pwc-archive/papers-with-abstracts huggingface dataset:
Deep Reinforcement Trading with Predictable Returns
Authors: Alessio Brini, Daniele Tantari
Date: 2021-04-29 00:00:00
Tasks: Clustering, Deep Reinforcement Learning, Portfolio Optimization

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a framework for optimizing sequential trader decisions but lacks theoretical guarantees of convergence. On the other hand, the performances on real financial trading problems are strongly affected by the goodness of the signal used to predict returns. To disentangle the effects coming from return unpredictability from those coming from algorithm un-trainability, we investigate the performance of model-free DRL traders in a market environment with different known mean-reverting factors driving the dynamics. When the framework admits an exact dynamic programming solution, we can assess the limits and capabilities of different value-based algorithms to retrieve meaningful trading signals in a data-driven manner. We consider DRL agents that leverage classical strategies to increase their performances and we show that this approach guarantees flexibility, outperforming the benchmark strategy when the price dynamics is misspecified and some original assumptions on the market environment are violated with the presence of extreme events and volatility clustering.
ISTR: End-to-End Instance Segmentation with Transformers
Authors: Jie Hu, Liujuan Cao, Yao Lu, Shengchuan Zhang, Yan Wang, Ke Li, Feiyue Huang, Ling Shao, Rongrong Ji
Date: 2021-05-03 00:00:00
Tasks: Instance Segmentation, object-detection, Object Detection, Segmentation, Semantic Segmentation

End-to-end paradigms significantly improve the accuracy of various deep-learning-based computer vision models. To this end, tasks like object detection have been upgraded by replacing non-end-to-end components, such as removing non-maximum suppression by training with a set loss based on bipartite matching. However, such an upgrade is not applicable to instance segmentation, due to its significantly higher output dimensions compared to object detection. In this paper, we propose an instance segmentation Transformer, termed ISTR, which is the first end-to-end framework of its kind. ISTR predicts low-dimensional mask embeddings, and matches them with ground truth mask embeddings for the set loss. Besides, ISTR concurrently conducts detection and segmentation with a recurrent refinement strategy, which provides a new way to achieve instance segmentation compared to the existing top-down and bottom-up frameworks. Benefiting from the proposed end-to-end mechanism, ISTR demonstrates state-of-the-art performance even with approximation-based suboptimal embeddings. Specifically, ISTR obtains a 46.8/38.6 box/mask AP using ResNet50-FPN, and a 48.1/39.9 box/mask AP using ResNet101-FPN, on the MS COCO dataset. Quantitative and qualitative results reveal the promising potential of ISTR as a solid baseline for instance-level recognition. Code has been made available at: https://github.com/hujiecpp/ISTR.
Learning Visually Guided Latent Actions for Assistive Teleoperation
Authors: Siddharth Karamcheti, Albert J. Zhai, Dylan P. Losey, Dorsa Sadigh
Date: 2021-05-02 00:00:00

It is challenging for humans -- particularly those living with physical disabilities -- to control high-dimensional, dexterous robots. Prior work explores learning embedding functions that map a human's low-dimensional inputs (e.g., via a joystick) to complex, high-dimensional robot actions for assistive teleoperation; however, a central problem is that there are many more high-dimensional actions than available low-dimensional inputs. To extract the correct action and maximally assist their human controller, robots must reason over their context: for example, pressing a joystick down when interacting with a coffee cup indicates a different action than when interacting with knife. In this work, we develop assistive robots that condition their latent embeddings on visual inputs. We explore a spectrum of visual encoders and show that incorporating object detectors pretrained on small amounts of cheap, easy-to-collect structured data enables i) accurately and robustly recognizing the current context and ii) generalizing control embeddings to new objects and tasks. In user studies with a high-dimensional physical robot arm, participants leverage this approach to perform new tasks with unseen objects. Our results indicate that structured visual representations improve few-shot performance and are subjectively preferred by users.
A scalable solver for a stochastic, hybrid cellular automaton model of personalized breast cancer therapy
Authors: Xiaoran Lai, Håkon A. Taskén, Torgeir Mo, Simon W. Funke, Arnoldo Frigessi, Marie E. Rognes, Alvaro Köhn-Luque
Date: 2021-05-02 00:00:00

