pwc-archive/papers-with-abstracts huggingface dataset:
Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergence
Authors: Dongsheng Ding, Chen-Yu Wei, Kaiqing Zhang, Mihailo R. Jovanović
Date: 2022-02-08 00:00:00
Tasks: Multi-agent Reinforcement Learning, Policy Gradient Methods, Reinforcement Learning (RL)

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space and/or the number of players can be very large, we propose new independent policy gradient algorithms that are run by all players in tandem. When there is no uncertainty in the gradient evaluation, we show that our algorithm finds an $\epsilon$-Nash equilibrium with $O(1/\epsilon^2)$ iteration complexity which does not explicitly depend on the state space size. When the exact gradient is not available, we establish $O(1/\epsilon^5)$ sample complexity bound in a potentially infinitely large state space for a sample-based algorithm that utilizes function approximation. Moreover, we identify a class of independent policy gradient algorithms that enjoys convergence for both zero-sum Markov games and Markov cooperative games with the players that are oblivious to the types of games being played. Finally, we provide computational experiments to corroborate the merits and the effectiveness of our theoretical developments.
Learning Similarity Metrics for Volumetric Simulations with Multiscale CNNs
Authors: Georg Kohl, Li-Wei Chen, Nils Thuerey
Date: 2022-02-08 00:00:00

Simulations that produce three-dimensional data are ubiquitous in science, ranging from fluid flows to plasma physics. We propose a similarity model based on entropy, which allows for the creation of physically meaningful ground truth distances for the similarity assessment of scalar and vectorial data, produced from transport and motion-based simulations. Utilizing two data acquisition methods derived from this model, we create collections of fields from numerical PDE solvers and existing simulation data repositories. Furthermore, a multiscale CNN architecture that computes a volumetric similarity metric (VolSiM) is proposed. To the best of our knowledge this is the first learning method inherently designed to address the challenges arising for the similarity assessment of high-dimensional simulation data. Additionally, the tradeoff between a large batch size and an accurate correlation computation for correlation-based loss functions is investigated, and the metric's invariance with respect to rotation and scale operations is analyzed. Finally, the robustness and generalization of VolSiM is evaluated on a large range of test data, as well as a particularly challenging turbulence case study, that is close to potential real-world applications.
A Lagrangian Duality Approach to Active Learning
Authors: Juan Elenter, Navid Naderializadeh, Alejandro Ribeiro
Date: 2022-02-08 00:00:00
Tasks: Active Learning, Informativeness

We consider the pool-based active learning problem, where only a subset of the training data is labeled, and the goal is to query a batch of unlabeled samples to be labeled so as to maximally improve model performance. We formulate the problem using constrained learning, where a set of constraints bounds the performance of the model on labeled samples. Considering a primal-dual approach, we optimize the primal variables, corresponding to the model parameters, as well as the dual variables, corresponding to the constraints. As each dual variable indicates how significantly the perturbation of the respective constraint affects the optimal value of the objective function, we use it as a proxy of the informativeness of the corresponding training sample. Our approach, which we refer to as Active Learning via Lagrangian dualitY, or ALLY, leverages this fact to select a diverse set of unlabeled samples with the highest estimated dual variables as our query set. We demonstrate the benefits of our approach in a variety of classification and regression tasks and discuss its limitations depending on the capacity of the model used and the degree of redundancy in the dataset. We also examine the impact of the distribution shift induced by active sampling and show that ALLY can be used in a generative mode to create novel, maximally-informative samples.
Hierarchical Dependency Constrained Tree Augmented Naive Bayes Classifiers for Hierarchical Feature Spaces
Authors: Cen Wan, Alex A. Freitas
Date: 2022-02-08 00:00:00

The Tree Augmented Naive Bayes (TAN) classifier is a type of probabilistic graphical model that constructs a single-parent dependency tree to estimate the distribution of the data. In this work, we propose two novel Hierarchical dependency-based Tree Augmented Naive Bayes algorithms, i.e. Hie-TAN and Hie-TAN-Lite. Both methods exploit the pre-defined parent-child (generalisation-specialisation) relationships between features as a type of constraint to learn the tree representation of dependencies among features, whilst the latter further eliminates the hierarchical redundancy during the classifier learning stage. The experimental results showed that Hie-TAN successfully obtained better predictive performance than several other hierarchical dependency constrained classification algorithms, and its predictive performance was further improved by eliminating the hierarchical redundancy, as suggested by the higher accuracy obtained by Hie-TAN-Lite.
Teaching Networks to Solve Optimization Problems
Authors: Xinran Liu, Yuzhe Lu, Ali Abbasi, Meiyi Li, Javad Mohammadi, Soheil Kolouri
Date: 2022-02-08 00:00:00
Tasks: Management

