pwc-archive/papers-with-abstracts huggingface dataset:
Learning by Active Forgetting for Neural Networks
Authors: Jian Peng, Xian Sun, Min Deng, Chao Tao, Bo Tang, Wenbo Li, Guohua Wu, QingZhu, Yu Liu, Tao Lin, Haifeng Li
Date: 2021-11-21 00:00:00
Tasks: Lifelong learning

Remembering and forgetting mechanisms are two sides of the same coin in a human learning-memory system. Inspired by human brain memory mechanisms, modern machine learning systems have been working to endow machine with lifelong learning capability through better remembering while pushing the forgetting as the antagonist to overcome. Nevertheless, this idea might only see the half picture. Up until very recently, increasing researchers argue that a brain is born to forget, i.e., forgetting is a natural and active process for abstract, rich, and flexible representations. This paper presents a learning model by active forgetting mechanism with artificial neural networks. The active forgetting mechanism (AFM) is introduced to a neural network via a "plug-and-play" forgetting layer (P\&PF), consisting of groups of inhibitory neurons with Internal Regulation Strategy (IRS) to adjust the extinction rate of themselves via lateral inhibition mechanism and External Regulation Strategy (ERS) to adjust the extinction rate of excitatory neurons via inhibition mechanism. Experimental studies have shown that the P\&PF offers surprising benefits: self-adaptive structure, strong generalization, long-term learning and memory, and robustness to data and parameter perturbation. This work sheds light on the importance of forgetting in the learning process and offers new perspectives to understand the underlying mechanisms of neural networks.
A Review on The Division of Magnetic Resonant Prostate Images with Deep Learning
Authors: Elcin Huseyn, Emin Mammadov, Mohammad Hoseini
Date: 2021-11-20 00:00:00
Tasks: Deep Learning

Deep learning; it is often used in dividing processes on images in the biomedical field. In recent years, it has been observed that there is an increase in the division procedures performed on prostate images using deep learning compared to other methods of image division. Looking at the literature; It is seen that the process of dividing prostate images, which are carried out with deep learning, is an important step for the diagnosis and treatment of prostate cancer. For this reason, in this study; to be a source for future splitting operations; deep learning splitting procedures on prostate images obtained from magnetic resonance (MRI) imaging devices were examined.
MCS-HMS: A Multi-Cluster Selection Strategy for the Human Mental Search Algorithm
Authors: Ehsan Bojnordi, Seyed Jalaleddin Mousavirad, Gerald Schaefer, Iakov Korovin
Date: 2021-11-20 00:00:00

Population-based metaheuristic algorithms have received significant attention in global optimisation. Human Mental Search (HMS) is a relatively recent population-based metaheuristic that has been shown to work well in comparison to other algorithms. However, HMS is time-consuming and suffers from relatively poor exploration. Having clustered the candidate solutions, HMS selects a winner cluster with the best mean objective function. This is not necessarily the best criterion to choose the winner group and limits the exploration ability of the algorithm. In this paper, we propose an improvement to the HMS algorithm in which the best bids from multiple clusters are used to benefit from enhanced exploration. We also use a one-step k-means algorithm in the clustering phase to improve the speed of the algorithm. Our experimental results show that MCS-HMS outperforms HMS as well as other population-based metaheuristic algorithms
Modeling Irregular Time Series with Continuous Recurrent Units
Authors: Mona Schirmer, Mazin Eltayeb, Stefan Lessmann, Maja Rudolph
Date: 2021-11-22 00:00:00
Tasks: Decoder, Irregular Time Series, Time Series, Time Series Analysis

Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are irregular and can carry important information. To address this challenge, we propose continuous recurrent units (CRUs) -- a neural architecture that can naturally handle irregular intervals between observations. The CRU assumes a hidden state, which evolves according to a linear stochastic differential equation and is integrated into an encoder-decoder framework. The recursive computations of the CRU can be derived using the continuous-discrete Kalman filter and are in closed form. The resulting recurrent architecture has temporal continuity between hidden states and a gating mechanism that can optimally integrate noisy observations. We derive an efficient parameterization scheme for the CRU that leads to a fast implementation f-CRU. We empirically study the CRU on a number of challenging datasets and find that it can interpolate irregular time series better than methods based on neural ordinary differential equations.
Cycle Consistent Probability Divergences Across Different Spaces
Authors: Zhengxin Zhang, Youssef Mroueh, Ziv Goldfeld, Bharath K. Sriperumbudur
Date: 2021-11-22 00:00:00
Tasks: Computational Efficiency, Generative Adversarial Network

