pwc-archive/papers-with-abstracts huggingface dataset:
Backdoor Defense via Decoupling the Training Process
Authors: Kunzhe Huang, Yiming Li, Baoyuan Wu, Zhan Qin, Kui Ren
Date: 2022-02-05 00:00:00
Proceeding: ICLR 2022 4
Tasks: backdoor defense, Self-Supervised Learning

Recent studies have revealed that deep neural networks (DNNs) are vulnerable to backdoor attacks, where attackers embed hidden backdoors in the DNN model by poisoning a few training samples. The attacked model behaves normally on benign samples, whereas its prediction will be maliciously changed when the backdoor is activated. We reveal that poisoned samples tend to cluster together in the feature space of the attacked DNN model, which is mostly due to the end-to-end supervised training paradigm. Inspired by this observation, we propose a novel backdoor defense via decoupling the original end-to-end training process into three stages. Specifically, we first learn the backbone of a DNN model via \emph{self-supervised learning} based on training samples without their labels. The learned backbone will map samples with the same ground-truth label to similar locations in the feature space. Then, we freeze the parameters of the learned backbone and train the remaining fully connected layers via standard training with all (labeled) training samples. Lastly, to further alleviate side-effects of poisoned samples in the second stage, we remove labels of some `low-credible' samples determined based on the learned model and conduct a \emph{semi-supervised fine-tuning} of the whole model. Extensive experiments on multiple benchmark datasets and DNN models verify that the proposed defense is effective in reducing backdoor threats while preserving high accuracy in predicting benign samples. Our code is available at \url{https://github.com/SCLBD/DBD}.
Structured Prediction Problem Archive
Authors: Paul Swoboda, Bjoern Andres, Andrea Hornakova, Florian Bernard, Jannik Irmai, Paul Roetzer, Bogdan Savchynskyy, David Stein, Ahmed Abbas
Date: 2022-02-04 00:00:00
Tasks: Benchmarking, Prediction, Structured Prediction

Structured prediction problems are one of the fundamental tools in machine learning. In order to facilitate algorithm development for their numerical solution, we collect in one place a large number of datasets in easy to read formats for a diverse set of problem classes. We provide archival links to datasets, description of the considered problems and problem formats, and a short summary of problem characteristics including size, number of instances etc. For reference we also give a non-exhaustive selection of algorithms proposed in the literature for their solution. We hope that this central repository will make benchmarking and comparison to established works easier. We welcome submission of interesting new datasets and algorithms for inclusion in our archive.
Mapping DNN Embedding Manifolds for Network Generalization Prediction
Authors: Molly O'Brien, Julia Bukowski, Mathias Unberath, Aria Pezeshk, Greg Hager
Date: 2022-02-03 00:00:00
Tasks: Medical Image Analysis, Prediction

Understanding Deep Neural Network (DNN) performance in changing conditions is essential for deploying DNNs in safety critical applications with unconstrained environments, e.g., perception for self-driving vehicles or medical image analysis. Recently, the task of Network Generalization Prediction (NGP) has been proposed to predict how a DNN will generalize in a new operating domain. Previous NGP approaches have relied on labeled metadata and known distributions for the new operating domains. In this study, we propose the first NGP approach that predicts DNN performance based solely on how unlabeled images from an external operating domain map in the DNN embedding space. We demonstrate this technique for pedestrian, melanoma, and animal classification tasks and show state of the art NGP in 13 of 15 NGP tasks without requiring domain knowledge. Additionally, we show that our NGP embedding maps can be used to identify misclassified images when the DNN performance is poor.
Time Series Anomaly Detection by Cumulative Radon Features
Authors: Yedid Hoshen
Date: 2022-02-08 00:00:00
Tasks: Anomaly Detection, Time Series, Time Series Analysis, Time Series Anomaly Detection

Detecting anomalous time series is key for scientific, medical and industrial tasks, but is challenging due to its inherent unsupervised nature. In recent years, progress has been made on this task by learning increasingly more complex features, often using deep neural networks. In this work, we argue that shallow features suffice when combined with distribution distance measures. Our approach models each time series as a high dimensional empirical distribution of features, where each time-point constitutes a single sample. Modeling the distance between a test time series and the normal training set therefore requires efficiently measuring the distance between multivariate probability distributions. We show that by parameterizing each time series using cumulative Radon features, we are able to efficiently and effectively model the distribution of normal time series. Our theoretically grounded but simple-to-implement approach is evaluated on multiple datasets and shown to achieve better results than established, classical methods as well as complex, state-of-the-art deep learning methods. Code is provided.
PrivFair: a Library for Privacy-Preserving Fairness Auditing
Authors: Sikha Pentyala, David Melanson, Martine De Cock, Golnoosh Farnadi
Date: 2022-02-08 00:00:00
Tasks: Fairness, Privacy Preserving

