pwc-archive/papers-with-abstracts huggingface dataset:
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
Authors: Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli, Matt Stern
Date: 2019-11-05 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We introduce a reinforcement learning framework for retail robo-advising. The robo-advisor does not know the investor's risk preference, but learns it over time by observing her portfolio choices in different market environments. We develop an exploration-exploitation algorithm which trades off costly solicitations of portfolio choices by the investor with autonomous trading decisions based on stale estimates of investor's risk aversion. We show that the algorithm's value function converges to the optimal value function of an omniscient robo-advisor over a number of periods that is polynomial in the state and action space. By correcting for the investor's mistakes, the robo-advisor may outperform a stand-alone investor, regardless of the investor's opportunity cost for making portfolio decisions.
A Deep Reinforcement Learning Approach to First-Order Logic Theorem Proving
Authors: Maxwell Crouse, Ibrahim Abdelaziz, Bassem Makni, Spencer Whitehead, Cristina Cornelio, Pavan Kapanipathi, Kavitha Srinivas, Veronika Thost, Michael Witbrock, Achille Fokoue
Date: 2019-11-05 00:00:00
Tasks: Automated Theorem Proving, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Automated theorem provers have traditionally relied on manually tuned heuristics to guide how they perform proof search. Deep reinforcement learning has been proposed as a way to obviate the need for such heuristics, however, its deployment in automated theorem proving remains a challenge. In this paper we introduce TRAIL, a system that applies deep reinforcement learning to saturation-based theorem proving. TRAIL leverages (a) a novel neural representation of the state of a theorem prover and (b) a novel characterization of the inference selection process in terms of an attention-based action policy. We show through systematic analysis that these mechanisms allow TRAIL to significantly outperform previous reinforcement-learning-based theorem provers on two benchmark datasets for first-order logic automated theorem proving (proving around 15% more theorems).
Infusing Knowledge into the Textual Entailment Task Using Graph Convolutional Networks
Authors: Pavan Kapanipathi, Veronika Thost, Siva Sankalp Patel, Spencer Whitehead, Ibrahim Abdelaziz, Avinash Balakrishnan, Maria Chang, Kshitij Fadnis, Chulaka Gunasekara, Bassem Makni, Nicholas Mattei, Kartik Talamadupula, Achille Fokoue
Date: 2019-11-05 00:00:00
Tasks: Knowledge Graphs, Natural Language Inference

Textual entailment is a fundamental task in natural language processing. Most approaches for solving the problem use only the textual content present in training data. A few approaches have shown that information from external knowledge sources like knowledge graphs (KGs) can add value, in addition to the textual content, by providing background knowledge that may be critical for a task. However, the proposed models do not fully exploit the information in the usually large and noisy KGs, and it is not clear how it can be effectively encoded to be useful for entailment. We present an approach that complements text-based entailment models with information from KGs by (1) using Personalized PageR- ank to generate contextual subgraphs with reduced noise and (2) encoding these subgraphs using graph convolutional networks to capture KG structure. Our technique extends the capability of text models exploiting structural and semantic information found in KGs. We evaluate our approach on multiple textual entailment datasets and show that the use of external knowledge helps improve prediction accuracy. This is particularly evident in the challenging BreakingNLI dataset, where we see an absolute improvement of 5-20% over multiple text-based entailment models.
Federated Adversarial Domain Adaptation
Authors: Xingchao Peng, Zijun Huang, Yizhe Zhu, Kate Saenko
Date: 2019-11-05 00:00:00
Proceeding: ICLR 2020 1
Tasks: Disentanglement, Domain Adaptation, Federated Learning, text-classification, Text Classification, Transfer Learning

