pwc-archive/papers-with-abstracts huggingface dataset:
Revenue Maximization and Learning in Products Ranking
Authors: Ningyuan Chen, Anran Li, Shuoguang Yang
Date: 2020-12-07 00:00:00

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attention spans, i.e., the maximum number of products they are willing to view, and inspect the products sequentially before purchasing a product or leaving the platform empty-handed when the attention span gets exhausted. Our framework extends the well-known cascade model in two directions: the consumers have random attention spans instead of fixed ones, and the firm maximizes revenues instead of clicking probabilities. We show a nested structure of the optimal product ranking as a function of the attention span when the attention span is fixed. \sg{Using this fact, we develop an approximation algorithm when only the distribution of the attention spans is given. Under mild conditions, it achieves $1/e$ of the revenue of the clairvoyant case when the realized attention span is known. We also show that no algorithms can achieve more than 0.5 of the revenue of the same benchmark. The model and the algorithm can be generalized to the ranking problem when consumers make multiple purchases.} When the conditional purchase probabilities are not known and may depend on consumer and product features, we devise an online learning algorithm that achieves $\tilde{\mathcal{O}}(\sqrt{T})$ regret relative to the approximation algorithm, despite the censoring of information: the attention span of a customer who purchases an item is not observable. Numerical experiments demonstrate the outstanding performance of the approximation and online learning algorithms.
A Deeper Look at the Hessian Eigenspectrum of Deep Neural Networks and its Applications to Regularization
Authors: Adepu Ravi Sankar, Yash Khasbage, Rahul Vigneswaran, Vineeth N Balasubramanian
Date: 2020-12-07 00:00:00

Loss landscape analysis is extremely useful for a deeper understanding of the generalization ability of deep neural network models. In this work, we propose a layerwise loss landscape analysis where the loss surface at every layer is studied independently and also on how each correlates to the overall loss surface. We study the layerwise loss landscape by studying the eigenspectra of the Hessian at each layer. In particular, our results show that the layerwise Hessian geometry is largely similar to the entire Hessian. We also report an interesting phenomenon where the Hessian eigenspectrum of middle layers of the deep neural network are observed to most similar to the overall Hessian eigenspectrum. We also show that the maximum eigenvalue and the trace of the Hessian (both full network and layerwise) reduce as training of the network progresses. We leverage on these observations to propose a new regularizer based on the trace of the layerwise Hessian. Penalizing the trace of the Hessian at every layer indirectly forces Stochastic Gradient Descent to converge to flatter minima, which are shown to have better generalization performance. In particular, we show that such a layerwise regularizer can be leveraged to penalize the middlemost layers alone, which yields promising results. Our empirical studies on well-known deep nets across datasets support the claims of this work
Perfect density models cannot guarantee anomaly detection
Authors: Charline Le Lan, Laurent Dinh
Date: 2020-12-07 00:00:00
Tasks: Active Learning, Anomaly Detection, Out-of-Distribution Detection

Thanks to the tractability of their likelihood, several deep generative models show promise for seemingly straightforward but important applications like anomaly detection, uncertainty estimation, and active learning. However, the likelihood values empirically attributed to anomalies conflict with the expectations these proposed applications suggest. In this paper, we take a closer look at the behavior of distribution densities through the lens of reparametrization and show that these quantities carry less meaningful information than previously thought, beyond estimation issues or the curse of dimensionality. We conclude that the use of these likelihoods for anomaly detection relies on strong and implicit hypotheses, and highlight the necessity of explicitly formulating these assumptions for reliable anomaly detection.
Improving Fairness and Privacy in Selection Problems
Authors: Mohammad Mahdi Khalili, Xueru Zhang, Mahed Abroshan, Somayeh Sojoudi
Date: 2020-12-07 00:00:00
Tasks: Decision Making, Fairness