Mathematical modeling and simulation is a promising approach to personalized cancer medicine. Yet, the complexity, heterogeneity and multi-scale nature of cancer pose significant computational challenges. Coupling discrete cell-based models with continuous models using hybrid cellular automata is a powerful approach for mimicking biological complexity and describing the dynamical exchange of information across different scales. However, when clinically relevant cancer portions are taken into account, such models become computationally very expensive. While efficient parallelization techniques for continuous models exist, their coupling with discrete models, particularly cellular automata, necessitates more elaborate solutions. Building upon FEniCS, a popular and powerful scientific computing platform for solving partial differential equations, we developed parallel algorithms to link stochastic cellular automata with differential equations ( https://bitbucket.org/HTasken/cansim ). The algorithms minimize the communication between processes that share cellular automata neighborhood values while also allowing for reproducibility during stochastic updates. We demonstrated the potential of our solution on a complex hybrid cellular automaton model of breast cancer treated with combination chemotherapy. On a single-core processor, we obtained nearly linear scaling with an increasing problem size, whereas weak parallel scaling showed moderate growth in solving time relative to increase in problem size. Finally we applied the algorithm to a problem that is 500 times larger than previous work, allowing us to run personalized therapy simulations based on heterogeneous cell density and tumor perfusion conditions estimated from magnetic resonance imaging data on an unprecedented scale.
CBench: Towards Better Evaluation of Question Answering Over Knowledge Graphs
Authors: Abdelghny Orogat, Isabelle Liu, Ahmed El-Rob
Date: 2021-04-05 00:00:00
Tasks: Benchmarking, Knowledge Graphs, Question Answering

Recently, there has been an increase in the number of knowledge graphs that can be only queried by experts. However, describing questions using structured queries is not straightforward for non-expert users who need to have sufficient knowledge about both the vocabulary and the structure of the queried knowledge graph, as well as the syntax of the structured query language used to describe the user's information needs. The most popular approach introduced to overcome the aforementioned challenges is to use natural language to query these knowledge graphs. Although several question answering benchmarks can be used to evaluate question-answering systems over a number of popular knowledge graphs, choosing a benchmark to accurately assess the quality of a question answering system is a challenging task. In this paper, we introduce CBench, an extensible, and more informative benchmarking suite for analyzing benchmarks and evaluating question answering systems. CBench can be used to analyze existing benchmarks with respect to several fine-grained linguistic, syntactic, and structural properties of the questions and queries in the benchmark. We show that existing benchmarks vary significantly with respect to these properties deeming choosing a small subset of them unreliable in evaluating QA systems. Until further research improves the quality and comprehensiveness of benchmarks, CBench can be used to facilitate this evaluation using a set of popular benchmarks that can be augmented with other user-provided benchmarks. CBench not only evaluates a question answering system based on popular single-number metrics but also gives a detailed analysis of the linguistic, syntactic, and structural properties of answered and unanswered questions to better help the developers of question answering systems to better understand where their system excels and where it struggles.
Universal Weakly Supervised Segmentation by Pixel-to-Segment Contrastive Learning
Authors: Tsung-Wei Ke, Jyh-Jing Hwang, Stella X. Yu
Date: 2021-05-03 00:00:00
Proceeding: ICLR 2021 1
Tasks: Contrastive Learning, Metric Learning, Segmentation, Weakly supervised segmentation, Weakly-Supervised Semantic Segmentation

Weakly supervised segmentation requires assigning a label to every pixel based on training instances with partial annotations such as image-level tags, object bounding boxes, labeled points and scribbles. This task is challenging, as coarse annotations (tags, boxes) lack precise pixel localization whereas sparse annotations (points, scribbles) lack broad region coverage. Existing methods tackle these two types of weak supervision differently: Class activation maps are used to localize coarse labels and iteratively refine the segmentation model, whereas conditional random fields are used to propagate sparse labels to the entire image. We formulate weakly supervised segmentation as a semi-supervised metric learning problem, where pixels of the same (different) semantics need to be mapped to the same (distinctive) features. We propose 4 types of contrastive relationships between pixels and segments in the feature space, capturing low-level image similarity, semantic annotation, co-occurrence, and feature affinity They act as priors; the pixel-wise feature can be learned from training images with any partial annotations in a data-driven fashion. In particular, unlabeled pixels in training images participate not only in data-driven grouping within each image, but also in discriminative feature learning within and across images. We deliver a universal weakly supervised segmenter with significant gains on Pascal VOC and DensePose. Our code is publicly available at https://github.com/twke18/SPML.
Learning to drive from a world on rails
Authors: Dian Chen, Vladlen Koltun, Philipp Krähenbühl
Date: 2021-05-03 00:00:00
Proceeding: ICCV 2021 10
Tasks: Autonomous Driving, CARLA longest6, Model-based Reinforcement Learning

