pwc-archive/papers-with-abstracts huggingface dataset:
mt5se: An Open Source Framework for Building Autonomous Trading Robots
Authors: Paulo André Lima de Castro
Date: 2021-01-20 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Autonomous trading robots have been studied in artificial intelligence area for quite some time. Many AI techniques have been tested for building autonomous agents able to trade financial assets. These initiatives include traditional neural networks, fuzzy logic, reinforcement learning but also more recent approaches like deep neural networks and deep reinforcement learning. Many developers claim to be successful in creating robots with great performance when simulating execution with historical price series, so called backtesting. However, when these robots are used in real markets frequently they present poor performance in terms of risks and return. In this paper, we propose an open source framework (mt5se) that helps the development, backtesting, live testing and real operation of autonomous traders. We built and tested several traders using mt5se. The results indicate that it may help the development of better traders. Furthermore, we discuss the simple architecture that is used in many studies and propose an alternative multiagent architecture. Such architecture separates two main concerns for portfolio manager (PM) : price prediction and capital allocation. More than achieve a high accuracy, a PM should increase profits when it is right and reduce loss when it is wrong. Furthermore, price prediction is highly dependent of asset's nature and history, while capital allocation is dependent only on analyst's prediction performance and assets' correlation. Finally, we discuss some promising technologies in the area.
Internet of Predictable Things (IoPT) Framework to Increase Cyber-Physical System Resiliency
Authors: Umit Cali, Murat Kuzlu, Vinayak Sharma, Manisa Pipattanasomporn, Ferhat Ozgur Catak
Date: 2021-01-19 00:00:00

During the last two decades, distributed energy systems, especially renewable energy sources (RES), have become more economically viable with increasing market share and penetration levels on power systems. In addition to decarbonization and decentralization of energy systems, digitalization has also become very important. The use of artificial intelligence (AI), advanced optimization algorithms, Industrial Internet of Things (IIoT), and other digitalization frameworks makes modern power system assets more intelligent, while vulnerable to cybersecurity risks. This paper proposes the concept of the Internet of Predictable Things (IoPT) that incorporates advanced data analytics and machine learning methods to increase the resiliency of cyber-physical systems against cybersecurity risks. The proposed concept is demonstrated using a cyber-physical system testbed under a variety of cyber attack scenarios as a proof of concept (PoC).
Safe and Efficient Model-free Adaptive Control via Bayesian Optimization
Authors: Christopher König, Matteo Turchetta, John Lygeros, Alisa Rupenyan, Andreas Krause
Date: 2021-01-19 00:00:00
Tasks: Bayesian Optimization

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard model-based methods with additional information about uncertainties in the dynamics or about disturbances. In this work, we propose a purely data-driven, model-free approach for adaptive control. Tuning low-level controllers based solely on system data raises concerns on the underlying algorithm safety and computational performance. Thus, our approach builds on GoOSE, an algorithm for safe and sample-efficient Bayesian optimization. We introduce several computational and algorithmic modifications in GoOSE that enable its practical use on a rotational motion system. We numerically demonstrate for several types of disturbances that our approach is sample efficient, outperforms constrained Bayesian optimization in terms of safety, and achieves the performance optima computed by grid evaluation. We further demonstrate the proposed adaptive control approach experimentally on a rotational motion system.
Scalable Optimization for Wind Farm Control using Coordination Graphs
Authors: Timothy Verstraeten, Pieter-Jan Daems, Eugenio Bargiacchi, Diederik M. Roijers, Pieter J. K. Libin, Jan Helsen
Date: 2021-01-19 00:00:00
Tasks: Thompson Sampling

