pwc-archive/papers-with-abstracts huggingface dataset:
RCC-Dual-GAN: An Efficient Approach for Outlier Detection with Few Identified Anomalies
Authors: Zhe Li, Chunhua Sun, Chunli Liu, Xiayu Chen, Meng Wang, Yezheng Liu
Date: 2020-03-07 00:00:00
Tasks: Outlier Detection

Outlier detection is an important task in data mining and many technologies have been explored in various applications. However, due to the default assumption that outliers are non-concentrated, unsupervised outlier detection may not correctly detect group anomalies with higher density levels. As for the supervised outlier detection, although high detection rates and optimal parameters can usually be achieved, obtaining sufficient and correct labels is a time-consuming task. To address these issues, we focus on semi-supervised outlier detection with few identified anomalies, in the hope of using limited labels to achieve high detection accuracy. First, we propose a novel detection model Dual-GAN, which can directly utilize the potential information in identified anomalies to detect discrete outliers and partially identified group anomalies simultaneously. And then, considering the instances with similar output values may not all be similar in a complex data structure, we replace the two MO-GAN components in Dual-GAN with the combination of RCC and M-GAN (RCC-Dual-GAN). In addition, to deal with the evaluation of Nash equilibrium and the selection of optimal model, two evaluation indicators are created and introduced into the two models to make the detection process more intelligent. Extensive experiments on both benchmark datasets and two practical tasks demonstrate that our proposed approaches (i.e., Dual-GAN and RCC-Dual-GAN) can significantly improve the accuracy of outlier detection even with only a few identified anomalies. Moreover, compared with the two MO-GAN components in Dual-GAN, the network structure combining RCC and M-GAN has greater stability in various situations.
High-dimensional, multiscale online changepoint detection
Authors: Yudong Chen, Tengyao Wang, Richard J. Samworth
Date: 2020-03-07 00:00:00
Tasks: Vocal Bursts Intensity Prediction

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple alternatives of different scales in each coordinate, and then aggregating test statistics across scales and coordinates. The algorithm is online in the sense that both its storage requirements and worst-case computational complexity per new observation are independent of the number of previous observations; in practice, it may even be significantly faster than this. We prove that the patience, or average run length under the null, of our procedure is at least at the desired nominal level, and provide guarantees on its response delay under the alternative that depend on the sparsity of the vector of mean change. Simulations confirm the practical effectiveness of our proposal, which is implemented in the R package 'ocd', and we also demonstrate its utility on a seismology data set.
Modeling of Spatio-Temporal Hawkes Processes with Randomized Kernels
Authors: Fatih Ilhan, Suleyman Serdar Kozat
Date: 2020-03-07 00:00:00
Tasks: Crime Prediction, Point Processes

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In particular, we focus on spatio-temporal Hawkes processes that are commonly used due to their capability to capture excitations between event occurrences. We introduce a novel inference framework based on randomized transformations and gradient descent to learn the process. We replace the spatial kernel calculations by randomized Fourier feature-based transformations. The introduced randomization by this representation provides flexibility while modeling the spatial excitation between events. Moreover, the system described by the process is expressed within closed-form in terms of scalable matrix operations. During the optimization, we use maximum likelihood estimation approach and gradient descent while properly handling positivity and orthonormality constraints. The experiment results show the improvements achieved by the introduced method in terms of fitting capability in synthetic and real datasets with respect to the conventional inference methods in the spatio-temporal Hawkes process literature. We also analyze the triggering interactions between event types and how their dynamics change in space and time through the interpretation of learned parameters.
Machine learning based non-Newtonian fluid model with molecular fidelity
Authors: Huan Lei, Lei Wu, Weinan E
Date: 2020-03-07 00:00:00
Tasks: BIG-bench Machine Learning

We introduce a machine-learning-based framework for constructing continuum non-Newtonian fluid dynamics model directly from a micro-scale description. Dumbbell polymer solutions are used as examples to demonstrate the essential ideas. To faithfully retain molecular fidelity, we establish a micro-macro correspondence via a set of encoders for the micro-scale polymer configurations and their macro-scale counterparts, a set of nonlinear conformation tensors. The dynamics of these conformation tensors can be derived from the micro-scale model and the relevant terms can be parametrized using machine learning. The final model named the deep non-Newtonian model (DeePN$^2$), takes the form of conventional non-Newtonian fluid dynamics models, with a new form of the objective tensor derivative. Both the formulation of the dynamic equation and the neural network representation rigorously preserve the rotational invariance, which ensures the admissibility of the constructed model. Numerical results demonstrate the accuracy of DeePN$^2$, where models based on empirical closures show limitations.
Dynamic Backdoor Attacks Against Machine Learning Models
Authors: Ahmed Salem, Rui Wen, Michael Backes, Shiqing Ma, Yang Zhang
Date: 2020-03-07 00:00:00
Tasks: Backdoor Attack, BIG-bench Machine Learning