Supervised learning models have been increasingly used for making decisions about individuals in applications such as hiring, lending, and college admission. These models may inherit pre-existing biases from training datasets and discriminate against protected attributes (e.g., race or gender). In addition to unfairness, privacy concerns also arise when the use of models reveals sensitive personal information. Among various privacy notions, differential privacy has become popular in recent years. In this work, we study the possibility of using a differentially private exponential mechanism as a post-processing step to improve both fairness and privacy of supervised learning models. Unlike many existing works, we consider a scenario where a supervised model is used to select a limited number of applicants as the number of available positions is limited. This assumption is well-suited for various scenarios, such as job application and college admission. We use ``equal opportunity'' as the fairness notion and show that the exponential mechanisms can make the decision-making process perfectly fair. Moreover, the experiments on real-world datasets show that the exponential mechanism can improve both privacy and fairness, with a slight decrease in accuracy compared to the model without post-processing.
Efficient Reservoir Management through Deep Reinforcement Learning
Authors: Xinrun Wang, Tarun Nair, Haoyang Li, Yuh Sheng Reuben Wong, Nachiket Kelkar, Srinivas Vaidyanathan, Rajat Nayak, Bo An, Jagdish Krishnaswamy, Milind Tambe
Date: 2020-12-07 00:00:00
Tasks: Deep Reinforcement Learning, Management, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Dams impact downstream river dynamics through flow regulation and disruption of upstream-downstream linkages. However, current dam operation is far from satisfactory due to the inability to respond the complicated and uncertain dynamics of the upstream-downstream system and various usages of the reservoir. Even further, the unsatisfactory dam operation can cause floods in downstream areas. Therefore, we leverage reinforcement learning (RL) methods to compute efficient dam operation guidelines in this work. Specifically, we build offline simulators with real data and different mathematical models for the upstream inflow, i.e., generalized least square (GLS) and dynamic linear model (DLM), then use the simulator to train the state-of-the-art RL algorithms, including DDPG, TD3 and SAC. Experiments show that the simulator with DLM can efficiently model the inflow dynamics in the upstream and the dam operation policies trained by RL algorithms significantly outperform the human-generated policy.
HEBO Pushing The Limits of Sample-Efficient Hyperparameter Optimisation
Authors: Alexander I. Cowen-Rivers, Wenlong Lyu, Rasul Tutunov, Zhi Wang, Antoine Grosnit, Ryan Rhys Griffiths, Alexandre Max Maraval, Hao Jianye, Jun Wang, Jan Peters, Haitham Bou Ammar
Date: 2020-12-07 00:00:00
Tasks: Bayesian Optimisation, BIG-bench Machine Learning, Hyperparameter Optimization

In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for black-box optimisers. Based on these findings, we propose a Heteroscedastic and Evolutionary Bayesian Optimisation solver (HEBO). HEBO performs non-linear input and output warping, admits exact marginal log-likelihood optimisation and is robust to the values of learned parameters. We demonstrate HEBO's empirical efficacy on the NeurIPS 2020 Black-Box Optimisation challenge, where HEBO placed first. Upon further analysis, we observe that HEBO significantly outperforms existing black-box optimisers on 108 machine learning hyperparameter tuning tasks comprising the Bayesmark benchmark. Our findings indicate that the majority of hyper-parameter tuning tasks exhibit heteroscedasticity and non-stationarity, multi-objective acquisition ensembles with Pareto front solutions improve queried configurations, and robust acquisition maximisers afford empirical advantages relative to their non-robust counterparts. We hope these findings may serve as guiding principles for practitioners of Bayesian optimisation. All code is made available at https://github.com/huawei-noah/HEBO.
Parallel Training of Deep Networks with Local Updates
Authors: Michael Laskin, Luke Metz, Seth Nabarro, Mark Saroufim, Badreddine Noune, Carlo Luschi, Jascha Sohl-Dickstein, Pieter Abbeel
Date: 2020-12-07 00:00:00

Deep learning models trained on large data sets have been widely successful in both vision and language domains. As state-of-the-art deep learning architectures have continued to grow in parameter count so have the compute budgets and times required to train them, increasing the need for compute-efficient methods that parallelize training. Two common approaches to parallelize the training of deep networks have been data and model parallelism. While useful, data and model parallelism suffer from diminishing returns in terms of compute efficiency for large batch sizes. In this paper, we investigate how to continue scaling compute efficiently beyond the point of diminishing returns for large batches through local parallelism, a framework which parallelizes training of individual layers in deep networks by replacing global backpropagation with truncated layer-wise backpropagation. Local parallelism enables fully asynchronous layer-wise parallelism with a low memory footprint, and requires little communication overhead compared with model parallelism. We show results in both vision and language domains across a diverse set of architectures, and find that local parallelism is particularly effective in the high-compute regime.
Learning summary features of time series for likelihood free inference
Authors: Pedro L. C. Rodrigues, Alexandre Gramfort
Date: 2020-12-04 00:00:00
Tasks: Time Series, Time Series Analysis

There has been an increasing interest from the scientific community in using likelihood-free inference (LFI) to determine which parameters of a given simulator model could best describe a set of experimental data. Despite exciting recent results and a wide range of possible applications, an important bottleneck of LFI when applied to time series data is the necessity of defining a set of summary features, often hand-tailored based on domain knowledge. In this work, we present a data-driven strategy for automatically learning summary features from univariate time series and apply it to signals generated from autoregressive-moving-average (ARMA) models and the Van der Pol Oscillator. Our results indicate that learning summary features from data can compete and even outperform LFI methods based on hand-crafted values such as autocorrelation coefficients even in the linear case.
Ranking-based Convolutional Neural Network Models for Peptide-MHC Binding Prediction
Authors: Ziqi Chen, Martin Renqiang Min, Xia Ning
Date: 2020-12-04 00:00:00
Tasks: MHC presentation prediction

