pwc-archive/papers-with-abstracts huggingface dataset:
Leveraging Recursive Gumbel-Max Trick for Approximate Inference in Combinatorial Spaces
Authors: Kirill Struminsky, Artyom Gadetsky, Denis Rakitin, Danil Karpushkin, Dmitry Vetrov
Date: 2021-10-28 00:00:00
Proceeding: NeurIPS 2021 12

Structured latent variables allow incorporating meaningful prior knowledge into deep learning models. However, learning with such variables remains challenging because of their discrete nature. Nowadays, the standard learning approach is to define a latent variable as a perturbed algorithm output and to use a differentiable surrogate for training. In general, the surrogate puts additional constraints on the model and inevitably leads to biased gradients. To alleviate these shortcomings, we extend the Gumbel-Max trick to define distributions over structured domains. We avoid the differentiable surrogates by leveraging the score function estimators for optimization. In particular, we highlight a family of recursive algorithms with a common feature we call stochastic invariant. The feature allows us to construct reliable gradient estimates and control variates without additional constraints on the model. In our experiments, we consider various structured latent variable models and achieve results competitive with relaxation-based counterparts.
Thermodynamics of Evolution and the Origin of Life
Authors: Vitaly Vanchurin, Yuri I. Wolf, Eugene V. Koonin, Mikhail I. Katsnelson
Date: 2021-10-28 00:00:00

We outline a phenomenological theory of evolution and origin of life by combining the formalism of classical thermodynamics with a statistical description of learning. The maximum entropy principle constrained by the requirement for minimization of the loss function is employed to derive a canonical ensemble of organisms (population), the corresponding partition function (macroscopic counterpart of fitness) and free energy (macroscopic counterpart of additive fitness). We further define the biological counterparts of temperature (biological temperature) as the measure of stochasticity of the evolutionary process and of chemical potential (evolutionary potential) as the amount of evolutionary work required to add a new trainable variable (such as an additional gene) to the evolving system. We then develop a phenomenological approach to the description of evolution, which involves modeling the grand potential as a function of the biological temperature and evolutionary potential. We demonstrate how this phenomenological approach can be used to study the "ideal mutation" model of evolution and its generalizations. Finally, we show that, within this thermodynamics framework, major transitions in evolution, such as the transition from an ensemble of molecules to an ensemble of organisms, that is, the origin of life, can be modeled as a special case of bona fide physical phase transitions that are associated with the emergence of a new type of grand canonical ensemble and the corresponding new level of description
Hindsight Goal Ranking on Replay Buffer for Sparse Reward Environment
Authors: Tung M. Luu, Chang D. Yoo
Date: 2021-10-28 00:00:00

This paper proposes a method for prioritizing the replay experience referred to as Hindsight Goal Ranking (HGR) in overcoming the limitation of Hindsight Experience Replay (HER) that generates hindsight goals based on uniform sampling. HGR samples with higher probability on the states visited in an episode with larger temporal difference (TD) error, which is considered as a proxy measure of the amount which the RL agent can learn from an experience. The actual sampling for large TD error is performed in two steps: first, an episode is sampled from the relay buffer according to the average TD error of its experiences, and then, for the sampled episode, the hindsight goal leading to larger TD error is sampled with higher probability from future visited states. The proposed method combined with Deep Deterministic Policy Gradient (DDPG), an off-policy model-free actor-critic algorithm, accelerates learning significantly faster than that without any prioritization on four challenging simulated robotic manipulation tasks. The empirical results show that HGR uses samples more efficiently than previous methods across all tasks.
Orientation Probabilistic Movement Primitives on Riemannian Manifolds
Authors: Leonel Rozo, Vedant Dave
Date: 2021-10-28 00:00:00

Learning complex robot motions necessarily demands to have models that are able to encode and retrieve full-pose trajectories when tasks are defined in operational spaces. Probabilistic movement primitives (ProMPs) stand out as a principled approach that models trajectory distributions learned from demonstrations. ProMPs allow for trajectory modulation and blending to achieve better generalization to novel situations. However, when ProMPs are employed in operational space, their original formulation does not directly apply to full-pose movements including rotational trajectories described by quaternions. This paper proposes a Riemannian formulation of ProMPs that enables encoding and retrieving of quaternion trajectories. Our method builds on Riemannian manifold theory, and exploits multilinear geodesic regression for estimating the ProMPs parameters. This novel approach makes ProMPs a suitable model for learning complex full-pose robot motion patterns. Riemannian ProMPs are tested on toy examples to illustrate their workflow, and on real learning-from-demonstration experiments.
Deeptime: a Python library for machine learning dynamical models from time series data
Authors: Moritz Hoffmann, Martin Scherer, Tim Hempel, Andreas Mardt, Brian de Silva, Brooke E. Husic, Stefan Klus, Hao Wu, Nathan Kutz, Steven L. Brunton, Frank Noé
Date: 2021-10-28 00:00:00
Tasks: Time Series, Time Series Analysis