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence between data points is desired. Motivated to explicitly encode consistent bidirectional maps into the discrepancy measure, this work proposes a novel unbalanced Monge optimal transport formulation for matching, up to isometries, distributions on different spaces. Our formulation arises as a principled relaxation of the Gromov-Haussdroff distance between metric spaces, and employs two cycle-consistent maps that push forward each distribution onto the other. We study structural properties of the proposed discrepancy and, in particular, show that it captures the popular cycle-consistent generative adversarial network (GAN) framework as a special case, thereby providing the theory to explain it. Motivated by computational efficiency, we then kernelize the discrepancy and restrict the mappings to parametric function classes. The resulting kernelized version is coined the generalized maximum mean discrepancy (GMMD). Convergence rates for empirical estimation of GMMD are studied and experiments to support our theory are provided.
Private and polynomial time algorithms for learning Gaussians and beyond
Authors: Hassan Ashtiani, Christopher Liaw
Date: 2021-11-22 00:00:00

We present a fairly general framework for reducing $(\varepsilon, \delta)$ differentially private (DP) statistical estimation to its non-private counterpart. As the main application of this framework, we give a polynomial time and $(\varepsilon,\delta)$-DP algorithm for learning (unrestricted) Gaussian distributions in $\mathbb{R}^d$. The sample complexity of our approach for learning the Gaussian up to total variation distance $\alpha$ is $\widetilde{O}(d^2/\alpha^2 + d^2\sqrt{\ln(1/\delta)}/\alpha \varepsilon + d\ln(1/\delta) / \alpha \varepsilon)$ matching (up to logarithmic factors) the best known information-theoretic (non-efficient) sample complexity upper bound due to Aden-Ali, Ashtiani, and Kamath (ALT'21). In an independent work, Kamath, Mouzakis, Singhal, Steinke, and Ullman (arXiv:2111.04609) proved a similar result using a different approach and with $O(d^{5/2})$ sample complexity dependence on $d$. As another application of our framework, we provide the first polynomial time $(\varepsilon, \delta)$-DP algorithm for robust learning of (unrestricted) Gaussians with sample complexity $\widetilde{O}(d^{3.5})$. In another independent work, Kothari, Manurangsi, and Velingker (arXiv:2112.03548) also provided a polynomial time $(\varepsilon, \delta)$-DP algorithm for robust learning of Gaussians with sample complexity $\widetilde{O}(d^8)$.
Learning PSD-valued functions using kernel sums-of-squares
Authors: Boris Muzellec, Francis Bach, Alessandro Rudi
Date: 2021-11-22 00:00:00
Tasks: Metric Learning, regression

Shape constraints such as positive semi-definiteness (PSD) for matrices or convexity for functions play a central role in many applications in machine learning and sciences, including metric learning, optimal transport, and economics. Yet, very few function models exist that enforce PSD-ness or convexity with good empirical performance and theoretical guarantees. In this paper, we introduce a kernel sum-of-squares model for functions that take values in the PSD cone, which extends kernel sums-of-squares models that were recently proposed to encode non-negative scalar functions. We provide a representer theorem for this class of PSD functions, show that it constitutes a universal approximator of PSD functions, and derive eigenvalue bounds in the case of subsampled equality constraints. We then apply our results to modeling convex functions, by enforcing a kernel sum-of-squares representation of their Hessian, and show that any smooth and strongly convex function may be thus represented. Finally, we illustrate our methods on a PSD matrix-valued regression task, and on scalar-valued convex regression.
Transfer Learning with Gaussian Processes for Bayesian Optimization
Authors: Petru Tighineanu, Kathrin Skubch, Paul Baireuther, Attila Reiss, Felix Berkenkamp, Julia Vinogradska
Date: 2021-11-22 00:00:00
Tasks: Bayesian Optimization, Gaussian Processes, Transfer Learning

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a prior based on large amount of data, in the low-data regime methods that exploit the closed-form posterior of Gaussian processes (GPs) have an advantage. In this setting, several analytically tractable transfer-model posteriors have been proposed, but the relative advantages of these methods are not well understood. In this paper, we provide a unified view on hierarchical GP models for transfer learning, which allows us to analyze the relationship between methods. As part of the analysis, we develop a novel closed-form boosted GP transfer model that fits between existing approaches in terms of complexity. We evaluate the performance of the different approaches in large-scale experiments and highlight strengths and weaknesses of the different transfer-learning methods.
Plant 'n' Seek: Can You Find the Winning Ticket?
Authors: Jonas Fischer, Rebekka Burkholz
Date: 2021-11-22 00:00:00
Proceeding: ICLR 2022 4