T-cell receptors can recognize foreign peptides bound to major histocompatibility complex (MHC) class-I proteins, and thus trigger the adaptive immune response. Therefore, identifying peptides that can bind to MHC class-I molecules plays a vital role in the design of peptide vaccines. Many computational methods, for example, the state-of-the-art allele-specific method MHCflurry, have been developed to predict the binding affinities between peptides and MHC molecules. In this manuscript, we develop two allele-specific Convolutional Neural Network (CNN)-based methods named ConvM and SpConvM to tackle the binding prediction problem. Specifically, we formulate the problem as to optimize the rankings of peptide-MHC bindings via ranking-based learning objectives. Such optimization is more robust and tolerant to the measurement inaccuracy of binding affinities, and therefore enables more accurate prioritization of binding peptides. In addition, we develop a new position encoding method in ConvM and SpConvM to better identify the most important amino acids for the binding events. Our experimental results demonstrate that our models significantly outperform the state-of-the-art methods including MHCflurry with an average percentage improvement of 6.70% on AUC and 17.10% on ROC5 across 128 alleles.
Physics Guided Machine Learning Methods for Hydrology
Authors: Ankush Khandelwal, Shaoming Xu, Xiang Li, Xiaowei Jia, Michael Stienbach, Christopher Duffy, John Nieber, Vipin Kumar
Date: 2020-12-02 00:00:00
Tasks: BIG-bench Machine Learning

Streamflow prediction is one of the key challenges in the field of hydrology due to the complex interplay between multiple non-linear physical mechanisms behind streamflow generation. While physically-based models are rooted in rich understanding of the physical processes, a significant performance gap still remains which can be potentially addressed by leveraging the recent advances in machine learning. The goal of this work is to incorporate our understanding of physical processes and constraints in hydrology into machine learning algorithms, and thus bridge the performance gap while reducing the need for large amounts of data compared to traditional data-driven approaches. In particular, we propose an LSTM based deep learning architecture that is coupled with SWAT (Soil and Water Assessment Tool), an hydrology model that is in wide use today. The key idea of the approach is to model auxiliary intermediate processes that connect weather drivers to streamflow, rather than directly mapping runoff from weather variables which is what a deep learning architecture without physical insight will do. The efficacy of the approach is being analyzed on several small catchments located in the South Branch of the Root River Watershed in southeast Minnesota. Apart from observation data on runoff, the approach also leverages a 200-year synthetic dataset generated by SWAT to improve the performance while reducing convergence time. In the early phases of this study, simpler versions of the physics guided deep learning architectures are being used to achieve a system understanding of the coupling of physics and machine learning. As more complexity is introduced into the present implementation, the framework will be able to generalize to more sophisticated cases where spatial heterogeneity is present.
Multi-Source Data Fusion Outage Location in Distribution Systems via Probabilistic Graph Models
Authors: Yuxuan Yuan, Kaveh Dehghanpour, Zhaoyu Wang, Fankun Bu
Date: 2020-12-04 00:00:00
Tasks: Graph Learning

Efficient outage location is critical to enhancing the resilience of power distribution systems. However, accurate outage location requires combining massive evidence received from diverse data sources, including smart meter (SM) last gasp signals, customer trouble calls, social media messages, weather data, vegetation information, and physical parameters of the network. This is a computationally complex task due to the high dimensionality of data in distribution grids. In this paper, we propose a multi-source data fusion approach to locate outage events in partially observable distribution systems using Bayesian networks (BNs). A novel aspect of the proposed approach is that it takes multi-source evidence and the complex structure of distribution systems into account using a probabilistic graphical method. Our method can radically reduce the computational complexity of outage location inference in high-dimensional spaces. The graphical structure of the proposed BN is established based on the network's topology and the causal relationship between random variables, such as the states of branches/customers and evidence. Utilizing this graphical model, accurate outage locations are obtained by leveraging a Gibbs sampling (GS) method, to infer the probabilities of de-energization for all branches. Compared with commonly-used exact inference methods that have exponential complexity in the size of the BN, GS quantifies the target conditional probability distributions in a timely manner. A case study of several real-world distribution systems is presented to validate the proposed method.
A Hierarchical Deep Actor-Critic Learning Method for Joint Distribution System State Estimation
Authors: Yuxuan Yuan, Kaveh Dehghanpour, Zhaoyu Wang, Fankun Bu
Date: 2020-12-04 00:00:00
Tasks: Computational Efficiency, Hierarchical Reinforcement Learning, State Estimation