Wind farms are a crucial driver toward the generation of ecological and renewable energy. Due to their rapid increase in capacity, contemporary wind farms need to adhere to strict constraints on power output to ensure stability of the electricity grid. Specifically, a wind farm controller is required to match the farm's power production with a power demand imposed by the grid operator. This is a non-trivial optimization problem, as complex dependencies exist between the wind turbines. State-of-the-art wind farm control typically relies on physics-based heuristics that fail to capture the full load spectrum that defines a turbine's health status. When this is not taken into account, the long-term viability of the farm's turbines is put at risk. Given the complex dependencies that determine a turbine's lifetime, learning a flexible and optimal control strategy requires a data-driven approach. However, as wind farms are large-scale multi-agent systems, optimizing control strategies over the full joint action space is intractable. We propose a new learning method for wind farm control that leverages the sparse wind farm structure to factorize the optimization problem. Using a Bayesian approach, based on multi-agent Thompson sampling, we explore the factored joint action space for configurations that match the demand, while considering the lifetime of turbines. We apply our method to a grid-like wind farm layout, and evaluate configurations using a state-of-the-art wind flow simulator. Our results are competitive with a physics-based heuristic approach in terms of demand error, while, contrary to the heuristic, our method prolongs the lifetime of high-risk turbines.
Illuminating the Space of Beatable Lode Runner Levels Produced By Various Generative Adversarial Networks
Authors: Kirby Steckel, Jacob Schrum
Date: 2021-01-19 00:00:00
Tasks: Diversity

Generative Adversarial Networks (GANs) are capable of generating convincing imitations of elements from a training set, but the distribution of elements in the training set affects to difficulty of properly training the GAN and the quality of the outputs it produces. This paper looks at six different GANs trained on different subsets of data from the game Lode Runner. The quality diversity algorithm MAP-Elites was used to explore the set of quality levels that could be produced by each GAN, where quality was defined as being beatable and having the longest solution path possible. Interestingly, a GAN trained on only 20 levels generated the largest set of diverse beatable levels while a GAN trained on 150 levels generated the smallest set of diverse beatable levels, thus challenging the notion that more is always better when training GANs.
IntentNet: Learning to Predict Intention from Raw Sensor Data
Authors: Sergio Casas, Wenjie Luo, Raquel Urtasun
Date: 2021-01-20 00:00:00

In order to plan a safe maneuver, self-driving vehicles need to understand the intent of other traffic participants. We define intent as a combination of discrete high-level behaviors as well as continuous trajectories describing future motion. In this paper, we develop a one-stage detector and forecaster that exploits both 3D point clouds produced by a LiDAR sensor as well as dynamic maps of the environment. Our multi-task model achieves better accuracy than the respective separate modules while saving computation, which is critical to reducing reaction time in self-driving applications.
Noise Learning Based Denoising Autoencoder
Authors: Woong-Hee Lee, Mustafa Ozger, Ursula Challita, Ki Won Sung
Date: 2021-01-20 00:00:00
Tasks: Denoising

This letter introduces a new denoiser that modifies the structure of denoising autoencoder (DAE), namely noise learning based DAE (nlDAE). The proposed nlDAE learns the noise of the input data. Then, the denoising is performed by subtracting the regenerated noise from the noisy input. Hence, nlDAE is more effective than DAE when the noise is simpler to regenerate than the original data. To validate the performance of nlDAE, we provide three case studies: signal restoration, symbol demodulation, and precise localization. Numerical results suggest that nlDAE requires smaller latent space dimension and smaller training dataset compared to DAE.
WeChat AI & ICT's Submission for DSTC9 Interactive Dialogue Evaluation Track
Authors: Zekang Li, Zongjia Li, Jinchao Zhang, Yang Feng, Jie zhou
Date: 2021-01-20 00:00:00
Tasks: Dialogue Evaluation, Language Modeling, Language Modelling, Task 2

We participate in the DSTC9 Interactive Dialogue Evaluation Track (Gunasekara et al. 2020) sub-task 1 (Knowledge Grounded Dialogue) and sub-task 2 (Interactive Dialogue). In sub-task 1, we employ a pre-trained language model to generate topic-related responses and propose a response ensemble method for response selection. In sub-task2, we propose a novel Dialogue Planning Model (DPM) to capture conversation flow in the interaction with humans. We also design an integrated open-domain dialogue system containing pre-process, dialogue model, scoring model, and post-process, which can generate fluent, coherent, consistent, and humanlike responses. We tie 1st on human ratings and also get the highest Meteor, and Bert-score in sub-task 1, and rank 3rd on interactive human evaluation in sub-task 2.
Directed Acyclic Graph Neural Networks
Authors: Veronika Thost, Jie Chen
Date: 2021-01-20 00:00:00
Proceeding: ICLR 2021 1
Tasks: Graph Neural Network, Graph Property Prediction, Inductive Bias