Machine learning (ML) has become prominent in applications that directly affect people's quality of life, including in healthcare, justice, and finance. ML models have been found to exhibit discrimination based on sensitive attributes such as gender, race, or disability. Assessing if an ML model is free of bias remains challenging to date, and by definition has to be done with sensitive user characteristics that are subject of anti-discrimination and data protection law. Existing libraries for fairness auditing of ML models offer no mechanism to protect the privacy of the audit data. We present PrivFair, a library for privacy-preserving fairness audits of ML models. Through the use of Secure Multiparty Computation (MPC), PrivFair protects the confidentiality of the model under audit and the sensitive data used for the audit, hence it supports scenarios in which a proprietary classifier owned by a company is audited using sensitive audit data from an external investigator. We demonstrate the use of PrivFair for group fairness auditing with tabular data or image data, without requiring the investigator to disclose their data to anyone in an unencrypted manner, or the model owner to reveal their model parameters to anyone in plaintext.
Physics-informed neural networks for solving parametric magnetostatic problems
Authors: Andrés Beltrán-Pulido, Ilias Bilionis, Dionysios Aliprantis
Date: 2022-02-08 00:00:00

The objective of this paper is to investigate the ability of physics-informed neural networks to learn the magnetic field response as a function of design parameters in the context of a two-dimensional (2-D) magnetostatic problem. Our approach is as follows. First, we present a functional whose minimization is equivalent to solving parametric magnetostatic problems. Subsequently, we use a deep neural network (DNN) to represent the magnetic field as a function of space and parameters that describe geometric features and operating points. We train the DNN by minimizing the physics-informed functional using stochastic gradient descent. Lastly, we demonstrate our approach on a \mbox{ten-dimensional} EI-core electromagnet problem with parameterized geometry. We evaluate the accuracy of the DNN by comparing its predictions to those of finite element analysis.
Low-Rank Extragradient Method for Nonsmooth and Low-Rank Matrix Optimization Problems
Authors: Dan Garber, Atara Kaplan
Date: 2022-02-08 00:00:00
Proceeding: NeurIPS 2021 12

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank optimization problems that avoid maintaining high-rank matrices and computing expensive high-rank SVDs, advances for nonsmooth problems have been slow paced. In this paper we consider standard convex relaxations for such problems. Mainly, we prove that under a natural \textit{generalized strict complementarity} condition and under the relatively mild assumption that the nonsmooth objective can be written as a maximum of smooth functions, the \textit{extragradient method}, when initialized with a ``warm-start'' point, converges to an optimal solution with rate $O(1/t)$ while requiring only two \textit{low-rank} SVDs per iteration. We give a precise trade-off between the rank of the SVDs required and the radius of the ball in which we need to initialize the method. We support our theoretical results with empirical experiments on several nonsmooth low-rank matrix recovery tasks, demonstrating that using simple initializations, the extragradient method produces exactly the same iterates when full-rank SVDs are replaced with SVDs of rank that matches the rank of the (low-rank) ground-truth matrix to be recovered.
Local Linear Convergence of Gradient Methods for Subspace Optimization via Strict Complementarity
Authors: Dan Garber, Ron Fisher
Date: 2022-02-08 00:00:00

We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA) to include robust and sparse counterparts, and logistic PCA for binary data, among others. This problem could be approached either via nonconvex gradient methods with highly-efficient iterations, but for which arguing about fast convergence to a global minimizer is difficult or, via a convex relaxation for which arguing about convergence to a global minimizer is straightforward, but the corresponding methods are often inefficient in high dimensions. In this work we bridge these two approaches under a strict complementarity assumption, which in particular implies that the optimal solution to the convex relaxation is unique and is also the optimal solution to the original nonconvex problem. Our main result is a proof that a natural nonconvex gradient method which is \textit{SVD-free} and requires only a single QR-factorization of an $n\times k$ matrix per iteration, converges locally with a linear rate. We also establish linear convergence results for the nonconvex projected gradient method, and the Frank-Wolfe method when applied to the convex relaxation.
Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learning
Authors: Sattar Vakili, Jonathan Scarlett, Da-Shan Shiu, Alberto Bernacchia
Date: 2022-02-08 00:00:00
Tasks: Gaussian Processes, regression

