pwc-archive/papers-with-abstracts huggingface dataset:
Nonstationary multi-output Gaussian processes via harmonizable spectral mixtures
Authors: Matías Altamirano, Felipe Tobar
Date: 2022-02-18 00:00:00
Tasks: Gaussian Processes

Kernel design for Multi-output Gaussian Processes (MOGP) has received increased attention recently. In particular, the Multi-Output Spectral Mixture kernel (MOSM) arXiv:1709.01298 approach has been praised as a general model in the sense that it extends other approaches such as Linear Model of Corregionalization, Intrinsic Corregionalization Model and Cross-Spectral Mixture. MOSM relies on Cram\'er's theorem to parametrise the power spectral densities (PSD) as a Gaussian mixture, thus, having a structural restriction: by assuming the existence of a PSD, the method is only suited for multi-output stationary applications. We develop a nonstationary extension of MOSM by proposing the family of harmonizable kernels for MOGPs, a class of kernels that contains both stationary and a vast majority of non-stationary processes. A main contribution of the proposed harmonizable kernels is that they automatically identify a possible nonstationary behaviour meaning that practitioners do not need to choose between stationary or non-stationary kernels. The proposed method is first validated on synthetic data with the purpose of illustrating the key properties of our approach, and then compared to existing MOGP methods on two real-world settings from finance and electroencephalography.
Deep-Learning Architectures for Multi-Pitch Estimation: Towards Reliable Evaluation
Authors: Christof Weiß, Geoffroy Peeters
Date: 2022-02-18 00:00:00
Tasks: Deep Learning, Music Transcription

Extracting pitch information from music recordings is a challenging but important problem in music signal processing. Frame-wise transcription or multi-pitch estimation aims for detecting the simultaneous activity of pitches in polyphonic music recordings and has recently seen major improvements thanks to deep-learning techniques, with a variety of proposed network architectures. In this paper, we realize different architectures based on CNNs, the U-net structure, and self-attention components. We propose several modifications to these architectures including self-attention modules for skip connections, recurrent layers to replace the self-attention, and a multi-task strategy with simultaneous prediction of the degree of polyphony. We compare variants of these architectures in different sizes for multi-pitch estimation, focusing on Western classical music beyond the piano-solo scenario using the MusicNet and Schubert Winterreise datasets. Our experiments indicate that most architectures yield competitive results and that larger model variants seem to be beneficial. However, we find that these results substantially depend on randomization effects and the particular choice of the training-test split, which questions the claim of superiority for particular architectures given only small improvements. We therefore investigate the influence of dataset splits in the presence of several movements of a work cycle (cross-version evaluation) and propose a best-practice splitting strategy for MusicNet, which weakens the influence of individual test tracks and suppresses overfitting to specific works and recording conditions. A final evaluation on a mixed dataset suggests that improvements on one specific dataset do not necessarily generalize to other scenarios, thus emphasizing the need for further high-quality multi-pitch datasets in order to reliably measure progress in music transcription tasks.
A Review on Methods and Applications in Multimodal Deep Learning
Authors: Jabeen Summaira, Xi Li, Amin Muhammad Shoib, Jabbar Abdul
Date: 2022-02-18 00:00:00
Tasks: Deep Learning, Multimodal Deep Learning

Deep Learning has implemented a wide range of applications and has become increasingly popular in recent years. The goal of multimodal deep learning (MMDL) is to create models that can process and link information using various modalities. Despite the extensive development made for unimodal learning, it still cannot cover all the aspects of human learning. Multimodal learning helps to understand and analyze better when various senses are engaged in the processing of information. This paper focuses on multiple types of modalities, i.e., image, video, text, audio, body gestures, facial expressions, and physiological signals. Detailed analysis of the baseline approaches and an in-depth study of recent advancements during the last five years (2017 to 2021) in multimodal deep learning applications has been provided. A fine-grained taxonomy of various multimodal deep learning methods is proposed, elaborating on different applications in more depth. Lastly, main issues are highlighted separately for each domain, along with their possible future research directions.
Testing the boundaries: Normalizing Flows for higher dimensional data sets
Authors: Humberto Reyes-Gonzalez, Riccardo Torre
Date: 2022-02-18 00:00:00
Tasks: Density Estimation

Normalizing Flows (NFs) are emerging as a powerful class of generative models, as they not only allow for efficient sampling, but also deliver, by construction, density estimation. They are of great potential usage in High Energy Physics (HEP), where complex high dimensional data and probability distributions are everyday's meal. However, in order to fully leverage the potential of NFs it is crucial to explore their robustness as data dimensionality increases. Thus, in this contribution, we discuss the performances of some of the most popular types of NFs on the market, on some toy data sets with increasing number of dimensions.
Churn modeling of life insurance policies via statistical and machine learning methods -- Analysis of important features
Authors: Andreas Groll, Carsten Wasserfuhr, Leonid Zeldin
Date: 2022-02-18 00:00:00