Machine learning (ML) has made tremendous progress during the past decade and is being adopted in various critical real-world applications. However, recent research has shown that ML models are vulnerable to multiple security and privacy attacks. In particular, backdoor attacks against ML models have recently raised a lot of awareness. A successful backdoor attack can cause severe consequences, such as allowing an adversary to bypass critical authentication systems. Current backdooring techniques rely on adding static triggers (with fixed patterns and locations) on ML model inputs which are prone to detection by the current backdoor detection mechanisms. In this paper, we propose the first class of dynamic backdooring techniques against deep neural networks (DNN), namely Random Backdoor, Backdoor Generating Network (BaN), and conditional Backdoor Generating Network (c-BaN). Triggers generated by our techniques can have random patterns and locations, which reduce the efficacy of the current backdoor detection mechanisms. In particular, BaN and c-BaN based on a novel generative network are the first two schemes that algorithmically generate triggers. Moreover, c-BaN is the first conditional backdooring technique that given a target label, it can generate a target-specific trigger. Both BaN and c-BaN are essentially a general framework which renders the adversary the flexibility for further customizing backdoor attacks. We extensively evaluate our techniques on three benchmark datasets: MNIST, CelebA, and CIFAR-10. Our techniques achieve almost perfect attack performance on backdoored data with a negligible utility loss. We further show that our techniques can bypass current state-of-the-art defense mechanisms against backdoor attacks, including ABS, Februus, MNTD, Neural Cleanse, and STRIP.
Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets
Authors: Jakob Runge
Date: 2020-03-07 00:00:00
Tasks: Causal Discovery, Time Series, Time Series Analysis

The paper introduces a novel conditional independence (CI) based method for linear and nonlinear, lagged and contemporaneous causal discovery from observational time series in the causally sufficient case. Existing CI-based methods such as the PC algorithm and also common methods from other frameworks suffer from low recall and partially inflated false positives for strong autocorrelation which is an ubiquitous challenge in time series. The novel method, PCMCI$^+$, extends PCMCI [Runge et al., 2019b] to include discovery of contemporaneous links. PCMCI$^+$ improves the reliability of CI tests by optimizing the choice of conditioning sets and even benefits from autocorrelation. The method is order-independent and consistent in the oracle case. A broad range of numerical experiments demonstrates that PCMCI$^+$ has higher adjacency detection power and especially more contemporaneous orientation recall compared to other methods while better controlling false positives. Optimized conditioning sets also lead to much shorter runtimes than the PC algorithm. PCMCI$^+$ can be of considerable use in many real world application scenarios where often time resolutions are too coarse to resolve time delays and strong autocorrelation is present.
Some Geometrical and Topological Properties of DNNs' Decision Boundaries
Authors: Bo Liu, Mengya Shen
Date: 2020-03-07 00:00:00

Geometry and topology of decision regions are closely related with classification performance and robustness against adversarial attacks. In this paper, we use differential geometry to theoretically explore the geometrical and topological properties of decision regions produced by deep neural networks (DNNs). The goal is to obtain some geometrical and topological properties of decision boundaries for given DNN models, and provide some principled guidance to design and regularization of DNNs. First, we present the curvatures of decision boundaries in terms of network parameters, and give sufficient conditions on network parameters for producing flat or developable decision boundaries. Based on the Gauss-Bonnet-Chern theorem in differential geometry, we then propose a method to compute the Euler characteristics of compact decision boundaries, and verify it with experiments.
Inverse Feature Learning: Feature learning based on Representation Learning of Error
Authors: Behzad Ghazanfari, Fatemeh Afghah, Mohammadtaghi Hajiaghayi
Date: 2020-03-08 00:00:00
Tasks: General Classification, Representation Learning

This paper proposes inverse feature learning as a novel supervised feature learning technique that learns a set of high-level features for classification based on an error representation approach. The key contribution of this method is to learn the representation of error as high-level features, while current representation learning methods interpret error by loss functions which are obtained as a function of differences between the true labels and the predicted ones. One advantage of such learning method is that the learned features for each class are independent of learned features for other classes; therefore, this method can learn simultaneously meaning that it can learn new classes without retraining. Error representation learning can also help with generalization and reduce the chance of over-fitting by adding a set of impactful features to the original data set which capture the relationships between each instance and different classes through an error generation and analysis process. This method can be particularly effective in data sets, where the instances of each class have diverse feature representations or the ones with imbalanced classes. The experimental results show that the proposed method results in significantly better performance compared to the state-of-the-art classification techniques for several popular data sets. We hope this paper can open a new path to utilize the proposed perspective of error representation learning in different feature learning domains.
Isolation Mondrian Forest for Batch and Online Anomaly Detection
Authors: Haoran Ma, Benyamin Ghojogh, Maria N. Samad, Dongyu Zheng, Mark Crowley
Date: 2020-03-08 00:00:00
Tasks: Anomaly Detection, Ensemble Learning, Out-of-Distribution Detection