Graph-structured data ubiquitously appears in science and engineering. Graph neural networks (GNNs) are designed to exploit the relational inductive bias exhibited in graphs; they have been shown to outperform other forms of neural networks in scenarios where structure information supplements node features. The most common GNN architecture aggregates information from neighborhoods based on message passing. Its generality has made it broadly applicable. In this paper, we focus on a special, yet widely used, type of graphs -- DAGs -- and inject a stronger inductive bias -- partial ordering -- into the neural network design. We propose the \emph{directed acyclic graph neural network}, DAGNN, an architecture that processes information according to the flow defined by the partial order. DAGNN can be considered a framework that entails earlier works as special cases (e.g., models for trees and models updating node representations recurrently), but we identify several crucial components that prior architectures lack. We perform comprehensive experiments, including ablation studies, on representative DAG datasets (i.e., source code, neural architectures, and probabilistic graphical models) and demonstrate the superiority of DAGNN over simpler DAG architectures as well as general graph architectures.
DynaComm: Accelerating Distributed CNN Training between Edges and Clouds through Dynamic Communication Scheduling
Authors: Shangming Cai, Dongsheng Wang, Haixia Wang, Yongqiang Lyu, Guangquan Xu, Xi Zheng, Athanasios V. Vasilakos
Date: 2021-01-20 00:00:00
Tasks: Scheduling

To reduce uploading bandwidth and address privacy concerns, deep learning at the network edge has been an emerging topic. Typically, edge devices collaboratively train a shared model using real-time generated data through the Parameter Server framework. Although all the edge devices can share the computing workloads, the distributed training processes over edge networks are still time-consuming due to the parameters and gradients transmission procedures between parameter servers and edge devices. Focusing on accelerating distributed Convolutional Neural Networks (CNNs) training at the network edge, we present DynaComm, a novel scheduler that dynamically decomposes each transmission procedure into several segments to achieve optimal layer-wise communications and computations overlapping during run-time. Through experiments, we verify that DynaComm manages to achieve optimal layer-wise scheduling for all cases compared to competing strategies while the model accuracy remains untouched.
UPDeT: Universal Multi-agent Reinforcement Learning via Policy Decoupling with Transformers
Authors: Siyi Hu, Fengda Zhu, Xiaojun Chang, Xiaodan Liang
Date: 2021-01-20 00:00:00
Tasks: Multi-agent Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), SMAC, SMAC+

Recent advances in multi-agent reinforcement learning have been largely limited in training one model from scratch for every new task. The limitation is due to the restricted model architecture related to fixed input and output dimensions. This hinders the experience accumulation and transfer of the learned agent over tasks with diverse levels of difficulty (e.g. 3 vs 3 or 5 vs 6 multi-agent games). In this paper, we make the first attempt to explore a universal multi-agent reinforcement learning pipeline, designing one single architecture to fit tasks with the requirement of different observation and action configurations. Unlike previous RNN-based models, we utilize a transformer-based model to generate a flexible policy by decoupling the policy distribution from the intertwined input observation with an importance weight measured by the merits of the self-attention mechanism. Compared to a standard transformer block, the proposed model, named as Universal Policy Decoupling Transformer (UPDeT), further relaxes the action restriction and makes the multi-agent task's decision process more explainable. UPDeT is general enough to be plugged into any multi-agent reinforcement learning pipeline and equip them with strong generalization abilities that enables the handling of multiple tasks at a time. Extensive experiments on large-scale SMAC multi-agent competitive games demonstrate that the proposed UPDeT-based multi-agent reinforcement learning achieves significant results relative to state-of-the-art approaches, demonstrating advantageous transfer capability in terms of both performance and training speed (10 times faster).
NEMR: Network Embedding on Metric of Relation
Authors: Luodi Xie, Hong Shen, Jiaxin Ren
Date: 2021-01-20 00:00:00
Tasks: Link Prediction, Network Embedding, Node Classification, Relation, Variational Inference