Generation and analysis of time-series data is relevant to many quantitative fields ranging from economics to fluid mechanics. In the physical sciences, structures such as metastable and coherent sets, slow relaxation processes, collective variables dominant transition pathways or manifolds and channels of probability flow can be of great importance for understanding and characterizing the kinetic, thermodynamic and mechanistic properties of the system. Deeptime is a general purpose Python library offering various tools to estimate dynamical models based on time-series data including conventional linear learning methods, such as Markov state models (MSMs), Hidden Markov Models and Koopman models, as well as kernel and deep learning approaches such as VAMPnets and deep MSMs. The library is largely compatible with scikit-learn, having a range of Estimator classes for these different models, but in contrast to scikit-learn also provides deep Model classes, e.g. in the case of an MSM, which provide a multitude of analysis methods to compute interesting thermodynamic, kinetic and dynamical quantities, such as free energies, relaxation times and transition paths. The library is designed for ease of use but also easily maintainable and extensible code. In this paper we introduce the main features and structure of the deeptime software.
On the explainability of hospitalization prediction on a large COVID-19 patient dataset
Authors: Ivan Girardi, Panagiotis Vagenas, Dario Arcos-Díaz, Lydia Bessaï, Alexander Büsser, Ludovico Furlan, Raffaello Furlan, Mauro Gatti, Andrea Giovannini, Ellen Hoeven, Chiara Marchiori
Date: 2021-10-28 00:00:00
Tasks: Feature Importance

We develop various AI models to predict hospitalization on a large (over 110$k$) cohort of COVID-19 positive-tested US patients, sourced from March 2020 to February 2021. Models range from Random Forest to Neural Network (NN) and Time Convolutional NN, where combination of the data modalities (tabular and time dependent) are performed at different stages (early vs. model fusion). Despite high data unbalance, the models reach average precision 0.96-0.98 (0.75-0.85), recall 0.96-0.98 (0.74-0.85), and $F_1$-score 0.97-0.98 (0.79-0.83) on the non-hospitalized (or hospitalized) class. Performances do not significantly drop even when selected lists of features are removed to study model adaptability to different scenarios. However, a systematic study of the SHAP feature importance values for the developed models in the different scenarios shows a large variability across models and use cases. This calls for even more complete studies on several explainability methods before their adoption in high-stakes scenarios.
Using Time-Series Privileged Information for Provably Efficient Learning of Prediction Models
Authors: Rickard K. A. Karlsson, Martin Willbo, Zeshan Hussain, Rahul G. Krishnan, David Sontag, Fredrik D. Johansson
Date: 2021-10-28 00:00:00
Tasks: Time Series, Time Series Analysis

We study prediction of future outcomes with supervised models that use privileged information during learning. The privileged information comprises samples of time series observed between the baseline time of prediction and the future outcome; this information is only available at training time which differs from the traditional supervised learning. Our question is when using this privileged data leads to more sample-efficient learning of models that use only baseline data for predictions at test time. We give an algorithm for this setting and prove that when the time series are drawn from a non-stationary Gaussian-linear dynamical system of fixed horizon, learning with privileged information is more efficient than learning without it. On synthetic data, we test the limits of our algorithm and theory, both when our assumptions hold and when they are violated. On three diverse real-world datasets, we show that our approach is generally preferable to classical learning, particularly when data is scarce. Finally, we relate our estimator to a distillation approach both theoretically and empirically.
A machine learning approach for fighting the curse of dimensionality in global optimization
Authors: Julian F. Schumann, Alejandro M. Aragón
Date: 2021-10-28 00:00:00
Tasks: BIG-bench Machine Learning, global-optimization

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality. Furthermore, multimodal cost functions render local gradient-based search techniques ineffective. To overcome these difficulties, we propose to trim uninteresting regions of the search space where global optima are unlikely to be found by means of autoencoders, exploiting the lower intrinsic dimensionality of certain cost functions; optima are then searched over lower-dimensional latent spaces. The methodology is tested on benchmark functions and on multiple variations of a structural topology optimization problem, where we show that we can estimate this intrinsic lower dimensionality and based thereon obtain the global optimum at best or superior results compared to established optimization procedures at worst.
Multivariate Empirical Mode Decomposition based Hybrid Model for Day-ahead Peak Load Forecasting
Authors: Yanmei Huang, Najmul Hasan, Changrui Deng, Yukun Bao
Date: 2021-10-28 00:00:00
Tasks: Load Forecasting

