pwc-archive/papers-with-abstracts huggingface dataset:
Enhancing Trajectory Prediction using Sparse Outputs: Application to Team Sports
Authors: Brandon Victor, Aiden Nibali, Zhen He, David L. Carey
Date: 2021-06-01 00:00:00
Tasks: Prediction, Trajectory Prediction

Sophisticated trajectory prediction models that effectively mimic team dynamics have many potential uses for sports coaches, broadcasters and spectators. However, through experiments on soccer data we found that it can be surprisingly challenging to train a deep learning model for player trajectory prediction which outperforms linear extrapolation on average distance between predicted and true future trajectories. We propose and test a novel method for improving training by predicting a sparse trajectory and interpolating using constant acceleration, which improves performance for several models. This interpolation can also be used on models that aren't trained with sparse outputs, and we find that this consistently improves performance for all tested models. Additionally, we find that the accuracy of predicted trajectories for a subset of players can be improved by conditioning on the full trajectories of the other players, and that this is further improved when combined with sparse predictions. We also propose a novel architecture using graph networks and multi-head attention (GraN-MA) which achieves better performance than other tested state-of-the-art models on our dataset and is trivially adapted for both sparse trajectories and full-trajectory conditioned trajectory prediction.
Explanations for Monotonic Classifiers
Authors: Joao Marques-Silva, Thomas Gerspacher, Martin Cooper, Alexey Ignatiev, Nina Narodytska
Date: 2021-06-01 00:00:00

In many classification tasks there is a requirement of monotonicity. Concretely, if all else remains constant, increasing (resp. decreasing) the value of one or more features must not decrease (resp. increase) the value of the prediction. Despite comprehensive efforts on learning monotonic classifiers, dedicated approaches for explaining monotonic classifiers are scarce and classifier-specific. This paper describes novel algorithms for the computation of one formal explanation of a (black-box) monotonic classifier. These novel algorithms are polynomial in the run time complexity of the classifier and the number of features. Furthermore, the paper presents a practically efficient model-agnostic algorithm for enumerating formal explanations.
Corpus-Based Paraphrase Detection Experiments and Review
Authors: Tedo Vrbanec, Ana Mestrovic
Date: 2021-05-31 00:00:00
Tasks: Authorship Attribution, Deep Learning, Model Selection, Question Answering, Semantic Similarity, Semantic Textual Similarity, Text Summarization

Paraphrase detection is important for a number of applications, including plagiarism detection, authorship attribution, question answering, text summarization, text mining in general, etc. In this paper, we give a performance overview of various types of corpus-based models, especially deep learning (DL) models, with the task of paraphrase detection. We report the results of eight models (LSI, TF-IDF, Word2Vec, Doc2Vec, GloVe, FastText, ELMO, and USE) evaluated on three different public available corpora: Microsoft Research Paraphrase Corpus, Clough and Stevenson and Webis Crowd Paraphrase Corpus 2011. Through a great number of experiments, we decided on the most appropriate approaches for text pre-processing: hyper-parameters, sub-model selection-where they exist (e.g., Skipgram vs. CBOW), distance measures, and semantic similarity/paraphrase detection threshold. Our findings and those of other researchers who have used deep learning models show that DL models are very competitive with traditional state-of-the-art approaches and have potential that should be further developed.
Tesseract: Tensorised Actors for Multi-Agent Reinforcement Learning
Authors: Anuj Mahajan, Mikayel Samvelyan, Lei Mao, Viktor Makoviychuk, Animesh Garg, Jean Kossaifi, Shimon Whiteson, Yuke Zhu, Animashree Anandkumar
Date: 2021-05-31 00:00:00
Tasks: Learning Theory, Multi-agent Reinforcement Learning, Policy Gradient Methods, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Reinforcement Learning in large action spaces is a challenging problem. Cooperative multi-agent reinforcement learning (MARL) exacerbates matters by imposing various constraints on communication and observability. In this work, we consider the fundamental hurdle affecting both value-based and policy-gradient approaches: an exponential blowup of the action space with the number of agents. For value-based methods, it poses challenges in accurately representing the optimal value function. For policy gradient methods, it makes training the critic difficult and exacerbates the problem of the lagging critic. We show that from a learning theory perspective, both problems can be addressed by accurately representing the associated action-value function with a low-complexity hypothesis class. This requires accurately modelling the agent interactions in a sample efficient way. To this end, we propose a novel tensorised formulation of the Bellman equation. This gives rise to our method Tesseract, which views the Q-function as a tensor whose modes correspond to the action spaces of different agents. Algorithms derived from Tesseract decompose the Q-tensor across agents and utilise low-rank tensor approximations to model agent interactions relevant to the task. We provide PAC analysis for Tesseract-based algorithms and highlight their relevance to the class of rich observation MDPs. Empirical results in different domains confirm Tesseract's gains in sample efficiency predicted by the theory.
On Fast Sampling of Diffusion Probabilistic Models
Authors: Zhifeng Kong, Wei Ping
Date: 2021-05-31 00:00:00
Proceeding: ICML Workshop INNF 2021 7

