pwc-archive/papers-with-abstracts huggingface dataset:
Online Pricing with Offline Data: Phase Transition and Inverse Square Law
Authors: Jinzhi Bu, David Simchi-Levi, Yunzong Xu
Date: 2019-10-19 00:00:00
Proceeding: ICML 2020 1

This paper investigates the impact of pre-existing offline data on online learning, in the context of dynamic pricing. We study a single-product dynamic pricing problem over a selling horizon of $T$ periods. The demand in each period is determined by the price of the product according to a linear demand model with unknown parameters. We assume that before the start of the selling horizon, the seller already has some pre-existing offline data. The offline data set contains $n$ samples, each of which is an input-output pair consisting of a historical price and an associated demand observation. The seller wants to utilize both the pre-existing offline data and the sequential online data to minimize the regret of the online learning process. We characterize the joint effect of the size, location and dispersion of the offline data on the optimal regret of the online learning process. Specifically, the size, location and dispersion of the offline data are measured by the number of historical samples $n$, the distance between the average historical price and the optimal price $\delta$, and the standard deviation of the historical prices $\sigma$, respectively. We show that the optimal regret is $\widetilde \Theta\left(\sqrt{T}\wedge \frac{T}{(n\wedge T)\delta^2+n\sigma^2}\right)$, and design a learning algorithm based on the "optimism in the face of uncertainty" principle, whose regret is optimal up to a logarithmic factor. Our results reveal surprising transformations of the optimal regret rate with respect to the size of the offline data, which we refer to as phase transitions. In addition, our results demonstrate that the location and dispersion of the offline data also have an intrinsic effect on the optimal regret, and we quantify this effect via the inverse-square law.
Gastroscopic Panoramic View: Application to Automatic Polyps Detection under Gastroscopy
Authors: Shi Chenfei, Yan Xue, Chuan Jiang, Hui Tian, Bei Liu
Date: 2019-10-19 00:00:00
Tasks: object-detection, Object Detection

Endoscopic diagnosis is an important means for gastric polyp detection. In this paper, a panoramic image of gastroscopy is developed, which can display the inner surface of the stomach intuitively and comprehensively. Moreover, the proposed automatic detection solution can help doctors locate the polyps automatically, and reduce missed diagnosis. The main contributions of this paper are: firstly, a gastroscopic panorama reconstruction method is developed. The reconstruction does not require additional hardware devices, and can solve the problem of texture dislocation and illumination imbalance properly; secondly, an end-to-end multi-object detection for gastroscopic panorama is trained based on deep learning framework. Compared with traditional solutions, the automatic polyp detection system can locate all polyps in the inner wall of stomach in real time and assist doctors to find the lesions. Thirdly, the system was evaluated in the Affiliated Hospital of Zhejiang University. The results show that the average error of the panorama is less than 2 mm, the accuracy of the polyp detection is 95%, and the recall rate is 99%. In addition, the research roadmap of this paper has guiding significance for endoscopy-assisted detection of other human soft cavities.
Introduction to Coresets: Accurate Coresets
Authors: Ibrahim Jubran, Alaa Maalouf, Dan Feldman
Date: 2019-10-19 00:00:00
Tasks: Math

