pwc-archive/papers-with-abstracts huggingface dataset:
Optimal, Truthful, and Private Securities Lending
Authors: Emily Diana, Michael Kearns, Seth Neel, Aaron Roth
Date: 2019-12-12 00:00:00

We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of identical copies of some scarce resource to $n$ clients, each of whom has a private demand that is unknown to the lender. The lender would like to maximize the usage of the resource $\mbox{---}$ avoiding allocating more to a client than her true demand $\mbox{---}$ but is constrained to sell the resource at a pre-specified price per unit, and thus cannot use prices to incentivize truthful reporting. We first show that the Bayesian optimal algorithm for the one-shot problem $\mbox{---}$ which maximizes the resource's expected usage according to the posterior expectation of demand, given reports $\mbox{---}$ actually incentivizes truthful reporting as a dominant strategy. Because true demands in the securities lending problem are often sensitive information that the client would like to hide from competitors, we then consider the problem under the additional desideratum of (joint) differential privacy. We give an algorithm, based on simple dynamics for computing market equilibria, that is simultaneously private, approximately optimal, and approximately dominant-strategy truthful. Finally, we leverage this private algorithm to construct an approximately truthful, optimal mechanism for the extensive form multi-round auction where the lender does not have access to the true joint distributions between clients' requests and demands.
On Metrics to Assess the Transferability of Machine Learning Models in Non-Intrusive Load Monitoring
Authors: Christoph Klemenjak, Anthony Faustine, Stephen Makonin, Wilfried Elmenreich
Date: 2019-12-12 00:00:00
Tasks: BIG-bench Machine Learning, Non-Intrusive Load Monitoring

To assess the performance of load disaggregation algorithms it is common practise to train a candidate algorithm on data from one or multiple households and subsequently apply cross-validation by evaluating the classification and energy estimation performance on unseen portions of the dataset derived from the same households. With an emerging discussion of transferability in Non-Intrusive Load Monitoring (NILM), there is a need for domain-specific metrics to assess the performance of NILM algorithms on new test scenarios being unseen buildings. In this paper, we discuss several metrics to assess the generalisation ability of NILM algorithms. These metrics target different aspects of performance evaluation in NILM and are meant to complement the traditional performance evaluation approach. We demonstrate how our metrics can be utilised to evaluate NILM algorithms by means of two case studies. We conduct our studies on several energy consumption datasets and take into consideration five state-of-the-art as well as four baseline NILM solutions. Finally, we formulate research challenges for future work.
Greenery Segmentation In Urban Images By Deep Learning
Authors: Artur A. M. Oliveira, Nina S. T. Hirata, Roberto Hirata Jr
Date: 2019-12-12 00:00:00
Tasks: Deep Learning, Image Segmentation, Semantic Segmentation

Vegetation is a relevant feature in the urban scenery and its awareness can be measured in an image by the Green View Index (GVI). Previous approaches to estimate the GVI were based upon heuristics image processing approaches and recently by deep learning networks (DLN). By leveraging some recent DLN architectures tuned to the image segmentation problem and exploiting a weighting strategy in the loss function (LF) we improved previously reported results in similar datasets.
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19
Authors: Nick James, Max Menzies, Jennifer Chan
Date: 2019-12-12 00:00:00
Tasks: Anomaly Detection, Time Series, Time Series Analysis

This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study of distribution extremities, and erratic behaviour through structural breaks. First, we analyse the structure of the market as a whole and observe a reduction in self-similarity as a result of COVID-19, particularly with respect to structural breaks in variance. Second, we compare and contrast these two behaviours, and identify individual anomalous cryptocurrencies. Tether (USDT) and TrueUSD (TUSD) are consistent outliers with respect to their returns, while Holo (HOT), NEXO (NEXO), Maker (MKR) and NEM (XEM) are frequently observed as anomalous with respect to both behaviours and time. Even among a market known as consistently volatile, this identifies individual cryptocurrencies that behave most irregularly in their extreme and erratic behaviour and shows these were more affected during the COVID-19 market crisis.
Double descent in the condition number
Authors: Tomaso Poggio, Gil Kur, Andrzej Banburski
Date: 2019-12-12 00:00:00

In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse problems. An example is machine learning where the key task is to estimate an underlying function from a set of measurements at random points in a high dimensional space and where low sensitivity to error in the data is a requirement for good predictive performance. Here we discuss the simple observation, which is known but surprisingly little quoted (see Theorem 4.2 in \cite{Brgisser:2013:CGN:2526261}): when the columns of $A$ are random vectors, the condition number of $A$ is highest if $d=n$, that is when the inverse of $A$ exists. An overdetermined system ($n>d$) as well as an underdetermined system ($n<d$), for which the pseudoinverse must be used instead of the inverse, typically have significantly better, that is lower, condition numbers. Thus the condition number of $A$ plotted as function of $d$ shows a double descent behavior with a peak at $d=n$.
Learning Effective Visual Relationship Detector on 1 GPU
Authors: Yichao Lu, Cheng Chang, Himanshu Rai, Guangwei Yu, Maksims Volkovs
Date: 2019-12-12 00:00:00
Tasks: GPU, object-detection, Object Detection

