pwc-archive/papers-with-abstracts huggingface dataset:
Boosted Ensemble Learning based on Randomized NNs for Time Series Forecasting
Authors: Grzegorz Dudek
Date: 2022-03-02 00:00:00
Tasks: Ensemble Learning, Time Series, Time Series Analysis, Time Series Forecasting

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is based on randomized neural networks, and boosted in three ways. These comprise ensemble learning based on residuals, corrected targets and opposed response. The latter two methods are employed to ensure similar forecasting tasks are solved by all ensemble members, which justifies the use of exactly the same base models at all stages of ensembling. Unification of the tasks for all members simplifies ensemble learning and leads to increased forecasting accuracy. This was confirmed in an experimental study involving forecasting time series with triple seasonality, in which we compare our three variants of ensemble boosting. The strong points of the proposed ensembles based on RandNNs are extremely rapid training and pattern-based time series representation, which extracts relevant information from time series.
Chained Generalisation Bounds
Authors: Eugenio Clerico, Amitis Shidani, George Deligiannidis, Arnaud Doucet
Date: 2022-03-02 00:00:00

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between generalisation bounds based on the regularity of the loss function, and their chained counterparts, which can be obtained by lifting the regularity assumption from the loss onto its gradient. This allows us to re-derive the chaining mutual information bound from the literature, and to obtain novel chained information-theoretic generalisation bounds, based on the Wasserstein distance and other probability metrics. We show on some toy examples that the chained generalisation bound can be significantly tighter than its standard counterpart, particularly when the distribution of the hypotheses selected by the algorithm is very concentrated. Keywords: Generalisation bounds; Chaining; Information-theoretic bounds; Mutual information; Wasserstein distance; PAC-Bayes.
L4KDE: Learning for KinoDynamic Tree Expansion
Authors: Tin Lai, Weiming Zhi, Tucker Hermans, Fabio Ramos
Date: 2022-03-02 00:00:00
Tasks: Motion Planning

We present the Learning for KinoDynamic Tree Expansion (L4KDE) method for kinodynamic planning. Tree-based planning approaches, such as rapidly exploring random tree (RRT), are the dominant approach to finding globally optimal plans in continuous state-space motion planning. Central to these approaches is tree-expansion, the procedure in which new nodes are added into an ever-expanding tree. We study the kinodynamic variants of tree-based planning, where we have known system dynamics and kinematic constraints. In the interest of quickly selecting nodes to connect newly sampled coordinates, existing methods typically cannot optimise to find nodes that have low cost to transition to sampled coordinates. Instead, they use metrics like Euclidean distance between coordinates as a heuristic for selecting candidate nodes to connect to the search tree. We propose L4KDE to address this issue. L4KDE uses a neural network to predict transition costs between queried states, which can be efficiently computed in batch, providing much higher quality estimates of transition cost compared to commonly used heuristics while maintaining almost-surely asymptotic optimality guarantee. We empirically demonstrate the significant performance improvement provided by L4KDE on a variety of challenging system dynamics, with the ability to generalise across different instances of the same model class, and in conjunction with a suite of modern tree-based motion planners.
Predicting the temporal dynamics of turbulent channels through deep learning
Authors: Giuseppe Borrelli, Luca Guastoni, Hamidreza Eivazi, Philipp Schlatter, Ricardo Vinuesa
Date: 2022-03-02 00:00:00
Tasks: Deep Learning, Time Series Analysis