A coreset (or core-set) of an input set is its small summation, such that solving a problem on the coreset as its input, provably yields the same result as solving the same problem on the original (full) set, for a given family of problems (models, classifiers, loss functions). Over the past decade, coreset construction algorithms have been suggested for many fundamental problems in e.g. machine/deep learning, computer vision, graphics, databases, and theoretical computer science. This introductory paper was written following requests from (usually non-expert, but also colleagues) regarding the many inconsistent coreset definitions, lack of available source code, the required deep theoretical background from different fields, and the dense papers that make it hard for beginners to apply coresets and develop new ones. The paper provides folklore, classic and simple results including step-by-step proofs and figures, for the simplest (accurate) coresets of very basic problems, such as: sum of vectors, minimum enclosing ball, SVD/ PCA and linear regression. Nevertheless, we did not find most of their constructions in the literature. Moreover, we expect that putting them together in a retrospective context would help the reader to grasp modern results that usually extend and generalize these fundamental observations. Experts might appreciate the unified notation and comparison table that links between existing results. Open source code with example scripts are provided for all the presented algorithms, to demonstrate their practical usage, and to support the readers who are more familiar with programming than math.
Explainable AI: Deep Reinforcement Learning Agents for Residential Demand Side Cost Savings in Smart Grids
Authors: Hareesh Kumar, Priyanka Mary Mammen, Krithi Ramamritham
Date: 2019-10-19 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Motivated by recent advancements in Deep Reinforcement Learning (RL), we have developed an RL agent to manage the operation of storage devices in a household and is designed to maximize demand-side cost savings. The proposed technique is data-driven, and the RL agent learns from scratch how to efficiently use the energy storage device given variable tariff structures. In most of the studies, the RL agent is considered as a black box, and how the agent has learned is often ignored. We explain the learning progression of the RL agent, and the strategies it follows based on the capacity of the storage device.
Neural Spectrum Alignment: Empirical Study
Authors: Dmitry Kopitkov, Vadim Indelman
Date: 2019-10-19 00:00:00

Expressiveness and generalization of deep models was recently addressed via the connection between neural networks (NNs) and kernel learning, where first-order dynamics of NN during a gradient-descent (GD) optimization were related to gradient similarity kernel, also known as Neural Tangent Kernel (NTK). In the majority of works this kernel is considered to be time-invariant, with its properties being defined entirely by NN architecture and independent of the learning task at hand. In contrast, in this paper we empirically explore these properties along the optimization and show that in practical applications the NTK changes in a very dramatic and meaningful way, with its top eigenfunctions aligning toward the target function learned by NN. Moreover, these top eigenfunctions serve as basis functions for NN output - a function represented by NN is spanned almost completely by them for the entire optimization process. Further, since the learning along top eigenfunctions is typically fast, their alignment with the target function improves the overall optimization performance. In addition, we study how the neural spectrum is affected by learning rate decay, typically done by practitioners, showing various trends in the kernel behavior. We argue that the presented phenomena may lead to a more complete theoretical understanding behind NN learning.
Reverse Experience Replay
Authors: Egor Rotinov
Date: 2019-10-19 00:00:00
Tasks: Q-Learning

This paper describes an improvement in Deep Q-learning called Reverse Experience Replay (also RER) that solves the problem of sparse rewards and helps to deal with reward maximizing tasks by sampling transitions successively in reverse order. On tasks with enough experience for training and enough Experience Replay memory capacity, Deep Q-learning Network with Reverse Experience Replay shows competitive results against both Double DQN, with a standard Experience Replay, and vanilla DQN. Also, RER achieves significantly increased results in tasks with a lack of experience and Replay memory capacity.
On Adaptivity in Information-constrained Online Learning
Authors: Siddharth Mitra, Aditya Gopalan
Date: 2019-10-19 00:00:00
Tasks: Prediction

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with expert advice, we present an online algorithm whose regret depends optimally on the number of labels allowed and $Q^*$ (the quadratic variation of the losses of the best action in hindsight), along with a parameter-free counterpart whose regret depends optimally on $Q$ (the quadratic variation of the losses of all the actions). These quantities can be significantly smaller than $T$ (the total time horizon), yielding an improvement over existing, variation-independent results for the problem. We then extend our analysis to handle label efficient prediction with bandit feedback, i.e., label efficient bandits. Our work builds upon the framework of optimistic online mirror descent, and leverages second order corrections along with a carefully designed hybrid regularizer that encodes the constrained information structure of the problem. We then consider revealing action-partial monitoring games -- a version of label efficient prediction with additive information costs, which in general are known to lie in the \textit{hard} class of games having minimax regret of order $T^{\frac{2}{3}}$. We provide a strategy with an $\mathcal{O}((Q^*T)^{\frac{1}{3}})$ bound for revealing action games, along with one with a $\mathcal{O}((QT)^{\frac{1}{3}})$ bound for the full class of hard partial monitoring games, both being strict improvements over current bounds.
A Structured Prediction Approach for Generalization in Cooperative Multi-Agent Reinforcement Learning
Authors: Nicolas Carion, Gabriel Synnaeve, Alessandro Lazaric, Nicolas Usunier
Date: 2019-10-19 00:00:00
Proceeding: NeurIPS 2019 12
Tasks: Multi-agent Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Starcraft, Structured Prediction, Zero-shot Generalization

