pwc-archive/papers-with-abstracts huggingface dataset:
MuMiN: A Large-Scale Multilingual Multimodal Fact-Checked Misinformation Social Network Dataset
Authors: Dan Saattrup Nielsen, Ryan McConville
Date: 2022-02-23 00:00:00
Tasks: Articles, Misinformation, Node Classification

Misinformation is becoming increasingly prevalent on social media and in news articles. It has become so widespread that we require algorithmic assistance utilising machine learning to detect such content. Training these machine learning models require datasets of sufficient scale, diversity and quality. However, datasets in the field of automatic misinformation detection are predominantly monolingual, include a limited amount of modalities and are not of sufficient scale and quality. Addressing this, we develop a data collection and linking system (MuMiN-trawl), to build a public misinformation graph dataset (MuMiN), containing rich social media data (tweets, replies, users, images, articles, hashtags) spanning 21 million tweets belonging to 26 thousand Twitter threads, each of which have been semantically linked to 13 thousand fact-checked claims across dozens of topics, events and domains, in 41 different languages, spanning more than a decade. The dataset is made available as a heterogeneous graph via a Python package (mumin). We provide baseline results for two node classification tasks related to the veracity of a claim involving social media, and demonstrate that these are challenging tasks, with the highest macro-average F1-score being 62.55% and 61.45% for the two tasks, respectively. The MuMiN ecosystem is available at https://mumin-dataset.github.io/, including the data, documentation, tutorials and leaderboards.
Bayesian Model Selection, the Marginal Likelihood, and Generalization
Authors: Sanae Lotfi, Pavel Izmailov, Gregory Benton, Micah Goldblum, Andrew Gordon Wilson
Date: 2022-02-23 00:00:00
Tasks: model, Model Selection, Neural Architecture Search

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive approach to this foundational question, automatically encoding Occam's razor. Although it has been observed that the marginal likelihood can overfit and is sensitive to prior assumptions, its limitations for hyperparameter learning and discrete model comparison have not been thoroughly investigated. We first revisit the appealing properties of the marginal likelihood for learning constraints and hypothesis testing. We then highlight the conceptual and practical issues in using the marginal likelihood as a proxy for generalization. Namely, we show how marginal likelihood can be negatively correlated with generalization, with implications for neural architecture search, and can lead to both underfitting and overfitting in hyperparameter learning. We also re-examine the connection between the marginal likelihood and PAC-Bayes bounds and use this connection to further elucidate the shortcomings of the marginal likelihood for model selection. We provide a partial remedy through a conditional marginal likelihood, which we show is more aligned with generalization, and practically valuable for large-scale hyperparameter learning, such as in deep kernel learning.
Learning Fast and Slow for Online Time Series Forecasting
Authors: Quang Pham, Chenghao Liu, Doyen Sahoo, Steven C. H. Hoi
Date: 2022-02-23 00:00:00
Tasks: Time Series, Time Series Analysis, Time Series Forecasting

The fast adaptation capability of deep neural networks in non-stationary environments is critical for online time series forecasting. Successful solutions require handling changes to new and recurring patterns. However, training deep neural forecaster on the fly is notoriously challenging because of their limited ability to adapt to non-stationary environments and the catastrophic forgetting of old knowledge. In this work, inspired by the Complementary Learning Systems (CLS) theory, we propose Fast and Slow learning Networks (FSNet), a holistic framework for online time-series forecasting to simultaneously deal with abrupt changing and repeating patterns. Particularly, FSNet improves the slowly-learned backbone by dynamically balancing fast adaptation to recent changes and retrieving similar old knowledge. FSNet achieves this mechanism via an interaction between two complementary components of an adapter to monitor each layer's contribution to the lost, and an associative memory to support remembering, updating, and recalling repeating events. Extensive experiments on real and synthetic datasets validate FSNet's efficacy and robustness to both new and recurring patterns. Our code is available at \url{https://github.com/salesforce/fsnet}.
Wide Mean-Field Bayesian Neural Networks Ignore the Data
Authors: Beau Coker, Wessel P. Bruinsma, David R. Burt, Weiwei Pan, Finale Doshi-Velez
Date: 2022-02-23 00:00:00
Tasks: Variational Inference

