pwc-archive/papers-with-abstracts huggingface dataset:
Extracting stochastic dynamical systems with $α$-stable Lévy noise from data
Authors: Yang Li, Yubin Lu, Shengyuan Xu, Jinqiao Duan
Date: 2021-09-30 00:00:00

With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of non-Gaussian fluctuations in numerous physical phenomena, the data-driven approaches to extract stochastic dynamical systems with (non-Gaussian) L\'evy noise are relatively few so far. In this work, we propose a data-driven method to extract stochastic dynamical systems with $\alpha$-stable L\'evy noise from short burst data based on the properties of $\alpha$-stable distributions. More specifically, we first estimate the L\'evy jump measure and noise intensity via computing mean and variance of the amplitude of the increment of the sample paths. Then we approximate the drift coefficient by combining nonlocal Kramers-Moyal formulas with normalizing flows. Numerical experiments on one- and two-dimensional prototypical examples illustrate the accuracy and effectiveness of our method. This approach will become an effective scientific tool in discovering stochastic governing laws of complex phenomena and understanding dynamical behaviors under non-Gaussian fluctuations.
Adversarial Regression with Doubly Non-negative Weighting Matrices
Authors: Tam Le, Truyen Nguyen, Makoto Yamada, Jose Blanchet, Viet Anh Nguyen
Date: 2021-09-30 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: regression

Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or under covariate perturbations. Reweighting the training samples has aroused as an effective mitigation strategy to these problems. In this paper, we propose a novel and coherent scheme for kernel-reweighted regression by reparametrizing the sample weights using a doubly non-negative matrix. When the weighting matrix is confined in an uncertainty set using either the log-determinant divergence or the Bures-Wasserstein distance, we show that the adversarially reweighted estimate can be solved efficiently using first-order methods. Numerical experiments show that our reweighting strategy delivers promising results on numerous datasets.
From Zero-Shot Machine Learning to Zero-Day Attack Detection
Authors: Mohanad Sarhan, Siamak Layeghy, Marcus Gallagher, Marius Portmann
Date: 2021-09-30 00:00:00
Tasks: Attribute, BIG-bench Machine Learning, Intrusion Detection, Network Intrusion Detection, Zero-Shot Learning

The standard ML methodology assumes that the test samples are derived from a set of pre-observed classes used in the training phase. Where the model extracts and learns useful patterns to detect new data samples belonging to the same data classes. However, in certain applications such as Network Intrusion Detection Systems, it is challenging to obtain data samples for all attack classes that the model will most likely observe in production. ML-based NIDSs face new attack traffic known as zero-day attacks, that are not used in the training of the learning models due to their non-existence at the time. In this paper, a zero-shot learning methodology has been proposed to evaluate the ML model performance in the detection of zero-day attack scenarios. In the attribute learning stage, the ML models map the network data features to distinguish semantic attributes from known attack (seen) classes. In the inference stage, the models are evaluated in the detection of zero-day attack (unseen) classes by constructing the relationships between known attacks and zero-day attacks. A new metric is defined as Zero-day Detection Rate, which measures the effectiveness of the learning model in the inference stage. The results demonstrate that while the majority of the attack classes do not represent significant risks to organisations adopting an ML-based NIDS in a zero-day attack scenario. However, for certain attack groups identified in this paper, such systems are not effective in applying the learnt attributes of attack behaviour to detect them as malicious. Further Analysis was conducted using the Wasserstein Distance technique to measure how different such attacks are from other attack types used in the training of the ML model. The results demonstrate that sophisticated attacks with a low zero-day detection rate have a significantly distinct feature distribution compared to the other attack classes.
A system on chip for melanoma detection using FPGA-based SVM classifier
Authors: Shereen Afifi, Hamid GholamHosseini, Roopak Sinha
Date: 2021-09-30 00:00:00
Tasks: Classification, High-Level Synthesis

Support Vector Machine (SVM) is a robust machine learning model that shows high accuracy with different classification problems, and is widely used for various embedded applications. However , implementation of embedded SVM classifiers is challenging, due to the inherent complicated computations required. This motivates implementing the SVM on hardware platforms for achieving high performance computing at low cost and power consumption. Melanoma is the most aggressive form of skin cancer that increases the mortality rate. We aim to develop an optimized embedded SVM classifier dedicated for a low-cost handheld device for early detection of melanoma at the primary healthcare. In this paper, we propose a hardware/software co-design for implementing the SVM classifier onto FPGA to realize melanoma detection on a chip. The implemented SVM on a recent hybrid FPGA (Zynq) platform utilizing the modern UltraFast High-Level Synthesis design methodology achieves efficient melanoma classification on chip. The hardware implementation results demonstrate classification accuracy of 97.9%, and a significant hardware acceleration rate of 21 with only 3% resources utilization and 1.69W for power consumption. These results show that the implemented system on chip meets crucial embedded system constraints of high performance and low resources utilization, power consumption, and cost, while achieving efficient classification with high classification accuracy.
A Generalized Hierarchical Nonnegative Tensor Decomposition
Authors: Joshua Vendrow, Jamie Haddock, Deanna Needell
Date: 2021-09-30 00:00:00
Tasks: Tensor Decomposition