Leveraging machine learning to facilitate the optimization process is an emerging field that holds the promise to bypass the fundamental computational bottleneck caused by classic iterative solvers in critical applications requiring near-real-time optimization. The majority of existing approaches focus on learning data-driven optimizers that lead to fewer iterations in solving an optimization. In this paper, we take a different approach and propose to replace the iterative solvers altogether with a trainable parametric set function, that outputs the optimal arguments/parameters of an optimization problem in a single feed forward. We denote our method as Learning to Optimize the Optimization Process (LOOP). We show the feasibility of learning such parametric (set) functions to solve various classic optimization problems including linear/nonlinear regression, principal component analysis, transport-based coreset, and quadratic programming in supply management applications. In addition, we propose two alternative approaches for learning such parametric functions, with and without a solver in the LOOP. Finally, through various numerical experiments, we show that the trained solvers could be orders of magnitude faster than the classic iterative solvers while providing near optimal solutions.
Social Media as an Instant Source of Feedback on Water Quality
Authors: Khubaib Ahmad, Muhammad Asif Ayub, Kashif Ahmad, Jebran Khan, Nasir Ahmad, Ala Al-Fuqaha
Date: 2022-02-09 00:00:00
Tasks: Data Augmentation

This paper focuses on an important environmental challenge; namely, water quality by analyzing the potential of social media as an immediate source of feedback. The main goal of the work is to automatically analyze and retrieve social media posts relevant to water quality with particular attention to posts describing different aspects of water quality, such as watercolor, smell, taste, and related illnesses. To this aim, we propose a novel framework incorporating different preprocessing, data augmentation, and classification techniques. In total, three different Neural Networks (NNs) architectures, namely (i) Bidirectional Encoder Representations from Transformers (BERT), (ii) Robustly Optimized BERT Pre-training Approach (XLM-RoBERTa), and (iii) custom Long short-term memory (LSTM) model, are employed in a merit-based fusion scheme. For merit-based weight assignment to the models, several optimization and search techniques are compared including a Particle Swarm Optimization (PSO), a Genetic Algorithm (GA), Brute Force (BF), Nelder-Mead, and Powell's optimization methods. We also provide an evaluation of the individual models where the highest F1-score of 0.81 is obtained with the BERT model. In merit-based fusion, overall better results are obtained with BF achieving an F1-score score of 0.852. We also provide comparison against existing methods, where a significant improvement for our proposed solutions is obtained. We believe such rigorous analysis of this relatively new topic will provide a baseline for future research.
New hard benchmark functions for global optimization
Authors: Abdesslem Layeb
Date: 2022-02-09 00:00:00
Tasks: global-optimization

In this paper, we present some new unimodal, multimodal, and noise test functions to assess the performance of global optimization algorithms. All the test functions are multidimensional problems. The 2-dimension landscape of the proposed functions has been graphically presented in 3D space to show their geometry, however these functions are more complicated in dimensions greater than 3. To show the hardness of these functions, we have made an experimental study with some powerful algorithms such as CEC competition winners: LSHADE, MadDe, and LSHADE-SPACMA algorithms. Besides the novel algorithm, Tangent search algorithm (TSA) and its modified Tangent search algorithm (mTSA) were also used in the experimental study. The results found demonstrate the hardness of the proposed functions. The code sources of the proposed test functions are available on Matlab Exchange website. https://www.mathworks.com/matlabcentral/fileexchange/106450-new-hard-benchmark-functions-for-global-optimization?s_tid=srchtitle
AIVC: Artificial Intelligence based Video Codec
Authors: Théo Ladune, Pierrick Philippe
Date: 2022-02-09 00:00:00
Tasks: Motion Compensation

This paper introduces AIVC, an end-to-end neural video codec. It is based on two conditional autoencoders MNet and CNet, for motion compensation and coding. AIVC learns to compress videos using any coding configurations through a single end-to-end rate-distortion optimization. Furthermore, it offers performance competitive with the recent video coder HEVC under several established test conditions. A comprehensive ablation study is performed to evaluate the benefits of the different modules composing AIVC. The implementation is made available at https://orange-opensource.github.io/AIVC/.
A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimization
Authors: Tesi Xiao, Krishnakumar Balasubramanian, Saeed Ghadimi
Date: 2022-02-09 00:00:00