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high computational cost; given a dataset of $n$ samples, the cost grows as $\mathcal{O}(n^3)$. Existing sparse approximation methods can yield a significant reduction in the computational cost, effectively reducing the actual cost down to as low as $\mathcal{O}(n)$ in certain cases. Despite this remarkable empirical success, significant gaps remain in the existing results for the analytical bounds on the error due to approximation. In this work, we provide novel confidence intervals for the Nystr\"om method and the sparse variational Gaussian process approximation method, which we establish using novel interpretations of the approximate (surrogate) posterior variance of the models. Our confidence intervals lead to improved performance bounds in both regression and optimization problems.
Learning Sinkhorn divergences for supervised change point detection
Authors: Nauman Ahad, Eva L. Dyer, Keith B. Hengen, Yao Xie, Mark A. Davenport
Date: 2022-02-08 00:00:00
Tasks: Change Detection, Change Point Detection, feature selection

Many modern applications require detecting change points in complex sequential data. Most existing methods for change point detection are unsupervised and, as a consequence, lack any information regarding what kind of changes we want to detect or if some kinds of changes are safe to ignore. This often results in poor change detection performance. We present a novel change point detection framework that uses true change point instances as supervision for learning a ground metric such that Sinkhorn divergences can be then used in two-sample tests on sliding windows to detect change points in an online manner. Our method can be used to learn a sparse metric which can be useful for both feature selection and interpretation in high-dimensional change point detection settings. Experiments on simulated as well as real world sequences show that our proposed method can substantially improve change point detection performance over existing unsupervised change point detection methods using only few labeled change point instances.
Data Consistency for Weakly Supervised Learning
Authors: Chidubem Arachie, Bert Huang
Date: 2022-02-08 00:00:00
Tasks: image-classification, Image Classification, Weakly-supervised Learning

In many applications, training machine learning models involves using large amounts of human-annotated data. Obtaining precise labels for the data is expensive. Instead, training with weak supervision provides a low-cost alternative. We propose a novel weak supervision algorithm that processes noisy labels, i.e., weak signals, while also considering features of the training data to produce accurate labels for training. Our method searches over classifiers of the data representation to find plausible labelings. We call this paradigm data consistent weak supervision. A key facet of our framework is that we are able to estimate labels for data examples low or no coverage from the weak supervision. In addition, we make no assumptions about the joint distribution of the weak signals and true labels of the data. Instead, we use weak signals and the data features to solve a constrained optimization that enforces data consistency among the labels we generate. Empirical evaluation of our method on different datasets shows that it significantly outperforms state-of-the-art weak supervision methods on both text and image classification tasks.
CausPref: Causal Preference Learning for Out-of-Distribution Recommendation
Authors: Yue He, Zimu Wang, Peng Cui, Hao Zou, Yafeng Zhang, Qiang Cui, Yong Jiang
Date: 2022-02-08 00:00:00
Tasks: Recommendation Systems

In spite of the tremendous development of recommender system owing to the progressive capability of machine learning recently, the current recommender system is still vulnerable to the distribution shift of users and items in realistic scenarios, leading to the sharp decline of performance in testing environments. It is even more severe in many common applications where only the implicit feedback from sparse data is available. Hence, it is crucial to promote the performance stability of recommendation method in different environments. In this work, we first make a thorough analysis of implicit recommendation problem from the viewpoint of out-of-distribution (OOD) generalization. Then under the guidance of our theoretical analysis, we propose to incorporate the recommendation-specific DAG learner into a novel causal preference-based recommendation framework named CausPref, mainly consisting of causal learning of invariant user preference and anti-preference negative sampling to deal with implicit feedback. Extensive experimental results from real-world datasets clearly demonstrate that our approach surpasses the benchmark models significantly under types of out-of-distribution settings, and show its impressive interpretability.
Transferable Student Performance Modeling for Intelligent Tutoring Systems
Authors: Robin Schmucker, Tom M. Mitchell
Date: 2022-02-08 00:00:00
Tasks: Transfer Learning

Millions of learners worldwide are now using intelligent tutoring systems (ITSs). At their core, ITSs rely on machine learning algorithms to track each user's changing performance level over time to provide personalized instruction. Crucially, student performance models are trained using interaction sequence data of previous learners to analyse data generated by future learners. This induces a cold-start problem when a new course is introduced for which no training data is available. Here, we consider transfer learning techniques as a way to provide accurate performance predictions for new courses by leveraging log data from existing courses. We study two settings: (i) In the naive transfer setting, we propose course-agnostic performance models that can be applied to any course. (ii) In the inductive transfer setting, we tune pre-trained course-agnostic performance models to new courses using small-scale target course data (e.g., collected during a pilot study). We evaluate the proposed techniques using student interaction sequence data from 5 different mathematics courses containing data from over 47,000 students in a real world large-scale ITS. The course-agnostic models that use additional features provided by human domain experts (e.g, difficulty ratings for questions in the new course) but no student interaction training data for the new course, achieve prediction accuracy on par with standard BKT and PFA models that use training data from thousands of students in the new course. In the inductive setting our transfer learning approach yields more accurate predictions than conventional performance models when only limited student interaction training data (<100 students) is available to both.
Rainbow Differential Privacy
Authors: Ziqi Zhou, Onur Günlü, Rafael G. L. D'Oliveira, Muriel Médard, Parastoo Sadeghi, Rafael F. Schaefer
Date: 2022-02-08 00:00:00

