pwc-archive/papers-with-abstracts huggingface dataset:
Identification of Latent Variables From Graphical Model Residuals
Authors: Boris Hayete, Fred Gruber, Anna Decker, Raymond Yan
Date: 2021-01-07 00:00:00
Tasks: Causal Discovery

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data depends on the assumption of causal sufficiency: that is, that all confounding variables are measured. When this assumption is not met, learned graphical structures may become arbitrarily incorrect and effects implied by such models may be wrongly attributed, carry the wrong magnitude, or mis-represent direction of correlation. Wide application of graphical models to increasingly less curated "big data" draws renewed attention to the unobserved confounder problem. We present a novel method that aims to control for the latent space when estimating a DAG by iteratively deriving proxies for the latent space from the residuals of the inferred model. Under mild assumptions, our method improves structural inference of Gaussian graphical models and enhances identifiability of the causal effect. In addition, when the model is being used to predict outcomes, it un-confounds the coefficients on the parents of the outcomes and leads to improved predictive performance when out-of-sample regime is very different from the training data. We show that any improvement of prediction of an outcome is intrinsically capped and cannot rise beyond a certain limit as compared to the confounded model. We extend our methodology beyond GGMs to ordinal variables and nonlinear cases. Our R package provides both PCA and autoencoder implementations of the methodology, suitable for GGMs with some guarantees and for better performance in general cases but without such guarantees.
RobustSleepNet: Transfer learning for automated sleep staging at scale
Authors: Antoine Guillot, Valentin Thorey
Date: 2021-01-07 00:00:00
Tasks: Automatic Sleep Stage Classification, Sleep Staging, Transfer Learning

Sleep disorder diagnosis relies on the analysis of polysomnography (PSG) records. As a preliminary step of this examination, sleep stages are systematically determined. In practice, sleep stage classification relies on the visual inspection of 30-second epochs of polysomnography signals. Numerous automatic approaches have been developed to replace this tedious and expensive task. Although these methods demonstrated better performance than human sleep experts on specific datasets, they remain largely unused in sleep clinics. The main reason is that each sleep clinic uses a specific PSG montage that most automatic approaches cannot handle out-of-the-box. Moreover, even when the PSG montage is compatible, publications have shown that automatic approaches perform poorly on unseen data with different demographics. To address these issues, we introduce RobustSleepNet, a deep learning model for automatic sleep stage classification able to handle arbitrary PSG montages. We trained and evaluated this model in a leave-one-out-dataset fashion on a large corpus of 8 heterogeneous sleep staging datasets to make it robust to demographic changes. When evaluated on an unseen dataset, RobustSleepNet reaches 97% of the F1 of a model explicitly trained on this dataset. Hence, RobustSleepNet unlocks the possibility to perform high-quality out-of-the-box automatic sleep staging with any clinical setup. We further show that finetuning RobustSleepNet, using a part of the unseen dataset, increases the F1 by 2% when compared to a model trained specifically for this dataset. Therefore, finetuning might be used to reach a state-of-the-art level of performance on a specific population.
Distances with mixed type variables some modified Gower's coefficients
Authors: Marcello D'Orazio
Date: 2021-01-07 00:00:00
Tasks: Density Estimation, Imputation, Missing Values, Vocal Bursts Type Prediction