Network embedding maps the nodes of a given network into a low-dimensional space such that the semantic similarities among the nodes can be effectively inferred. Most existing approaches use inner-product of node embedding to measure the similarity between nodes leading to the fact that they lack the capacity to capture complex relationships among nodes. Besides, they take the path in the network just as structural auxiliary information when inferring node embeddings, while paths in the network are formed with rich user informations which are semantically relevant and cannot be ignored. In this paper, We propose a novel method called Network Embedding on the Metric of Relation, abbreviated as NEMR, which can learn the embeddings of nodes in a relational metric space efficiently. First, our NEMR models the relationships among nodes in a metric space with deep learning methods including variational inference that maps the relationship of nodes to a gaussian distribution so as to capture the uncertainties. Secondly, our NEMR considers not only the equivalence of multiple-paths but also the natural order of a single-path when inferring embeddings of nodes, which makes NEMR can capture the multiple relationships among nodes since multiple paths contain rich user information, e.g., age, hobby and profession. Experimental results on several public datasets show that the NEMR outperforms the state-of-the-art methods on relevant inference tasks including link prediction and node classification.
Adversarial Attacks for Tabular Data: Application to Fraud Detection and Imbalanced Data
Authors: Francesco Cartella, Orlando Anunciacao, Yuki Funabiki, Daisuke Yamaguchi, Toru Akishita, Olivier Elshocht
Date: 2021-01-20 00:00:00
Tasks: Fraud Detection, image-classification, Image Classification

Guaranteeing the security of transactional systems is a crucial priority of all institutions that process transactions, in order to protect their businesses against cyberattacks and fraudulent attempts. Adversarial attacks are novel techniques that, other than being proven to be effective to fool image classification models, can also be applied to tabular data. Adversarial attacks aim at producing adversarial examples, in other words, slightly modified inputs that induce the Artificial Intelligence (AI) system to return incorrect outputs that are advantageous for the attacker. In this paper we illustrate a novel approach to modify and adapt state-of-the-art algorithms to imbalanced tabular data, in the context of fraud detection. Experimental results show that the proposed modifications lead to a perfect attack success rate, obtaining adversarial examples that are also less perceptible when analyzed by humans. Moreover, when applied to a real-world production system, the proposed techniques shows the possibility of posing a serious threat to the robustness of advanced AI-based fraud detection procedures.
Flocking and Collision Avoidance for a Dynamic Squad of Fixed-Wing UAVs Using Deep Reinforcement Learning
Authors: Chao Yan, Xiaojia Xiang, Chang Wang, Zhen Lan
Date: 2021-01-20 00:00:00
Tasks: Collision Avoidance, Decision Making, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Developing the flocking behavior for a dynamic squad of fixed-wing UAVs is still a challenge due to kinematic complexity and environmental uncertainty. In this paper, we deal with the decentralized flocking and collision avoidance problem through deep reinforcement learning (DRL). Specifically, we formulate a decentralized DRL-based decision making framework from the perspective of every follower, where a collision avoidance mechanism is integrated into the flocking controller. Then, we propose a novel reinforcement learning algorithm PS-CACER for training a shared control policy for all the followers. Besides, we design a plug-n-play embedding module based on convolutional neural networks and the attention mechanism. As a result, the variable-length system state can be encoded into a fixed-length embedding vector, which makes the learned DRL policy independent with the number and the order of followers. Finally, numerical simulation results demonstrate the effectiveness of the proposed method, and the learned policies can be directly transferred to semi-physical simulation without any parameter finetuning.
Classifying Scientific Publications with BERT -- Is Self-Attention a Feature Selection Method?
Authors: Andres Garcia-Silva, Jose Manuel Gomez-Perez
Date: 2021-01-20 00:00:00
Tasks: Articles, Classification, feature selection, General Classification, text-classification, Text Classification