In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the fast sampling methods under this framework across different domains, on different datasets, and with different amount of conditional information provided for generation. We find the performance of a particular method depends on data domains (e.g., image or audio), the trade-off between sampling speed and sample quality, and the amount of conditional information. We further provide insights and recipes on the choice of methods for practitioners.
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review
Authors: Tidor-Vlad Pricope
Date: 2021-05-31 00:00:00
Tasks: Algorithmic Trading, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess and Go. We can look at the stock market historical price series and movements as a complex imperfect information environment in which we try to maximize return - profit and minimize risk. This paper reviews the progress made so far with deep reinforcement learning in the subdomain of AI in finance, more precisely, automated low-frequency quantitative stock trading. Many of the reviewed studies had only proof-of-concept ideals with experiments conducted in unrealistic settings and no real-time trading applications. For the majority of the works, despite all showing statistically significant improvements in performance compared to established baseline strategies, no decent profitability level was obtained. Furthermore, there is a lack of experimental testing in real-time, online trading platforms and a lack of meaningful comparisons between agents built on different types of DRL or human traders. We conclude that DRL in stock trading has showed huge applicability potential rivalling professional traders under strong assumptions, but the research is still in the very early stages of development.
Probabilistic Deep Learning with Probabilistic Neural Networks and Deep Probabilistic Models
Authors: Daniel T. Chang
Date: 2021-05-31 00:00:00
Tasks: Deep Learning, Gaussian Processes, Probabilistic Deep Learning

Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic deep learning: probabilistic neural networks and deep probabilistic models. The former employs deep neural networks that utilize probabilistic layers which can represent and process uncertainty; the latter uses probabilistic models that incorporate deep neural network components which capture complex non-linear stochastic relationships between the random variables. We discuss some major examples of each approach including Bayesian neural networks and mixture density networks (for probabilistic neural networks), and variational autoencoders, deep Gaussian processes and deep mixed effects models (for deep probabilistic models). TensorFlow Probability is a library for probabilistic modeling and inference which can be used for both approaches of probabilistic deep learning. We include its code examples for illustration.
Fine-grained Generalization Analysis of Structured Output Prediction
Authors: Waleed Mustafa, Yunwen Lei, Antoine Ledent, Marius Kloft
Date: 2021-05-31 00:00:00
Tasks: Generalization Bounds, Prediction, speech-recognition, Speech Recognition

In machine learning we often encounter structured output prediction problems (SOPPs), i.e. problems where the output space admits a rich internal structure. Application domains where SOPPs naturally occur include natural language processing, speech recognition, and computer vision. Typical SOPPs have an extremely large label set, which grows exponentially as a function of the size of the output. Existing generalization analysis implies generalization bounds with at least a square-root dependency on the cardinality $d$ of the label set, which can be vacuous in practice. In this paper, we significantly improve the state of the art by developing novel high-probability bounds with a logarithmic dependency on $d$. Moreover, we leverage the lens of algorithmic stability to develop generalization bounds in expectation without any dependency on $d$. Our results therefore build a solid theoretical foundation for learning in large-scale SOPPs. Furthermore, we extend our results to learning with weakly dependent data.
A Methodology for Exploring Deep Convolutional Features in Relation to Hand-Crafted Features with an Application to Music Audio Modeling
Authors: Anna K. Yanchenko, Mohammadreza Soltani, Robert J. Ravier, Sayan Mukherjee, Vahid Tarokh
Date: 2021-05-31 00:00:00
Tasks: Feature Importance

Understanding the features learned by deep models is important from a model trust perspective, especially as deep systems are deployed in the real world. Most recent approaches for deep feature understanding or model explanation focus on highlighting input data features that are relevant for classification decisions. In this work, we instead take the perspective of relating deep features to well-studied, hand-crafted features that are meaningful for the application of interest. We propose a methodology and set of systematic experiments for exploring deep features in this setting, where input feature importance approaches for deep feature understanding do not apply. Our experiments focus on understanding which hand-crafted and deep features are useful for the classification task of interest, how robust these features are for related tasks and how similar the deep features are to the meaningful hand-crafted features. Our proposed method is general to many application areas and we demonstrate its utility on orchestral music audio data.
The kernel perspective on dynamic mode decomposition
Authors: Efrain Gonzalez, Moad Abudia, Michael Jury, Rushikesh Kamalapurkar, Joel A. Rosenfeld
Date: 2021-05-31 00:00:00
Tasks: Misconceptions