Bayesian neural networks (BNNs) combine the expressive power of deep learning with the advantages of Bayesian formalism. In recent years, the analysis of wide, deep BNNs has provided theoretical insight into their priors and posteriors. However, we have no analogous insight into their posteriors under approximate inference. In this work, we show that mean-field variational inference entirely fails to model the data when the network width is large and the activation function is odd. Specifically, for fully-connected BNNs with odd activation functions and a homoscedastic Gaussian likelihood, we show that the optimal mean-field variational posterior predictive (i.e., function space) distribution converges to the prior predictive distribution as the width tends to infinity. We generalize aspects of this result to other likelihoods. Our theoretical results are suggestive of underfitting behavior previously observered in BNNs. While our convergence bounds are non-asymptotic and constants in our analysis can be computed, they are currently too loose to be applicable in standard training regimes. Finally, we show that the optimal approximate posterior need not tend to the prior if the activation function is not odd, showing that our statements cannot be generalized arbitrarily.
Comparative analysis of machine learning methods for active flow control
Authors: Fabio Pino, Lorenzo Schena, Jean Rabault, Miguel A. Mendez
Date: 2022-02-23 00:00:00
Tasks: Bayesian Optimization, BIG-bench Machine Learning, global-optimization, Reinforcement Learning (RL)

Machine learning frameworks such as Genetic Programming (GP) and Reinforcement Learning (RL) are gaining popularity in flow control. This work presents a comparative analysis of the two, bench-marking some of their most representative algorithms against global optimization techniques such as Bayesian Optimization (BO) and Lipschitz global optimization (LIPO). First, we review the general framework of the model-free control problem, bringing together all methods as black-box optimization problems. Then, we test the control algorithms on three test cases. These are (1) the stabilization of a nonlinear dynamical system featuring frequency cross-talk, (2) the wave cancellation from a Burgers' flow and (3) the drag reduction in a cylinder wake flow. We present a comprehensive comparison to illustrate their differences in exploration versus exploitation and their balance between `model capacity' in the control law definition versus `required complexity'. We believe that such a comparison paves the way toward the hybridization of the various methods, and we offer some perspective on their future development in the literature on flow control problems.
Globally Convergent Policy Search over Dynamic Filters for Output Estimation
Authors: Jack Umenberger, Max Simchowitz, Juan C. Perdomo, Kaiqing Zhang, Russ Tedrake
Date: 2022-02-23 00:00:00

We introduce the first direct policy search algorithm which provably converges to the globally optimal $\textit{dynamic}$ filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial observations. Despite the ubiquity of partial observability in practice, theoretical guarantees for direct policy search algorithms, one of the backbones of modern reinforcement learning, have proven difficult to achieve. This is primarily due to the degeneracies which arise when optimizing over filters that maintain internal state. In this paper, we provide a new perspective on this challenging problem based on the notion of $\textit{informativity}$, which intuitively requires that all components of a filter's internal state are representative of the true state of the underlying dynamical system. We show that informativity overcomes the aforementioned degeneracy. Specifically, we propose a $\textit{regularizer}$ which explicitly enforces informativity, and establish that gradient descent on this regularized objective - combined with a ``reconditioning step'' - converges to the globally optimal cost a $\mathcal{O}(1/T)$ rate. Our analysis relies on several new results which may be of independent interest, including a new framework for analyzing non-convex gradient descent via convex reformulation, and novel bounds on the solution to linear Lyapunov equations in terms of (our quantitative measure of) informativity.
TEE-based decentralized recommender systems: The raw data sharing redemption
Authors: Akash Dhasade, Nevena Dresevic, Anne-Marie Kermarrec, Rafael Pires
Date: 2022-02-23 00:00:00
Tasks: Collaborative Filtering, Federated Learning, Recommendation Systems