Life assurance companies typically possess a wealth of data covering multiple systems and databases. These data are often used for analyzing the past and for describing the present. Taking account of the past, the future is mostly forecasted by traditional statistical methods. So far, only a few attempts were undertaken to perform estimations by means of machine learning approaches. In this work, the individual contract cancellation behavior of customers within two partial stocks is modeled by the aid of various classification methods. Partial stocks of private pension and endowment policy are considered. We describe the data used for the modeling, their structured and in which way they are cleansed. The utilized models are calibrated on the basis of an extensive tuning process, then graphically evaluated regarding their goodness-of-fit and with the help of a variable relevance concept, we investigate which features notably affect the individual contract cancellation behavior.
Linearization and Identification of Multiple-Attractor Dynamical Systems through Laplacian Eigenmaps
Authors: Bernardo Fichera, Aude Billard
Date: 2022-02-18 00:00:00
Tasks: Clustering

Dynamical Systems (DS) are fundamental to the modeling and understanding time evolving phenomena, and have application in physics, biology and control. As determining an analytical description of the dynamics is often difficult, data-driven approaches are preferred for identifying and controlling nonlinear DS with multiple equilibrium points. Identification of such DS has been treated largely as a supervised learning problem. Instead, we focus on an unsupervised learning scenario where we know neither the number nor the type of dynamics. We propose a Graph-based spectral clustering method that takes advantage of a velocity-augmented kernel to connect data points belonging to the same dynamics, while preserving the natural temporal evolution. We study the eigenvectors and eigenvalues of the Graph Laplacian and show that they form a set of orthogonal embedding spaces, one for each sub-dynamics. We prove that there always exist a set of 2-dimensional embedding spaces in which the sub-dynamics are linear and n-dimensional embedding spaces where they are quasi-linear. We compare the clustering performance of our algorithm to Kernel K-Means, Spectral Clustering and Gaussian Mixtures and show that, even when these algorithms are provided with the correct number of sub-dynamics, they fail to cluster them correctly. We learn a diffeomorphism from the Laplacian embedding space to the original space and show that the Laplacian embedding leads to good reconstruction accuracy and a faster training time through an exponential decaying loss compared to the state-of-the-art diffeomorphism-based approaches.
PerFED-GAN: Personalized Federated Learning via Generative Adversarial Networks
Authors: Xingjian Cao, Gang Sun, Hongfang Yu, Mohsen Guizani
Date: 2022-02-18 00:00:00
Tasks: Federated Learning, Personalized Federated Learning

Federated learning is gaining popularity as a distributed machine learning method that can be used to deploy AI-dependent IoT applications while protecting client data privacy and security. Due to the differences of clients, a single global model may not perform well on all clients, so the personalized federated learning method, which trains a personalized model for each client that better suits its individual needs, becomes a research hotspot. Most personalized federated learning research, however, focuses on data heterogeneity while ignoring the need for model architecture heterogeneity. Most existing federated learning methods uniformly set the model architecture of all clients participating in federated learning, which is inconvenient for each client's individual model and local data distribution requirements, and also increases the risk of client model leakage. This paper proposes a federated learning method based on co-training and generative adversarial networks(GANs) that allows each client to design its own model to participate in federated learning training independently without sharing any model architecture or parameter information with other clients or a center. In our experiments, the proposed method outperforms the existing methods in mean test accuracy by 42% when the client's model architecture and data distribution vary significantly.
Gaussian Mixture Convolution Networks
Authors: Adam Celarek, Pedro Hermosilla, Bernhard Kerbl, Timo Ropinski, Michael Wimmer
Date: 2022-02-18 00:00:00
Proceeding: ICLR 2022 4

This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact representation, as data is only stored where details exist. Convolution kernels and data are Gaussian mixtures with unconstrained weights, positions, and covariance matrices. Similar to discrete convolutional networks, each convolution step produces several feature channels, represented by independent Gaussian mixtures. Since traditional transfer functions like ReLUs do not produce Gaussian mixtures, we propose using a fitting of these functions instead. This fitting step also acts as a pooling layer if the number of Gaussian components is reduced appropriately. We demonstrate that networks based on this architecture reach competitive accuracy on Gaussian mixtures fitted to the MNIST and ModelNet data sets.
Gaussian and Non-Gaussian Universality of Data Augmentation
Authors: Kevin Han Huang, Peter Orbanz, Morgane Austern
Date: 2022-02-18 00:00:00
Tasks: Data Augmentation

