pwc-archive/papers-with-abstracts huggingface dataset:
Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
Authors: David Zhao, Alessandro Rinaldo, Christopher Brookins
Date: 2019-11-26 00:00:00
Tasks: General Classification

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto assets. Using historical data from July 2015 to November 2019, we develop a large number of technical indicators to capture patterns in the cryptocurrency market. We then test various classification methods to forecast short-term future price movements based on these indicators. On both PPV and NPV metrics, our classifiers do well in identifying up and down market moves over the next 1 hour. Beyond evaluating classification accuracy, we also develop a strategy for translating 1-hour-ahead class predictions into trading decisions, along with a backtester that simulates trading in a realistic environment. We find that support vector machines yield the most profitable trading strategies, which outperform the market on average for Bitcoin, Ethereum and Litecoin over the past 22 months, since January 2018.
Local Model Poisoning Attacks to Byzantine-Robust Federated Learning
Authors: Minghong Fang, Xiaoyu Cao, Jinyuan Jia, Neil Zhenqiang Gong
Date: 2019-11-26 00:00:00
Tasks: BIG-bench Machine Learning, Data Poisoning, Federated Learning, Model Poisoning

In federated learning, multiple client devices jointly learn a machine learning model: each client device maintains a local model for its local training dataset, while a master device maintains a global model via aggregating the local models from the client devices. The machine learning community recently proposed several federated learning methods that were claimed to be robust against Byzantine failures (e.g., system failures, adversarial manipulations) of certain client devices. In this work, we perform the first systematic study on local model poisoning attacks to federated learning. We assume an attacker has compromised some client devices, and the attacker manipulates the local model parameters on the compromised client devices during the learning process such that the global model has a large testing error rate. We formulate our attacks as optimization problems and apply our attacks to four recent Byzantine-robust federated learning methods. Our empirical results on four real-world datasets show that our attacks can substantially increase the error rates of the models learnt by the federated learning methods that were claimed to be robust against Byzantine failures of some client devices. We generalize two defenses for data poisoning attacks to defend against our local model poisoning attacks. Our evaluation results show that one defense can effectively defend against our attacks in some cases, but the defenses are not effective enough in other cases, highlighting the need for new defenses against our local model poisoning attacks to federated learning.
Multi-Object Portion Tracking in 4D Fluorescence Microscopy Imagery with Deep Feature Maps
Authors: Yang Jiao, Mo Weng, Mei Yang
Date: 2019-11-26 00:00:00
Tasks: Multi-Object Tracking, Object, Object Tracking

3D fluorescence microscopy of living organisms has increasingly become an essential and powerful tool in biomedical research and diagnosis. An exploding amount of imaging data has been collected, whereas efficient and effective computational tools to extract information from them are still lagging behind. This is largely due to the challenges in analyzing biological data. Interesting biological structures are not only small, but are often morphologically irregular and highly dynamic. Although tracking cells in live organisms has been studied for years, existing tracking methods for cells are not effective in tracking subcellular structures, such as protein complexes, which feature in continuous morphological changes including split and merge, in addition to fast migration and complex motion. In this paper, we first define the problem of multi-object portion tracking to model the protein object tracking process. A multi-object tracking method with portion matching is proposed based on 3D segmentation results. The proposed method distills deep feature maps from deep networks, then recognizes and matches object portions using an extended search. Experimental results confirm that the proposed method achieves 2.96% higher on consistent tracking accuracy and 35.48% higher on event identification accuracy than the state-of-art methods.
Federated Learning for Ranking Browser History Suggestions
Authors: Florian Hartmann, Sunah Suh, Arkadiusz Komarzewski, Tim D. Smith, Ilana Segall
Date: 2019-11-26 00:00:00
Tasks: Federated Learning, Privacy Preserving

Federated Learning is a new subfield of machine learning that allows fitting models without collecting the training data itself. Instead of sharing data, users collaboratively train a model by only sending weight updates to a server. To improve the ranking of suggestions in the Firefox URL bar, we make use of Federated Learning to train a model on user interactions in a privacy-preserving way. This trained model replaces a handcrafted heuristic, and our results show that users now type over half a character less to find what they are looking for. To be able to deploy our system to real users without degrading their experience during training, we design the optimization process to be robust. To this end, we use a variant of Rprop for optimization, and implement additional safeguards. By using a numerical gradient approximation technique, our system is able to optimize anything in Firefox that is currently based on handcrafted heuristics. Our paper shows that Federated Learning can be used successfully to train models in privacy-respecting ways.
TimeCaps: Capturing Time Series Data With Capsule Networks
Authors: Hirunima Jayasekara, Vinoj Jayasundara, Mohamed Athif, Jathushan Rajasegaran, Sandaru Jayasekara, Suranga Seneviratne, Ranga Rodrigo
Date: 2019-11-26 00:00:00
Tasks: Time Series, Time Series Analysis

