pwc-archive/papers-with-abstracts huggingface dataset:
A Fokker-Planck feedback control framework for optimal personalized therapies in colon cancer-induced angiogenesis
Authors: Souvik Roy, Zui Pan, Suvra Pal
Date: 2021-09-01 00:00:00

In this paper, a new framework for obtaining personalized optimal treatment strategies in colon cancer-induced angiogenesis is presented. The dynamics of colon cancer is given by a It\'o stochastic process, which helps in modeling the randomness present in the system. The stochastic dynamics is then represented by the Fokker-Planck (FP) partial differential equation (PDE) that governs the evolution of the associated probability density function. The optimal therapies are obtained using a three step procedure. First, a finite dimensional FP-constrained optimization problem is formulated that takes input individual noisy patient data, and is solved to obtain the unknown parameters corresponding to the individual tumor characteristics. Next, a sensitivity analysis of the optimal parameter set is used to determine the parameters to be controlled, thus, helping in assessing the types of treatment therapies. Finally, a feedback FP control problem is solved to determine the optimal combination therapies. Numerical results with the combination drug, comprising of Bevacizumab and Capecitabine, demonstrate the efficiency of the proposed framework.
Closed-form portfolio optimization under GARCH models
Authors: Marcos Escobar-Anel, Maximilian Gollart, Rudi Zagst
Date: 2021-09-01 00:00:00
Tasks: Form, Portfolio Optimization

This paper develops the first closed-form optimal portfolio allocation formula for a spot asset whose variance follows a GARCH(1,1) process. We consider an investor with constant relative risk aversion (CRRA) utility who wants to maximize the expected utility from terminal wealth under a Heston and Nandi (2000) GARCH (HN-GARCH) model. We obtain closed formulas for the optimal investment strategy, the value function and the optimal terminal wealth. We find the optimal strategy is independent of the development of the risky asset, and the solution converges to that of a continuous-time Heston stochastic volatility model, albeit under additional conditions. For a daily trading scenario, the optimal solutions are quite robust to variations in the parameters, while the numerical wealth equivalent loss (WEL) analysis shows good performance of the Heston solution, with a quite inferior performance of the Merton solution.
Evaluation of the importance of criteria for the selection of cryptocurrencies
Authors: Natalia A. Van Heerden, Juan B. Cabral, Nadia Luczywo
Date: 2021-09-01 00:00:00

In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper, criteria based on historical cryptocurrency data are defined in order to characterize returns and risks in different ways, in short time windows (7 and 15 days); then, the importance of criteria is analyzed by various methods and their impact is evaluated. Finally, the future plan is projected to use the knowledge obtained for the selection of investment portfolios by applying multi-criteria methods.
Multiple-prior valuation of cash flows subject to capital requirements
Authors: Hampus Engsner, Filip Lindskog, Julie Thoegersen
Date: 2021-09-01 00:00:00

We study market-consistent valuation of liability cash flows motivated by current regulatory frameworks for the insurance industry. Building on the theory on multiple-prior optimal stopping we propose a valuation functional with sound economic properties that applies to any liability cash flow. Whereas a replicable cash flow is assigned the market value of the replicating portfolio, a cash flow that is not fully replicable is assigned a value which is the sum of the market value of a replicating portfolio and a positive margin. The margin is a direct consequence of considering a hypothetical transfer of the liability cash flow from an insurance company to an empty corporate entity set up with the sole purpose to manage the liability run-off, subject to repeated capital requirements, and considering the valuation of this entity from the owner's perspective taking model uncertainty into account. Aiming for applicability, we consider a detailed insurance application and explain how the optimisation problems over sets of probability measures can be cast as simpler optimisation problems over parameter sets corresponding to parameterised density processes appearing in applications.
Universal and Distinct Properties of Communication Dynamics: How to Generate Realistic Inter-event Times
Authors: Pedro O. S. Vaz de Melo, Christos Faloutsos, Renato Assunção, Rodrigo Alves, Antonio A. F. Loureiro
Date: 2014-03-19 00:00:00