Effective coordination is crucial to solve multi-agent collaborative (MAC) problems. While centralized reinforcement learning methods can optimally solve small MAC instances, they do not scale to large problems and they fail to generalize to scenarios different from those seen during training. In this paper, we consider MAC problems with some intrinsic notion of locality (e.g., geographic proximity) such that interactions between agents and tasks are locally limited. By leveraging this property, we introduce a novel structured prediction approach to assign agents to tasks. At each step, the assignment is obtained by solving a centralized optimization problem (the inference procedure) whose objective function is parameterized by a learned scoring model. We propose different combinations of inference procedures and scoring models able to represent coordination patterns of increasing complexity. The resulting assignment policy can be efficiently learned on small problem instances and readily reused in problems with more agents and tasks (i.e., zero-shot generalization). We report experimental results on a toy search and rescue problem and on several target selection scenarios in StarCraft: Brood War, in which our model significantly outperforms strong rule-based baselines on instances with 5 times more agents and tasks than those seen during training.
Dictionary Learning with Almost Sure Error Constraints
Authors: Mohammed Rayyan Sheriff, Debasish Chatterjee
Date: 2019-10-19 00:00:00
Tasks: Dictionary Learning

A dictionary is a database of standard vectors, so that other vectors / signals are expressed as linear combinations of dictionary vectors, and the task of learning a dictionary for a given data is to find a good dictionary so that the representation of data points has desirable features. Dictionary learning and the related matrix factorization methods have gained significant prominence recently due to their applications in Wide variety of fields like machine learning, signal processing, statistics etc. In this article we study the dictionary learning problem for achieving desirable features in the representation of a given data with almost sure recovery constraints. We impose the constraint that every sample is reconstructed properly to within a predefined threshold. This problem formulation is more challenging than the conventional dictionary learning, which is done by minimizing a regularised cost function. We make use of the duality results for linear inverse problems to obtain an equivalent reformulation in the form of a convex-concave min-max problem. The resulting min-max problem is then solved using gradient descent-ascent like algorithms.
Machine Learning for AC Optimal Power Flow
Authors: Neel Guha, Zhecheng Wang, Matt Wytock, Arun Majumdar
Date: 2019-10-19 00:00:00
Tasks: BIG-bench Machine Learning, Prediction

We explore machine learning methods for AC Optimal Powerflow (ACOPF) - the task of optimizing power generation in a transmission network according while respecting physical and engineering constraints. We present two formulations of ACOPF as a machine learning problem: 1) an end-to-end prediction task where we directly predict the optimal generator settings, and 2) a constraint prediction task where we predict the set of active constraints in the optimal solution. We validate these approaches on two benchmark grids.
LSTM-Assisted Evolutionary Self-Expressive Subspace Clustering
Authors: Di Xu, Tianhang Long, Junbin Gao
Date: 2019-10-19 00:00:00
Tasks: Clustering