We present our winning solution to the Open Images 2019 Visual Relationship challenge. This is the largest challenge of its kind to date with nearly 9 million training images. Challenge task consists of detecting objects and identifying relationships between them in complex scenes. Our solution has three stages, first object detection model is fine-tuned for the challenge classes using a novel weight transfer approach. Then, spatio-semantic and visual relationship models are trained on candidate object pairs. Finally, features and model predictions are combined to generate the final relationship prediction. Throughout the challenge we focused on minimizing the hardware requirements of our architecture. Specifically, our weight transfer approach enables much faster optimization, allowing the entire architecture to be trained on a single GPU in under two days. In addition to efficient optimization, our approach also achieves superior accuracy winning first place out of over 200 teams, and outperforming the second place team by over $5\%$ on the held-out private leaderboard.
COEGAN: Evaluating the Coevolution Effect in Generative Adversarial Networks
Authors: Victor Costa, Nuno Lourenço, João Correia, Penousal Machado
Date: 2019-12-12 00:00:00

Generative adversarial networks (GAN) present state-of-the-art results in the generation of samples following the distribution of the input dataset. However, GANs are difficult to train, and several aspects of the model should be previously designed by hand. Neuroevolution is a well-known technique used to provide the automatic design of network architectures which was recently expanded to deep neural networks. COEGAN is a model that uses neuroevolution and coevolution in the GAN training algorithm to provide a more stable training method and the automatic design of neural network architectures. COEGAN makes use of the adversarial aspect of the GAN components to implement coevolutionary strategies in the training algorithm. Our proposal was evaluated in the Fashion-MNIST and MNIST dataset. We compare our results with a baseline based on DCGAN and also with results from a random search algorithm. We show that our method is able to discover efficient architectures in the Fashion-MNIST and MNIST datasets. The results also suggest that COEGAN can be used as a training algorithm for GANs to avoid common issues, such as the mode collapse problem.
Training without training data: Improving the generalizability of automated medical abbreviation disambiguation
Authors: Marta Skreta, Aryan Arbabi, Jixuan Wang, Michael Brudno
Date: 2019-12-12 00:00:00
Tasks: Data Augmentation

Abbreviation disambiguation is important for automated clinical note processing due to the frequent use of abbreviations in clinical settings. Current models for automated abbreviation disambiguation are restricted by the scarcity and imbalance of labeled training data, decreasing their generalizability to orthogonal sources. In this work we propose a novel data augmentation technique that utilizes information from related medical concepts, which improves our model's ability to generalize. Furthermore, we show that incorporating the global context information within the whole medical note (in addition to the traditional local context window), can significantly improve the model's representation for abbreviations. We train our model on a public dataset (MIMIC III) and test its performance on datasets from different sources (CASI, i2b2). Together, these two techniques boost the accuracy of abbreviation disambiguation by almost 14% on the CASI dataset and 4% on i2b2.
Coevolution of Generative Adversarial Networks
Authors: Victor Costa, Nuno Lourenço, Penousal Machado
Date: 2019-12-12 00:00:00

Generative adversarial networks (GAN) became a hot topic, presenting impressive results in the field of computer vision. However, there are still open problems with the GAN model, such as the training stability and the hand-design of architectures. Neuroevolution is a technique that can be used to provide the automatic design of network architectures even in large search spaces as in deep neural networks. Therefore, this project proposes COEGAN, a model that combines neuroevolution and coevolution in the coordination of the GAN training algorithm. The proposal uses the adversarial characteristic between the generator and discriminator components to design an algorithm using coevolution techniques. Our proposal was evaluated in the MNIST dataset. The results suggest the improvement of the training stability and the automatic discovery of efficient network architectures for GANs. Our model also partially solves the mode collapse problem.
ABOUT ML: Annotation and Benchmarking on Understanding and Transparency of Machine Learning Lifecycles
Authors: Inioluwa Deborah Raji, Jingying Yang
Date: 2019-12-12 00:00:00
Tasks: Benchmarking, BIG-bench Machine Learning

We present the "Annotation and Benchmarking on Understanding and Transparency of Machine Learning Lifecycles" (ABOUT ML) project as an initiative to operationalize ML transparency and work towards a standard ML documentation practice. We make the case for the project's relevance and effectiveness in consolidating disparate efforts across a variety of stakeholders, as well as bringing in the perspectives of currently missing voices that will be valuable in shaping future conversations. We describe the details of the initiative and the gaps we hope this project will help address.
A Distributed Quasi-Newton Algorithm for Primal and Dual Regularized Empirical Risk Minimization
Authors: Ching-pei Lee, Cong Han Lim, Stephen J. Wright
Date: 2019-12-12 00:00:00
Tasks: Distributed Optimization