With the advancement of information systems, means of communications are becoming cheaper, faster and more available. Today, millions of people carrying smart-phones or tablets are able to communicate at practically any time and anywhere they want. Among others, they can access their e-mails, comment on weblogs, watch and post comments on videos, make phone calls or text messages almost ubiquitously. Given this scenario, in this paper we tackle a fundamental aspect of this new era of communication: how the time intervals between communication events behave for different technologies and means of communications? Are there universal patterns for the inter-event time distribution (IED)? In which ways inter-event times behave differently among particular technologies? To answer these questions, we analyze eight different datasets from real and modern communication data and we found four well defined patterns that are seen in all the eight datasets. Moreover, we propose the use of the Self-Feeding Process (SFP) to generate inter-event times between communications. The SFP is extremely parsimonious point process that requires at most two parameters and is able to generate inter-event times with all the universal properties we observed in the data. We show the potential application of SFP by proposing a framework to generate a synthetic dataset containing realistic communication events of any one of the analyzed means of communications (e.g. phone calls, e-mails, comments on blogs) and an algorithm to detect anomalies.
Towards Generative Aspect-Based Sentiment Analysis
Authors: Wenxuan Zhang, Xin Li, Yang Deng, Lidong Bing, Wai Lam
Date: 2021-08-01 00:00:00
Proceeding: ACL 2021 5
Tasks: Aspect-Based Sentiment Analysis, Aspect-Based Sentiment Analysis (ABSA), Aspect Sentiment Triplet Extraction, Sentiment Analysis, Text Generation

Aspect-based sentiment analysis (ABSA) has received increasing attention recently. Most existing work tackles ABSA in a discriminative manner, designing various task-specific classification networks for the prediction. Despite their effectiveness, these methods ignore the rich label semantics in ABSA problems and require extensive task-specific designs. In this paper, we propose to tackle various ABSA tasks in a unified generative framework. Two types of paradigms, namely annotation-style and extraction-style modeling, are designed to enable the training process by formulating each ABSA task as a text generation problem. We conduct experiments on four ABSA tasks across multiple benchmark datasets where our proposed generative approach achieves new state-of-the-art results in almost all cases. This also validates the strong generality of the proposed framework which can be easily adapted to arbitrary ABSA task without additional taskspecific model design.
Reducing DNN Properties to Enable Falsification with Adversarial Attacks
Authors: David Shriver, Sebastian Elbaum, Matthew B. Dwyer
Date: 2021-05-27 00:00:00
Proceeding: IEEE/ACM 43rd International Conference on Software Engineering (ICSE) 2021 5
Tasks: Adversarial Attack, Autonomous Vehicles

Deep Neural Networks (DNN) are increasingly being deployed in safety-critical domains, from autonomous vehicles to medical devices, where the consequences of errors demand techniques that can provide stronger guarantees about behavior than just high test accuracy. This paper explores broadening the application of existing adversarial attack techniques for the falsification of DNN safety properties. We contend and later show that such attacks provide a powerful repertoire of scalable algorithms for property falsification. To enable the broad application of falsification, we introduce a semantics-preserving reduction of multiple safety property types, which subsume prior work, into a set of equivalid correctness problems amenable to adversarial attacks. We evaluate our reduction approach as an enabler of falsification on a range of DNN correctness problems and show its cost-effectiveness and scalability.
An Application of Deep Learning in Identification of Depression Among Twitter Users
Authors: Rishik Mishra, Ashutosh Shankdhar, Nitya Shukla
Date: 2021-08-29 00:00:00
Proceeding: International Conference on Innovative Computing and Communications. Advances in Intelligent Systems and Computing, vol 1394. Springer, Singapore. 2021 8