We learn an interactive vision-based driving policy from pre-recorded driving logs via a model-based approach. A forward model of the world supervises a driving policy that predicts the outcome of any potential driving trajectory. To support learning from pre-recorded logs, we assume that the world is on rails, meaning neither the agent nor its actions influence the environment. This assumption greatly simplifies the learning problem, factorizing the dynamics into a nonreactive world model and a low-dimensional and compact forward model of the ego-vehicle. Our approach computes action-values for each training trajectory using a tabular dynamic-programming evaluation of the Bellman equations; these action-values in turn supervise the final vision-based driving policy. Despite the world-on-rails assumption, the final driving policy acts well in a dynamic and reactive world. At the time of writing, our method ranks first on the CARLA leaderboard, attaining a 25% higher driving score while using 40 times less data. Our method is also an order of magnitude more sample-efficient than state-of-the-art model-free reinforcement learning techniques on navigational tasks in the ProcGen benchmark.
Natural Language Generation Using Link Grammar for General Conversational Intelligence
Authors: Vignav Ramesh, Anton Kolonin
Date: 2021-04-19 00:00:00
Tasks: Question Answering, Text Generation, valid

Many current artificial general intelligence (AGI) and natural language processing (NLP) architectures do not possess general conversational intelligence--that is, they either do not deal with language or are unable to convey knowledge in a form similar to the human language without manual, labor-intensive methods such as template-based customization. In this paper, we propose a new technique to automatically generate grammatically valid sentences using the Link Grammar database. This natural language generation method far outperforms current state-of-the-art baselines and may serve as the final component in a proto-AGI question answering pipeline that understandably handles natural language material.
SUPERB: Speech processing Universal PERformance Benchmark
Authors: Shu-wen Yang, Po-Han Chi, Yung-Sung Chuang, Cheng-I Jeff Lai, Kushal Lakhotia, Yist Y. Lin, Andy T. Liu, Jiatong Shi, Xuankai Chang, Guan-Ting Lin, Tzu-Hsien Huang, Wei-Cheng Tseng, Ko-tik Lee, Da-Rong Liu, Zili Huang, Shuyan Dong, Shang-Wen Li, Shinji Watanabe, Abdelrahman Mohamed, Hung-Yi Lee
Date: 2021-05-03 00:00:00
Tasks: Representation Learning, Self-Supervised Learning

Self-supervised learning (SSL) has proven vital for advancing research in natural language processing (NLP) and computer vision (CV). The paradigm pretrains a shared model on large volumes of unlabeled data and achieves state-of-the-art (SOTA) for various tasks with minimal adaptation. However, the speech processing community lacks a similar setup to systematically explore the paradigm. To bridge this gap, we introduce Speech processing Universal PERformance Benchmark (SUPERB). SUPERB is a leaderboard to benchmark the performance of a shared model across a wide range of speech processing tasks with minimal architecture changes and labeled data. Among multiple usages of the shared model, we especially focus on extracting the representation learned from SSL due to its preferable re-usability. We present a simple framework to solve SUPERB tasks by learning task-specialized lightweight prediction heads on top of the frozen shared model. Our results demonstrate that the framework is promising as SSL representations show competitive generalizability and accessibility across SUPERB tasks. We release SUPERB as a challenge with a leaderboard and a benchmark toolkit to fuel the research in representation learning and general speech processing.
OpTorch: Optimized deep learning architectures for resource limited environments
Authors: Salman Ahmed, Hammad Naveed
Date: 2021-05-03 00:00:00
Tasks: Deep Learning

Deep learning algorithms have made many breakthroughs and have various applications in real life. Computational resources become a bottleneck as the data and complexity of the deep learning pipeline increases. In this paper, we propose optimized deep learning pipelines in multiple aspects of training including time and memory. OpTorch is a machine learning library designed to overcome weaknesses in existing implementations of neural network training. OpTorch provides features to train complex neural networks with limited computational resources. OpTorch achieved the same accuracy as existing libraries on Cifar-10 and Cifar-100 datasets while reducing memory usage to approximately 50%. We also explore the effect of weights on total memory usage in deep learning pipelines. In our experiments, parallel encoding-decoding along with sequential checkpoints results in much improved memory and time usage while keeping the accuracy similar to existing pipelines. OpTorch python package is available at available at https://github.com/cbrl-nuces/optorch
Privacy and Integrity Preserving Training Using Trusted Hardware
Authors: Hanieh Hashemi, Yongqin Wang, Murali Annavaram
Date: 2021-05-01 00:00:00
Tasks: BIG-bench Machine Learning

Privacy and security-related concerns are growing as machine learning reaches diverse application domains. The data holders want to train with private data while exploiting accelerators, such as GPUs, that are hosted in the cloud. However, Cloud systems are vulnerable to attackers that compromise the privacy of data and integrity of computations. This work presents DarKnight, a framework for large DNN training while protecting input privacy and computation integrity. DarKnight relies on cooperative execution between trusted execution environments (TEE) and accelerators, where the TEE provides privacy and integrity verification, while accelerators perform the computation heavy linear algebraic operations.
Embedded training of neural-network sub-grid-scale turbulence models
Authors: Jonathan F. MacArt, Justin Sirignano, Jonathan B. Freund
Date: 2021-05-03 00:00:00