Massive volumes of high-dimensional data that evolves over time is continuously collected by contemporary information processing systems, which brings up the problem of organizing this data into clusters, i.e. achieve the purpose of dimensional deduction, and meanwhile learning its temporal evolution patterns. In this paper, a framework for evolutionary subspace clustering, referred to as LSTM-ESCM, is introduced, which aims at clustering a set of evolving high-dimensional data points that lie in a union of low-dimensional evolving subspaces. In order to obtain the parsimonious data representation at each time step, we propose to exploit the so-called self-expressive trait of the data at each time point. At the same time, LSTM networks are implemented to extract the inherited temporal patterns behind data in an overall time frame. An efficient algorithm has been proposed based on MATLAB. Next, experiments are carried out on real-world datasets to demonstrate the effectiveness of our proposed approach. And the results show that the suggested algorithm dramatically outperforms other known similar approaches in terms of both run time and accuracy.
Identification of Interaction Clusters Using a Semi-supervised Hierarchical Clustering Method
Authors: Yu Chen, Yuanyuan Yang, Yaochu Jin, Xiufen Zou
Date: 2019-10-20 00:00:00
Tasks: Clustering

Motivation: Identifying interaction clusters of large gene regulatory networks (GRNs) is critical for its further investigation, while this task is very challenging, attributed to data noise in experiment data, large scale of GRNs, and inconsistency between gene expression profiles and function modules, etc. It is promising to semi-supervise this process by prior information, but shortage of prior information sometimes make it very challenging. Meanwhile, it is also annoying, and sometimes impossible to discovery gold standard for evaluation of clustering results.\\ Results: With assistance of an online enrichment tool, this research proposes a semi-supervised hierarchical clustering method via deconvolved correlation matrix~(SHC-DC) to discover interaction clusters of large-scale GRNs. Three benchmark networks including a \emph{Ecoli} network and two \emph{Yeast} networks are employed to test semi-supervision scheme of the proposed method. Then, SHC-DC is utilized to cluster genes in sleep study. Results demonstrates it can find interaction modules that are generally enriched in various signal pathways. Besides the significant influence on blood level of interleukins, impact of sleep on important pathways mediated by them is also validated by the discovered interaction modules.
Targeted Estimation of Heterogeneous Treatment Effect in Observational Survival Analysis
Authors: Jie Zhu, Blanca Gallego
Date: 2019-10-20 00:00:00
Tasks: Causal Inference, Survival Analysis

The aim of clinical effectiveness research using repositories of electronic health records is to identify what health interventions 'work best' in real-world settings. Since there are several reasons why the net benefit of intervention may differ across patients, current comparative effectiveness literature focuses on investigating heterogeneous treatment effect and predicting whether an individual might benefit from an intervention. The majority of this literature has concentrated on the estimation of the effect of treatment on binary outcomes. However, many medical interventions are evaluated in terms of their effect on future events, which are subject to loss to follow-up. In this study, we describe a framework for the estimation of heterogeneous treatment effect in terms of differences in time-to-event (survival) probabilities. We divide the problem into three phases: (1) estimation of treatment effect conditioned on unique sets of the covariate vector; (2) identification of features important for heterogeneity using an ensemble of non-parametric variable importance methods; and (3) estimation of treatment effect on the reference classes defined by the previously selected features, using one-step Targeted Maximum Likelihood Estimation. We conducted a series of simulation studies and found that this method performs well when either sample size or event rate is high enough and the number of covariates contributing to the effect heterogeneity is moderate. An application of this method to a clinical case study was conducted by estimating the effect of oral anticoagulants on newly diagnosed non-valvular atrial fibrillation patients using data from the UK Clinical Practice Research Datalink.
Personalized Graph Neural Networks with Attention Mechanism for Session-Aware Recommendation
Authors: Mengqi Zhang, Shu Wu, Meng Gao, Xin Jiang, Ke Xu, Liang Wang
Date: 2019-10-20 00:00:00
Tasks: Graph Neural Network, Machine Translation, Session-Based Recommendations