Depression is one of the most common mental disorders with millions of people suffering from it. It has been found to have an impact on the texts written by the affected masses. In this study, our main aim was to utilize tweets to predict the possibility of a user at-risk of depression through the use of natural language processing (NLP) tools and deep learning algorithms. LSTM has been used as a baseline model that resulted in an accuracy of 95.12% and an F1 score of 0.9436. We implemented a hybrid BiLSTM + CNN model which we trained on learned embeddings from the tweet dataset was able to improve upon previous works and produce precision and recall of 0.9943 and 0.9988, respectively, giving an F1 score of 0.9971.
Under-bagging Nearest Neighbors for Imbalanced Classification
Authors: Hanyuan Hang, Yuchao Cai, Hanfang Yang, Zhouchen Lin
Date: 2021-09-01 00:00:00
Tasks: Classification, Ensemble Learning, imbalanced classification, Learning Theory

In this paper, we propose an ensemble learning algorithm called \textit{under-bagging $k$-nearest neighbors} (\textit{under-bagging $k$-NN}) for imbalanced classification problems. On the theoretical side, by developing a new learning theory analysis, we show that with properly chosen parameters, i.e., the number of nearest neighbors $k$, the expected sub-sample size $s$, and the bagging rounds $B$, optimal convergence rates for under-bagging $k$-NN can be achieved under mild assumptions w.r.t.~the arithmetic mean (AM) of recalls. Moreover, we show that with a relatively small $B$, the expected sub-sample size $s$ can be much smaller than the number of training data $n$ at each bagging round, and the number of nearest neighbors $k$ can be reduced simultaneously, especially when the data are highly imbalanced, which leads to substantially lower time complexity and roughly the same space complexity. On the practical side, we conduct numerical experiments to verify the theoretical results on the benefits of the under-bagging technique by the promising AM performance and efficiency of our proposed algorithm.
Physics-integrated hybrid framework for model form error identification in nonlinear dynamical systems
Authors: Shailesh Garg, Souvik Chakraborty, Budhaditya Hazra
Date: 2021-09-01 00:00:00
Tasks: Form, State Estimation

For real-life nonlinear systems, the exact form of nonlinearity is often not known and the known governing equations are often based on certain assumptions and approximations. Such representation introduced model-form error into the system. In this paper, we propose a novel gray-box modeling approach that not only identifies the model-form error but also utilizes it to improve the predictive capability of the known but approximate governing equation. The primary idea is to treat the unknown model-form error as a residual force and estimate it using duel Bayesian filter based joint input-state estimation algorithms. For improving the predictive capability of the underlying physics, we first use machine learning algorithm to learn a mapping between the estimated state and the input (model-form error) and then introduce it into the governing equation as an additional term. This helps in improving the predictive capability of the governing physics and allows the model to generalize to unseen environment. Although in theory, any machine learning algorithm can be used within the proposed framework, we use Gaussian process in this work. To test the performance of proposed framework, case studies discussing four different dynamical systems are discussed; results for which indicate that the framework is applicable to a wide variety of systems and can produce reliable estimates of original system's states.
Active Inference and Epistemic Value in Graphical Models
Authors: Thijs van de Laar, Magnus Koudahl, Bart van Erp, Bert de Vries
Date: 2021-09-01 00:00:00

The Free Energy Principle (FEP) postulates that biological agents perceive and interact with their environment in order to minimize a Variational Free Energy (VFE) with respect to a generative model of their environment. The inference of a policy (future control sequence) according to the FEP is known as Active Inference (AIF). The AIF literature describes multiple VFE objectives for policy planning that lead to epistemic (information-seeking) behavior. However, most objectives have limited modeling flexibility. This paper approaches epistemic behavior from a constrained Bethe Free Energy (CBFE) perspective. Crucially, variational optimization of the CBFE can be expressed in terms of message passing on free-form generative models. The key intuition behind the CBFE is that we impose a point-mass constraint on predicted outcomes, which explicitly encodes the assumption that the agent will make observations in the future. We interpret the CBFE objective in terms of its constituent behavioral drives. We then illustrate resulting behavior of the CBFE by planning and interacting with a simulated T-maze environment. Simulations for the T-maze task illustrate how the CBFE agent exhibits an epistemic drive, and actively plans ahead to account for the impact of predicted outcomes. Compared to an EFE agent, the CBFE agent incurs expected reward in significantly more environmental scenarios. We conclude that CBFE optimization by message passing suggests a general mechanism for epistemic-aware AIF in free-form generative models.
Information-theoretic Classification Accuracy: A Criterion that Guides Data-driven Combination of Ambiguous Outcome Labels in Multi-class Classification
Authors: Chihao Zhang, Yiling Elaine Chen, Shihua Zhang, Jingyi Jessica Li
Date: 2021-09-01 00:00:00
Tasks: Classification, Multi-class Classification, Prediction, Prognosis, Survival Prediction