Nearest neighbor methods have become popular in official statistics, mainly in imputation or in statistical matching problems; they play a key role in machine learning too, where a high number of variants have been proposed. The choice of the distance function depends mainly on the type of the selected variables. Unfortunately, relatively few options permit to handle mixed type variables, a situation frequently encountered in official statistics. The most popular distance for mixed type variables is derived as the complement of the Gower's similarity coefficient; it is appealing because ranges between 0 and 1 and allows to handle missing values. Unfortunately, the unweighted standard setting the contribution of the single variables to the overall Gower's distance is unbalanced because of the different nature of the variables themselves. This article tries to address the main drawbacks that affect the overall unweighted Gower's distance by suggesting some modifications in calculating the distance on the interval and ratio scaled variables. Simple modifications try to attenuate the impact of outliers on the scaled Manhattan distance; other modifications, relying on the kernel density estimation methods attempt to reduce the unbalanced contribution of the different types of variables. The performance of the proposals is evaluated in simulations mimicking the imputation of missing values through nearest neighbor distance hotdeck method.
Open Set Domain Adaptation by Extreme Value Theory
Authors: Yiming Xu, Diego Klabjan
Date: 2020-12-22 00:00:00
Tasks: Domain Adaptation

Common domain adaptation techniques assume that the source domain and the target domain share an identical label space, which is problematic since when target samples are unlabeled we have no knowledge on whether the two domains share the same label space. When this is not the case, the existing methods fail to perform well because the additional unknown classes are also matched with the source domain during adaptation. In this paper, we tackle the open set domain adaptation problem under the assumption that the source and the target label spaces only partially overlap, and the task becomes when the unknown classes exist, how to detect the target unknown classes and avoid aligning them with the source domain. We propose to utilize an instance-level reweighting strategy for domain adaptation where the weights indicate the likelihood of a sample belonging to known classes and to model the tail of the entropy distribution with Extreme Value Theory for unknown class detection. Experiments on conventional domain adaptation datasets show that the proposed method outperforms the state-of-the-art models.
Hyperboost: Hyperparameter Optimization by Gradient Boosting surrogate models
Authors: Jeroen van Hoof, Joaquin Vanschoren
Date: 2021-01-06 00:00:00
Tasks: AutoML, Bayesian Optimization, Gaussian Processes, Hyperparameter Optimization, quantile regression, regression

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm performance given a certain set of hyperparameter settings. In this paper, we propose a new surrogate model based on gradient boosting, where we use quantile regression to provide optimistic estimates of the performance of an unobserved hyperparameter setting, and combine this with a distance metric between unobserved and observed hyperparameter settings to help regulate exploration. We demonstrate empirically that the new method is able to outperform some state-of-the art techniques across a reasonable sized set of classification problems.
Demand Forecasting for Platelet Usage: from Univariate Time Series to Multivariate Models
Authors: Maryam Motamedi, Jessica Dawson, Na Li, Douglas G. Down, Nancy M. Heddle
Date: 2021-01-06 00:00:00
Tasks: Demand Forecasting, Management, regression, Time Series, Time Series Analysis

Platelet products are both expensive and have very short shelf lives. As usage rates for platelets are highly variable, the effective management of platelet demand and supply is very important yet challenging. The primary goal of this paper is to present an efficient forecasting model for platelet demand at Canadian Blood Services (CBS). To accomplish this goal, four different demand forecasting methods, ARIMA (Auto Regressive Moving Average), Prophet, lasso regression (least absolute shrinkage and selection operator) and LSTM (Long Short-Term Memory) networks are utilized and evaluated. We use a large clinical dataset for a centralized blood distribution centre for four hospitals in Hamilton, Ontario, spanning from 2010 to 2018 and consisting of daily platelet transfusions along with information such as the product specifications, the recipients' characteristics, and the recipients' laboratory test results. This study is the first to utilize different methods from statistical time series models to data-driven regression and a machine learning technique for platelet transfusion using clinical predictors and with different amounts of data. We find that the multivariate approaches have the highest accuracy in general, however, if sufficient data are available, a simpler time series approach such as ARIMA appears to be sufficient. We also comment on the approach to choose clinical indicators (inputs) for the multivariate models.
SDP Achieves Exact Minimax Optimality in Phase Synchronization
Authors: Chao GAO, Anderson Y. Zhang
Date: 2021-01-07 00:00:00