The problem of session-aware recommendation aims to predict users' next click based on their current session and historical sessions. Existing session-aware recommendation methods have defects in capturing complex item transition relationships. Other than that, most of them fail to explicitly distinguish the effects of different historical sessions on the current session. To this end, we propose a novel method, named Personalized Graph Neural Networks with Attention Mechanism (A-PGNN) for brevity. A-PGNN mainly consists of two components: one is Personalized Graph Neural Network (PGNN), which is used to extract the personalized structural information in each user behavior graph, compared with the traditional Graph Neural Network (GNN) model, which considers the role of the user when the node embeddding is updated. The other is Dot-Product Attention mechanism, which draws on the Transformer net to explicitly model the effect of historical sessions on the current session. Extensive experiments conducted on two real-world data sets show that A-PGNN evidently outperforms the state-of-the-art personalized session-aware recommendation methods.
Privacy- and Utility-Preserving Textual Analysis via Calibrated Multivariate Perturbations
Authors: Oluwaseyi Feyisetan, Borja Balle, Thomas Drake, Tom Diethe
Date: 2019-10-20 00:00:00
Tasks: Privacy Preserving

Accurately learning from user data while providing quantifiable privacy guarantees provides an opportunity to build better ML models while maintaining user trust. This paper presents a formal approach to carrying out privacy preserving text perturbation using the notion of dx-privacy designed to achieve geo-indistinguishability in location data. Our approach applies carefully calibrated noise to vector representation of words in a high dimension space as defined by word embedding models. We present a privacy proof that satisfies dx-privacy where the privacy parameter epsilon provides guarantees with respect to a distance metric defined by the word embedding space. We demonstrate how epsilon can be selected by analyzing plausible deniability statistics backed up by large scale analysis on GloVe and fastText embeddings. We conduct privacy audit experiments against 2 baseline models and utility experiments on 3 datasets to demonstrate the tradeoff between privacy and utility for varying values of epsilon on different task types. Our results demonstrate practical utility (< 2% utility loss for training binary classifiers) while providing better privacy guarantees than baseline models.
Benchmark Dataset for Timetable Optimization of Bus Routes in the City of New Delhi
Authors: Anubhav Jain, Avdesh Kumar, Saumya Balodi, Pravesh Biyani
Date: 2019-10-20 00:00:00
Tasks: Clustering, Constrained Clustering, Management, Travel Time Estimation

Public transport is one of the major forms of transportation in the world. This makes it vital to ensure that public transport is efficient. This research presents a novel real-time GPS bus transit data for over 500 routes of buses operating in New Delhi. The data can be used for modeling various timetable optimization tasks as well as in other domains such as traffic management, travel time estimation, etc. The paper also presents an approach to reduce the waiting time of Delhi buses by analyzing the traffic behavior and proposing a timetable. This algorithm serves as a benchmark for the dataset. The algorithm uses a constrained clustering algorithm for classification of trips. It further analyses the data statistically to provide a timetable which is efficient in learning the inter- and intra-month variations.
Sparse-Dense Subspace Clustering
Authors: Shuai Yang, Wenqi Zhu, Yuesheng Zhu
Date: 2019-10-20 00:00:00
Tasks: Clustering

Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity matrix is generated from data. In the second one, spectral clustering is applied on the affinity matrix. However, the affinity matrix produced by two-stage methods cannot fully reveal the similarity between data points from the same subspace (intra-subspace similarity), resulting in inaccurate clustering. Besides, most approaches fail to solve large-scale clustering problems due to poor efficiency. In this paper, we first propose a new scalable sparse method called Iterative Maximum Correlation (IMC) to learn the affinity matrix from data. Then we develop Piecewise Correlation Estimation (PCE) to densify the intra-subspace similarity produced by IMC. Finally we extend our work into a Sparse-Dense Subspace Clustering (SDSC) framework with a dense stage to optimize the affinity matrix for two-stage methods. We show that IMC is efficient when clustering large-scale data, and PCE ensures better performance for IMC. We show the universality of our SDSC framework as well. Experiments on several data sets demonstrate the effectiveness of our approaches. Moreover, we are the first one to apply densification on affinity matrix before spectral clustering, and SDSC constitutes the first attempt to build a universal three-stage subspace clustering framework.