This manuscript revisits theoretical assumptions concerning dynamic mode decomposition (DMD) of Koopman operators, including the existence of lattices of eigenfunctions, common eigenfunctions between Koopman operators, and boundedness and compactness of Koopman operators. Counterexamples that illustrate restrictiveness of the assumptions are provided for each of the assumptions. In particular, this manuscript proves that the native reproducing kernel Hilbert space (RKHS) of the Gaussian RBF kernel function only supports bounded Koopman operators if the dynamics are affine. In addition, a new framework for DMD, that requires only densely defined Koopman operators over RKHSs is introduced, and its effectiveness is demonstrated through numerical examples.
Text Summarization with Latent Queries
Authors: Yumo Xu, Mirella Lapata
Date: 2021-05-31 00:00:00
Tasks: Abstractive Text Summarization, Language Modeling, Language Modelling, Query-focused Summarization, Text Summarization

The availability of large-scale datasets has driven the development of neural models that create summaries from single documents, for generic purposes. When using a summarization system, users often have specific intents with various language realizations, which, depending on the information need, can range from a single keyword to a long narrative composed of multiple questions. Existing summarization systems, however, often either fail to support or act robustly on this query focused summarization task. We introduce LaQSum, the first unified text summarization system that learns Latent Queries from documents for abstractive summarization with any existing query forms. Under a deep generative framework, our system jointly optimizes a latent query model and a conditional language model, allowing users to plug-and-play queries of any type at test time. Despite learning from only generic summarization data and requiring no further optimization for downstream summarization tasks, our system robustly outperforms strong comparison systems across summarization benchmarks with different query types, document settings, and target domains.
Control Occupation Kernel Regression for Nonlinear Control-Affine Systems
Authors: Moad Abudia, Tejasvi Channagiri, Joel A. Rosenfeld, Rushikesh Kamalapurkar
Date: 2021-05-31 00:00:00
Tasks: regression

This manuscript presents an algorithm for obtaining an approximation of nonlinear high order control affine dynamical systems, that leverages the controlled trajectories as the central unit of information. As the fundamental basis elements leveraged in approximation, higher order control occupation kernels represent iterated integration after multiplication by a given controller in a vector valued reproducing kernel Hilbert space. In a regularized regression setting, the unique optimizer for a particular optimization problem is expressed as a linear combination of these occupation kernels, which converts an infinite dimensional optimization problem to a finite dimensional optimization problem through the representer theorem. Interestingly, the vector valued structure of the Hilbert space allows for simultaneous approximation of the drift and control effectiveness components of the control affine system. Several experiments are performed to demonstrate the effectiveness of the approach.
Multi-Objective SPIBB: Seldonian Offline Policy Improvement with Safety Constraints in Finite MDPs
Authors: Harsh Satija, Philip S. Thomas, Joelle Pineau, Romain Laroche
Date: 2021-05-31 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Reinforcement Learning (RL)

We study the problem of Safe Policy Improvement (SPI) under constraints in the offline Reinforcement Learning (RL) setting. We consider the scenario where: (i) we have a dataset collected under a known baseline policy, (ii) multiple reward signals are received from the environment inducing as many objectives to optimize. We present an SPI formulation for this RL setting that takes into account the preferences of the algorithm's user for handling the trade-offs for different reward signals while ensuring that the new policy performs at least as well as the baseline policy along each individual objective. We build on traditional SPI algorithms and propose a novel method based on Safe Policy Iteration with Baseline Bootstrapping (SPIBB, Laroche et al., 2019) that provides high probability guarantees on the performance of the agent in the true environment. We show the effectiveness of our method on a synthetic grid-world safety task as well as in a real-world critical care context to learn a policy for the administration of IV fluids and vasopressors to treat sepsis.
Generalized AdaGrad (G-AdaGrad) and Adam: A State-Space Perspective
Authors: Kushal Chakrabarti, Nikhil Chopra
Date: 2021-05-31 00:00:00
Tasks: BIG-bench Machine Learning, State Space Models

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent accelerated gradient algorithms are AdaGrad and Adam. AdaGrad is the simplest accelerated gradient method, which is particularly effective for sparse data. Adam has been shown to perform favorably in deep learning problems compared to other methods. In this paper, we propose a new fast optimizer, Generalized AdaGrad (G-AdaGrad), for accelerating the solution of potentially non-convex machine learning problems. Specifically, we adopt a state-space perspective for analyzing the convergence of gradient acceleration algorithms, namely G-AdaGrad and Adam, in machine learning. Our proposed state-space models are governed by ordinary differential equations. We present simple convergence proofs of these two algorithms in the deterministic settings with minimal assumptions. Our analysis also provides intuition behind improving upon AdaGrad's convergence rate. We provide empirical results on MNIST dataset to reinforce our claims on the convergence and performance of G-AdaGrad and Adam.
Node-Variant Graph Filters in Graph Neural Networks
Authors: Fernando Gama, Brendon G. Anderson, Somayeh Sojoudi
Date: 2021-05-31 00:00:00