We study the phase synchronization problem with noisy measurements $Y=z^*z^{*H}+\sigma W\in\mathbb{C}^{n\times n}$, where $z^*$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is assumed that each entry $Y_{jk}$ is observed with probability $p$. We prove that an SDP relaxation of the MLE achieves the error bound $(1+o(1))\frac{\sigma^2}{2np}$ under a normalized squared $\ell_2$ loss. This result matches the minimax lower bound of the problem, and even the leading constant is sharp. The analysis of the SDP is based on an equivalent non-convex programming whose solution can be characterized as a fixed point of the generalized power iteration lifted to a higher dimensional space. This viewpoint unifies the proofs of the statistical optimality of three different methods: MLE, SDP, and generalized power method. The technique is also applied to the analysis of the SDP for $\mathbb{Z}_2$ synchronization, and we achieve the minimax optimal error $\exp\left(-(1-o(1))\frac{np}{2\sigma^2}\right)$ with a sharp constant in the exponent.
Modeling massive highly-multivariate nonstationary spatial data with the basis graphical lasso
Authors: Mitchell Krock, William Kleiber, Dorit Hammerling, Stephen Becker
Date: 2021-01-07 00:00:00

We propose a new modeling framework for highly-multivariate spatial processes that synthesizes ideas from recent multiscale and spectral approaches with graphical models. The basis graphical lasso writes a univariate Gaussian process as a linear combination of basis functions weighted with entries of a Gaussian graphical vector whose graph is estimated from optimizing an $\ell_1$ penalized likelihood. This paper extends the setting to a multivariate Gaussian process where the basis functions are weighted with Gaussian graphical vectors. We motivate a model where the basis functions represent different levels of resolution and the graphical vectors for each level are assumed to be independent. Using an orthogonal basis grants linear complexity and memory usage in the number of spatial locations, the number of basis functions, and the number of realizations. An additional fusion penalty encourages a parsimonious conditional independence structure in the multilevel graphical model. We illustrate our method on a large climate ensemble from the National Center for Atmospheric Research's Community Atmosphere Model that involves 40 spatial processes.
Neural Spectrahedra and Semidefinite Lifts: Global Convex Optimization of Polynomial Activation Neural Networks in Fully Polynomial-Time
Authors: Burak Bartan, Mert Pilanci
Date: 2021-01-07 00:00:00
Tasks: global-optimization

The training of two-layer neural networks with nonlinear activation functions is an important non-convex optimization problem with numerous applications and promising performance in layerwise deep learning. In this paper, we develop exact convex optimization formulations for two-layer neural networks with second degree polynomial activations based on semidefinite programming. Remarkably, we show that semidefinite lifting is always exact and therefore computational complexity for global optimization is polynomial in the input dimension and sample size for all input data. The developed convex formulations are proven to achieve the same global optimal solution set as their non-convex counterparts. More specifically, the globally optimal two-layer neural network with polynomial activations can be found by solving a semidefinite program (SDP) and decomposing the solution using a procedure we call Neural Decomposition. Moreover, the choice of regularizers plays a crucial role in the computational tractability of neural network training. We show that the standard weight decay regularization formulation is NP-hard, whereas other simple convex penalties render the problem tractable in polynomial time via convex programming. We extend the results beyond the fully connected architecture to different neural network architectures including networks with vector outputs and convolutional architectures with pooling. We provide extensive numerical simulations showing that the standard backpropagation approach often fails to achieve the global optimum of the training loss. The proposed approach is significantly faster to obtain better test accuracy compared to the standard backpropagation procedure.
Disentangling homophily, community structure and triadic closure in networks
Authors: Tiago P. Peixoto
Date: 2021-01-07 00:00:00
Tasks: Community Detection, Graph Reconstruction, Link Prediction, Stochastic Block Model