We propose a new method, named isolation Mondrian forest (iMondrian forest), for batch and online anomaly detection. The proposed method is a novel hybrid of isolation forest and Mondrian forest which are existing methods for batch anomaly detection and online random forest, respectively. iMondrian forest takes the idea of isolation, using the depth of a node in a tree, and implements it in the Mondrian forest structure. The result is a new data structure which can accept streaming data in an online manner while being used for anomaly detection. Our experiments show that iMondrian forest mostly performs better than isolation forest in batch settings and has better or comparable performance against other batch and online anomaly detection methods.
Progressive Growing of Neural ODEs
Authors: Hammad A. Ayyubi, Yi Yao, Ajay Divakaran
Date: 2020-03-08 00:00:00
Proceeding: ICLR Workshop DeepDiffEq 2019 12
Tasks: Time Series, Time Series Analysis, Time Series Forecasting

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades substantially when applied to real-world data, especially long-term data with complex behaviors (e.g., long-term trend across years, mid-term seasonality across months, and short-term local variation across days). To address the modeling of such complex data with different behaviors at different frequencies (time spans), we propose a novel progressive learning paradigm of NODEs for long-term time series forecasting. Specifically, following the principle of curriculum learning, we gradually increase the complexity of data and network capacity as training progresses. Our experiments with both synthetic data and real traffic data (PeMS Bay Area traffic data) show that our training methodology consistently improves the performance of vanilla NODEs by over 64%.
Removing Disparate Impact of Differentially Private Stochastic Gradient Descent on Model Accuracy
Authors: Depeng Xu, Wei Du, Xintao Wu
Date: 2020-03-08 00:00:00

When we enforce differential privacy in machine learning, the utility-privacy trade-off is different w.r.t. each group. Gradient clipping and random noise addition disproportionately affect underrepresented and complex classes and subgroups, which results in inequality in utility loss. In this work, we analyze the inequality in utility loss by differential privacy and propose a modified differentially private stochastic gradient descent (DPSGD), called DPSGD-F, to remove the potential disparate impact of differential privacy on the protected group. DPSGD-F adjusts the contribution of samples in a group depending on the group clipping bias such that differential privacy has no disparate impact on group utility. Our experimental evaluation shows how group sample size and group clipping bias affect the impact of differential privacy in DPSGD, and how adaptive clipping for each group helps to mitigate the disparate impact caused by differential privacy in DPSGD-F.
Generative Adversarial Imitation Learning with Neural Networks: Global Optimality and Convergence Rate
Authors: Yufeng Zhang, Qi Cai, Zhuoran Yang, Zhaoran Wang
Date: 2020-03-08 00:00:00
Tasks: Imitation Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Generative adversarial imitation learning (GAIL) demonstrates tremendous success in practice, especially when combined with neural networks. Different from reinforcement learning, GAIL learns both policy and reward function from expert (human) demonstration. Despite its empirical success, it remains unclear whether GAIL with neural networks converges to the globally optimal solution. The major difficulty comes from the nonconvex-nonconcave minimax optimization structure. To bridge the gap between practice and theory, we analyze a gradient-based algorithm with alternating updates and establish its sublinear convergence to the globally optimal solution. To the best of our knowledge, our analysis establishes the global optimality and convergence rate of GAIL with neural networks for the first time.
On the Robustness of Cooperative Multi-Agent Reinforcement Learning
Authors: Jieyu Lin, Kristina Dzeparoska, Sai Qian Zhang, Alberto Leon-Garcia, Nicolas Papernot
Date: 2020-03-08 00:00:00
Tasks: Multi-agent Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

In cooperative multi-agent reinforcement learning (c-MARL), agents learn to cooperatively take actions as a team to maximize a total team reward. We analyze the robustness of c-MARL to adversaries capable of attacking one of the agents on a team. Through the ability to manipulate this agent's observations, the adversary seeks to decrease the total team reward. Attacking c-MARL is challenging for three reasons: first, it is difficult to estimate team rewards or how they are impacted by an agent mispredicting; second, models are non-differentiable; and third, the feature space is low-dimensional. Thus, we introduce a novel attack. The attacker first trains a policy network with reinforcement learning to find a wrong action it should encourage the victim agent to take. Then, the adversary uses targeted adversarial examples to force the victim to take this action. Our results on the StartCraft II multi-agent benchmark demonstrate that c-MARL teams are highly vulnerable to perturbations applied to one of their agent's observations. By attacking a single agent, our attack method has highly negative impact on the overall team reward, reducing it from 20 to 9.4. This results in the team's winning rate to go down from 98.9% to 0%.
Graphs, Convolutions, and Neural Networks: From Graph Filters to Graph Neural Networks
Authors: Fernando Gama, Elvin Isufi, Geert Leus, Alejandro Ribeiro
Date: 2020-03-08 00:00:00
Tasks: Recommendation Systems