We investigate the self-attention mechanism of BERT in a fine-tuning scenario for the classification of scientific articles over a taxonomy of research disciplines. We observe how self-attention focuses on words that are highly related to the domain of the article. Particularly, a small subset of vocabulary words tends to receive most of the attention. We compare and evaluate the subset of the most attended words with feature selection methods normally used for text classification in order to characterize self-attention as a possible feature selection approach. Using ConceptNet as ground truth, we also find that attended words are more related to the research fields of the articles. However, conventional feature selection methods are still a better option to learn classifiers from scratch. This result suggests that, while self-attention identifies domain-relevant terms, the discriminatory information in BERT is encoded in the contextualized outputs and the classification layer. It also raises the question whether injecting feature selection methods in the self-attention mechanism could further optimize single sequence classification using transformers.
Zero-Cost Proxies for Lightweight NAS
Authors: Mohamed S. Abdelfattah, Abhinav Mehrotra, Łukasz Dudziak, Nicholas D. Lane
Date: 2021-01-20 00:00:00
Proceeding: ICLR 2021 1
Tasks: Neural Architecture Search

Neural Architecture Search (NAS) is quickly becoming the standard methodology to design neural network models. However, NAS is typically compute-intensive because multiple models need to be evaluated before choosing the best one. To reduce the computational power and time needed, a proxy task is often used for evaluating each model instead of full training. In this paper, we evaluate conventional reduced-training proxies and quantify how well they preserve ranking between multiple models during search when compared with the rankings produced by final trained accuracy. We propose a series of zero-cost proxies, based on recent pruning literature, that use just a single minibatch of training data to compute a model's score. Our zero-cost proxies use 3 orders of magnitude less computation but can match and even outperform conventional proxies. For example, Spearman's rank correlation coefficient between final validation accuracy and our best zero-cost proxy on NAS-Bench-201 is 0.82, compared to 0.61 for EcoNAS (a recently proposed reduced-training proxy). Finally, we use these zero-cost proxies to enhance existing NAS search algorithms such as random search, reinforcement learning, evolutionary search and predictor-based search. For all search methodologies and across three different NAS datasets, we are able to significantly improve sample efficiency, and thereby decrease computation, by using our zero-cost proxies. For example on NAS-Bench-101, we achieved the same accuracy 4$\times$ quicker than the best previous result. Our code is made public at: https://github.com/mohsaied/zero-cost-nas.
SUGAR: Subgraph Neural Network with Reinforcement Pooling and Self-Supervised Mutual Information Mechanism
Authors: Qingyun Sun, JianXin Li, Hao Peng, Jia Wu, Yuanxing Ning, Phillip S. Yu, Lifang He
Date: 2021-01-20 00:00:00
Tasks: Graph Classification, Graph Neural Network, Graph Representation Learning, Representation Learning

Graph representation learning has attracted increasing research attention. However, most existing studies fuse all structural features and node attributes to provide an overarching view of graphs, neglecting finer substructures' semantics, and suffering from interpretation enigmas. This paper presents a novel hierarchical subgraph-level selection and embedding based graph neural network for graph classification, namely SUGAR, to learn more discriminative subgraph representations and respond in an explanatory way. SUGAR reconstructs a sketched graph by extracting striking subgraphs as the representative part of the original graph to reveal subgraph-level patterns. To adaptively select striking subgraphs without prior knowledge, we develop a reinforcement pooling mechanism, which improves the generalization ability of the model. To differentiate subgraph representations among graphs, we present a self-supervised mutual information mechanism to encourage subgraph embedding to be mindful of the global graph structural properties by maximizing their mutual information. Extensive experiments on six typical bioinformatics datasets demonstrate a significant and consistent improvement in model quality with competitive performance and interpretability.