Recommenders are central in many applications today. The most effective recommendation schemes, such as those based on collaborative filtering (CF), exploit similarities between user profiles to make recommendations, but potentially expose private data. Federated learning and decentralized learning systems address this by letting the data stay on user's machines to preserve privacy: each user performs the training on local data and only the model parameters are shared. However, sharing the model parameters across the network may still yield privacy breaches. In this paper, we present REX, the first enclave-based decentralized CF recommender. REX exploits Trusted execution environments (TEE), such as Intel software guard extensions (SGX), that provide shielded environments within the processor to improve convergence while preserving privacy. Firstly, REX enables raw data sharing, which ultimately speeds up convergence and reduces the network load. Secondly, REX fully preserves privacy. We analyze the impact of raw data sharing in both deep neural network (DNN) and matrix factorization (MF) recommenders and showcase the benefits of trusted environments in a full-fledged implementation of REX. Our experimental results demonstrate that through raw data sharing, REX significantly decreases the training time by 18.3x and the network load by 2 orders of magnitude over standard decentralized approaches that share only parameters, while fully protecting privacy by leveraging trustworthy hardware enclaves with very little overhead.
Cyclical Variational Bayes Monte Carlo for Efficient Multi-Modal Posterior Distributions Evaluation
Authors: Felipe Igea, Alice Cicirello
Date: 2022-02-23 00:00:00
Tasks: Model Selection, Variational Inference

Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity. In statistical model updating, for locally identifiable parameters, it can be anticipated that multi-modal posterior distributions would be found. The full characterization of these multi-modal distributions is important as methodologies for structural condition monitoring in structures are frequently based in the comparison of the damaged and healthy models of the structure. The characterization of posterior multi-modal distributions using state-of-the-art sampling techniques would require a large number of simulations of expensive to run physics-based models. Therefore, when a limited number of simulations can be run, as it often occurs in engineering, the traditional sampling techniques would not be able to capture accurately the multimodal distributions. This could potentially lead to large numerical errors when assessing the performance of an engineering structure under uncertainty.
Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance
Authors: Nuri Mert Vural, Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev, Murat A. Erdogdu
Date: 2022-02-23 00:00:00

We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of the Stochastic Mirror Descent algorithm with a particular class of uniformly convex mirror maps, in terms of the number of iterations, dimensionality and related geometric parameters of the optimization problem. Interestingly this algorithm does not require any explicit gradient clipping or normalization, which have been extensively used in several recent empirical and theoretical works. We complement our convergence results with information-theoretic lower bounds showing that no other algorithm using only stochastic first-order oracles can achieve improved rates. Our results have several interesting consequences for devising online/streaming stochastic approximation algorithms for problems arising in robust statistics and machine learning.
A Dimensionality Reduction Method for Finding Least Favorable Priors with a Focus on Bregman Divergence
Authors: Alex Dytso, Mario Goldenbaum, H. Vincent Poor, Shlomo Shamai
Date: 2022-02-23 00:00:00
Tasks: Dimensionality Reduction

A common way of characterizing minimax estimators in point estimation is by moving the problem into the Bayesian estimation domain and finding a least favorable prior distribution. The Bayesian estimator induced by a least favorable prior, under mild conditions, is then known to be minimax. However, finding least favorable distributions can be challenging due to inherent optimization over the space of probability distributions, which is infinite-dimensional. This paper develops a dimensionality reduction method that allows us to move the optimization to a finite-dimensional setting with an explicit bound on the dimension. The benefit of this dimensionality reduction is that it permits the use of popular algorithms such as projected gradient ascent to find least favorable priors. Throughout the paper, in order to make progress on the problem, we restrict ourselves to Bayesian risks induced by a relatively large class of loss functions, namely Bregman divergences.
A Law of Robustness beyond Isoperimetry
Authors: Yihan Wu, Heng Huang, Hongyang Zhang
Date: 2022-02-23 00:00:00

