pwc-archive/papers-with-abstracts huggingface dataset:
Joint Online Learning and Decision-making via Dual Mirror Descent
Authors: Alfonso Lobos, Paul Grigas, Zheng Wen
Date: 2021-04-20 00:00:00
Tasks: Decision Making

We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a decision adaptively. The revenue and cost functions depend on the context vector as well as some fixed but possibly unknown parameter vector to be learned. We propose a novel offline benchmark and a new algorithm that mixes an online dual mirror descent scheme with a generic parameter learning process. When the parameter vector is known, we demonstrate an $O(\sqrt{T})$ regret result as well an $O(\sqrt{T})$ bound on the possible constraint violations. When the parameter is not known and must be learned, we demonstrate that the regret and constraint violations are the sums of the previous $O(\sqrt{T})$ terms plus terms that directly depend on the convergence of the learning process.
Knowledge Distillation as Semiparametric Inference
Authors: Tri Dao, Govinda M Kamath, Vasilis Syrgkanis, Lester Mackey
Date: 2021-04-20 00:00:00
Proceeding: ICLR 2021 1
Tasks: Knowledge Distillation, Model Compression

A popular approach to model compression is to train an inexpensive student model to mimic the class probabilities of a highly accurate but cumbersome teacher model. Surprisingly, this two-step knowledge distillation process often leads to higher accuracy than training the student directly on labeled data. To explain and enhance this phenomenon, we cast knowledge distillation as a semiparametric inference problem with the optimal student model as the target, the unknown Bayes class probabilities as nuisance, and the teacher probabilities as a plug-in nuisance estimate. By adapting modern semiparametric tools, we derive new guarantees for the prediction error of standard distillation and develop two enhancements -- cross-fitting and loss correction -- to mitigate the impact of teacher overfitting and underfitting on student performance. We validate our findings empirically on both tabular and image data and observe consistent improvements from our knowledge distillation enhancements.
Bridging between soft and hard thresholding by scaling
Authors: Katsuyuki Hagiwara
Date: 2021-04-20 00:00:00

In this article, we developed and analyzed a thresholding method in which soft thresholding estimators are independently expanded by empirical scaling values. The scaling values have a common hyper-parameter that is an order of expansion of an ideal scaling value that achieves hard thresholding. We simply call this estimator a scaled soft thresholding estimator. The scaled soft thresholding is a general method that includes the soft thresholding and non-negative garrote as special cases and gives an another derivation of adaptive LASSO. We then derived the degree of freedom of the scaled soft thresholding by means of the Stein's unbiased risk estimate and found that it is decomposed into the degree of freedom of soft thresholding and the reminder connecting to hard thresholding. In this meaning, the scaled soft thresholding gives a natural bridge between soft and hard thresholding methods. Since the degree of freedom represents the degree of over-fitting, this result implies that there are two sources of over-fitting in the scaled soft thresholding. The first source originated from soft thresholding is determined by the number of un-removed coefficients and is a natural measure of the degree of over-fitting. We analyzed the second source in a particular case of the scaled soft thresholding by referring a known result for hard thresholding. We then found that, in a sparse, large sample and non-parametric setting, the second source is largely determined by coefficient estimates whose true values are zeros and has an influence on over-fitting when threshold levels are around noise levels in those coefficient estimates. In a simple numerical example, these theoretical implications has well explained the behavior of the degree of freedom. Moreover, based on the results here and some known facts, we explained the behaviors of risks of soft, hard and scaled soft thresholding methods.
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
Authors: Mingwen Liu, Junbang Huo, Yulin Wu, Jinge Wu
Date: 2021-04-20 00:00:00

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the results of experiment respectively. After that we will analyze the pros and cons of different models. And finally, one of the best will be used into stock market for timing strategy.
Efficient pre-training objectives for Transformers
Authors: Luca Di Liello, Matteo Gabburo, Alessandro Moschitti
Date: 2021-04-20 00:00:00

The Transformer architecture deeply changed the natural language processing, outperforming all previous state-of-the-art models. However, well-known Transformer models like BERT, RoBERTa, and GPT-2 require a huge compute budget to create a high quality contextualised representation. In this paper, we study several efficient pre-training objectives for Transformers-based models. By testing these objectives on different tasks, we determine which of the ELECTRA model's new features is the most relevant. We confirm that Transformers pre-training is improved when the input does not contain masked tokens and that the usage of the whole output to compute the loss reduces training time. Moreover, inspired by ELECTRA, we study a model composed of two blocks; a discriminator and a simple generator based on a statistical model with no impact on the computational performances. Besides, we prove that eliminating the MASK token and considering the whole output during the loss computation are essential choices to improve performance. Furthermore, we show that it is possible to efficiently train BERT-like models using a discriminative approach as in ELECTRA but without a complex generator, which is expensive. Finally, we show that ELECTRA benefits heavily from a state-of-the-art hyper-parameters search.
Estimating Traffic Speeds using Probe Data: A Deep Neural Network Approach
Authors: Felix Rempe, Philipp Franeck, Klaus Bogenberger
Date: 2021-04-19 00:00:00
Tasks: Data Augmentation