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable to both the primal and the dual ERM problem. Current second-order and quasi-Newton methods for this problem either do not work well in the distributed setting or work only for specific regularizers. Our algorithm uses successive quadratic approximations of the smooth part, and we describe how to maintain an approximation of the (generalized) Hessian and solve subproblems efficiently in a distributed manner. When applied to the distributed dual ERM problem, unlike state of the art that takes only the block-diagonal part of the Hessian, our approach is able to utilize global curvature information and is thus magnitudes faster. The proposed method enjoys global linear convergence for a broad range of non-strongly convex problems that includes the most commonly used ERMs, thus requiring lower communication complexity. It also converges on non-convex problems, so has the potential to be used on applications such as deep learning. Computational results demonstrate that our method significantly improves on communication cost and running time over the current state-of-the-art methods.
KLT Picker: Particle Picking Using Data-Driven Optimal Templates
Authors: Amitay Eldar, Boris Landa, Yoel Shkolnisky
Date: 2019-12-12 00:00:00

Particle picking is currently a critical step in the cryo-EM single particle reconstruction pipeline. Despite extensive work on this problem, for many data sets it is still challenging, especially for low SNR micrographs. We present the KLT (Karhunen Loeve Transform) picker, which is fully automatic and requires as an input only the approximated particle size. In particular, it does not require any manual picking. Our method is designed especially to handle low SNR micrographs. It is based on learning a set of optimal templates through the use of multi-variate statistical analysis via the Karhunen Loeve Transform. We evaluate the KLT picker on publicly available data sets and present high-quality results with minimal manual effort.
Calibrated model-based evidential clustering using bootstrapping
Authors: Thierry Denoeux
Date: 2019-12-12 00:00:00
Tasks: Clustering, model

Evidential clustering is an approach to clustering in which cluster-membership uncertainty is represented by a collection of Dempster-Shafer mass functions forming an evidential partition. In this paper, we propose to construct these mass functions by bootstrapping finite mixture models. In the first step, we compute bootstrap percentile confidence intervals for all pairwise probabilities (the probabilities for any two objects to belong to the same class). We then construct an evidential partition such that the pairwise belief and plausibility degrees approximate the bounds of the confidence intervals. This evidential partition is calibrated, in the sense that the pairwise belief-plausibility intervals contain the true probabilities "most of the time", i.e., with a probability close to the defined confidence level. This frequentist property is verified by simulation, and the practical applicability of the method is demonstrated using several real datasets.
L3DOC: Lifelong 3D Object Classification
Authors: Yuyang Liu, Yang Cong, Gan Sun
Date: 2019-12-12 00:00:00
Tasks: 3D geometry, 3D Object Classification, 3D Object Recognition, Classification, General Classification, Lifelong learning, Object, Object Recognition

3D object classification has been widely-applied into both academic and industrial scenarios. However, most state-of-the-art algorithms are facing with a fixed 3D object classification task set, which cannot well tackle the new coming data with incremental tasks as human ourselves. Meanwhile, the performance of most state-of-the-art lifelong learning models can be deteriorated easily on previously learned classification tasks, due to the existing of unordered, large-scale, and irregular 3D geometry data. To address this challenge, in this paper, we propose a Lifelong 3D Object Classification (i.e., L3DOC) framewor, which can consecutively learn new 3D object classification tasks via imitating 'human learning'. Specifically, the core idea of our proposed L3DOC model is to factorize PointNet in a perspective of lifelong learning, while capturing and storing the shared point-knowledge in a perspective of layer-wise tensor factorization architecture. To further transfer the task-specific knowledge from previous tasks to the new coming classification task, a memory attention mechanism is proposed to connect the current task with relevant previously tasks, which can effectively prevent catastrophic forgetting via soft-transferring previous knowledge. To our best knowledge, this is the first work about using lifelong learning to handle 3D object classification task without model fine-tuning or retraining. Furthermore, our L3DOC model can also be extended to other backbone network (e.g., PointNet++). To the end, comparisons on several point cloud datasets validate that our L3DOC model can reduce averaged 1.68~3.36 times parameters for the overall model, without sacrificing classification accuracy of each task.
To See in the Dark: N2DGAN for Background Modeling in Nighttime Scene
Authors: Zhenfeng Zhu, Yingying Meng, Deqiang Kong, Xingxing Zhang, Yandong Guo, Yao Zhao
Date: 2019-12-12 00:00:00