The weights of a deep neural network model are optimized in conjunction with the governing flow equations to provide a model for sub-grid-scale stresses in a temporally developing plane turbulent jet at Reynolds number $Re_0=6\,000$. The objective function for training is first based on the instantaneous filtered velocity fields from a corresponding direct numerical simulation, and the training is by a stochastic gradient descent method, which uses the adjoint Navier--Stokes equations to provide the end-to-end sensitivities of the model weights to the velocity fields. In-sample and out-of-sample testing on multiple dual-jet configurations show that its required mesh density in each coordinate direction for prediction of mean flow, Reynolds stresses, and spectra is half that needed by the dynamic Smagorinsky model for comparable accuracy. The same neural-network model trained directly to match filtered sub-grid-scale stresses -- without the constraint of being embedded within the flow equations during the training -- fails to provide a qualitatively correct prediction. The coupled formulation is generalized to train based only on mean-flow and Reynolds stresses, which are more readily available in experiments. The mean-flow training provides a robust model, which is important, though a somewhat less accurate prediction for the same coarse meshes, as might be anticipated due to the reduced information available for training in this case. The anticipated advantage of the formulation is that the inclusion of resolved physics in the training increases its capacity to extrapolate. This is assessed for the case of passive scalar transport, for which it outperforms established models due to improved mixing predictions.
Applying physics-based loss functions to neural networks for improved generalizability in mechanics problems
Authors: Samuel J. Raymond, David B. Camarillo
Date: 2021-04-30 00:00:00
Tasks: BIG-bench Machine Learning, Physics-informed machine learning

Physics-Informed Machine Learning (PIML) has gained momentum in the last 5 years with scientists and researchers aiming to utilize the benefits afforded by advances in machine learning, particularly in deep learning. With large scientific data sets with rich spatio-temporal data and high-performance computing providing large amounts of data to be inferred and interpreted, the task of PIML is to ensure that these predictions, categorizations, and inferences are enforced by, and conform to the limits imposed by physical laws. In this work a new approach to utilizing PIML is discussed that deals with the use of physics-based loss functions. While typical usage of physical equations in the loss function requires complex layers of derivatives and other functions to ensure that the known governing equation is satisfied, here we show that a similar level of enforcement can be found by implementing more simpler loss functions on specific kinds of output data. The generalizability that this approach affords is shown using examples of simple mechanical models that can be thought of as sufficiently simplified surrogate models for a wide class of problems.
Fleet management for ride-pooling with meeting points at scale: a case study in the five boroughs of New York City
Authors: Motahare Mounesan, Vindula Jayawardana, Yaocheng Wu, Samitha Samaranayake, Huy T. Vo
Date: 2021-04-25 00:00:00
Tasks: Management

Introducing meeting points to ride-pooling (RP) services has been shown to increase the satisfaction level of both riders and service providers. Passengers may choose to walk to a meeting point for a cost reduction. Drivers may also get matched with more riders without making additional stops. There are economic benefits of using ride-pooling with meeting points (RPMP) compared to the traditional RP services. Many RPMP models have been proposed to better understand their benefits. However, most prior works study RPMP either with a restricted set of parameters or at a small scale due to the expensive computation involved. In this paper, we propose STaRS+, a scalable RPMP framework that is based on a comprehensive integer linear programming model. The high scalability of STaRS+ is achieved by utilizing a heuristic optimization strategy along with a novel shortest-path caching scheme. We applied our model to the NYC metro area to evaluate the scalability of the framework and demonstrate the importance of city-scale simulations. Our results show that city-scale simulations can reveal valuable insights for city planners that are not always visible at smaller scales. To the best of our knowledge, STaRS+ is the first study on the RPMP that can solve large-scale instances on the order of the entire NYC metro area.
BACKDOORL: Backdoor Attack against Competitive Reinforcement Learning
Authors: Lun Wang, Zaynah Javed, Xian Wu, Wenbo Guo, Xinyu Xing, Dawn Song
Date: 2021-05-02 00:00:00
Tasks: Atari Games, Backdoor Attack, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Recent research has confirmed the feasibility of backdoor attacks in deep reinforcement learning (RL) systems. However, the existing attacks require the ability to arbitrarily modify an agent's observation, constraining the application scope to simple RL systems such as Atari games. In this paper, we migrate backdoor attacks to more complex RL systems involving multiple agents and explore the possibility of triggering the backdoor without directly manipulating the agent's observation. As a proof of concept, we demonstrate that an adversary agent can trigger the backdoor of the victim agent with its own action in two-player competitive RL systems. We prototype and evaluate BACKDOORL in four competitive environments. The results show that when the backdoor is activated, the winning rate of the victim drops by 17% to 37% compared to when not activated.