The success of recurrent neural networks (RNNs) has been demonstrated in many applications related to turbulence, including flow control, optimization, turbulent features reproduction as well as turbulence prediction and modeling. With this study we aim to assess the capability of these networks to reproduce the temporal evolution of a minimal turbulent channel flow. We first obtain a data-driven model based on a modal decomposition in the Fourier domain (which we denote as FFT-POD) of the time series sampled from the flow. This particular case of turbulent flow allows us to accurately simulate the most relevant coherent structures close to the wall. Long-short-term-memory (LSTM) networks and a Koopman-based framework (KNF) are trained to predict the temporal dynamics of the minimal-channel-flow modes. Tests with different configurations highlight the limits of the KNF method compared to the LSTM, given the complexity of the flow under study. Long-term prediction for LSTM show excellent agreement from the statistical point of view, with errors below 2% for the best models with respect to the reference. Furthermore, the analysis of the chaotic behaviour through the use of the Lyapunov exponents and of the dynamic behaviour through Poincar\'e maps emphasizes the ability of the LSTM to reproduce the temporal dynamics of turbulence. Alternative reduced-order models (ROMs), based on the identification of different turbulent structures, are explored and they continue to show a good potential in predicting the temporal dynamics of the minimal channel.
A density peaks clustering algorithm with sparse search and K-d tree
Authors: Yunxiao Shan, Shu Li, Fuxiang Li, Yuxin Cui, Shuai Li, Ming Zhou, Xiang Li
Date: 2022-03-02 00:00:00
Tasks: 2k, Clustering

Density peaks clustering has become a nova of clustering algorithm because of its simplicity and practicality. However, there is one main drawback: it is time-consuming due to its high computational complexity. Herein, a density peaks clustering algorithm with sparse search and K-d tree is developed to solve this problem. Firstly, a sparse distance matrix is calculated by using K-d tree to replace the original full rank distance matrix, so as to accelerate the calculation of local density. Secondly, a sparse search strategy is proposed to accelerate the computation of relative-separation with the intersection between the set of $k$ nearest neighbors and the set consisting of the data points with larger local density for any data point. Furthermore, a second-order difference method for decision values is adopted to determine the cluster centers adaptively. Finally, experiments are carried out on datasets with different distribution characteristics, by comparing with other six state-of-the-art clustering algorithms. It is proved that the algorithm can effectively reduce the computational complexity of the original DPC from $O(n^2K)$ to $O(n(n^{1-1/K}+k))$. Especially for larger datasets, the efficiency is elevated more remarkably. Moreover, the clustering accuracy is also improved to a certain extent. Therefore, it can be concluded that the overall performance of the newly proposed algorithm is excellent.
GAP: Differentially Private Graph Neural Networks with Aggregation Perturbation
Authors: Sina Sajadmanesh, Ali Shahin Shamsabadi, Aurélien Bellet, Daniel Gatica-Perez
Date: 2022-03-02 00:00:00
Tasks: Node Classification

In this paper, we study the problem of learning Graph Neural Networks (GNNs) with Differential Privacy (DP). We propose a novel differentially private GNN based on Aggregation Perturbation (GAP), which adds stochastic noise to the GNN's aggregation function to statistically obfuscate the presence of a single edge (edge-level privacy) or a single node and all its adjacent edges (node-level privacy). Tailored to the specifics of private learning, GAP's new architecture is composed of three separate modules: (i) the encoder module, where we learn private node embeddings without relying on the edge information; (ii) the aggregation module, where we compute noisy aggregated node embeddings based on the graph structure; and (iii) the classification module, where we train a neural network on the private aggregations for node classification without further querying the graph edges. GAP's major advantage over previous approaches is that it can benefit from multi-hop neighborhood aggregations, and guarantees both edge-level and node-level DP not only for training, but also at inference with no additional costs beyond the training's privacy budget. We analyze GAP's formal privacy guarantees using R\'enyi DP and conduct empirical experiments over three real-world graph datasets. We demonstrate that GAP offers significantly better accuracy-privacy trade-offs than state-of-the-art DP-GNN approaches and naive MLP-based baselines. Our code is publicly available at https://github.com/sisaman/GAP.
ES-dRNN with Dynamic Attention for Short-Term Load Forecasting
Authors: Slawek Smyl, Grzegorz Dudek, Paweł Pełka
Date: 2022-03-02 00:00:00
Tasks: Load Forecasting, Time Series, Time Series Analysis