Due to the deteriorated conditions of \mbox{illumination} lack and uneven lighting, nighttime images have lower contrast and higher noise than their daytime counterparts of the same scene, which limits seriously the performances of conventional background modeling methods. For such a challenging problem of background modeling under nighttime scene, an innovative and reasonable solution is proposed in this paper, which paves a new way completely different from the existing ones. To make background modeling under nighttime scene performs as well as in daytime condition, we put forward a promising generation-based background modeling framework for foreground surveillance. With a pre-specified daytime reference image as background frame, the {\bfseries GAN} based generation model, called {\bfseries N2DGAN}, is trained to transfer each frame of {\bfseries n}ighttime video {\bfseries to} a virtual {\bfseries d}aytime image with the same scene to the reference image except for the foreground region. Specifically, to balance the preservation of background scene and the foreground object(s) in generating the virtual daytime image, we present a two-pathway generation model, in which the global and local sub-networks are well combined with spatial and temporal consistency constraints. For the sequence of generated virtual daytime images, a multi-scale Bayes model is further proposed to characterize pertinently the temporal variation of background. We evaluate on collected datasets with manually labeled ground truth, which provides a valuable resource for related research community. The impressive results illustrated in both the main paper and supplementary show efficacy of our proposed approach.
Founding The Domain of AI Forensics
Authors: Ibrahim Baggili, Vahid Behzadan
Date: 2019-12-11 00:00:00

With the widespread integration of AI in everyday and critical technologies, it seems inevitable to witness increasing instances of failure in AI systems. In such cases, there arises a need for technical investigations that produce legally acceptable and scientifically indisputable findings and conclusions on the causes of such failures. Inspired by the domain of cyber forensics, this paper introduces the need for the establishment of AI Forensics as a new discipline under AI safety. Furthermore, we propose a taxonomy of the subfields under this discipline, and present a discussion on the foundational challenges that lay ahead of this new research area.
End-to-End Learning of Geometrical Shaping Maximizing Generalized Mutual Information
Authors: Kadir Gümüs, Alex Alvarado, Bin Chen, Christian Häger, Erik Agrell
Date: 2019-12-11 00:00:00

GMI-based end-to-end learning is shown to be highly nonconvex. We apply gradient descent initialized with Gray-labeled APSK constellations directly to the constellation coordinates. State-of-the-art constellations in 2D and 4D are found providing reach increases up to 26\% w.r.t. to QAM.
Multi-echo Reconstruction from Partial K-space Scans via Adaptively Learnt Basis
Authors: Jyoti Maggu, Prerna Singh, Angshul Majumdar
Date: 2019-12-11 00:00:00
Tasks: compressed sensing, Dictionary Learning

In multi echo imaging, multiple T1/T2 weighted images of the same cross section is acquired. Acquiring multiple scans is time consuming. In order to accelerate, compressed sensing based techniques have been proposed. In recent times, it has been observed in several areas of traditional compressed sensing, that instead of using fixed basis (wavelet, DCT etc.), considerably better results can be achieved by learning the basis adaptively from the data. Motivated by these studies, we propose to employ such adaptive learning techniques to improve reconstruction of multi-echo scans. This work will be based on two basis learning models synthesis (better known as dictionary learning) and analysis (known as transform learning). We modify these basic methods by incorporating structure of the multi echo scans. Our work shows that we can indeed significantly improve multi-echo imaging over compressed sensing based techniques and other unstructured adaptive sparse recovery methods.
Blockchain Intelligence: When Blockchain Meets Artificial Intelligence
Authors: Zibin Zheng, Hong-Ning Dai, Jiajing Wu
Date: 2019-12-11 00:00:00

Blockchain is gaining extensive attention due to its provision of secure and decentralized resource sharing manner. However, the incumbent blockchain systems also suffer from a number of challenges in operational maintenance, quality assurance of smart contracts and malicious behaviour detection of blockchain data. The recent advances in artificial intelligence bring the opportunities in overcoming the above challenges. The integration of blockchain with artificial intelligence can be beneficial to enhance current blockchain systems. This article presents an introduction of the convergence of blockchain and artificial intelligence (namely blockchain intelligence). This article also gives a case study to further demonstrate the feasibility of blockchain intelligence and point out the future directions.
Dimension of Reservoir Computers
Authors: Thomas L. Carroll
Date: 2019-12-10 00:00:00

A reservoir computer is a complex dynamical system, often created by coupling nonlinear nodes in a network. The nodes are all driven by a common driving signal. In this work, three dimension estimation methods, false nearest neighbor, covariance and Kaplan-Yorke dimensions, are used to estimate the dimension of the reservoir dynamical system. It is shown that the signals in the reservoir system exist on a relatively low dimensional surface. Changing the spectral radius of the reservoir network can increase the fractal dimension of the reservoir signals, leading to an increase in testing error.