This paper presents a dedicated Deep Neural Network (DNN) architecture that reconstructs space-time traffic speeds on freeways given sparse data. The DNN is constructed in such a way, that it learns heterogeneous congestion patterns using a large dataset of sparse speed data, in particular from probe vehicles. Input to the DNN are two equally sized input matrices: one containing raw measurement data, and the other indicates the cells occupied with data. The DNN, comprising multiple stacked convolutional layers with an encoding-decoding structure and feed-forward paths, transforms the input into a full matrix of traffic speeds. The proposed DNN architecture is evaluated with respect to its ability to accurately reconstruct heterogeneous congestion patterns under varying input data sparsity. Therefore, a large set of empirical Floating-Car Data (FCD) collected on German freeway A9 during two months is utilized. In total, 43 congestion distinct scenarios are observed which comprise moving and stationary congestion patterns. A data augmentation technique is applied to generate input-output samples of the data, which makes the DNN shift-invariant as well as capable of managing varying data sparsities. The DNN is trained and subsequently applied to sparse data of an unseen congestion scenario. The results show that the DNN is able to apply learned patterns, and reconstructs moving as well as stationary congested traffic with high accuracy; even given highly sparse input data. Reconstructed speeds are compared qualitatively and quantitatively with the results of several state-of-the-art methods such as the Adaptive Smoothing Method (ASM), the Phase-Based Smoothing Method (PSM) and a standard Convolutional Neural Network (CNN) architecture. As a result, the DNN outperforms the other methods significantly.
Suppressing simulation bias using multi-modal data
Authors: Bogdan Kustowski, Jim A. Gaffney, Brian K. Spears, Gemma J. Anderson, Rushil Anirudh, Peer-Timo Bremer, Jayaraman J. Thiagarajan, Michael K. G. Kruse, Ryan C. Nora
Date: 2021-04-19 00:00:00
Tasks: Transfer Learning

Many problems in science and engineering require making predictions based on few observations. To build a robust predictive model, these sparse data may need to be augmented with simulated data, especially when the design space is multi-dimensional. Simulations, however, often suffer from an inherent bias. Estimation of this bias may be poorly constrained not only because of data sparsity, but also because traditional predictive models fit only one type of observed outputs, such as scalars or images, instead of all available output data modalities, which might have been acquired and simulated at great cost. To break this limitation and open up the path for multi-modal calibration, we propose to combine a novel, transfer learning technique for suppressing the bias with recent developments in deep learning, which allow building predictive models with multi-modal outputs. First, we train an initial neural network model on simulated data to learn important correlations between different output modalities and between simulation inputs and outputs. Then, the model is partially retrained, or transfer learned, to fit the experiments; a method that has never been implemented in this type of architecture. Using fewer than 10 inertial confinement fusion experiments for training, transfer learning systematically improves the simulation predictions while a simple output calibration, which we design as a baseline, makes the predictions worse. We also offer extensive cross-validation with real and carefully designed synthetic data. The method described in this paper can be applied to a wide range of problems that require transferring knowledge from simulations to the domain of experiments.
Learning GMMs with Nearly Optimal Robustness Guarantees
Authors: Allen Liu, Ankur Moitra
Date: 2021-04-19 00:00:00

In this work we solve the problem of robustly learning a high-dimensional Gaussian mixture model with $k$ components from $\epsilon$-corrupted samples up to accuracy $\widetilde{O}(\epsilon)$ in total variation distance for any constant $k$ and with mild assumptions on the mixture. This robustness guarantee is optimal up to polylogarithmic factors. The main challenge is that most earlier works rely on learning individual components in the mixture, but this is impossible in our setting, at least for the types of strong robustness guarantees we are aiming for. Instead we introduce a new framework which we call {\em strong observability} that gives us a route to circumvent this obstacle.
Calibration and Consistency of Adversarial Surrogate Losses
Authors: Pranjal Awasthi, Natalie Frank, Anqi Mao, Mehryar Mohri, Yutao Zhong
Date: 2021-04-19 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Adversarial Robustness