Short-term load forecasting (STLF) is a challenging problem due to the complex nature of the time series expressing multiple seasonality and varying variance. This paper proposes an extension of a hybrid forecasting model combining exponential smoothing and dilated recurrent neural network (ES-dRNN) with a mechanism for dynamic attention. We propose a new gated recurrent cell -- attentive dilated recurrent cell, which implements an attention mechanism for dynamic weighting of input vector components. The most relevant components are assigned greater weights, which are subsequently dynamically fine-tuned. This attention mechanism helps the model to select input information and, along with other mechanisms implemented in ES-dRNN, such as adaptive time series processing, cross-learning, and multiple dilation, leads to a significant improvement in accuracy when compared to well-established statistical and state-of-the-art machine learning forecasting models. This was confirmed in the extensive experimental study concerning STLF for 35 European countries.
Continual Learning of Multi-modal Dynamics with External Memory
Authors: Abdullah Akgül, Gozde Unal, Melih Kandemir
Date: 2022-03-02 00:00:00
Tasks: Continual Learning

We study the problem of fitting a model to a dynamical environment when new modes of behavior emerge sequentially. The learning model is aware when a new mode appears, but it cannot access the true modes of individual training sequences. The state-of-the-art continual learning approaches cannot handle this setup, because parameter transfer suffers from catastrophic interference and episodic memory design requires the knowledge of the ground-truth modes of sequences. We devise a novel continual learning method that overcomes both limitations by maintaining a \textit{descriptor} of the mode of an encountered sequence in a neural episodic memory. We employ a Dirichlet Process prior on the attention weights of the memory to foster efficient storage of the mode descriptors. Our method performs continual learning by transferring knowledge across tasks by retrieving the descriptors of similar modes of past tasks to the mode of a current sequence and feeding this descriptor into its transition kernel as control input. We observe the continual learning performance of our method to compare favorably to the mainstream parameter transfer approach.
Adversarial attacks on neural networks through canonical Riemannian foliations
Authors: Eliot Tron, Nicolas Couellan, Stéphane Puechmorel
Date: 2022-03-02 00:00:00
Tasks: Adversarial Attack

Deep learning models are known to be vulnerable to adversarial attacks. Adversarial learning is therefore becoming a crucial task. We propose a new vision on neural network robustness using Riemannian geometry and foliation theory. The idea is illustrated by creating a new adversarial attack that takes into account the curvature of the data space. This new adversarial attack, called the two-step spectral attack is a piece-wise linear approximation of a geodesic in the data space. The data space is treated as a (degenerate) Riemannian manifold equipped with the pullback of the Fisher Information Metric (FIM) of the neural network. In most cases, this metric is only semi-definite and its kernel becomes a central object to study. A canonical foliation is derived from this kernel. The curvature of transverse leaves gives the appropriate correction to get a two-step approximation of the geodesic and hence a new efficient adversarial attack. The method is first illustrated on a 2D toy example in order to visualize the neural network foliation and the corresponding attacks. Next, we report numerical results on the MNIST and CIFAR10 datasets with the proposed technique and state of the art attacks presented in Zhao et al. (2019) (OSSA) and Croce et al. (2020) (AutoAttack). The result show that the proposed attack is more efficient at all levels of available budget for the attack (norm of the attack), confirming that the curvature of the transverse neural network FIM foliation plays an important role in the robustness of neural networks. The main objective and interest of this study is to provide a mathematical understanding of the geometrical issues at play in the data space when constructing efficient attacks on neural networks.
MIAShield: Defending Membership Inference Attacks via Preemptive Exclusion of Members
Authors: Ismat Jarin, Birhanu Eshete
Date: 2022-03-02 00:00:00
Tasks: image-classification, Image Classification, Knowledge Distillation