The lottery ticket hypothesis has sparked the rapid development of pruning algorithms that aim to reduce the computational costs associated with deep learning during training and model deployment. Currently, such algorithms are primarily evaluated on imaging data, for which we lack ground truth information and thus the understanding of how sparse lottery tickets could be. To fill this gap, we develop a framework that allows us to plant and hide winning tickets with desirable properties in randomly initialized neural networks. To analyze the ability of state-of-the-art pruning to identify tickets of extreme sparsity, we design and hide such tickets solving four challenging tasks. In extensive experiments, we observe similar trends as in imaging studies, indicating that our framework can provide transferable insights into realistic problems. Additionally, we can now see beyond such relative trends and highlight limitations of current pruning methods. Based on our results, we conclude that the current limitations in ticket sparsity are likely of algorithmic rather than fundamental nature. We anticipate that comparisons to planted tickets will facilitate future developments of efficient pruning algorithms.
On the Existence of Universal Lottery Tickets
Authors: Rebekka Burkholz, Nilanjana Laha, Rajarshi Mukherjee, Alkis Gotovos
Date: 2021-11-22 00:00:00
Proceeding: ICLR 2022 4

The lottery ticket hypothesis conjectures the existence of sparse subnetworks of large randomly initialized deep neural networks that can be successfully trained in isolation. Recent work has experimentally observed that some of these tickets can be practically reused across a variety of tasks, hinting at some form of universality. We formalize this concept and theoretically prove that not only do such universal tickets exist but they also do not require further training. Our proofs introduce a couple of technical innovations related to pruning for strong lottery tickets, including extensions of subset sum results and a strategy to leverage higher amounts of depth. Our explicit sparse constructions of universal function families might be of independent interest, as they highlight representational benefits induced by univariate convolutional architectures.
IAD: Indirect Anomalous VMMs Detection in the Cloud-based Environment
Authors: Anshul Jindal, Ilya Shakhat, Jorge Cardoso, Michael Gerndt, Vladimir Podolskiy
Date: 2021-11-22 00:00:00
Tasks: Cloud Computing

Server virtualization in the form of virtual machines (VMs) with the use of a hypervisor or a Virtual Machine Monitor (VMM) is an essential part of cloud computing technology to provide infrastructure-as-a-service (IaaS). A fault or an anomaly in the VMM can propagate to the VMs hosted on it and ultimately affect the availability and reliability of the applications running on those VMs. Therefore, identifying and eventually resolving it quickly is highly important. However, anomalous VMM detection is a challenge in the cloud environment since the user does not have access to the VMM. This paper addresses this challenge of anomalous VMM detection in the cloud-based environment without having any knowledge or data from VMM by introducing a novel machine learning-based algorithm called IAD: Indirect Anomalous VMMs Detection. This algorithm solely uses the VM's resources utilization data hosted on those VMMs for the anomalous VMMs detection. The developed algorithm's accuracy was tested on four datasets comprising the synthetic and real and compared against four other popular algorithms, which can also be used to the described problem. It was found that the proposed IAD algorithm has an average F1-score of 83.7% averaged across four datasets, and also outperforms other algorithms by an average F1-score of 11\%.
Density Ratio Estimation via Infinitesimal Classification
Authors: Kristy Choi, Chenlin Meng, Yang song, Stefano Ermon
Date: 2021-11-22 00:00:00
Tasks: Classification, Density Ratio Estimation, Mutual Information Estimation

Density ratio estimation (DRE) is a fundamental machine learning technique for comparing two probability distributions. However, existing methods struggle in high-dimensional settings, as it is difficult to accurately compare probability distributions based on finite samples. In this work we propose DRE-\infty, a divide-and-conquer approach to reduce DRE to a series of easier subproblems. Inspired by Monte Carlo methods, we smoothly interpolate between the two distributions via an infinite continuum of intermediate bridge distributions. We then estimate the instantaneous rate of change of the bridge distributions indexed by time (the "time score") -- a quantity defined analogously to data (Stein) scores -- with a novel time score matching objective. Crucially, the learned time scores can then be integrated to compute the desired density ratio. In addition, we show that traditional (Stein) scores can be used to obtain integration paths that connect regions of high density in both distributions, improving performance in practice. Empirically, we demonstrate that our approach performs well on downstream tasks such as mutual information estimation and energy-based modeling on complex, high-dimensional datasets.
How do kernel-based sensor fusion algorithms behave under high dimensional noise?
Authors: Xiucai Ding, Hau-Tieng Wu
Date: 2021-11-22 00:00:00
Tasks: Sensor Fusion