We study the robust interpolation problem of arbitrary data distributions supported on a bounded space and propose a two-fold law of robustness. Robust interpolation refers to the problem of interpolating $n$ noisy training data points in $\mathbb{R}^d$ by a Lipschitz function. Although this problem has been well understood when the samples are drawn from an isoperimetry distribution, much remains unknown concerning its performance under generic or even the worst-case distributions. We prove a Lipschitzness lower bound $\Omega(\sqrt{n/p})$ of the interpolating neural network with $p$ parameters on arbitrary data distributions. With this result, we validate the law of robustness conjecture in prior work by Bubeck, Li, and Nagaraj on two-layer neural networks with polynomial weights. We then extend our result to arbitrary interpolating approximators and prove a Lipschitzness lower bound $\Omega(n^{1/d})$ for robust interpolation. Our results demonstrate a two-fold law of robustness: i) we show the potential benefit of overparametrization for smooth data interpolation when $n=\mathrm{poly}(d)$, and ii) we disprove the potential existence of an $O(1)$-Lipschitz robust interpolating function when $n=\exp(\omega(d))$.
Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation
Authors: Joel Dyer, Patrick Cannon, Sebastian M Schmon
Date: 2022-02-23 00:00:00
Tasks: Time Series, Time Series Analysis

Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference impossible. Recent advances in machine learning have introduced novel algorithms for estimating otherwise intractable likelihood functions using a likelihood ratio trick based on binary classifiers. Consequently, efficient likelihood approximations can be obtained whenever good probabilistic classifiers can be constructed. We propose a kernel classifier for sequential data using path signatures based on the recently introduced signature kernel. We demonstrate that the representative power of signatures yields a highly performant classifier, even in the crucially important case where sample numbers are low. In such scenarios, our approach can outperform sophisticated neural networks for common posterior inference tasks.
Shisha: Online scheduling of CNN pipelines on heterogeneous architectures
Authors: Pirah Noor Soomro, Mustafa Abduljabbar, Jeronimo Castrillon, Miquel Pericàs
Date: 2022-02-23 00:00:00
Tasks: Scheduling

Chiplets have become a common methodology in modern chip design. Chiplets improve yield and enable heterogeneity at the level of cores, memory subsystem and the interconnect. Convolutional Neural Networks (CNNs) have high computational, bandwidth and memory capacity requirements owing to the increasingly large amount of weights. Thus to exploit chiplet-based architectures, CNNs must be optimized in terms of scheduling and workload distribution among computing resources. We propose Shisha, an online approach to generate and schedule parallel CNN pipelines on chiplet architectures. Shisha targets heterogeneity in compute performance and memory bandwidth and tunes the pipeline schedule through a fast online exploration technique. We compare Shisha with Simulated Annealing, Hill Climbing and Pipe-Search. On average, the convergence time is improved by ~35x in Shisha compared to other exploration algorithms. Despite the quick exploration, Shisha's solution is often better than that of other heuristic exploration algorithms.
Pessimistic Bootstrapping for Uncertainty-Driven Offline Reinforcement Learning
Authors: Chenjia Bai, Lingxiao Wang, Zhuoran Yang, Zhihong Deng, Animesh Garg, Peng Liu, Zhaoran Wang
Date: 2022-02-23 00:00:00
Proceeding: ICLR 2022 4
Tasks: D4RL, Offline RL, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Uncertainty Quantification