Network data can be conveniently modeled as a graph signal, where data values are assigned to nodes of a graph that describes the underlying network topology. Successful learning from network data is built upon methods that effectively exploit this graph structure. In this work, we leverage graph signal processing to characterize the representation space of graph neural networks (GNNs). We discuss the role of graph convolutional filters in GNNs and show that any architecture built with such filters has the fundamental properties of permutation equivariance and stability to changes in the topology. These two properties offer insight about the workings of GNNs and help explain their scalability and transferability properties which, coupled with their local and distributed nature, make GNNs powerful tools for learning in physical networks. We also introduce GNN extensions using edge-varying and autoregressive moving average graph filters and discuss their properties. Finally, we study the use of GNNs in recommender systems and learning decentralized controllers for robot swarms.
Adversarial Attacks on Probabilistic Autoregressive Forecasting Models
Authors: Raphaël Dang-Nhu, Gagandeep Singh, Pavol Bielik, Martin Vechev
Date: 2020-03-08 00:00:00
Proceeding: ICML 2020 1
Tasks: Decision Making, Time Series, Time Series Analysis

We develop an effective generation of adversarial attacks on neural models that output a sequence of probability distributions rather than a sequence of single values. This setting includes the recently proposed deep probabilistic autoregressive forecasting models that estimate the probability distribution of a time series given its past and achieve state-of-the-art results in a diverse set of application domains. The key technical challenge we address is effectively differentiating through the Monte-Carlo estimation of statistics of the joint distribution of the output sequence. Additionally, we extend prior work on probabilistic forecasting to the Bayesian setting which allows conditioning on future observations, instead of only on past observations. We demonstrate that our approach can successfully generate attacks with small input perturbations in two challenging tasks where robust decision making is crucial: stock market trading and prediction of electricity consumption.
Multivariate Boosted Trees and Applications to Forecasting and Control
Authors: Lorenzo Nespoli, Vasco Medici
Date: 2020-03-08 00:00:00
Tasks: regression

Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss function. The most popular implementations are tailored to univariate regression and classification tasks, precluding the possibility of capturing multivariate target cross-correlations and applying structured penalties to the predictions. In this paper, we present a computationally efficient algorithm for fitting multivariate boosted trees. We show that multivariate trees can outperform their univariate counterpart when the predictions are correlated. Furthermore, the algorithm allows to arbitrarily regularize the predictions, so that properties like smoothness, consistency and functional relations can be enforced. We present applications and numerical results related to forecasting and control.
Improving Training on Noisy Stuctured Labels
Authors: Abubakar Abid, James Zou
Date: 2020-03-08 00:00:00
Tasks: Image Segmentation, Segmentation, Semantic Segmentation

Fine-grained annotations---e.g. dense image labels, image segmentation and text tagging---are useful in many ML applications but they are labor-intensive to generate. Moreover there are often systematic, structured errors in these fine-grained annotations. For example, a car might be entirely unannotated in the image, or the boundary between a car and street might only be coarsely annotated. Standard ML training on data with such structured errors produces models with biases and poor performance. In this work, we propose a novel framework of Error-Correcting Networks (ECN) to address the challenge of learning in the presence structured error in fine-grained annotations. Given a large noisy dataset with commonly occurring structured errors, and a much smaller dataset with more accurate annotations, ECN is able to substantially improve the prediction of fine-grained annotations compared to standard approaches for training on noisy data. It does so by learning to leverage the structures in the annotations and in the noisy labels. Systematic experiments on image segmentation and text tagging demonstrate the strong performance of ECN in improving training on noisy structured labels.
Theoretical Analysis of Divide-and-Conquer ERM: Beyond Square Loss and RKHS
Authors: Yong Liu, Lizhong Ding, Weiping Wang
Date: 2020-03-09 00:00:00
Tasks: Learning Theory

Theoretical analysis of the divide-and-conquer based distributed learning with least square loss in the reproducing kernel Hilbert space (RKHS) have recently been explored within the framework of learning theory. However, the studies on learning theory for general loss functions and hypothesis spaces remain limited. To fill the gap, we study the risk performance of distributed empirical risk minimization (ERM) for general loss functions and hypothesis spaces. The main contributions are two-fold. First, we derive two tight risk bounds under certain basic assumptions on the hypothesis space, as well as the smoothness, Lipschitz continuity, strong convexity of the loss function. Second, we further develop a more general risk bound for distributed ERM without the restriction of strong convexity.