We provide universality results that quantify how data augmentation affects the variance and limiting distribution of estimates through simple surrogates, and analyze several specific models in detail. The results confirm some observations made in machine learning practice, but also lead to unexpected findings: Data augmentation may increase rather than decrease the uncertainty of estimates, such as the empirical prediction risk. It can act as a regularizer, but fails to do so in certain high-dimensional problems, and it may shift the double-descent peak of an empirical risk. Overall, the analysis shows that several properties data augmentation has been attributed with are not either true or false, but rather depend on a combination of factors -- notably the data distribution, the properties of the estimator, and the interplay of sample size, number of augmentations, and dimension. As our main theoretical tool, we develop an adaptation of Lindeberg's technique for block dependence. The resulting universality regime may be Gaussian or non-Gaussian.
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes
Authors: Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
Date: 2022-02-18 00:00:00

Computing the volume of a polytope in high dimensions is computationally challenging but has wide applications. Current state-of-the-art algorithms to compute such volumes rely on efficient sampling of a Gaussian distribution restricted to the polytope, using e.g. Hamiltonian Monte Carlo. We present a new sampling strategy that uses a Piecewise Deterministic Markov Process. Like Hamiltonian Monte Carlo, this new method involves simulating trajectories of a non-reversible process and inherits similar good mixing properties. However, importantly, the process can be simulated more easily due to its piecewise linear trajectories - and this leads to a reduction of the computational cost by a factor of the dimension of the space. Our experiments indicate that our method is numerically robust and is one order of magnitude faster (or better) than existing methods using Hamiltonian Monte Carlo. On a single core processor, we report computational time of a few minutes up to dimension 500.
A Free Lunch with Influence Functions? Improving Neural Network Estimates with Concepts from Semiparametric Statistics
Authors: Matthew J. Vowels, Sina Akbari, Necati Cihan Camgoz, Richard Bowden
Date: 2022-02-18 00:00:00
Tasks: Causal Inference, parameter estimation

Parameter estimation in empirical fields is usually undertaken using parametric models, and such models readily facilitate statistical inference. Unfortunately, they are unlikely to be sufficiently flexible to be able to adequately model real-world phenomena, and may yield biased estimates. Conversely, non-parametric approaches are flexible but do not readily facilitate statistical inference and may still exhibit residual bias. We explore the potential for Influence Functions (IFs) to (a) improve initial estimators without needing more data (b) increase model robustness and (c) facilitate statistical inference. We begin with a broad introduction to IFs, and propose a neural network method 'MultiNet', which seeks the diversity of an ensemble using a single architecture. We also introduce variants on the IF update step which we call 'MultiStep', and provide a comprehensive evaluation of different approaches. The improvements are found to be dataset dependent, indicating an interaction between the methods used and nature of the data generating process. Our experiments highlight the need for practitioners to check the consistency of their findings, potentially by undertaking multiple analyses with different combinations of estimators. We also show that it is possible to improve existing neural networks for `free', without needing more data, and without needing to retrain them.
Interpolation and Regularization for Causal Learning
Authors: Leena Chennuru Vankadara, Luca Rendsburg, Ulrike Von Luxburg, Debarghya Ghoshdastidar
Date: 2022-02-18 00:00:00

We study the problem of learning causal models from observational data through the lens of interpolation and its counterpart -- regularization. A large volume of recent theoretical, as well as empirical work, suggests that, in highly complex model classes, interpolating estimators can have good statistical generalization properties and can even be optimal for statistical learning. Motivated by an analogy between statistical and causal learning recently highlighted by Janzing (2019), we investigate whether interpolating estimators can also learn good causal models. To this end, we consider a simple linearly confounded model and derive precise asymptotics for the *causal risk* of the min-norm interpolator and ridge-regularized regressors in the high-dimensional regime. Under the principle of independent causal mechanisms, a standard assumption in causal learning, we find that interpolators cannot be optimal and causal learning requires stronger regularization than statistical learning. This resolves a recent conjecture in Janzing (2019). Beyond this assumption, we find a larger range of behavior that can be precisely characterized with a new measure of *confounding strength*. If the confounding strength is negative, causal learning requires weaker regularization than statistical learning, interpolators can be optimal, and the optimal regularization can even be negative. If the confounding strength is large, the optimal regularization is infinite, and learning from observational data is actively harmful.
Tackling benign nonconvexity with smoothing and stochastic gradients
Authors: Harsh Vardhan, Sebastian U. Stich
Date: 2022-02-18 00:00:00