Federated learning improves data privacy and efficiency in machine learning performed over networks of distributed devices, such as mobile phones, IoT and wearable devices, etc. Yet models trained with federated learning can still fail to generalize to new devices due to the problem of domain shift. Domain shift occurs when the labeled data collected by source nodes statistically differs from the target node's unlabeled data. In this work, we present a principled approach to the problem of federated domain adaptation, which aims to align the representations learned among the different nodes with the data distribution of the target node. Our approach extends adversarial adaptation techniques to the constraints of the federated setting. In addition, we devise a dynamic attention mechanism and leverage feature disentanglement to enhance knowledge transfer. Empirically, we perform extensive experiments on several image and text classification tasks and show promising results under unsupervised federated domain adaptation setting.
Alleviating Label Switching with Optimal Transport
Authors: Pierre Monteiller, Sebastian Claici, Edward Chien, Farzaneh Mirzazadeh, Justin Solomon, Mikhail Yurochkin
Date: 2019-11-05 00:00:00
Proceeding: NeurIPS 2019 12

Label switching is a phenomenon arising in mixture model posterior inference that prevents one from meaningfully assessing posterior statistics using standard Monte Carlo procedures. This issue arises due to invariance of the posterior under actions of a group; for example, permuting the ordering of mixture components has no effect on the likelihood. We propose a resolution to label switching that leverages machinery from optimal transport. Our algorithm efficiently computes posterior statistics in the quotient space of the symmetry group. We give conditions under which there is a meaningful solution to label switching and demonstrate advantages over alternative approaches on simulated and real data.
A Method to Model Conditional Distributions with Normalizing Flows
Authors: Zhisheng Xiao, Qing Yan, Yali Amit
Date: 2019-11-05 00:00:00

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our method uses only a single loss and is easy to train. This is an improvement on the previous method that solves similar inverse problems with invertible neural networks but which involves a combination of several loss terms with ad-hoc weighting. In addition, our method provides a natural framework to incorporate conditioning in normalizing flows, and therefore, we can train an invertible network to perform conditional generation. We analyze our method and perform a careful comparison with previous approaches. Simple experiments show the effectiveness of our method, and more comprehensive experimental evaluations are undergoing.
Satellite Pose Estimation Challenge: Dataset, Competition Design and Results
Authors: Mate Kisantal, Sumant Sharma, Tae Ha Park, Dario Izzo, Marcus Märtens, Simone D'Amico
Date: 2019-11-05 00:00:00
Tasks: Pose Estimation

Reliable pose estimation of uncooperative satellites is a key technology for enabling future on-orbit servicing and debris removal missions. The Kelvins Satellite Pose Estimation Challenge aims at evaluating and comparing monocular vision-based approaches and pushing the state-of-the-art on this problem. This work is based on the Satellite Pose Estimation Dataset, the first publicly available machine learning set of synthetic and real spacecraft imageries. The choice of dataset reflects one of the unique challenges associated with spaceborne computer vision tasks, namely the lack of spaceborne images to train and validate the developed algorithms. This work briefly reviews the basic properties and the collection process of the dataset which was made publicly available. The competition design, including the definition of performance metrics and the adopted testbed, is also discussed. The main contribution of this paper is the analysis of the submissions of the 48 competitors, which compares the performance of different approaches and uncovers what factors make the satellite pose estimation problem especially challenging.
Guided Layer-wise Learning for Deep Models using Side Information
Authors: Pavel Sulimov, Elena Sukmanova, Roman Chereshnev, Attila Kertesz-Farkas
Date: 2019-11-05 00:00:00

Training of deep models for classification tasks is hindered by local minima problems and vanishing gradients, while unsupervised layer-wise pretraining does not exploit information from class labels. Here, we propose a new regularization technique, called diversifying regularization (DR), which applies a penalty on hidden units at any layer if they obtain similar features for different types of data. For generative models, DR is defined as divergence over the variational posteriori distributions and included in the maximum likelihood estimation as a prior. Thus, DR includes class label information for greedy pretraining of deep belief networks which result in a better weight initialization for fine-tuning methods. On the other hand, for discriminative training of deep neural networks, DR is defined as a distance over the features and included in the learning objective. With our experimental tests, we show that DR can help the backpropagation to cope with vanishing gradient problems and to provide faster convergence and smaller generalization errors.
GRACE: Generating Concise and Informative Contrastive Sample to Explain Neural Network Model's Prediction
Authors: Thai Le, Suhang Wang, Dongwon Lee
Date: 2019-11-05 00:00:00
Tasks: Philosophy