Capsule networks excel in understanding spatial relationships in 2D data for vision related tasks. Even though they are not designed to capture 1D temporal relationships, with TimeCaps we demonstrate that given the ability, capsule networks excel in understanding temporal relationships. To this end, we generate capsules along the temporal and channel dimensions creating two temporal feature detectors which learn contrasting relationships. TimeCaps surpasses the state-of-the-art results by achieving 96.21% accuracy on identifying 13 Electrocardiogram (ECG) signal beat categories, while achieving on-par results on identifying 30 classes of short audio commands. Further, the instantiation parameters inherently learnt by the capsule networks allow us to completely parameterize 1D signals which opens various possibilities in signal processing.
A Preliminary Study of Disentanglement With Insights on the Inadequacy of Metrics
Authors: Amir H. Abdi, Purang Abolmaesumi, Sidney Fels
Date: 2019-11-26 00:00:00
Tasks: Disentanglement, Representation Learning

Disentangled encoding is an important step towards a better representation learning. However, despite the numerous efforts, there still is no clear winner that captures the independent features of the data in an unsupervised fashion. In this work we empirically evaluate the performance of six unsupervised disentanglement approaches on the mpi3d toy dataset curated and released for the NeurIPS 2019 Disentanglement Challenge. The methods investigated in this work are Beta-VAE, Factor-VAE, DIP-I-VAE, DIP-II-VAE, Info-VAE, and Beta-TCVAE. The capacities of all models were progressively increased throughout the training and the hyper-parameters were kept intact across experiments. The methods were evaluated based on five disentanglement metrics, namely, DCI, Factor-VAE, IRS, MIG, and SAP-Score. Within the limitations of this study, the Beta-TCVAE approach was found to outperform its alternatives with respect to the normalized sum of metrics. However, a qualitative study of the encoded latents reveal that there is not a consistent correlation between the reported metrics and the disentanglement potential of the model.
ViewAL: Active Learning with Viewpoint Entropy for Semantic Segmentation
Authors: Yawar Siddiqui, Julien Valentin, Matthias Nießner
Date: 2019-11-26 00:00:00
Proceeding: CVPR 2020 6
Tasks: Active Learning, Semantic Segmentation, Superpixels

We propose ViewAL, a novel active learning strategy for semantic segmentation that exploits viewpoint consistency in multi-view datasets. Our core idea is that inconsistencies in model predictions across viewpoints provide a very reliable measure of uncertainty and encourage the model to perform well irrespective of the viewpoint under which objects are observed. To incorporate this uncertainty measure, we introduce a new viewpoint entropy formulation, which is the basis of our active learning strategy. In addition, we propose uncertainty computations on a superpixel level, which exploits inherently localized signal in the segmentation task, directly lowering the annotation costs. This combination of viewpoint entropy and the use of superpixels allows to efficiently select samples that are highly informative for improving the network. We demonstrate that our proposed active learning strategy not only yields the best-performing models for the same amount of required labeled data, but also significantly reduces labeling effort. For instance, our method achieves 95% of maximum achievable network performance using only 7%, 17%, and 24% labeled data on SceneNet-RGBD, ScanNet, and Matterport3D, respectively. On these datasets, the best state-of-the-art method achieves the same performance with 14%, 27% and 33% labeled data. Finally, we demonstrate that labeling using superpixels yields the same quality of ground-truth compared to labeling whole images, but requires 25% less time.
Enabling real-time multi-messenger astrophysics discoveries with deep learning
Authors: E. A. Huerta, Gabrielle Allen, Igor Andreoni, Javier M. Antelis, Etienne Bachelet, Bruce Berriman, Federica Bianco, Rahul Biswas, Matias Carrasco, Kyle Chard, Minsik Cho, Philip S. Cowperthwaite, Zachariah B. Etienne, Maya Fishbach, Francisco Förster, Daniel George, Tom Gibbs, Matthew Graham, William Gropp, Robert Gruendl, Anushri Gupta, Roland Haas, Sarah Habib, Elise Jennings, Margaret W. G. Johnson, Erik Katsavounidis, Daniel S. Katz, Asad Khan, Volodymyr Kindratenko, William T. C. Kramer, Xin Liu, Ashish Mahabal, Zsuzsa Marka, Kenton McHenry, Jonah Miller, Claudia Moreno, Mark Neubauer, Steve Oberlin, Alexander R. Olivas, Donald Petravick, Adam Rebei, Shawn Rosofsky, Milton Ruiz, Aaron Saxton, Bernard F. Schutz, Alex Schwing, Ed Seidel, Stuart L. Shapiro, Hongyu Shen, Yue Shen, Leo Singer, Brigitta M. Sipőcz, Lunan Sun, John Towns, Antonios Tsokaros, Wei Wei, Jack Wells, Timothy J. Williams, JinJun Xiong, Zhizhen Zhao
Date: 2019-11-26 00:00:00
Tasks: BIG-bench Machine Learning, Deep Learning, Management, scientific discovery