Nonnegative matrix factorization (NMF) has found many applications including topic modeling and document analysis. Hierarchical NMF (HNMF) variants are able to learn topics at various levels of granularity and illustrate their hierarchical relationship. Recently, nonnegative tensor factorization (NTF) methods have been applied in a similar fashion in order to handle data sets with complex, multi-modal structure. Hierarchical NTF (HNTF) methods have been proposed, however these methods do not naturally generalize their matrix-based counterparts. Here, we propose a new HNTF model which directly generalizes a HNMF model special case, and provide a supervised extension. We also provide a multiplicative updates training method for this model. Our experimental results show that this model more naturally illuminates the topic hierarchy than previous HNMF and HNTF methods.
Surveillance Evasion Through Bayesian Reinforcement Learning
Authors: Dongping Qi, David Bindel, Alexander Vladimirsky
Date: 2021-09-30 00:00:00
Tasks: regression, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent and determined by the spatially inhomogeneous surveillance intensity, which is fixed but a priori unknown and gradually learned in the multi-episodic setting. We introduce a Bayesian reinforcement learning algorithm that relies on a Gaussian Process regression (to model the surveillance intensity function based on the information from prior episodes), numerical methods for Hamilton-Jacobi PDEs (to plan the best continuous trajectories based on the current model), and Confidence Bounds (to balance the exploration vs exploitation). We use numerical experiments and regret metrics to highlight the significant advantages of our approach compared to traditional graph-based algorithms of reinforcement learning.
Towards Better Data Augmentation using Wasserstein Distance in Variational Auto-encoder
Authors: Zichuan Chen, Peng Liu
Date: 2021-09-30 00:00:00
Tasks: Data Augmentation, image-classification, Image Classification

VAE, or variational auto-encoder, compresses data into latent attributes, and generates new data of different varieties. VAE based on KL divergence has been considered as an effective technique for data augmentation. In this paper, we propose the use of Wasserstein distance as a measure of distributional similarity for the latent attributes, and show its superior theoretical lower bound (ELBO) compared with that of KL divergence under mild conditions. Using multiple experiments, we demonstrate that the new loss function exhibits better convergence property and generates artificial images that could better aid the image classification tasks.
Bitcoin Transaction Strategy Construction Based on Deep Reinforcement Learning
Authors: Fengrui Liu, Yang Li, Baitong Li, Jiaxin Li, Huiyang Xie
Date: 2021-09-30 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable automatically-generating strategy. This study proposes a framework for automatic high-frequency bitcoin transactions based on a deep reinforcement learning algorithm-proximal policy optimization (PPO). The framework creatively regards the transaction process as actions, returns as awards and prices as states to align with the idea of reinforcement learning. It compares advanced machine learning-based models for static price predictions including support vector machine (SVM), multi-layer perceptron (MLP), long short-term memory (LSTM), temporal convolutional network (TCN), and Transformer by applying them to the real-time bitcoin price and the experimental results demonstrate that LSTM outperforms. Then an automatically-generating transaction strategy is constructed building on PPO with LSTM as the basis to construct the policy. Extensive empirical studies validate that the proposed method performs superiorly to various common trading strategy benchmarks for a single financial product. The approach is able to trade bitcoins in a simulated environment with synchronous data and obtains a 31.67% more return than that of the best benchmark, improving the benchmark by 12.75%. The proposed framework can earn excess returns through both the period of volatility and surge, which opens the door to research on building a single cryptocurrency trading strategy based on deep learning. Visualizations of trading the process show how the model handles high-frequency transactions to provide inspiration and demonstrate that it can be expanded to other financial products.
CALDA: Improving Multi-Source Time Series Domain Adaptation with Contrastive Adversarial Learning
Authors: Garrett Wilson, Janardhan Rao Doppa, Diane J. Cook
Date: 2021-09-30 00:00:00
Tasks: Activity Recognition, Contrastive Learning, Data Augmentation, Domain Adaptation, Human Activity Recognition, Time Series, Time Series Analysis, Unsupervised Domain Adaptation