In membership inference attacks (MIAs), an adversary observes the predictions of a model to determine whether a sample is part of the model's training data. Existing MIA defenses conceal the presence of a target sample through strong regularization, knowledge distillation, confidence masking, or differential privacy. We propose MIAShield, a new MIA defense based on preemptive exclusion of member samples instead of masking the presence of a member. The key insight in MIAShield is weakening the strong membership signal that stems from the presence of a target sample by preemptively excluding it at prediction time without compromising model utility. To that end, we design and evaluate a suite of preemptive exclusion oracles leveraging model-confidence, exact or approximate sample signature, and learning-based exclusion of member data points. To be practical, MIAShield splits a training data into disjoint subsets and trains each subset to build an ensemble of models. The disjointedness of subsets ensures that a target sample belongs to only one subset, which isolates the sample to facilitate the preemptive exclusion goal. We evaluate MIAShield on three benchmark image classification datasets. We show that MIAShield effectively mitigates membership inference (near random guess) for a wide range of MIAs, achieves far better privacy-utility trade-off compared with state-of-the-art defenses, and remains resilient against an adaptive adversary.
Sampling Ex-Post Group-Fair Rankings
Authors: Sruthi Gorantla, Amit Deshpande, Anand Louis
Date: 2022-03-02 00:00:00
Tasks: Fairness

Randomized rankings have been of recent interest to achieve ex-ante fairer exposure and better robustness than deterministic rankings. We propose a set of natural axioms for randomized group-fair rankings and prove that there exists a unique distribution $D$ that satisfies our axioms and is supported only over ex-post group-fair rankings, i.e., rankings that satisfy given lower and upper bounds on group-wise representation in the top-$k$ ranks. Our problem formulation works even when there is implicit bias, incomplete relevance information, or only ordinal ranking is available instead of relevance scores or utility values. We propose two algorithms to sample a random group-fair ranking from the distribution $D$ mentioned above. Our first dynamic programming-based algorithm samples ex-post group-fair rankings uniformly at random in time $O(k^2\ell)$, where $\ell$ is the number of groups. Our second random walk-based algorithm samples ex-post group-fair rankings from a distribution $\delta$-close to $D$ in total variation distance and has expected running time $O^*(k^2\ell^2)$, when there is a sufficient gap between the given upper and lower bounds on the group-wise representation. The former does exact sampling, but the latter runs significantly faster on real-world data sets for larger values of $k$. We give empirical evidence that our algorithms compare favorably against recent baselines for fairness and ranking utility on real-world data sets.
Faith-Shap: The Faithful Shapley Interaction Index
Authors: Che-Ping Tsai, Chih-Kuan Yeh, Pradeep Ravikumar
Date: 2022-03-02 00:00:00
Tasks: Computational Efficiency

Shapley values, which were originally designed to assign attributions to individual players in coalition games, have become a commonly used approach in explainable machine learning to provide attributions to input features for black-box machine learning models. A key attraction of Shapley values is that they uniquely satisfy a very natural set of axiomatic properties. However, extending the Shapley value to assigning attributions to interactions rather than individual players, an interaction index, is non-trivial: as the natural set of axioms for the original Shapley values, extended to the context of interactions, no longer specify a unique interaction index. Many proposals thus introduce additional less ''natural'' axioms, while sacrificing the key axiom of efficiency, in order to obtain unique interaction indices. In this work, rather than introduce additional conflicting axioms, we adopt the viewpoint of Shapley values as coefficients of the most faithful linear approximation to the pseudo-Boolean coalition game value function. By extending linear to $\ell$-order polynomial approximations, we can then define the general family of faithful interaction indices. We show that by additionally requiring the faithful interaction indices to satisfy interaction-extensions of the standard individual Shapley axioms (dummy, symmetry, linearity, and efficiency), we obtain a unique Faithful Shapley Interaction index, which we denote Faith-Shap, as a natural generalization of the Shapley value to interactions. We then provide some illustrative contrasts of Faith-Shap with previously proposed interaction indices, and further investigate some of its interesting algebraic properties. We further show the computational efficiency of computing Faith-Shap, together with some additional qualitative insights, via some illustrative experiments.
Transfer Learning of High-Fidelity Opacity Spectra in Autoencoders and Surrogate Models
Authors: Michael D. Vander Wal, Ryan G. McClarren, Kelli D. Humbird
Date: 2022-03-02 00:00:00
Tasks: Transfer Learning