Multi-messenger astrophysics is a fast-growing, interdisciplinary field that combines data, which vary in volume and speed of data processing, from many different instruments that probe the Universe using different cosmic messengers: electromagnetic waves, cosmic rays, gravitational waves and neutrinos. In this Expert Recommendation, we review the key challenges of real-time observations of gravitational wave sources and their electromagnetic and astroparticle counterparts, and make a number of recommendations to maximize their potential for scientific discovery. These recommendations refer to the design of scalable and computationally efficient machine learning algorithms; the cyber-infrastructure to numerically simulate astrophysical sources, and to process and interpret multi-messenger astrophysics data; the management of gravitational wave detections to trigger real-time alerts for electromagnetic and astroparticle follow-ups; a vision to harness future developments of machine learning and cyber-infrastructure resources to cope with the big-data requirements; and the need to build a community of experts to realize the goals of multi-messenger astrophysics.
City2City: Translating Place Representations across Cities
Authors: Takahiro Yabe, Kota Tsubouchi, Toru Shimizu, Yoshihide Sekimoto, Satish V. Ukkusuri
Date: 2019-11-26 00:00:00
Tasks: Translation, Word Embeddings

Large mobility datasets collected from various sources have allowed us to observe, analyze, predict and solve a wide range of important urban challenges. In particular, studies have generated place representations (or embeddings) from mobility patterns in a similar manner to word embeddings to better understand the functionality of different places within a city. However, studies have been limited to generating such representations of cities in an individual manner and has lacked an inter-city perspective, which has made it difficult to transfer the insights gained from the place representations across different cities. In this study, we attempt to bridge this research gap by treating \textit{cities} and \textit{languages} analogously. We apply methods developed for unsupervised machine language translation tasks to translate place representations across different cities. Real world mobility data collected from mobile phone users in 2 cities in Japan are used to test our place representation translation methods. Translated place representations are validated using landuse data, and results show that our methods were able to accurately translate place representations from one city to another.
Noise Robust Generative Adversarial Networks
Authors: Takuhiro Kaneko, Tatsuya Harada
Date: 2019-11-26 00:00:00
Proceeding: CVPR 2020 6
Tasks: Denoising, Image Denoising, Image Generation

Generative adversarial networks (GANs) are neural networks that learn data distributions through adversarial training. In intensive studies, recent GANs have shown promising results for reproducing training images. However, in spite of noise, they reproduce images with fidelity. As an alternative, we propose a novel family of GANs called noise robust GANs (NR-GANs), which can learn a clean image generator even when training images are noisy. In particular, NR-GANs can solve this problem without having complete noise information (e.g., the noise distribution type, noise amount, or signal-noise relationship). To achieve this, we introduce a noise generator and train it along with a clean image generator. However, without any constraints, there is no incentive to generate an image and noise separately. Therefore, we propose distribution and transformation constraints that encourage the noise generator to capture only the noise-specific components. In particular, considering such constraints under different assumptions, we devise two variants of NR-GANs for signal-independent noise and three variants of NR-GANs for signal-dependent noise. On three benchmark datasets, we demonstrate the effectiveness of NR-GANs in noise robust image generation. Furthermore, we show the applicability of NR-GANs in image denoising. Our code is available at https://github.com/takuhirok/NR-GAN/.
Improving Polyphonic Music Models with Feature-Rich Encoding
Authors: Omar Peracha
Date: 2019-11-26 00:00:00
Tasks: Music Generation, Music Modeling

This paper explores sequential modelling of polyphonic music with deep neural networks. While recent breakthroughs have focussed on network architecture, we demonstrate that the representation of the sequence can make an equally significant contribution to the performance of the model as measured by validation set loss. By extracting salient features inherent to the training dataset, the model can either be conditioned on these features or trained to predict said features as extra components of the sequences being modelled. We show that training a neural network to predict a seemingly more complex sequence, with extra features included in the series being modelled, can improve overall model performance significantly. We first introduce TonicNet, a GRU-based model trained to initially predict the chord at a given time-step before then predicting the notes of each voice at that time-step, in contrast with the typical approach of predicting only the notes. We then evaluate TonicNet on the canonical JSB Chorales dataset and obtain state-of-the-art results.
Matrix Completion using Kronecker Product Approximation
Authors: Chencheng Cai, Rong Chen, Han Xiao
Date: 2019-11-26 00:00:00
Tasks: Collaborative Filtering, Denoising, Matrix Completion