Outcome labeling ambiguity and subjectivity are ubiquitous in real-world datasets. While practitioners commonly combine ambiguous outcome labels for all data points (instances) in an ad hoc way to improve the accuracy of multi-class classification, there lacks a principled approach to guide the label combination for all data points by any optimality criterion. To address this problem, we propose the information-theoretic classification accuracy (ITCA), a criterion that balances the trade-off between prediction accuracy (how well do predicted labels agree with actual labels) and classification resolution (how many labels are predictable), to guide practitioners on how to combine ambiguous outcome labels. To find the optimal label combination indicated by ITCA, we propose two search strategies: greedy search and breadth-first search. Notably, ITCA and the two search strategies are adaptive to all machine-learning classification algorithms. Coupled with a classification algorithm and a search strategy, ITCA has two uses: improving prediction accuracy and identifying ambiguous labels. We first verify that ITCA achieves high accuracy with both search strategies in finding the correct label combinations on synthetic and real data. Then we demonstrate the effectiveness of ITCA in diverse applications including medical prognosis, cancer survival prediction, user demographics prediction, and cell type classification. We also provide theoretical insights into ITCA by studying the oracle and the linear discriminant analysis classification algorithms. Python package itca (available at https://github.com/JSB-UCLA/ITCA) implements ITCA and search strategies.
Wasserstein GANs with Gradient Penalty Compute Congested Transport
Authors: Tristan Milne, Adrian Nachman
Date: 2021-09-01 00:00:00
Tasks: Mathematical Proofs

Wasserstein GANs with Gradient Penalty (WGAN-GP) are a very popular method for training generative models to produce high quality synthetic data. While WGAN-GP were initially developed to calculate the Wasserstein 1 distance between generated and real data, recent works (e.g. [23]) have provided empirical evidence that this does not occur, and have argued that WGAN-GP perform well not in spite of this issue, but because of it. In this paper we show for the first time that WGAN-GP compute the minimum of a different optimal transport problem, the so-called congested transport [7]. Congested transport determines the cost of moving one distribution to another under a transport model that penalizes congestion. For WGAN-GP, we find that the congestion penalty has a spatially varying component determined by the sampling strategy used in [12] which acts like a local speed limit, making congestion cost less in some regions than others. This aspect of the congested transport problem is new, in that the congestion penalty turns out to be unbounded and depends on the distributions to be transported, and so we provide the necessary mathematical proofs for this setting. One facet of our discovery is a formula connecting the gradient of solutions to the optimization problem in WGAN-GP to the time averaged momentum of the optimal mass flow. This is in contrast to the gradient of Kantorovich potentials for the Wasserstein 1 distance, which is just the normalized direction of flow. Based on this and other considerations, we speculate on how our results explain the observed performance of WGAN-GP. Beyond applications to GANs, our theorems also point to the possibility of approximately solving large scale congested transport problems using neural network techniques.
Dash: Semi-Supervised Learning with Dynamic Thresholding
Authors: Yi Xu, Lei Shang, Jinxing Ye, Qi Qian, Yu-Feng Li, Baigui Sun, Hao Li, Rong Jin
Date: 2021-09-01 00:00:00
Tasks: Semi-Supervised Image Classification