Simulations of high energy density physics are expensive, largely in part for the need to produce non-local thermodynamic equilibrium opacities. High-fidelity spectra may reveal new physics in the simulations not seen with low-fidelity spectra, but the cost of these simulations also scale with the level of fidelity of the opacities being used. Neural networks are capable of reproducing these spectra, but neural networks need data to to train them which limits the level of fidelity of the training data. This paper demonstrates that it is possible to reproduce high-fidelity spectra with median errors in the realm of 3\% to 4\% using as few as 50 samples of high-fidelity Krypton data by performing transfer learning on a neural network trained on many times more low-fidelity data.
Adversarially Robust Learning with Tolerance
Authors: Hassan Ashtiani, Vinayak Pathak, Ruth Urner
Date: 2022-03-02 00:00:00
Tasks: PAC learning

We initiate the study of tolerant adversarial PAC-learning with respect to metric perturbation sets. In adversarial PAC-learning, an adversary is allowed to replace a test point $x$ with an arbitrary point in a closed ball of radius $r$ centered at $x$. In the tolerant version, the error of the learner is compared with the best achievable error with respect to a slightly larger perturbation radius $(1+\gamma)r$. This simple tweak helps us bridge the gap between theory and practice and obtain the first PAC-type guarantees for algorithmic techniques that are popular in practice. Our first result concerns the widely-used ``perturb-and-smooth'' approach for adversarial learning. For perturbation sets with doubling dimension $d$, we show that a variant of these approaches PAC-learns any hypothesis class $\mathcal{H}$ with VC-dimension $v$ in the $\gamma$-tolerant adversarial setting with $O\left(\frac{v(1+1/\gamma)^{O(d)}}{\varepsilon}\right)$ samples. This is in contrast to the traditional (non-tolerant) setting in which, as we show, the perturb-and-smooth approach can provably fail. Our second result shows that one can PAC-learn the same class using $\widetilde{O}\left(\frac{d.v\log(1+1/\gamma)}{\varepsilon^2}\right)$ samples even in the agnostic setting. This result is based on a novel compression-based algorithm, and achieves a linear dependence on the doubling dimension as well as the VC-dimension. This is in contrast to the non-tolerant setting where there is no known sample complexity upper bound that depend polynomially on the VC-dimension.
PUMA: Performance Unchanged Model Augmentation for Training Data Removal
Authors: Ga Wu, Masoud Hashemi, Christopher Srinivasa
Date: 2022-03-02 00:00:00
Tasks: Model Optimization

Preserving the performance of a trained model while removing unique characteristics of marked training data points is challenging. Recent research usually suggests retraining a model from scratch with remaining training data or refining the model by reverting the model optimization on the marked data points. Unfortunately, aside from their computational inefficiency, those approaches inevitably hurt the resulting model's generalization ability since they remove not only unique characteristics but also discard shared (and possibly contributive) information. To address the performance degradation problem, this paper presents a novel approach called Performance Unchanged Model Augmentation~(PUMA). The proposed PUMA framework explicitly models the influence of each training data point on the model's generalization ability with respect to various performance criteria. It then complements the negative impact of removing marked data by reweighting the remaining data optimally. To demonstrate the effectiveness of the PUMA framework, we compared it with multiple state-of-the-art data removal techniques in the experiments, where we show the PUMA can effectively and efficiently remove the unique characteristics of marked training data without retraining the model that can 1) fool a membership attack, and 2) resist performance degradation. In addition, as PUMA estimates the data importance during its operation, we show it could serve to debug mislabelled data points more efficiently than existing approaches.