Despite the recent development in the topic of explainable AI/ML for image and text data, the majority of current solutions are not suitable to explain the prediction of neural network models when the datasets are tabular and their features are in high-dimensional vectorized formats. To mitigate this limitation, therefore, we borrow two notable ideas (i.e., "explanation by intervention" from causality and "explanation are contrastive" from philosophy) and propose a novel solution, named as GRACE, that better explains neural network models' predictions for tabular datasets. In particular, given a model's prediction as label X, GRACE intervenes and generates a minimally-modified contrastive sample to be classified as Y, with an intuitive textual explanation, answering the question of "Why X rather than Y?" We carry out comprehensive experiments using eleven public datasets of different scales and domains (e.g., # of features ranges from 5 to 216) and compare GRACE with competing baselines on different measures: fidelity, conciseness, info-gain, and influence. The user-studies show that our generated explanation is not only more intuitive and easy-to-understand but also facilitates end-users to make as much as 60% more accurate post-explanation decisions than that of Lime.
Efficiently Learning Structured Distributions from Untrusted Batches
Authors: Sitan Chen, Jerry Li, Ankur Moitra
Date: 2019-11-05 00:00:00
Tasks: Density Estimation

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d. samples from this distribution; however an $\epsilon$-fraction of users are untrustworthy and can send adversarially chosen responses. The goal is then to learn $p$ in total variation distance. When $k = 1$ this is the standard robust univariate density estimation setting and it is well-understood that $\Omega (\epsilon)$ error is unavoidable. Suprisingly, Qiao and Valiant gave an estimator which improves upon this rate when $k$ is large. Unfortunately, their algorithms run in time exponential in either $n$ or $k$. We first give a sequence of polynomial time algorithms whose estimation error approaches the information-theoretically optimal bound for this problem. Our approach is based on recent algorithms derived from the sum-of-squares hierarchy, in the context of high-dimensional robust estimation. We show that algorithms for learning from untrusted batches can also be cast in this framework, but by working with a more complicated set of test functions. It turns out this abstraction is quite powerful and can be generalized to incorporate additional problem specific constraints. Our second and main result is to show that this technology can be leveraged to build in prior knowledge about the shape of the distribution. Crucially, this allows us to reduce the sample complexity of learning from untrusted batches to polylogarithmic in $n$ for most natural classes of distributions, which is important in many applications. To do so, we demonstrate that these sum-of-squares algorithms for robust mean estimation can be made to handle complex combinatorial constraints (e.g. those arising from VC theory), which may be of independent technical interest.
Selective machine learning of doubly robust functionals
Authors: Yifan Cui, Eric Tchetgen Tchetgen
Date: 2019-11-05 00:00:00
Tasks: BIG-bench Machine Learning, Causal Inference, Density Estimation, Model Selection

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we propose a selective machine learning framework for making inferences about a finite-dimensional functional defined on a semiparametric model, when the latter admits a doubly robust estimating function and several candidate machine learning algorithms are available for estimating the nuisance parameters. We introduce a new selection criterion aimed at bias reduction in estimating the functional of interest based on a novel definition of pseudo-risk inspired by the double robustness property. Intuitively, the proposed criterion selects a pair of learners with the smallest pseudo-risk, so that the estimated functional is least sensitive to perturbations of a nuisance parameter. We establish an oracle property for a multi-fold cross-validation version of the new selection criterion which states that our empirical criterion performs nearly as well as an oracle with a priori knowledge of the pseudo-risk for each pair of candidate learners. Finally, we apply the approach to model selection of a semiparametric estimator of average treatment effect given an ensemble of candidate machine learners to account for confounding in an observational study which we illustrate in simulations and a data application.
Scribble-based Hierarchical Weakly Supervised Learning for Brain Tumor Segmentation
Authors: Zhanghexuan Ji, Yan Shen, Chunwei Ma, Mingchen Gao
Date: 2019-11-05 00:00:00
Tasks: Brain Tumor Segmentation, Clustering, Segmentation, Tumor Segmentation, Weakly-supervised Learning, Weakly supervised segmentation