Offline Reinforcement Learning (RL) aims to learn policies from previously collected datasets without exploring the environment. Directly applying off-policy algorithms to offline RL usually fails due to the extrapolation error caused by the out-of-distribution (OOD) actions. Previous methods tackle such problem by penalizing the Q-values of OOD actions or constraining the trained policy to be close to the behavior policy. Nevertheless, such methods typically prevent the generalization of value functions beyond the offline data and also lack precise characterization of OOD data. In this paper, we propose Pessimistic Bootstrapping for offline RL (PBRL), a purely uncertainty-driven offline algorithm without explicit policy constraints. Specifically, PBRL conducts uncertainty quantification via the disagreement of bootstrapped Q-functions, and performs pessimistic updates by penalizing the value function based on the estimated uncertainty. To tackle the extrapolating error, we further propose a novel OOD sampling method. We show that such OOD sampling and pessimistic bootstrapping yields provable uncertainty quantifier in linear MDPs, thus providing the theoretical underpinning for PBRL. Extensive experiments on D4RL benchmark show that PBRL has better performance compared to the state-of-the-art algorithms.
Short-answer scoring with ensembles of pretrained language models
Authors: Christopher Ormerod
Date: 2022-02-23 00:00:00
Tasks: Hyperparameter Optimization

We investigate the effectiveness of ensembles of pretrained transformer-based language models on short answer questions using the Kaggle Automated Short Answer Scoring dataset. We fine-tune a collection of popular small, base, and large pretrained transformer-based language models, and train one feature-base model on the dataset with the aim of testing ensembles of these models. We used an early stopping mechanism and hyperparameter optimization in training. We observe that generally that the larger models perform slightly better, however, they still fall short of state-of-the-art results one their own. Once we consider ensembles of models, there are ensembles of a number of large networks that do produce state-of-the-art results, however, these ensembles are too large to realistically be put in a production environment.
Robust Geometric Metric Learning
Authors: Antoine Collas, Arnaud Breloy, Guillaume Ginolhac, Chengfang Ren, Jean-Philippe Ovarlez
Date: 2022-02-23 00:00:00
Tasks: Metric Learning

This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging this point of view, a general approach, called Robust Geometric Metric Learning (RGML), is then studied. This method aims at simultaneously estimating the covariance matrix of each class while shrinking them towards their (unknown) barycenter. We focus on two specific costs functions: one associated with the Gaussian likelihood (RGML Gaussian), and one with Tyler's M -estimator (RGML Tyler). In both, the barycenter is defined with the Riemannian distance, which enjoys nice properties of geodesic convexity and affine invariance. The optimization is performed using the Riemannian geometry of symmetric positive definite matrices and its submanifold of unit determinant. Finally, the performance of RGML is asserted on real datasets. Strong performance is exhibited while being robust to mislabeled data.
Using Deep Reinforcement Learning with Automatic Curriculum Learning for Mapless Navigation in Intralogistics
Authors: Honghu Xue, Benedikt Hein, Mohamed Bakr, Georg Schildbach, Bengt Abel, Elmar Rueckert
Date: 2022-02-23 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning (RL)

We propose a deep reinforcement learning approach for solving a mapless navigation problem in warehouse scenarios. In our approach, an automation guided vehicle is equipped with LiDAR and frontal RGB sensors and learns to perform a targeted navigation task. The challenges reside in the sparseness of positive samples for learning, multi-modal sensor perception with partial observability, the demand for accurate steering maneuvers together with long training cycles. To address these points, we propose NavACL-Q as a method for automatic curriculum learning in combination with a distributed version of the soft actor-critic algorithm. The performance of the learning algorithm is evaluated exhaustively in an unseen warehouse environment to validate both robustness and generalizability of the learned policy. Results in NVIDIA Isaac Sim demonstrates that our trained agent significantly outperforms a map-based navigation pipeline provided by NVIDIA Isaac Sim with an increased agent-goal distance of 3m and wider initial relative agent-goal rotations of 45 degree. The ablation studies also suggests that NavACL-Q greatly facilitates the learning process with a performance gain of roughly 40% compared to training with random starts and that the utilization of a pre-trained feature extractor manifestly boosts the performance by approximately 60%.