Accurate day-ahead peak load forecasting is crucial not only for power dispatching but also has a great interest to investors and energy policy maker as well as government. Literature reveals that 1% error drop of forecast can reduce 10 million pounds operational cost. Thus, this study proposed a novel hybrid predictive model built upon multivariate empirical mode decomposition (MEMD) and support vector regression (SVR) with parameters optimized by particle swarm optimization (PSO), which is able to capture precise electricity peak load. The novelty of this study mainly comes from the application of MEMD, which enables the multivariate data decomposition to effectively extract inherent information among relevant variables at different time frequency during the deterioration of multivariate over time. Two real-world load data sets from the New South Wales (NSW) and the Victoria (VIC) in Australia have been considered to verify the superiority of the proposed MEMD-PSO-SVR hybrid model. The quantitative and comprehensive assessments are performed, and the results indicate that the proposed MEMD-PSO-SVR method is a promising alternative for day-ahead electricity peak load forecasting.
Gradient Inversion with Generative Image Prior
Authors: Jinwoo Jeon, Jaechang Kim, Kangwook Lee, Sewoong Oh, Jungseul Ok
Date: 2021-10-28 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Federated Learning

Federated Learning (FL) is a distributed learning framework, in which the local data never leaves clients devices to preserve privacy, and the server trains models on the data via accessing only the gradients of those local data. Without further privacy mechanisms such as differential privacy, this leaves the system vulnerable against an attacker who inverts those gradients to reveal clients sensitive data. However, a gradient is often insufficient to reconstruct the user data without any prior knowledge. By exploiting a generative model pretrained on the data distribution, we demonstrate that data privacy can be easily breached. Further, when such prior knowledge is unavailable, we investigate the possibility of learning the prior from a sequence of gradients seen in the process of FL training. We experimentally show that the prior in a form of generative model is learnable from iterative interactions in FL. Our findings strongly suggest that additional mechanisms are necessary to prevent privacy leakage in FL.
Roto-translated Local Coordinate Frames For Interacting Dynamical Systems
Authors: Miltiadis Kofinas, Naveen Shankar Nagaraja, Efstratios Gavves
Date: 2021-10-28 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Trajectory Forecasting, Trajectory Prediction

Modelling interactions is critical in learning complex dynamical systems, namely systems of interacting objects with highly non-linear and time-dependent behaviour. A large class of such systems can be formalized as $\textit{geometric graphs}$, $\textit{i.e.}$, graphs with nodes positioned in the Euclidean space given an $\textit{arbitrarily}$ chosen global coordinate system, for instance vehicles in a traffic scene. Notwithstanding the arbitrary global coordinate system, the governing dynamics of the respective dynamical systems are invariant to rotations and translations, also known as $\textit{Galilean invariance}$. As ignoring these invariances leads to worse generalization, in this work we propose local coordinate frames per node-object to induce roto-translation invariance to the geometric graph of the interacting dynamical system. Further, the local coordinate frames allow for a natural definition of anisotropic filtering in graph neural networks. Experiments in traffic scenes, 3D motion capture, and colliding particles demonstrate that the proposed approach comfortably outperforms the recent state-of-the-art.
Multi-Task Neural Processes
Authors: Donggyun Kim, Seongwoong Cho, Wonkwang Lee, Seunghoon Hong
Date: 2021-10-28 00:00:00
Tasks: Time Series, Time Series Analysis

Neural Processes (NPs) consider a task as a function realized from a stochastic process and flexibly adapt to unseen tasks through inference on functions. However, naive NPs can model data from only a single stochastic process and are designed to infer each task independently. Since many real-world data represent a set of correlated tasks from multiple sources (e.g., multiple attributes and multi-sensor data), it is beneficial to infer them jointly and exploit the underlying correlation to improve the predictive performance. To this end, we propose Multi-Task Neural Processes (MTNPs), an extension of NPs designed to jointly infer tasks realized from multiple stochastic processes. We build MTNPs in a hierarchical way such that inter-task correlation is considered by conditioning all per-task latent variables on a single global latent variable. In addition, we further design our MTNPs so that they can address multi-task settings with incomplete data (i.e., not all tasks share the same set of input points), which has high practical demands in various applications. Experiments demonstrate that MTNPs can successfully model multiple tasks jointly by discovering and exploiting their correlations in various real-world data such as time series of weather attributes and pixel-aligned visual modalities. We release our code at https://github.com/GitGyun/multi_task_neural_processes.
Probabilistic Autoencoder using Fisher Information
Authors: Johannes Zacherl, Philipp Frank, Torsten A. Enßlin
Date: 2021-10-28 00:00:00
Tasks: Decoder, Position, Uncertainty Quantification