We extend a previous framework for designing differentially private (DP) mechanisms via randomized graph colorings that was restricted to binary functions, corresponding to colorings in a graph, to multi-valued functions. As before, datasets are nodes in the graph and any two neighboring datasets are connected by an edge. In our setting, we assume that each dataset has a preferential ordering for the possible outputs of the mechanism, each of which we refer to as a rainbow. Different rainbows partition the graph of datasets into different regions. We show that if the DP mechanism is pre-specified at the boundary of such regions and behaves identically for all same-rainbow boundary datasets, at most one optimal such mechanism can exist and the problem can be solved by means of a morphism to a line graph. We then show closed form expressions for the line graph in the case of ternary functions. Treatment of ternary queries in this paper displays enough richness to be extended to higher-dimensional query spaces with preferential query ordering, but the optimality proof does not seem to follow directly from the ternary proof.
Improving the Sample-Complexity of Deep Classification Networks with Invariant Integration
Authors: Matthias Rath, Alexandru Paul Condurache
Date: 2022-02-08 00:00:00
Tasks: Rotated MNIST

Leveraging prior knowledge on intraclass variance due to transformations is a powerful method to improve the sample complexity of deep neural networks. This makes them applicable to practically important use-cases where training data is scarce. Rather than being learned, this knowledge can be embedded by enforcing invariance to those transformations. Invariance can be imposed using group-equivariant convolutions followed by a pooling operation. For rotation-invariance, previous work investigated replacing the spatial pooling operation with invariant integration which explicitly constructs invariant representations. Invariant integration uses monomials which are selected using an iterative approach requiring expensive pre-training. We propose a novel monomial selection algorithm based on pruning methods to allow an application to more complex problems. Additionally, we replace monomials with different functions such as weighted sums, multi-layer perceptrons and self-attention, thereby streamlining the training of invariant-integration-based architectures. We demonstrate the improved sample complexity on the Rotated-MNIST, SVHN and CIFAR-10 datasets where rotation-invariant-integration-based Wide-ResNet architectures using monomials and weighted sums outperform the respective baselines in the limited sample regime. We achieve state-of-the-art results using full data on Rotated-MNIST and SVHN where rotation is a main source of intraclass variation. On STL-10 we outperform a standard and a rotation-equivariant convolutional neural network using pooling.
From Generalisation Error to Transportation-cost Inequalities and Back
Authors: Amedeo Roberto Esposito, Michael Gastpar
Date: 2022-02-08 00:00:00

In this work, we connect the problem of bounding the expected generalisation error with transportation-cost inequalities. Exposing the underlying pattern behind both approaches we are able to generalise them and go beyond Kullback-Leibler Divergences/Mutual Information and sub-Gaussian measures. In particular, we are able to provide a result showing the equivalence between two families of inequalities: one involving functionals and one involving measures. This result generalises the one proposed by Bobkov and G\"otze that connects transportation-cost inequalities with concentration of measure. Moreover, it allows us to recover all standard generalisation error bounds involving mutual information and to introduce new, more general bounds, that involve arbitrary divergence measures.
Systematically and efficiently improving $k$-means initialization by pairwise-nearest-neighbor smoothing
Authors: Carlo Baldassi
Date: 2022-02-08 00:00:00
Tasks: Clustering

We present a meta-method for initializing (seeding) the $k$-means clustering algorithm called PNN-smoothing. It consists in splitting a given dataset into $J$ random subsets, clustering each of them individually, and merging the resulting clusterings with the pairwise-nearest-neighbor (PNN) method. It is a meta-method in the sense that when clustering the individual subsets any seeding algorithm can be used. If the computational complexity of that seeding algorithm is linear in the size of the data $N$ and the number of clusters $k$, PNN-smoothing is also almost linear with an appropriate choice of $J$, and quite competitive in practice. We show empirically, using several existing seeding methods and testing on several synthetic and real datasets, that this procedure results in systematically better costs. In particular, our method of enhancing $k$-means++ seeding proves superior in both effectiveness and speed compared to the popular "greedy" $k$-means++ variant. Our implementation is publicly available at https://github.com/carlobaldassi/KMeansPNNSmoothing.jl.