Graph neural networks (GNNs) have been successfully employed in a myriad of applications involving graph signals. Theoretical findings establish that GNNs use nonlinear activation functions to create low-eigenvalue frequency content that can be processed in a stable manner by subsequent graph convolutional filters. However, the exact shape of the frequency content created by nonlinear functions is not known and cannot be learned. In this work, we use node-variant graph filters (NVGFs) -- which are linear filters capable of creating frequencies -- as a means of investigating the role that frequency creation plays in GNNs. We show that, by replacing nonlinear activation functions by NVGFs, frequency creation mechanisms can be designed or learned. By doing so, the role of frequency creation is separated from the nonlinear nature of traditional GNNs. Simulations on graph signal processing problems are carried out to pinpoint the role of frequency creation.
Variational Combinatorial Sequential Monte Carlo Methods for Bayesian Phylogenetic Inference
Authors: Antonio Khalil Moretti, Liyi Zhang, Christian A. Naesseth, Hadiah Venner, David Blei, Itsik Pe'er
Date: 2021-05-31 00:00:00

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte Carlo (CSMC). However, when MCMC is used for evolutionary parameter learning, convergence requires long runs with inefficient exploration of the state space. We introduce Variational Combinatorial Sequential Monte Carlo (VCSMC), a powerful framework that establishes variational sequential search to learn distributions over intricate combinatorial structures. We then develop nested CSMC, an efficient proposal distribution for CSMC and prove that nested CSMC is an exact approximation to the (intractable) locally optimal proposal. We use nested CSMC to define a second objective, VNCSMC which yields tighter lower bounds than VCSMC. We show that VCSMC and VNCSMC are computationally efficient and explore higher probability spaces than existing methods on a range of tasks.
Early Detection of COVID-19 Hotspots Using Spatio-Temporal Data
Authors: Shixiang Zhu, Alexander Bukharin, Liyan Xie, Khurram Yamin, Shihao Yang, Pinar Keskinocak, Yao Xie
Date: 2021-05-31 00:00:00

Recently, the Centers for Disease Control and Prevention (CDC) has worked with other federal agencies to identify counties with increasing coronavirus disease 2019 (COVID-19) incidence (hotspots) and offers support to local health departments to limit the spread of the disease. Understanding the spatio-temporal dynamics of hotspot events is of great importance to support policy decisions and prevent large-scale outbreaks. This paper presents a spatio-temporal Bayesian framework for early detection of COVID-19 hotspots (at the county level) in the United States. We assume both the observed number of cases and hotspots depend on a class of latent random variables, which encode the underlying spatio-temporal dynamics of the transmission of COVID-19. Such latent variables follow a zero-mean Gaussian process, whose covariance is specified by a non-stationary kernel function. The most salient feature of our kernel function is that deep neural networks are introduced to enhance the model's representative power while still enjoying the interpretability of the kernel. We derive a sparse model and fit the model using a variational learning strategy to circumvent the computational intractability for large data sets. Our model demonstrates better interpretability and superior hotspot-detection performance compared to other baseline methods.
Stable and Interpretable Unrolled Dictionary Learning
Authors: Bahareh Tolooshams, Demba Ba
Date: 2021-05-31 00:00:00
Tasks: Denoising, Dictionary Learning, Image Denoising, Rolling Shutter Correction

The dictionary learning problem, representing data as a combination of a few atoms, has long stood as a popular method for learning representations in statistics and signal processing. The most popular dictionary learning algorithm alternates between sparse coding and dictionary update steps, and a rich literature has studied its theoretical convergence. The success of dictionary learning relies on access to a "good" initial estimate of the dictionary and the ability of the sparse coding step to provide an unbiased estimate of the code. The growing popularity of unrolled sparse coding networks has led to the empirical finding that backpropagation through such networks performs dictionary learning. We offer the theoretical analysis of these empirical results through PUDLE, a Provable Unrolled Dictionary LEarning method. We provide conditions on the network initialization and data distribution sufficient to recover and preserve the support of the latent code. Additionally, we address two challenges; first, the vanilla unrolled sparse coding computes a biased code estimate, and second, gradients during backpropagated learning can become unstable. We show approaches to reduce the bias of the code estimate in the forward pass, and that of the dictionary estimate in the backward pass. We propose strategies to resolve the learning instability by tuning network parameters and modifying the loss function. Overall, we highlight the impact of loss, unrolling, and backpropagation on convergence. We complement our findings through synthetic and image denoising experiments. Finally, we demonstrate PUDLE's interpretability, a driving factor in designing deep networks based on iterative optimizations, by building a mathematical relation between network weights, its output, and the training set.