Adversarial robustness is an increasingly critical property of classifiers in applications. The design of robust algorithms relies on surrogate losses since the optimization of the adversarial loss with most hypothesis sets is NP-hard. But which surrogate losses should be used and when do they benefit from theoretical guarantees? We present an extensive study of this question, including a detailed analysis of the H-calibration and H-consistency of adversarial surrogate losses. We show that, under some general assumptions, convex loss functions, or the supremum-based convex losses often used in applications, are not H-calibrated for important hypothesis sets such as generalized linear models or one-layer neural networks. We then give a characterization of H-calibration and prove that some surrogate losses are indeed H-calibrated for the adversarial loss, with these hypothesis sets. Next, we show that H-calibration is not sufficient to guarantee consistency and prove that, in the absence of any distributional assumption, no continuous surrogate loss is consistent in the adversarial setting. This, in particular, proves that a claim presented in a COLT 2020 publication is inaccurate. (Calibration results there are correct modulo subtle definition differences, but the consistency claim does not hold.) Next, we identify natural conditions under which some surrogate losses that we describe in detail are H-consistent for hypothesis sets such as generalized linear models and one-layer neural networks. We also report a series of empirical results with simulated data, which show that many H-calibrated surrogate losses are indeed not H-consistent, and validate our theoretical assumptions.
NewsEdits: A Dataset of Revision Histories for News Articles (Technical Report: Data Processing)
Authors: Alexander Spangher, Jonathan May
Date: 2021-04-19 00:00:00
Tasks: Articles

News article revision histories have the potential to give us novel insights across varied fields of linguistics and social sciences. In this work, we present, to our knowledge, the first publicly available dataset of news article revision histories, or NewsEdits. Our dataset is multilingual; it contains 1,278,804 articles with 4,609,430 versions from over 22 English- and French-language newspaper sources based in three countries. Across version pairs, we count 10.9 million added sentences; 8.9 million changed sentences and 6.8 million removed sentences. Within the changed sentences, we derive 72 million atomic edits. NewsEdits is, to our knowledge, the largest corpus of revision histories of any domain.
A New Class of Efficient Adaptive Filters for Online Nonlinear Modeling
Authors: Danilo Comminiello, Alireza Nezamdoust, Simone Scardapane, Michele Scarpiniti, Amir Hussain, Aurelio Uncini
Date: 2021-04-19 00:00:00
Tasks: Acoustic echo cancellation, Domain Adaptation

Nonlinear models are known to provide excellent performance in real-world applications that often operate in non-ideal conditions. However, such applications often require online processing to be performed with limited computational resources. To address this problem, we propose a new class of efficient nonlinear models for online applications. The proposed algorithms are based on linear-in-the-parameters (LIP) nonlinear filters using functional link expansions. In order to make this class of functional link adaptive filters (FLAFs) efficient, we propose low-complexity expansions and frequency-domain adaptation of the parameters. Among this family of algorithms, we also define the partitioned-block frequency-domain FLAF, whose implementation is particularly suitable for online nonlinear modeling problems. We assess and compare frequency-domain FLAFs with different expansions providing the best possible tradeoff between performance and computational complexity. Experimental results prove that the proposed algorithms can be considered as an efficient and effective solution for online applications, such as the acoustic echo cancellation, even in the presence of adverse nonlinear conditions and with limited availability of computational resources.
Operationalizing a National Digital Library: The Case for a Norwegian Transformer Model
Authors: Per E Kummervold, Javier de la Rosa, Freddy Wetjen, Svein Arne Brygfjeld
Date: 2021-04-19 00:00:00
Proceeding: NoDaLiDa 2021 5
Tasks: Language Modeling, Language Modelling, Optical Character Recognition, Optical Character Recognition (OCR)

In this work, we show the process of building a large-scale training set from digital and digitized collections at a national library. The resulting Bidirectional Encoder Representations from Transformers (BERT)-based language model for Norwegian outperforms multilingual BERT (mBERT) models in several token and sequence classification tasks for both Norwegian Bokm{\aa}l and Norwegian Nynorsk. Our model also improves the mBERT performance for other languages present in the corpus such as English, Swedish, and Danish. For languages not included in the corpus, the weights degrade moderately while keeping strong multilingual properties. Therefore, we show that building high-quality models within a memory institution using somewhat noisy optical character recognition (OCR) content is feasible, and we hope to pave the way for other memory institutions to follow.
Robust Uncertainty Bounds in Reproducing Kernel Hilbert Spaces: A Convex Optimization Approach
Authors: Paul Scharnhorst, Emilio T. Maddalena, Yuning Jiang, Colin N. Jones
Date: 2021-04-19 00:00:00