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis cannot adequately explain this success. In particular, the standard analyses do not show global convergence of SGD on non-convex functions, and instead show convergence to stationary points (which can also be local minima or saddle points). We identify a broad class of nonconvex functions for which we can show that perturbed SGD (gradient descent perturbed by stochastic noise -- covering SGD as a special case) converges to a global minimum (or a neighborhood thereof), in contrast to gradient descent without noise that can get stuck in local minima far from a global solution. For example, on non-convex functions that are relatively close to a convex-like (strongly convex or PL) function we show that SGD can converge linearly to a global optimum.
Microplankton life histories revealed by holographic microscopy and deep learning
Authors: Harshith Bachimanchi, Benjamin Midtvedt, Daniel Midtvedt, Erik Selander, Giovanni Volpe
Date: 2022-02-18 00:00:00
Tasks: Deep Learning

The marine microbial food web plays a central role in the global carbon cycle. Our mechanistic understanding of the ocean, however, is biased towards its larger constituents, while rates and biomass fluxes in the microbial food web are mainly inferred from indirect measurements and ensemble averages. Yet, resolution at the level of the individual microplankton is required to advance our understanding of the oceanic food web. Here, we demonstrate that, by combining holographic microscopy with deep learning, we can follow microplanktons throughout their lifespan, continuously measuring their three dimensional position and dry mass. The deep learning algorithms circumvent the computationally intensive processing of holographic data and allow rapid measurements over extended time periods. This permits us to reliably estimate growth rates, both in terms of dry mass increase and cell divisions, as well as to measure trophic interactions between species such as predation events. The individual resolution provides information about selectivity, individual feeding rates and handling times for individual microplanktons. This method is particularly useful to explore the flux of carbon through micro-zooplankton, the most important and least known group of primary consumers in the global oceans. We exemplify this by detailed descriptions of micro-zooplankton feeding events, cell divisions, and long term monitoring of single cells from division to division.
Adaptive Experimentation in the Presence of Exogenous Nonstationary Variation
Authors: Chao Qin, Daniel Russo
Date: 2022-02-18 00:00:00
Tasks: Thompson Sampling

We investigate experiments that are designed to select a treatment arm for population deployment. Multi-armed bandit algorithms can enhance efficiency by dynamically allocating measurement effort towards higher performing arms based on observed feedback. However, such dynamics can result in brittle behavior in the face of nonstationary exogenous factors influencing arms' performance during the experiment. To counter this, we propose deconfounded Thompson sampling (DTS), a more robust variant of the prominent Thompson sampling algorithm. As observations accumulate, DTS projects the population-level performance of an arm while controlling for the context within which observed treatment decisions were made. Contexts here might capture a comprehensible source of variation, such as the country of a treated individual, or simply record the time of treatment. We provide bounds on both within-experiment and post-experiment regret of DTS, illustrating its resilience to exogenous variation and the delicate balance it strikes between exploration and exploitation. Our proofs leverage inverse propensity weights to analyze the evolution of the posterior distribution, a departure from established methods in the literature. Hinting that new understanding is indeed necessary, we show that a deconfounded variant of the popular upper confidence bound algorithm can fail completely.
Ten years of image analysis and machine learning competitions in dementia
Authors: Esther E. Bron, Stefan Klein, Annika Reinke, Janne M. Papma, Lena Maier-Hein, Daniel C. Alexander, Neil P. Oxtoby
Date: 2021-12-15 00:00:00
Tasks: BIG-bench Machine Learning

Machine learning methods exploiting multi-parametric biomarkers, especially based on neuroimaging, have huge potential to improve early diagnosis of dementia and to predict which individuals are at-risk of developing dementia. To benchmark algorithms in the field of machine learning and neuroimaging in dementia and assess their potential for use in clinical practice and clinical trials, seven grand challenges have been organized in the last decade. The seven grand challenges addressed questions related to screening, clinical status estimation, prediction and monitoring in (pre-clinical) dementia. There was little overlap in clinical questions, tasks and performance metrics. Whereas this aids providing insight on a broad range of questions, it also limits the validation of results across challenges. The validation process itself was mostly comparable between challenges, using similar methods for ensuring objective comparison, uncertainty estimation and statistical testing. In general, winning algorithms performed rigorous data preprocessing and combined a wide range of input features. Despite high state-of-the-art performances, most of the methods evaluated by the challenges are not clinically used. To increase impact, future challenges could pay more attention to statistical analysis of which factors relate to higher performance, to clinical questions beyond Alzheimer's disease, and to using testing data beyond the Alzheimer's Disease Neuroimaging Initiative. Grand challenges would be an ideal venue for assessing the generalizability of algorithm performance to unseen data of other cohorts. Key for increasing impact in this way are larger testing data sizes, which could be reached by sharing algorithms rather than data to exploit data that cannot be shared.