The recent state-of-the-art deep learning methods have significantly improved brain tumor segmentation. However, fully supervised training requires a large amount of manually labeled masks, which is highly time-consuming and needs domain expertise. Weakly supervised learning with scribbles provides a good trade-off between model accuracy and the effort of manual labeling. However, for segmenting the hierarchical brain tumor structures, manually labeling scribbles for each substructure could still be demanding. In this paper, we use only two kinds of weak labels, i.e., scribbles on whole tumor and healthy brain tissue, and global labels for the presence of each substructure, to train a deep learning model to segment all the sub-regions. Specifically, we train two networks in two phases: first, we only use whole tumor scribbles to train a whole tumor (WT) segmentation network, which roughly recovers the WT mask of training data; then we cluster the WT region with the guide of global labels. The rough substructure segmentation from clustering is used as weak labels to train the second network. The dense CRF loss is used to refine the weakly supervised segmentation. We evaluate our approach on the BraTS2017 dataset and achieve competitive WT dice score as well as comparable scores on substructure segmentation compared to an upper bound when trained with fully annotated masks.
Algorithms and Statistical Models for Scientific Discovery in the Petabyte Era
Authors: Brian Nord, Andrew J. Connolly, Jamie Kinney, Jeremy Kubica, Gautaum Narayan, Joshua E. G. Peek, Chad Schafer, Erik J. Tollerud, Camille Avestruz, G. Jogesh Babu, Simon Birrer, Douglas Burke, João Caldeira, Douglas A. Caldwell, Joleen K. Carlberg, Yen-Chi Chen, Chuanfei Dong, Eric D. Feigelson, V. Zach Golkhou, Vinay Kashyap, T. S. Li, Thomas Loredo, Luisa Lucie-Smith, Kaisey S. Mandel, J. R. Martínez-Galarza, Adam A. Miller, Priyamvada Natarajan, Michelle Ntampaka, Andy Ptak, David Rapetti, Lior Shamir, Aneta Siemiginowska, Brigitta M. Sipőcz, Arfon M. Smith, Nhan Tran, Ricardo Vilalta, Lucianne M. Walkowicz, John ZuHone
Date: 2019-11-05 00:00:00
Tasks: Astronomy, scientific discovery

The field of astronomy has arrived at a turning point in terms of size and complexity of both datasets and scientific collaboration. Commensurately, algorithms and statistical models have begun to adapt --- e.g., via the onset of artificial intelligence --- which itself presents new challenges and opportunities for growth. This white paper aims to offer guidance and ideas for how we can evolve our technical and collaborative frameworks to promote efficient algorithmic development and take advantage of opportunities for scientific discovery in the petabyte era. We discuss challenges for discovery in large and complex data sets; challenges and requirements for the next stage of development of statistical methodologies and algorithmic tool sets; how we might change our paradigms of collaboration and education; and the ethical implications of scientists' contributions to widely applicable algorithms and computational modeling. We start with six distinct recommendations that are supported by the commentary following them. This white paper is related to a larger corpus of effort that has taken place within and around the Petabytes to Science Workshops (https://petabytestoscience.github.io/).
A Fourier Analytical Approach to Estimation of Smooth Functions in Gaussian Shift Model
Authors: Fan Zhou, Ping Li
Date: 2019-11-05 00:00:00