We study the behavior of two kernel based sensor fusion algorithms, nonparametric canonical correlation analysis (NCCA) and alternating diffusion (AD), under the nonnull setting that the clean datasets collected from two sensors are modeled by a common low dimensional manifold embedded in a high dimensional Euclidean space and the datasets are corrupted by high dimensional noise. We establish the asymptotic limits and convergence rates for the eigenvalues of the associated kernel matrices assuming that the sample dimension and sample size are comparably large, where NCCA and AD are conducted using the Gaussian kernel. It turns out that both the asymptotic limits and convergence rates depend on the signal-to-noise ratio (SNR) of each sensor and selected bandwidths. On one hand, we show that if NCCA and AD are directly applied to the noisy point clouds without any sanity check, it may generate artificial information that misleads scientists' interpretation. On the other hand, we prove that if the bandwidths are selected adequately, both NCCA and AD can be made robust to high dimensional noise when the SNRs are relatively large.
Offline Reinforcement Learning: Fundamental Barriers for Value Function Approximation
Authors: Dylan J. Foster, Akshay Krishnamurthy, David Simchi-Levi, Yunzong Xu
Date: 2021-11-21 00:00:00
Tasks: Decision Making, Offline RL, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or continuous state spaces -- is becoming increasingly relevant in practice, because it avoids costly and time-consuming online data collection and is well suited to safety-critical domains. Existing sample complexity guarantees for offline value function approximation methods typically require both (1) distributional assumptions (i.e., good coverage) and (2) representational assumptions (i.e., ability to represent some or all $Q$-value functions) stronger than what is required for supervised learning. However, the necessity of these conditions and the fundamental limits of offline RL are not well understood in spite of decades of research. This led Chen and Jiang (2019) to conjecture that concentrability (the most standard notion of coverage) and realizability (the weakest representation condition) alone are not sufficient for sample-efficient offline RL. We resolve this conjecture in the positive by proving that in general, even if both concentrability and realizability are satisfied, any algorithm requires sample complexity polynomial in the size of the state space to learn a non-trivial policy. Our results show that sample-efficient offline reinforcement learning requires either restrictive coverage conditions or representation conditions that go beyond supervised learning, and highlight a phenomenon called over-coverage which serves as a fundamental barrier for offline value function approximation methods. A consequence of our results for reinforcement learning with linear function approximation is that the separation between online and offline RL can be arbitrarily large, even in constant dimension.
Decorrelated Variable Importance
Authors: Isabella Verdinelli, Larry Wasserman
Date: 2021-11-21 00:00:00

Because of the widespread use of black box prediction methods such as random forests and neural nets, there is renewed interest in developing methods for quantifying variable importance as part of the broader goal of interpretable prediction. A popular approach is to define a variable importance parameter - known as LOCO (Leave Out COvariates) - based on dropping covariates from a regression model. This is essentially a nonparametric version of R-squared. This parameter is very general and can be estimated nonparametrically, but it can be hard to interpret because it is affected by correlation between covariates. We propose a method for mitigating the effect of correlation by defining a modified version of LOCO. This new parameter is difficult to estimate nonparametrically, but we show how to estimate it using semiparametric models.
Jointly Dynamic Topic Model for Recognition of Lead-lag Relationship in Two Text Corpora
Authors: Yandi Zhu, Xiaoling Lu, Jingya Hong, Feifei Wang
Date: 2021-11-21 00:00:00
Tasks: Dynamic Topic Modeling

Topic evolution modeling has received significant attentions in recent decades. Although various topic evolution models have been proposed, most studies focus on the single document corpus. However in practice, we can easily access data from multiple sources and also observe relationships between them. Then it is of great interest to recognize the relationship between multiple text corpora and further utilize this relationship to improve topic modeling. In this work, we focus on a special type of relationship between two text corpora, which we define as the "lead-lag relationship". This relationship characterizes the phenomenon that one text corpus would influence the topics to be discussed in the other text corpus in the future. To discover the lead-lag relationship, we propose a jointly dynamic topic model and also develop an embedding extension to address the modeling problem of large-scale text corpus. With the recognized lead-lag relationship, the similarities of the two text corpora can be figured out and the quality of topic learning in both corpora can be improved. We numerically investigate the performance of the jointly dynamic topic modeling approach using synthetic data. Finally, we apply the proposed model on two text corpora consisting of statistical papers and the graduation theses. Results show the proposed model can well recognize the lead-lag relationship between the two corpora, and the specific and shared topic patterns in the two corpora are also discovered.
A Data-Driven Line Search Rule for Support Recovery in High-dimensional Data Analysis
Authors: Peili Li, Yuling Jiao, Xiliang Lu, Lican Kang
Date: 2021-11-21 00:00:00
Tasks: regression

In this work, we consider the algorithm to the (nonlinear) regression problems with $\ell_0$ penalty. The existing algorithms for $\ell_0$ based optimization problem are often carried out with a fixed step size, and the selection of an appropriate step size depends on the restricted strong convexity and smoothness for the loss function, hence it is difficult to compute in practical calculation. In sprite of the ideas of support detection and root finding \cite{HJK2020}, we proposes a novel and efficient data-driven line search rule to adaptively determine the appropriate step size. We prove the $\ell_2$ error bound to the proposed algorithm without much restrictions for the cost functional. A large number of numerical comparisons with state-of-the-art algorithms in linear and logistic regression problems show the stability, effectiveness and superiority of the proposed algorithms.