While semi-supervised learning (SSL) has received tremendous attentions in many machine learning tasks due to its successful use of unlabeled data, existing SSL algorithms use either all unlabeled examples or the unlabeled examples with a fixed high-confidence prediction during the training progress. However, it is possible that too many correct/wrong pseudo labeled examples are eliminated/selected. In this work we develop a simple yet powerful framework, whose key idea is to select a subset of training examples from the unlabeled data when performing existing SSL methods so that only the unlabeled examples with pseudo labels related to the labeled data will be used to train models. The selection is performed at each updating iteration by only keeping the examples whose losses are smaller than a given threshold that is dynamically adjusted through the iteration. Our proposed approach, Dash, enjoys its adaptivity in terms of unlabeled data selection and its theoretical guarantee. Specifically, we theoretically establish the convergence rate of Dash from the view of non-convex optimization. Finally, we empirically demonstrate the effectiveness of the proposed method in comparison with state-of-the-art over benchmarks.
Excess Capacity and Backdoor Poisoning
Authors: Naren Sarayu Manoj, Avrim Blum
Date: 2021-09-02 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Adversarial Attack, Backdoor Attack, Data Poisoning, Memorization

A backdoor data poisoning attack is an adversarial attack wherein the attacker injects several watermarked, mislabeled training examples into a training set. The watermark does not impact the test-time performance of the model on typical data; however, the model reliably errs on watermarked examples. To gain a better foundational understanding of backdoor data poisoning attacks, we present a formal theoretical framework within which one can discuss backdoor data poisoning attacks for classification problems. We then use this to analyze important statistical and computational issues surrounding these attacks. On the statistical front, we identify a parameter we call the memorization capacity that captures the intrinsic vulnerability of a learning problem to a backdoor attack. This allows us to argue about the robustness of several natural learning problems to backdoor attacks. Our results favoring the attacker involve presenting explicit constructions of backdoor attacks, and our robustness results show that some natural problem settings cannot yield successful backdoor attacks. From a computational standpoint, we show that under certain assumptions, adversarial training can detect the presence of backdoors in a training set. We then show that under similar assumptions, two closely related problems we call backdoor filtering and robust generalization are nearly equivalent. This implies that it is both asymptotically necessary and sufficient to design algorithms that can identify watermarked examples in the training set in order to obtain a learning algorithm that both generalizes well to unseen data and is robust to backdoors.
Computer Vision Self-supervised Learning Methods on Time Series
Authors: Daesoo Lee, Erlend Aune
Date: 2021-09-02 00:00:00
Tasks: Self-Supervised Learning, Time Series, Time Series Analysis, Time Series Classification

Self-supervised learning (SSL) has had great success in both computer vision. Most of the current mainstream computer vision SSL frameworks are based on Siamese network architecture. These approaches often rely on cleverly crafted loss functions and training setups to avoid feature collapse. In this study, we evaluate if those computer-vision SSL frameworks are also effective on a different modality (\textit{i.e.,} time series). The effectiveness is experimented and evaluated on the UCR and UEA archives, and we show that the computer vision SSL frameworks can be effective even for time series. In addition, we propose a new method that improves on the recently proposed VICReg method. Our method improves on a \textit{covariance} term proposed in VICReg, and in addition we augment the head of the architecture by an iterative normalization layer that accelerates the convergence of the model.
Inferring feature importance with uncertainties in high-dimensional data
Authors: Pål Vegard Johnsen, Inga Strümke, Signe Riemer-Sørensen, Andrew Thomas DeWan, Mette Langaas
Date: 2021-09-02 00:00:00
Tasks: Feature Importance, Vocal Bursts Intensity Prediction

Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley value based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published feature importance measure of SAGE (Shapley additive global importance) and introduce sub-SAGE which can be estimated without resampling for tree-based models. We argue that the uncertainties can be estimated from bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as high-dimensional genomics data.