Let $\mathbf{x}_j = \mathbf{\theta} + \mathbf{\epsilon}_j$, $j=1,\dots,n$ be i.i.d. copies of a Gaussian random vector $\mathbf{x}\sim\mathcal{N}(\mathbf{\theta},\mathbf{\Sigma})$ with unknown mean $\mathbf{\theta} \in \mathbb{R}^d$ and unknown covariance matrix $\mathbf{\Sigma}\in \mathbb{R}^{d\times d}$. The goal of this article is to study the estimation of $f(\mathbf{\theta})$ where $f$ is a given smooth function of which smoothness is characterized by a Besov-type norm. The problem of interest resides in the high dimensional regime where the intrinsic dimension can grow with the sample size $n$. Inspired by the classical work of A. N. Kolmogorov on unbiased estimation and Littlewood-Paley theory, we develop a new estimator based on a Fourier analytical approach that achieves effective bias reduction. Asymptotic normality and efficiency are proved when the smoothness index of $f$ is above certain threshold which was discovered recently by Koltchinskii et. al. (2018) for a H\"{o}lder type class. Numerical simulations are presented to validate our analysis. The simplicity of implementation and its superiority over the plug-in approach indicate the new estimator can be applied to a broad range of real world applications.
Liability Design for Autonomous Vehicles and Human-Driven Vehicles: A Hierarchical Game-Theoretic Approach
Authors: Xuan Di, Xu Chen, Eric Talley
Date: 2019-11-05 00:00:00
Tasks: Autonomous Driving, Autonomous Vehicles

Autonomous vehicles (AVs) are inevitably entering our lives with potential benefits for improved traffic safety, mobility, and accessibility. However, AVs' benefits also introduce a serious potential challenge, in the form of complex interactions with human-driven vehicles (HVs). The emergence of AVs introduces uncertainty in the behavior of human actors and in the impact of the AV manufacturer on autonomous driving design. This paper thus aims to investigate how AVs affect road safety and to design socially optimal liability rules for AVs and human drivers. A unified game is developed, including a Nash game between human drivers, a Stackelberg game between the AV manufacturer and HVs, and a Stackelberg game between the law maker and other users. We also establish the existence and uniqueness of the equilibrium of the game. The game is then simulated with numerical examples to investigate the emergence of human drivers' moral hazard, the AV manufacturer's role in traffic safety, and the law maker's role in liability design. Our findings demonstrate that human drivers could develop moral hazard if they perceive their road environment has become safer and an optimal liability rule design is crucial to improve social welfare with advanced transportation technologies. More generally, the game-theoretic model developed in this paper provides an analytical tool to assist policy-makers in AV policymaking and hopefully mitigate uncertainty in the existing regulation landscape about AV technologies.
Machine Learning meets Number Theory: The Data Science of Birch-Swinnerton-Dyer
Authors: Laura Alessandretti, Andrea Baronchelli, Yang-Hui He
Date: 2019-11-04 00:00:00
Tasks: BIG-bench Machine Learning, Topological Data Analysis

Empirical analysis is often the first step towards the birth of a conjecture. This is the case of the Birch-Swinnerton-Dyer (BSD) Conjecture describing the rational points on an elliptic curve, one of the most celebrated unsolved problems in mathematics. Here we extend the original empirical approach, to the analysis of the Cremona database of quantities relevant to BSD, inspecting more than 2.5 million elliptic curves by means of the latest techniques in data science, machine-learning and topological data analysis. Key quantities such as rank, Weierstrass coefficients, period, conductor, Tamagawa number, regulator and order of the Tate-Shafarevich group give rise to a high-dimensional point-cloud whose statistical properties we investigate. We reveal patterns and distributions in the rank versus Weierstrass coefficients, as well as the Beta distribution of the BSD ratio of the quantities. Via gradient boosted trees, machine learning is applied in finding inter-correlation amongst the various quantities. We anticipate that our approach will spark further research on the statistical properties of large datasets in Number Theory and more in general in pure Mathematics.