Unsupervised domain adaptation (UDA) provides a strategy for improving machine learning performance in data-rich (target) domains where ground truth labels are inaccessible but can be found in related (source) domains. In cases where meta-domain information such as label distributions is available, weak supervision can further boost performance. We propose a novel framework, CALDA, to tackle these two problems. CALDA synergistically combines the principles of contrastive learning and adversarial learning to robustly support multi-source UDA (MS-UDA) for time series data. Similar to prior methods, CALDA utilizes adversarial learning to align source and target feature representations. Unlike prior approaches, CALDA additionally leverages cross-source label information across domains. CALDA pulls examples with the same label close to each other, while pushing apart examples with different labels, reshaping the space through contrastive learning. Unlike prior contrastive adaptation methods, CALDA requires neither data augmentation nor pseudo labeling, which may be more challenging for time series. We empirically validate our proposed approach. Based on results from human activity recognition, electromyography, and synthetic datasets, we find utilizing cross-source information improves performance over prior time series and contrastive methods. Weak supervision further improves performance, even in the presence of noise, allowing CALDA to offer generalizable strategies for MS-UDA. Code is available at: https://github.com/floft/calda
An Automated Scanning Transmission Electron Microscope Guided by Sparse Data Analytics
Authors: Matthew Olszta, Derek Hopkins, Kevin R. Fiedler, Marjolein Oostrom, Sarah Akers, Steven R. Spurgeon
Date: 2021-09-30 00:00:00
Tasks: Decision Making

Artificial intelligence (AI) promises to reshape scientific inquiry and enable breakthrough discoveries in areas such as energy storage, quantum computing, and biomedicine. Scanning transmission electron microscopy (STEM), a cornerstone of the study of chemical and materials systems, stands to benefit greatly from AI-driven automation. However, present barriers to low-level instrument control, as well as generalizable and interpretable feature detection, make truly automated microscopy impractical. Here, we discuss the design of a closed-loop instrument control platform guided by emerging sparse data analytics. We demonstrate how a centralized controller, informed by machine learning combining limited $a$ $priori$ knowledge and task-based discrimination, can drive on-the-fly experimental decision-making. This platform unlocks practical, automated analysis of a variety of material features, enabling new high-throughput and statistical studies.
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning
Authors: Sihan Zeng, Thinh T. Doan, Justin Romberg
Date: 2021-09-29 00:00:00
Tasks: Reinforcement Learning (RL), Stochastic Optimization

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying optimization variable. These time-varying samples make gradient directions in our update biased and dependent, which can potentially lead to the divergence of the iterates. In our two-time-scale approach, one scale is to estimate the true gradient from these samples, which is then used to update the estimate of the optimal solution. While these two iterates are implemented simultaneously, the former is updated "faster" than the latter. Our first contribution is to characterize the finite-time complexity of the proposed two-time-scale stochastic gradient method. In particular, we provide explicit formulas for the convergence rates of this method under different structural assumptions, namely, strong convexity, PL condition, and general non-convexity. We apply our framework to various policy optimization problems. First, we look at the infinite-horizon average-reward MDP with finite state and action spaces and derive a convergence rate of $O(k^{-2/5})$ for the online actor-critic algorithm under function approximation, which recovers the best known rate derived specifically for this problem. Second, we study the linear-quadratic regulator and show that an online actor-critic method converges with rate $O(k^{-2/3})$. Third, we use the actor-critic algorithm to solve the policy optimization problem in an entropy regularized Markov decision process, where we also establish a convergence of $O(k^{-2/3})$. The results we derive for both the second and third problem are novel and previously unknown in the literature. Finally, we briefly present the application of our framework to gradient-based policy evaluation algorithms in reinforcement learning.
Kernel distance measures for time series, random fields and other structured data
Authors: Srinjoy Das, Hrushikesh Mhaskar, Alexander Cloninger
Date: 2021-09-29 00:00:00
Tasks: Clustering, Time Series, Time Series Analysis

This paper introduces kdiff, a novel kernel-based measure for estimating distances between instances of time series, random fields and other forms of structured data. This measure is based on the idea of matching distributions that only overlap over a portion of their region of support. Our proposed measure is inspired by MPdist which has been previously proposed for such datasets and is constructed using Euclidean metrics, whereas kdiff is constructed using non-linear kernel distances. Also, kdiff accounts for both self and cross similarities across the instances and is defined using a lower quantile of the distance distribution. Comparing the cross similarity to self similarity allows for measures of similarity that are more robust to noise and partial occlusions of the relevant signals. Our proposed measure kdiff is a more general form of the well known kernel-based Maximum Mean Discrepancy (MMD) distance estimated over the embeddings. Some theoretical results are provided for separability conditions using kdiff as a distance measure for clustering and classification problems where the embedding distributions can be modeled as two component mixtures. Applications are demonstrated for clustering of synthetic and real-life time series and image data, and the performance of kdiff is compared to competing distance measures for clustering.
Posttraumatic Stress Disorder Hyperarousal Event Detection Using Smartwatch Physiological and Activity Data
Authors: Mahnoosh Sadeghi, Anthony D McDonald, Farzan Sasangohar
Date: 2021-09-29 00:00:00
Tasks: Event Detection, Management