Due to increasing penetration of volatile distributed photovoltaic (PV) resources, real-time monitoring of customers at the grid-edge has become a critical task. However, this requires solving the distribution system state estimation (DSSE) jointly for both primary and secondary levels of distribution grids, which is computationally complex and lacks scalability to large systems. To achieve near real-time solutions for DSSE, we present a novel hierarchical reinforcement learning-aided framework: at the first layer, a weighted least squares (WLS) algorithm solves the DSSE over primary medium-voltage feeders; at the second layer, deep actor-critic (A-C) modules are trained for each secondary transformer using measurement residuals to estimate the states of low-voltage circuits and capture the impact of PVs at the grid-edge. While the A-C parameter learning process takes place offline, the trained A-C modules are deployed online for fast secondary grid state estimation; this is the key factor in scalability and computational efficiency of the framework. To maintain monitoring accuracy, the two levels exchange boundary information with each other at the secondary nodes, including transformer voltages (first layer to second layer) and active/reactive total power injection (second layer to first layer). This interactive information passing strategy results in a closed-loop structure that is able to track optimal solutions at both layers in few iterations. Moreover, our model can handle the topology changes using the Jacobian matrices of the first layer. We have performed numerical experiments using real utility data and feeder models to verify the performance of the proposed framework.
Review: Deep Learning Methods for Cybersecurity and Intrusion Detection Systems
Authors: Mayra Macas, Chunming Wu
Date: 2020-12-04 00:00:00
Tasks: Deep Learning, Intrusion Detection, Network Intrusion Detection

As the number of cyber-attacks is increasing, cybersecurity is evolving to a key concern for any business. Artificial Intelligence (AI) and Machine Learning (ML) (in particular Deep Learning - DL) can be leveraged as key enabling technologies for cyber-defense, since they can contribute in threat detection and can even provide recommended actions to cyber analysts. A partnership of industry, academia, and government on a global scale is necessary in order to advance the adoption of AI/ML to cybersecurity and create efficient cyber defense systems. In this paper, we are concerned with the investigation of the various deep learning techniques employed for network intrusion detection and we introduce a DL framework for cybersecurity applications.
Local Extreme Learning Machines and Domain Decomposition for Solving Linear and Nonlinear Partial Differential Equations
Authors: Suchuan Dong, Zongwei Li
Date: 2020-12-04 00:00:00

We present a neural network-based method for solving linear and nonlinear partial differential equations, by combining the ideas of extreme learning machines (ELM), domain decomposition and local neural networks. The field solution on each sub-domain is represented by a local feed-forward neural network, and $C^k$ continuity is imposed on the sub-domain boundaries. Each local neural network consists of a small number of hidden layers, while its last hidden layer can be wide. The weight/bias coefficients in all hidden layers of the local neural networks are pre-set to random values and are fixed, and only the weight coefficients in the output layers are training parameters. The overall neural network is trained by a linear or nonlinear least squares computation, not by the back-propagation type algorithms. We introduce a block time-marching scheme together with the presented method for long-time dynamic simulations. The current method exhibits a clear sense of convergence with respect to the degrees of freedom in the neural network. Its numerical errors typically decrease exponentially or nearly exponentially as the number of degrees of freedom increases. Extensive numerical experiments have been performed to demonstrate the computational performance of the presented method. We compare the current method with the deep Galerkin method (DGM) and the physics-informed neural network (PINN) in terms of the accuracy and computational cost. The current method exhibits a clear superiority, with its numerical errors and network training time considerably smaller (typically by orders of magnitude) than those of DGM and PINN. We also compare the current method with the classical finite element method (FEM). The computational performance of the current method is on par with, and oftentimes exceeds, the FEM performance.
Dataset of Random Relaxations for Crystal Structure Search of Li-Si System
Authors: Gowoon Cheon, Lusann Yang, Kevin McCloskey, Evan J. Reed, Ekin D. Cubuk
Date: 2020-12-05 00:00:00
Tasks: Data Augmentation, Domain Generalization

Crystal structure search is a long-standing challenge in materials design. We present a dataset of more than 100,000 structural relaxations of potential battery anode materials from randomized structures using density functional theory calculations. We illustrate the usage of the dataset by training graph neural networks to predict structural relaxations from randomly generated structures. Our models directly predict stresses in addition to forces, which allows them to accurately simulate relaxations of both ionic positions and lattice vectors. We show that models trained on the molecular dynamics simulations fail to simulate relaxations from random structures, while training on our data leads to up to two orders of magnitude decrease in error for the same task. Our model is able to find an experimentally verified structure of a stoichiometry held out from training. We find that randomly perturbing atomic positions during training improves both the accuracy and out of domain generalization of the models.