Network homophily, the tendency of similar nodes to be connected, and transitivity, the tendency of two nodes being connected if they share a common neighbor, are conflated properties in network analysis, since one mechanism can drive the other. Here we present a generative model and corresponding inference procedure that are capable of distinguishing between both mechanisms. Our approach is based on a variation of the stochastic block model (SBM) with the addition of triadic closure edges, and its inference can identify the most plausible mechanism responsible for the existence of every edge in the network, in addition to the underlying community structure itself. We show how the method can evade the detection of spurious communities caused solely by the formation of triangles in the network, and how it can improve the performance of edge prediction when compared to the pure version of the SBM without triadic closure.
Off-Policy Evaluation of Slate Policies under Bayes Risk
Authors: Nikos Vlassis, Fernando Amat Gil, Ashok Chandrashekar
Date: 2021-01-05 00:00:00
Tasks: Off-policy evaluation

We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion by which to evaluate estimators, and we analyze the family of 'additive' estimators that includes the pseudoinverse (PI) estimator of Swaminathan et al.\ (2017; arXiv:1605.04812). Using a control variate approach, we identify a new estimator in this family that is guaranteed to have lower risk than PI in the above class of problems. In particular, we show that the risk improvement over PI grows linearly with the number of slots, and linearly with the gap between the arithmetic and the harmonic mean of a set of slot-level divergences between the logging and the target policy. In the typical case of a uniform logging policy and a deterministic target policy, each divergence corresponds to slot size, showing that maximal gains can be obtained for slate problems with diverse numbers of actions per slot.
Controlling Synthetic Characters in Simulations: A Case for Cognitive Architectures and Sigma
Authors: Volkan Ustun, Paul S. Rosenbloom, Seyed Sajjadi, Jeremy Nuttal
Date: 2021-01-06 00:00:00
Tasks: Distributional Reinforcement Learning, Unity

Simulations, along with other similar applications like virtual worlds and video games, require computational models of intelligence that generate realistic and credible behavior for the participating synthetic characters. Cognitive architectures, which are models of the fixed structure underlying intelligent behavior in both natural and artificial systems, provide a conceptually valid common basis, as evidenced by the current efforts towards a standard model of the mind, to generate human-like intelligent behavior for these synthetic characters. Sigma is a cognitive architecture and system that strives to combine what has been learned from four decades of independent work on symbolic cognitive architectures, probabilistic graphical models, and more recently neural models, under its graphical architecture hypothesis. Sigma leverages an extended form of factor graphs towards a uniform grand unification of not only traditional cognitive capabilities but also key non-cognitive aspects, creating unique opportunities for the construction of new kinds of cognitive models that possess a Theory-of-Mind and that are perceptual, autonomous, interactive, affective, and adaptive. In this paper, we will introduce Sigma along with its diverse capabilities and then use three distinct proof-of-concept Sigma models to highlight combinations of these capabilities: (1) Distributional reinforcement learning models in; (2) A pair of adaptive and interactive agent models that demonstrate rule-based, probabilistic, and social reasoning; and (3) A knowledge-free exploration model in which an agent leverages only architectural appraisal variables, namely attention and curiosity, to locate an item while building up a map in a Unity environment.
A design of human-like robust AI machines in object identification
Authors: Bao-Gang Hu, Wei-Ming Dong
Date: 2021-01-07 00:00:00
Tasks: Causal Inference, Common Sense Reasoning

This is a perspective paper inspired from the study of Turing Test proposed by A.M. Turing (23 June 1912 - 7 June 1954) in 1950. Following one important implication of Turing Test for enabling a machine with a human-like behavior or performance, we define human-like robustness (HLR) for AI machines. The objective of the new definition aims to enforce AI machines with HLR, including to evaluate them in terms of HLR. A specific task is discussed only on object identification, because it is the most common task for every person in daily life. Similar to the perspective, or design, position by Turing, we provide a solution of how to achieve HLR AI machines without constructing them and conducting real experiments. The solution should consists of three important features in the machines. The first feature of HLR machines is to utilize common sense from humans for realizing a causal inference. The second feature is to make a decision from a semantic space for having interpretations to the decision. The third feature is to include a "human-in-the-loop" setting for advancing HLR machines. We show an "identification game" using proposed design of HLR machines. The present paper shows an attempt to learn and explore further from Turing Test towards the design of human-like AI machines.
Attention Actor-Critic algorithm for Multi-Agent Constrained Co-operative Reinforcement Learning
Authors: P. Parnika, Raghuram Bharadwaj Diddigi, Sai Koti Reddy Danda, Shalabh Bhatnagar
Date: 2021-01-07 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning (RL)