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where outputs are corrupted by bounded measurement noise. The noise can originate from any compactly supported distribution and no independence assumptions are made on the available data. In this setting, we show how computing tight, finite-sample uncertainty bounds amounts to solving parametric quadratically constrained linear programs. Next, properties of our approach are established and its relationship with another methods is studied. Numerical experiments are presented to exemplify how the theory can be applied in a number of scenarios, and to contrast it with other closed-form alternatives.
LaTeX-Numeric: Language-agnostic Text attribute eXtraction for E-commerce Numeric Attributes
Authors: Kartik Mehta, Ioana Oprea, Nikhil Rasiwasia
Date: 2021-04-19 00:00:00
Tasks: Active Learning, Attribute, Attribute Extraction, Missing Labels, Multi-Task Learning

In this paper, we present LaTeX-Numeric - a high-precision fully-automated scalable framework for extracting E-commerce numeric attributes from product text like product description. Most of the past work on attribute extraction is not scalable as they rely on manually curated training data, either with or without the use of active learning. We rely on distant supervision for training data generation, removing dependency on manual labels. One issue with distant supervision is that it leads to incomplete training annotation due to missing attribute values while matching. We propose a multi-task learning architecture to deal with missing labels in the training data, leading to F1 improvement of 9.2% for numeric attributes over single-task architecture. While multi-task architecture benefits both numeric and non-numeric attributes, we present automated techniques to further improve the numeric attributes extraction models. Numeric attributes require a list of units (or aliases) for better matching with distant supervision. We propose an automated algorithm for alias creation using product text and attribute values, leading to a 20.2% F1 improvement. Extensive experiments on real world dataset for 20 numeric attributes across 5 product categories and 3 English marketplaces show that LaTeX-Numeric achieves a high F1-score, without any manual intervention, making it suitable for practical applications. Finally, we show that the improvements are language-agnostic and LaTeX-Numeric achieves 13.9% F1 improvement for 3 Romance languages.
Multi-target prediction for dummies using two-branch neural networks
Authors: Dimitrios Iliadis, Bernard De Baets, Willem Waegeman
Date: 2021-04-19 00:00:00
Tasks: BIG-bench Machine Learning, Matrix Completion, Multi-Label Classification, MUlTI-LABEL-ClASSIFICATION, Multi-target regression, Multi-Task Learning, Prediction, Vocal Bursts Valence Prediction, Zero-Shot Learning

Multi-target prediction (MTP) serves as an umbrella term for machine learning tasks that concern the simultaneous prediction of multiple target variables. Classical instantiations are multi-label classification, multivariate regression, multi-task learning, dyadic prediction, zero-shot learning, network inference, and matrix completion. Despite the significant similarities, all these domains have evolved separately into distinct research areas over the last two decades. This led to the development of a plethora of highly-engineered methods, and created a substantially-high entrance barrier for machine learning practitioners that are not experts in the field. In this work we present a generic deep learning methodology that can be used for a wide range of multi-target prediction problems. We introduce a flexible multi-branch neural network architecture, partially configured via a questionnaire that helps end-users to select a suitable MTP problem setting for their needs. Experimental results for a wide range of domains illustrate that the proposed methodology manifests a competitive performance compared to methods from specific MTP domains.
SALAD: Self-Adaptive Lightweight Anomaly Detection for Real-time Recurrent Time Series
Authors: Ming-Chang Lee, Jia-Chun Lin, Ernst Gunnar Gran
Date: 2021-04-19 00:00:00
Tasks: Anomaly Detection, Time Series, Time Series Analysis

Real-world time series data often present recurrent or repetitive patterns and it is often generated in real time, such as transportation passenger volume, network traffic, system resource consumption, energy usage, and human gait. Detecting anomalous events based on machine learning approaches in such time series data has been an active research topic in many different areas. However, most machine learning approaches require labeled datasets, offline training, and may suffer from high computation complexity, consequently hindering their applicability. Providing a lightweight self-adaptive approach that does not need offline training in advance and meanwhile is able to detect anomalies in real time could be highly beneficial. Such an approach could be immediately applied and deployed on any commodity machine to provide timely anomaly alerts. To facilitate such an approach, this paper introduces SALAD, which is a Self-Adaptive Lightweight Anomaly Detection approach based on a special type of recurrent neural networks called Long Short-Term Memory (LSTM). Instead of using offline training, SALAD converts a target time series into a series of average absolute relative error (AARE) values on the fly and predicts an AARE value for every upcoming data point based on short-term historical AARE values. If the difference between a calculated AARE value and its corresponding forecast AARE value is higher than a self-adaptive detection threshold, the corresponding data point is considered anomalous. Otherwise, the data point is considered normal. Experiments based on two real-world open-source time series datasets demonstrate that SALAD outperforms five other state-of-the-art anomaly detection approaches in terms of detection accuracy. In addition, the results also show that SALAD is lightweight and can be deployed on a commodity machine.