Neural Networks play a growing role in many science disciplines, including physics. Variational Autoencoders (VAEs) are neural networks that are able to represent the essential information of a high dimensional data set in a low dimensional latent space, which have a probabilistic interpretation. In particular the so-called encoder network, the first part of the VAE, which maps its input onto a position in latent space, additionally provides uncertainty information in terms of a variance around this position. In this work, an extension to the Autoencoder architecture is introduced, the FisherNet. In this architecture, the latent space uncertainty is not generated using an additional information channel in the encoder, but derived from the decoder, by means of the Fisher information metric. This architecture has advantages from a theoretical point of view as it provides a direct uncertainty quantification derived from the model, and also accounts for uncertainty cross-correlations. We can show experimentally that the FisherNet produces more accurate data reconstructions than a comparable VAE and its learning performance also apparently scales better with the number of latent space dimensions.
Preventing posterior collapse in variational autoencoders for text generation via decoder regularization
Authors: Alban Petit, Caio Corro
Date: 2021-10-28 00:00:00
Tasks: Decoder, Text Generation

Variational autoencoders trained to minimize the reconstruction error are sensitive to the posterior collapse problem, that is the proposal posterior distribution is always equal to the prior. We propose a novel regularization method based on fraternal dropout to prevent posterior collapse. We evaluate our approach using several metrics and observe improvements in all the tested configurations.
A Novel Sample-efficient Deep Reinforcement Learning with Episodic Policy Transfer for PID-Based Control in Cardiac Catheterization Robots
Authors: Olatunji Mumini Omisore, Toluwanimi Akinyemi, Wenke Duan, Wenjing Du, Lei Wang
Date: 2021-10-28 00:00:00
Tasks: Deep Reinforcement Learning

Robotic catheterization is typically used for percutaneous coronary intervention procedures nowadays and it involves steering flexible endovascular tools to open up occlusion in the coronaries. In this study, a sample-efficient deep reinforcement learning with episodic policy transfer is, for the first time, used for motion control during robotic catheterization with fully adaptive PID tuning strategy. The reinforcement model aids the agent to continuously learn from its interactions in its environment and adaptively tune PID control gains for axial navigation of endovascular tool. The model was validated for axial motion control of a robotic system designed for intravascular catheterization. Simulation and experimental trials were done to validate the application of the model, and results obtained shows it could self-tune PID gains appropriately for motion control of a robotic catheter system. Performance comparison with conventional methods in average of 10 trials shows the agent tunes the gain better with error of 0.003 mm. Thus, the proposed model would offer more stable set-point motion control robotic catheterization.
Computational Intelligence and Deep Learning for Next-Generation Edge-Enabled Industrial IoT
Authors: Shunpu Tang, Lunyuan Chen, Ke HeJunjuan Xia, Lisheng Fan, Arumugam Nallanathan
Date: 2021-10-28 00:00:00

In this paper, we investigate how to deploy computational intelligence and deep learning (DL) in edge-enabled industrial IoT networks. In this system, the IoT devices can collaboratively train a shared model without compromising data privacy. However, due to limited resources in the industrial IoT networks, including computational power, bandwidth, and channel state, it is challenging for many devices to accomplish local training and upload weights to the edge server in time. To address this issue, we propose a novel multi-exit-based federated edge learning (ME-FEEL) framework, where the deep model can be divided into several sub-models with different depths and output prediction from the exit in the corresponding sub-model. In this way, the devices with insufficient computational power can choose the earlier exits and avoid training the complete model, which can help reduce computational latency and enable devices to participate into aggregation as much as possible within a latency threshold. Moreover, we propose a greedy approach-based exit selection and bandwidth allocation algorithm to maximize the total number of exits in each communication round. Simulation experiments are conducted on the classical Fashion-MNIST dataset under a non-independent and identically distributed (non-IID) setting, and it shows that the proposed strategy outperforms the conventional FL. In particular, the proposed ME-FEEL can achieve an accuracy gain up to 32.7% in the industrial IoT networks with the severely limited resources.
Exploration of Algorithmic Trading Strategies for the Bitcoin Market
Authors: Nathan Crone, Eoin Brophy, Tomas Ward
Date: 2021-10-28 00:00:00
Tasks: Algorithmic Trading

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work brings an algorithmic trading approach to the Bitcoin market to exploit the variability in its price on a day-to-day basis through the classification of its direction. Building on previous work, in this paper, we utilise both features internal to the Bitcoin network and external features to inform the prediction of various machine learning models. As an empirical test of our models, we evaluate them using a real-world trading strategy on completely unseen data collected throughout the first quarter of 2021. Using only a binary predictor, at the end of our three-month trading period, our models showed an average profit of 86\%, matching the results of the more traditional buy-and-hold strategy. However, after incorporating a risk tolerance score into our trading strategy by utilising the model's prediction confidence scores, our models were 12.5\% more profitable than the simple buy-and-hold strategy. These results indicate the credible potential that machine learning models have in extracting profit from the Bitcoin market and act as a front-runner for further research into real-world Bitcoin trading.