-time simulations of the affected road for multiple scenarios, analyzes the results, and suggests a change to an ordinary prediction model accordingly. QTIP constructs the simulated scenarios per properties of the incident, as conveyed by immediate distress signals from affected vehicles. Such real-time signals are provided by In-Vehicle Monitor Systems, which are becoming increasingly prevalent world-wide. We experiment QTIP in a case study of a Danish motorway, and the results show that QTIP can improve traffic prediction in the first critical minutes of road incidents.
Amortized variance reduction for doubly stochastic objectives
Authors: Ayman Boustati, Sattar Vakili, James Hensman, ST John
Date: 2020-03-09 00:00:00
Tasks: Gaussian Processes

Approximate inference in complex probabilistic models such as deep Gaussian processes requires the optimisation of doubly stochastic objective functions. These objectives incorporate randomness both from mini-batch subsampling of the data and from Monte Carlo estimation of expectations. If the gradient variance is high, the stochastic optimisation problem becomes difficult with a slow rate of convergence. Control variates can be used to reduce the variance, but past approaches do not take into account how mini-batch stochasticity affects sampling stochasticity, resulting in sub-optimal variance reduction. We propose a new approach in which we use a recognition network to cheaply approximate the optimal control variate for each mini-batch, with no additional model gradient computations. We illustrate the properties of this proposal and test its performance on logistic regression and deep Gaussian processes.
Composition of kernel and acquisition functions for High Dimensional Bayesian Optimization
Authors: Antonio Candelieri, Ilaria Giordani, Riccardo Perego, Francesco Archetti
Date: 2020-03-09 00:00:00
Tasks: Bayesian Optimization, global-optimization, Vocal Bursts Intensity Prediction

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian Process, and builds, depending on its mean and variance, an acquisition function whose optimizer yields the new evaluation point, leading to update the probabilistic surrogate model. Despite its sample efficiency, Bayesian Optimiza-tion does not scale well with the dimensions of the problem. The optimization of the acquisition function has received less attention because its computational cost is usually considered negligible compared to that of the evaluation of the objec-tive function. Its efficient optimization is often inhibited, particularly in high di-mensional problems, by multiple extrema. In this paper we leverage the addition-ality of the objective function into mapping both the kernel and the acquisition function of the Bayesian Optimization in lower dimensional subspaces. This ap-proach makes more efficient the learning/updating of the probabilistic surrogate model and allows an efficient optimization of the acquisition function. Experi-mental results are presented for real-life application, that is the control of pumps in urban water distribution systems.
Stochastic Recursive Momentum for Policy Gradient Methods
Authors: Huizhuo Yuan, Xiangru Lian, Ji Liu, Yuren Zhou
Date: 2020-03-09 00:00:00
Tasks: Policy Gradient Methods

In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion. STORM-PG enjoys a provably sharp $O(1/\epsilon^3)$ sample complexity bound for STORM-PG, matching the best-known convergence rate for policy gradient algorithm. In the mean time, STORM-PG avoids the alternations between large batches and small batches which persists in comparable variance-reduced policy gradient methods, allowing considerably simpler parameter tuning. Numerical experiments depicts the superiority of our algorithm over comparative policy gradient algorithms.
Multi-Time-Scale Convolution for Emotion Recognition from Speech Audio Signals
Authors: Eric Guizzo, Tillman Weyde, Jack Barnett Leveson
Date: 2020-03-06 00:00:00
Tasks: Emotion Recognition

Robustness against temporal variations is important for emotion recognition from speech audio, since emotion is ex-pressed through complex spectral patterns that can exhibit significant local dilation and compression on the time axis depending on speaker and context. To address this and potentially other tasks, we introduce the multi-time-scale (MTS) method to create flexibility towards temporal variations when analyzing time-frequency representations of audio data. MTS extends convolutional neural networks with convolution kernels that are scaled and re-sampled along the time axis, to increase temporal flexibility without increasing the number of trainable parameters compared to standard convolutional layers. We evaluate MTS and standard convolutional layers in different architectures for emotion recognition from speech audio, using 4 datasets of different sizes. The results show that the use of MTS layers consistently improves the generalization of networks of different capacity and depth, compared to standard convolution, especially on smaller datasets
Dropout: Explicit Forms and Capacity Control
Authors: Raman Arora, Peter Bartlett, Poorya Mianjy, Nathan Srebro
Date: 2020-03-06 00:00:00
Proceeding: ICLR 2020 1
Tasks: BIG-bench Machine Learning, Matrix Completion