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an alternative and more general form of the underlying complete matrix, which assumes a low Kronecker rank instead of a low regular rank, but includes the latter as a special case. The extra flexibility allows for a much more parsimonious representation of the underlying matrix, but also raises the challenge of determining the proper Kronecker product configuration to be used. We find that the configuration can be identified using the mean squared error criterion as well as a modified cross-validation criterion. We establish the consistency of this procedure under suitable conditions on the signal-to-noise ratio. A aggregation procedure is also proposed to deal with special missing patterns and complex underlying structures. Both numerical and empirical studies are carried out to demonstrate the performance of the new method.
Shifted Randomized Singular Value Decomposition
Authors: Ali Basirat
Date: 2019-11-26 00:00:00

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the original algorithm, the extended algorithm provides for a more efficient way of matrix factorization. The algorithm facilitates the low-rank approximation and principal component analysis (PCA) of off-center data matrices. When applied to different types of data matrices, our experimental results confirm the advantages of the extensions made to the original algorithm.
A Vietnamese Question Answering System
Authors: Dai Quoc Nguyen, Dat Quoc Nguyen, Son Bao Pham
Date: 2019-11-26 00:00:00
Tasks: Question Answering

Question answering systems aim to produce exact answers to users' questions instead of a list of related documents as used by current search engines. In this paper, we propose an ontology-based Vietnamese question answering system that allows users to express their questions in natural language. To the best of our knowledge, this is the first attempt to enable users to query an ontological knowledge base using Vietnamese natural language. Experiments of our system on an organizational ontology show promising results.
Universal EEG Encoder for Learning Diverse Intelligent Tasks
Authors: Baani Leen Kaur Jolly, Palash Aggrawal, Surabhi S. Nath, Viresh Gupta, Manraj Singh Grover, Rajiv Ratn Shah
Date: 2019-11-26 00:00:00
Tasks: EEG, Electroencephalogram (EEG), General Classification, Time Series, Time Series Analysis

Brain Computer Interfaces (BCI) have become very popular with Electroencephalography (EEG) being one of the most commonly used signal acquisition techniques. A major challenge in BCI studies is the individualistic analysis required for each task. Thus, task-specific feature extraction and classification are performed, which fails to generalize to other tasks with similar time-series EEG input data. To this end, we design a GRU-based universal deep encoding architecture to extract meaningful features from publicly available datasets for five diverse EEG-based classification tasks. Our network can generate task and format-independent data representation and outperform the state of the art EEGNet architecture on most experiments. We also compare our results with CNN-based, and Autoencoder networks, in turn performing local, spatial, temporal and unsupervised analysis on the data.
Automated Peer-to-peer Negotiation for Energy Contract Settlements in Residential Cooperatives
Authors: Shantanu Chakraborty, Tim Baarslag, Michael Kaisers
Date: 2019-11-26 00:00:00
Tasks: Fairness, Navigate

This paper presents an automated peer-to-peer negotiation strategy for settling energy contracts among prosumers in a Residential Energy Cooperative considering heterogeneity prosumer preferences. The heterogeneity arises from prosumers' evaluation of energy contracts through multiple societal and environmental criteria and the prosumers' private preferences over those criteria. The prosumers engage in bilateral negotiations with peers to mutually agree on periodical energy contracts/loans consisting of the energy volume to be exchanged at that period and the return time of the exchanged energy. The negotiating prosumers navigate through a common negotiation domain consisting of potential energy contracts and evaluate those contracts from their valuations on the entailed criteria against a utility function that is robust against generation and demand uncertainty. From the repeated interactions, a prosumer gradually learns about the compatibility of its peers in reaching energy contracts that are closer to Nash solutions. Empirical evaluation on real demand, generation and storage profiles -- in multiple system scales -- illustrates that the proposed negotiation based strategy can increase the system efficiency (measured by utilitarian social welfare) and fairness (measured by Nash social welfare) over a baseline strategy and an individual flexibility control strategy representing the status quo strategy. We thus elicit system benefits from peer-to-peer flexibility exchange already without any central coordination and market operator, providing a simple yet flexible and effective paradigm that complements existing markets.
Stability of the Decoupled Extended Kalman Filter Learning Algorithm in LSTM-Based Online Learning
Authors: Nuri Mert Vural, Fatih Ilhan, Suleyman S. Kozat
Date: 2019-11-25 00:00:00

We investigate the convergence and stability properties of the decoupled extended Kalman filter learning algorithm (DEKF) within the long-short term memory network (LSTM) based online learning framework. For this purpose, we model DEKF as a perturbed extended Kalman filter and derive sufficient conditions for its stability during LSTM training. We show that if the perturbations -- introduced due to decoupling -- stay bounded, DEKF learns LSTM parameters with similar convergence and stability properties of the global extended Kalman filter learning algorithm. We verify our results with several numerical simulations and compare DEKF with other LSTM training methods. In our simulations, we also observe that the well-known hyper-parameter selection approaches used for DEKF in the literature satisfy our conditions.