We propose a projection-free conditional gradient-type algorithm for smooth stochastic multi-level composition optimization, where the objective function is a nested composition of $T$ functions and the constraint set is a closed convex set. Our algorithm assumes access to noisy evaluations of the functions and their gradients, through a stochastic first-order oracle satisfying certain standard unbiasedness and second moment assumptions. We show that the number of calls to the stochastic first-order oracle and the linear-minimization oracle required by the proposed algorithm, to obtain an $\epsilon$-stationary solution, are of order $\mathcal{O}_T(\epsilon^{-2})$ and $\mathcal{O}_T(\epsilon^{-3})$ respectively, where $\mathcal{O}_T$ hides constants in $T$. Notably, the dependence of these complexity bounds on $\epsilon$ and $T$ are separate in the sense that changing one does not impact the dependence of the bounds on the other. Moreover, our algorithm is parameter-free and does not require any (increasing) order of mini-batches to converge unlike the common practice in the analysis of stochastic conditional gradient-type algorithms.
The Lifecycle of a Statistical Model: Model Failure Detection, Identification, and Refitting
Authors: Alnur Ali, Maxime Cauchois, John C. Duchi
Date: 2022-02-08 00:00:00
Tasks: model, Time Series, Time Series Analysis

The statistical machine learning community has demonstrated considerable resourcefulness over the years in developing highly expressive tools for estimation, prediction, and inference. The bedrock assumptions underlying these developments are that the data comes from a fixed population and displays little heterogeneity. But reality is significantly more complex: statistical models now routinely fail when released into real-world systems and scientific applications, where such assumptions rarely hold. Consequently, we pursue a different path in this paper vis-a-vis the well-worn trail of developing new methodology for estimation and prediction. In this paper, we develop tools and theory for detecting and identifying regions of the covariate space (subpopulations) where model performance has begun to degrade, and study intervening to fix these failures through refitting. We present empirical results with three real-world data sets -- including a time series involving forecasting the incidence of COVID-19 -- showing that our methodology generates interpretable results, is useful for tracking model performance, and can boost model performance through refitting. We complement these empirical results with theory proving that our methodology is minimax optimal for recovering anomalous subpopulations as well as refitting to improve accuracy in a structured normal means setting.
Multi-model Ensemble Analysis with Neural Network Gaussian Processes
Authors: Trevor Harris, Bo Li, Ryan Sriver
Date: 2022-02-08 00:00:00
Tasks: Gaussian Processes, GPR, Precipitation Forecasting, Uncertainty Quantification

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from rescaling low-resolution climate models. We propose a statistical approach, called NN-GPR, using Gaussian process regression (GPR) with an infinitely wide deep neural network based covariance function. NN-GPR requires no assumptions about the relationships between models, no interpolation to a common grid, no stationarity assumptions, and automatically downscales as part of its prediction algorithm. Model experiments show that NN-GPR can be highly skillful at surface temperature and precipitation forecasting by preserving geospatial signals at multiple scales and capturing inter-annual variability. Our projections particularly show improved accuracy and uncertainty quantification skill in regions of high variability, which allows us to cheaply assess tail behavior at a 0.44$^\circ$/50 km spatial resolution without a regional climate model (RCM). Evaluations on reanalysis data and SSP245 forced climate models show that NN-GPR produces similar, overall climatologies to the model ensemble while better capturing fine scale spatial patterns. Finally, we compare NN-GPR's regional predictions against two RCMs and show that NN-GPR can rival the performance of RCMs using only global model data as input.
A Neural Phillips Curve and a Deep Output Gap
Authors: Philippe Goulet Coulombe
Date: 2022-02-08 00:00:00

Many problems plague empirical Phillips curves (PCs). Among them is the hurdle that the two key components, inflation expectations and the output gap, are both unobserved. Traditional remedies include proxying for the absentees or extracting them via assumptions-heavy filtering procedures. I propose an alternative route: a Hemisphere Neural Network (HNN) whose architecture yields a final layer where components can be interpreted as latent states within a Neural PC. There are benefits. First, HNN conducts the supervised estimation of nonlinearities that arise when translating a high-dimensional set of observed regressors into latent states. Second, forecasts are economically interpretable. Among other findings, the contribution of real activity to inflation appears understated in traditional PCs. In contrast, HNN captures the 2021 upswing in inflation and attributes it to a large positive output gap starting from late 2020. The unique path of HNN's gap comes from dispensing with unemployment and GDP in favor of an amalgam of nonlinearly processed alternative tightness indicators.
Turnpike in optimal control of PDEs, ResNets, and beyond
Authors: Borjan Geshkovski, Enrique Zuazua
Date: 2022-02-08 00:00:00