We investigate the capacity control provided by dropout in various machine learning problems. First, we study dropout for matrix completion, where it induces a data-dependent regularizer that, in expectation, equals the weighted trace-norm of the product of the factors. In deep learning, we show that the data-dependent regularizer due to dropout directly controls the Rademacher complexity of the underlying class of deep neural networks. These developments enable us to give concrete generalization error bounds for the dropout algorithm in both matrix completion as well as training deep neural networks. We evaluate our theoretical findings on real-world datasets, including MovieLens, MNIST, and Fashion-MNIST.
Contextual Blocking Bandits
Authors: Soumya Basu, Orestis Papadigenopoulos, Constantine Caramanis, Sanjay Shakkottai
Date: 2020-03-06 00:00:00
Tasks: Blocking, Novel Concepts, Recommendation Systems

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a fixed and known number of future time steps. The above contextual setting, which captures important scenarios such as recommendation systems or ad placement with diverse users, invalidates greedy solution techniques that are effective for its non-contextual counterpart (Basu et al., NeurIPS19). Assuming knowledge of the context distribution and the mean reward of each arm-context pair, we cast the problem as an online bipartite matching problem, where the right-vertices (contexts) arrive stochastically and the left-vertices (arms) are blocked for a finite number of rounds each time they are matched. This problem has been recently studied in the full-information case, where competitive ratio bounds have been derived. We focus on the bandit setting, where the reward distributions are initially unknown; we propose a UCB-based variant of the full-information algorithm that guarantees a $\mathcal{O}(\log T)$-regret w.r.t. an $\alpha$-optimal strategy in $T$ time steps, matching the $\Omega(\log(T))$ regret lower bound in this setting. Due to the time correlations caused by blocking, existing techniques for upper bounding regret fail. For proving our regret bounds, we introduce the novel concepts of delayed exploitation and opportunistic subsampling and combine them with ideas from combinatorial bandits and non-stationary Markov chains coupling.
A Farewell to Arms: Sequential Reward Maximization on a Budget with a Giving Up Option
Authors: P Sharoff, Nishant A. Mehta, Ravi Ganti
Date: 2020-03-06 00:00:00
Tasks: Decision Making, Multi-Armed Bandits, Sequential Decision Making

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the chosen action yields a stochastic reward. The agent seeks to maximize its cumulative reward over a finite time budget, with the option of "giving up" on a current action --- hence forfeiting any reward -- in order to choose another action. We cast this problem as a variant of the stochastic multi-armed bandits problem with stochastic consumption of resource. For this problem, we first establish that the optimal arm is the one that maximizes the ratio of the expected reward of the arm to the expected waiting time before the agent sees the reward due to pulling that arm. Using a novel upper confidence bound on this ratio, we then introduce an upper confidence based-algorithm, WAIT-UCB, for which we establish logarithmic, problem-dependent regret bound which has an improved dependence on problem parameters compared to previous works. Simulations on various problem configurations comparing WAIT-UCB against the state-of-the-art algorithms are also presented.
Training Deep Energy-Based Models with f-Divergence Minimization
Authors: Lantao Yu, Yang song, Jiaming Song, Stefano Ermon
Date: 2020-03-06 00:00:00
Proceeding: ICML 2020 1

Deep energy-based models (EBMs) are very flexible in distribution parametrization but computationally challenging because of the intractable partition function. They are typically trained via maximum likelihood, using contrastive divergence to approximate the gradient of the KL divergence between data and model distribution. While KL divergence has many desirable properties, other f-divergences have shown advantages in training implicit density generative models such as generative adversarial networks. In this paper, we propose a general variational framework termed f-EBM to train EBMs using any desired f-divergence. We introduce a corresponding optimization algorithm and prove its local convergence property with non-linear dynamical systems theory. Experimental results demonstrate the superiority of f-EBM over contrastive divergence, as well as the benefits of training EBMs using f-divergences other than KL.
Deep learning for prediction of population health costs
Authors: Philipp Drewe-Boss, Dirk Enders, Jochen Walker, Uwe Ohler
Date: 2020-03-06 00:00:00
Tasks: Deep Learning, Prediction, regression

Accurate prediction of healthcare costs is important for optimally managing health costs. However, methods leveraging the medical richness from data such as health insurance claims or electronic health records are missing. Here, we developed a deep neural network to predict future cost from health insurance claims records. We applied the deep network and a ridge regression model to a sample of 1.4 million German insurants to predict total one-year health care costs. Both methods were compared to Morbi-RSA models with various performance measures and were also used to predict patients with a change in costs and to identify relevant codes for this prediction. We showed that the neural network outperformed the ridge regression as well as all Morbi-RSA models for cost prediction. Further, the neural network was superior to ridge regression in predicting patients with cost change and identified more specific codes. In summary, we showed that our deep neural network can leverage the full complexity of the patient records and outperforms standard approaches. We suggest that the better performance is due to the ability to incorporate complex interactions in the model and that the model might also be used for predicting other health phenotypes.