Posttraumatic Stress Disorder (PTSD) is a psychiatric condition affecting nearly a quarter of the United States war veterans who return from war zones. Treatment for PTSD typically consists of a combination of in-session therapy and medication. However; patients often experience their most severe PTSD symptoms outside of therapy sessions. Mobile health applications may address this gap, but their effectiveness is limited by the current gap in continuous monitoring and detection capabilities enabling timely intervention. The goal of this article is to develop a novel method to detect hyperarousal events using physiological and activity-based machine learning algorithms. Physiological data including heart rate and body acceleration as well as self-reported hyperarousal events were collected using a tool developed for commercial off-the-shelf wearable devices from 99 United States veterans diagnosed with PTSD over several days. The data were used to develop four machine learning algorithms: Random Forest, Support Vector Machine, Logistic Regression and XGBoost. The XGBoost model had the best performance in detecting onset of PTSD symptoms with over 83% accuracy and an AUC of 0.70. Post-hoc SHapley Additive exPlanations (SHAP) additive explanation analysis showed that algorithm predictions were correlated with average heart rate, minimum heart rate and average body acceleration. Findings show promise in detecting onset of PTSD symptoms which could be the basis for developing remote and continuous monitoring systems for PTSD. Such systems may address a vital gap in just-in-time interventions for PTSD self-management outside of scheduled clinical appointments.
Tiny-CRNN: Streaming Wakeword Detection In A Low Footprint Setting
Authors: Mohammad Omar Khursheed, Christin Jose, Rajath Kumar, GengShen Fu, Brian Kulis, Santosh Kumar Cheekatmalla
Date: 2021-09-29 00:00:00

In this work, we propose Tiny-CRNN (Tiny Convolutional Recurrent Neural Network) models applied to the problem of wakeword detection, and augment them with scaled dot product attention. We find that, compared to Convolutional Neural Network models, False Accepts in a 250k parameter budget can be reduced by 25% with a 10% reduction in parameter size by using models based on the Tiny-CRNN architecture, and we can get up to 32% reduction in False Accepts at a 50k parameter budget with 75% reduction in parameter size compared to word-level Dense Neural Network models. We discuss solutions to the challenging problem of performing inference on streaming audio with this architecture, as well as differences in start-end index errors and latency in comparison to CNN, DNN, and DNN-HMM models.
Deep neural networks with controlled variable selection for the identification of putative causal genetic variants
Authors: Peyman H. Kassani, Fred Lu, Yann Le Guen, Zihuai He
Date: 2021-09-29 00:00:00
Tasks: Computational Efficiency, feature selection, Variable Selection

Deep neural networks (DNN) have been used successfully in many scientific problems for their high prediction accuracy, but their application to genetic studies remains challenging due to their poor interpretability. In this paper, we consider the problem of scalable, robust variable selection in DNN for the identification of putative causal genetic variants in genome sequencing studies. We identified a pronounced randomness in feature selection in DNN due to its stochastic nature, which may hinder interpretability and give rise to misleading results. We propose an interpretable neural network model, stabilized using ensembling, with controlled variable selection for genetic studies. The merit of the proposed method includes: (1) flexible modelling of the non-linear effect of genetic variants to improve statistical power; (2) multiple knockoffs in the input layer to rigorously control false discovery rate; (3) hierarchical layers to substantially reduce the number of weight parameters and activations to improve computational efficiency; (4) de-randomized feature selection to stabilize identified signals. We evaluated the proposed method in extensive simulation studies and applied it to the analysis of Alzheimer disease genetics. We showed that the proposed method, when compared to conventional linear and nonlinear methods, can lead to substantially more discoveries.
Time-Distributed Feature Learning in Network Traffic Classification for Internet of Things
Authors: Yoga Suhas Kuruba Manjunath, Sihao Zhao, Xiao-Ping Zhang
Date: 2021-09-29 00:00:00
Tasks: Traffic Classification

The plethora of Internet of Things (IoT) devices leads to explosive network traffic. The network traffic classification (NTC) is an essential tool to explore behaviours of network flows, and NTC is required for Internet service providers (ISPs) to manage the performance of the IoT network. We propose a novel network data representation, treating the traffic data as a series of images. Thus, the network data is realized as a video stream to employ time-distributed (TD) feature learning. The intra-temporal information within the network statistical data is learned using convolutional neural networks (CNN) and long short-term memory (LSTM), and the inter pseudo-temporal feature among the flows is learned by TD multi-layer perceptron (MLP). We conduct experiments using a large data-set with more number of classes. The experimental result shows that the TD feature learning elevates the network classification performance by 10%.