The \emph{turnpike property} in contemporary macroeconomics asserts that if an economic planner seeks to move an economy from one level of capital to another, then the most efficient path, as long as the planner has enough time, is to rapidly move stock to a level close to the optimal stationary or constant path, then allow for capital to develop along that path until the desired term is nearly reached, at which point the stock ought to be moved to the final target. Motivated in part by its nature as a resource allocation strategy, over the past decade, the turnpike property has also been shown to hold for several classes of partial differential equations arising in mechanics. When formalized mathematically, the turnpike theory corroborates the insights from economics: for an optimal control problem set in a finite-time horizon, optimal controls and corresponding states, are close (often exponentially), during most of the time, except near the initial and final time, to the optimal control and corresponding state for the associated stationary optimal control problem. In particular, the former are mostly constant over time. This fact provides a rigorous meaning to the asymptotic simplification that some optimal control problems appear to enjoy over long time intervals, allowing the consideration of the corresponding stationary problem for computing and applications. We review a slice of the theory developed over the past decade --the controllability of the underlying system is an important ingredient, and can even be used to devise simple turnpike-like strategies which are nearly optimal--, and present several novel applications, including, among many others, the characterization of Hamilton-Jacobi-Bellman asymptotics, and stability estimates in deep learning via residual neural networks.
A Model-Agnostic Causal Learning Framework for Recommendation using Search Data
Authors: Zihua Si, Xueran Han, Xiao Zhang, Jun Xu, Yue Yin, Yang song, Ji-Rong Wen
Date: 2022-02-09 00:00:00
Tasks: Recommendation Systems

Machine-learning based recommender systems(RSs) has become an effective means to help people automatically discover their interests. Existing models often represent the rich information for recommendation, such as items, users, and contexts, as embedding vectors and leverage them to predict users' feedback. In the view of causal analysis, the associations between these embedding vectors and users' feedback are a mixture of the causal part that describes why an item is preferred by a user, and the non-causal part that merely reflects the statistical dependencies between users and items, for example, the exposure mechanism, public opinions, display position, etc. However, existing RSs mostly ignored the striking differences between the causal parts and non-causal parts when using these embedding vectors. In this paper, we propose a model-agnostic framework named IV4Rec that can effectively decompose the embedding vectors into these two parts, hence enhancing recommendation results. Specifically, we jointly consider users' behaviors in search scenarios and recommendation scenarios. Adopting the concepts in causal analysis, we embed users' search behaviors as instrumental variables (IVs), to help decompose original embedding vectors in recommendation, i.e., treatments. IV4Rec then combines the two parts through deep neural networks and uses the combined results for recommendation. IV4Rec is model-agnostic and can be applied to a number of existing RSs such as DIN and NRHUB. Experimental results on both public and proprietary industrial datasets demonstrate that IV4Rec consistently enhances RSs and outperforms a framework that jointly considers search and recommendation.
Who to Watch Next: Two-side Interactive Networks for Live Broadcast Recommendation
Authors: Jiarui Jin, Xianyu Chen, Yuanbo Chen, Weinan Zhang, Renting Rui, Zaifan Jiang, Zhewen Su, Yong Yu
Date: 2022-02-09 00:00:00
Tasks: Retrieval

With the prevalence of live broadcast business nowadays, a new type of recommendation service, called live broadcast recommendation, is widely used in many mobile e-commerce Apps. Different from classical item recommendation, live broadcast recommendation is to automatically recommend user anchors instead of items considering the interactions among triple-objects (i.e., users, anchors, items) rather than binary interactions between users and items. Existing methods based on binary objects, ranging from early matrix factorization to recently emerged deep learning, obtain objects' embeddings by mapping from pre-existing features. Directly applying these techniques would lead to limited performance, as they are failing to encode collaborative signals among triple-objects. In this paper, we propose a novel TWo-side Interactive NetworkS (TWINS) for live broadcast recommendation. In order to fully use both static and dynamic information on user and anchor sides, we combine a product-based neural network with a recurrent neural network to learn the embedding of each object. In addition, instead of directly measuring the similarity, TWINS effectively injects the collaborative effects into the embedding process in an explicit manner by modeling interactive patterns between the user's browsing history and the anchor's broadcast history in both item and anchor aspects. Furthermore, we design a novel co-retrieval technique to select key items among massive historic records efficiently. Offline experiments on real large-scale data show the superior performance of the proposed TWINS, compared to representative methods; and further results of online experiments on Diantao App show that TWINS gains average performance improvement of around 8% on ACTR metric, 3% on UCTR metric, 3.5% on UCVR metric.