In this work, we consider the problem of computing optimal actions for Reinforcement Learning (RL) agents in a co-operative setting, where the objective is to optimize a common goal. However, in many real-life applications, in addition to optimizing the goal, the agents are required to satisfy certain constraints specified on their actions. Under this setting, the objective of the agents is to not only learn the actions that optimize the common objective but also meet the specified constraints. In recent times, the Actor-Critic algorithm with an attention mechanism has been successfully applied to obtain optimal actions for RL agents in multi-agent environments. In this work, we extend this algorithm to the constrained multi-agent RL setting. The idea here is that optimizing the common goal and satisfying the constraints may require different modes of attention. By incorporating different attention modes, the agents can select useful information required for optimizing the objective and satisfying the constraints separately, thereby yielding better actions. Through experiments on benchmark multi-agent environments, we show the effectiveness of our proposed algorithm.
MöbiusE: Knowledge Graph Embedding on Möbius Ring
Authors: Yao Chen, Jiangang Liu, Zhe Zhang, Shiping Wen, Wenjun Xiong
Date: 2021-01-07 00:00:00
Tasks: Graph Embedding, Knowledge Graph Embedding

In this work, we propose a novel Knowledge Graph Embedding (KGE) strategy, called M\"{o}biusE, in which the entities and relations are embedded to the surface of a M\"{o}bius ring. The proposition of such a strategy is inspired by the classic TorusE, in which the addition of two arbitrary elements is subject to a modulus operation. In this sense, TorusE naturally guarantees the critical boundedness of embedding vectors in KGE. However, the nonlinear property of addition operation on Torus ring is uniquely derived by the modulus operation, which in some extent restricts the expressiveness of TorusE. As a further generalization of TorusE, M\"{o}biusE also uses modulus operation to preserve the closeness of addition operation on it, but the coordinates on M\"{o}bius ring interacts with each other in the following way: {\em \color{red} any vector on the surface of a M\"{o}bius ring moves along its parametric trace will goes to the right opposite direction after a cycle}. Hence, M\"{o}biusE assumes much more nonlinear representativeness than that of TorusE, and in turn it generates much more precise embedding results. In our experiments, M\"{o}biusE outperforms TorusE and other classic embedding strategies in several key indicators.
Neural Fitted Q Iteration based Optimal Bidding Strategy in Real Time Reactive Power Market_1
Authors: Jahnvi Patel, Devika Jay, Balaraman Ravindran, K. Shanti Swarup
Date: 2021-01-07 00:00:00
Tasks: Stochastic Optimization

In real time electricity markets, the objective of generation companies while bidding is to maximize their profit. The strategies for learning optimal bidding have been formulated through game theoretical approaches and stochastic optimization problems. Similar studies in reactive power markets have not been reported so far because the network voltage operating conditions have an increased impact on reactive power markets than on active power markets. Contrary to active power markets, the bids of rivals are not directly related to fuel costs in reactive power markets. Hence, the assumption of a suitable probability distribution function is unrealistic, making the strategies adopted in active power markets unsuitable for learning optimal bids in reactive power market mechanisms. Therefore, a bidding strategy is to be learnt from market observations and experience in imperfect oligopolistic competition-based markets. In this paper, a pioneer work on learning optimal bidding strategies from observation and experience in a three-stage reactive power market is reported.