pwc-archive/papers-with-abstracts huggingface dataset:
Learning Under Adversarial and Interventional Shifts
Authors: Harvineet Singh, Shalmali Joshi, Finale Doshi-Velez, Himabindu Lakkaraju
Date: 2021-03-29 00:00:00

Machine learning models are often trained on data from one distribution and deployed on others. So it becomes important to design models that are robust to distribution shifts. Most of the existing work focuses on optimizing for either adversarial shifts or interventional shifts. Adversarial methods lack expressivity in representing plausible shifts as they consider shifts to joint distributions in the data. Interventional methods allow more expressivity but provide robustness to unbounded shifts, resulting in overly conservative models. In this work, we combine the complementary strengths of the two approaches and propose a new formulation, RISe, for designing robust models against a set of distribution shifts that are at the intersection of adversarial and interventional shifts. We employ the distributionally robust optimization framework to optimize the resulting objective in both supervised and reinforcement learning settings. Extensive experimentation with synthetic and real world datasets from healthcare demonstrate the efficacy of the proposed approach.
Restricted Boltzmann Machines as Models of Interacting Variables
Authors: Nicola Bulso, Yasser Roudi
Date: 2021-03-29 00:00:00

We study the type of distributions that Restricted Boltzmann Machines (RBMs) with different activation functions can express by investigating the effect of the activation function of the hidden nodes on the marginal distribution they impose on observed binary nodes. We report an exact expression for these marginals in the form of a model of interacting binary variables with the explicit form of the interactions depending on the hidden node activation function. We study the properties of these interactions in detail and evaluate how the accuracy with which the RBM approximates distributions over binary variables depends on the hidden node activation function and on the number of hidden nodes. When the inferred RBM parameters are weak, an intuitive pattern is found for the expression of the interaction terms which reduces substantially the differences across activation functions. We show that the weak parameter approximation is a good approximation for different RBMs trained on the MNIST dataset. Interestingly, in these cases, the mapping reveals that the inferred models are essentially low order interaction models.
The Complexity of Nonconvex-Strongly-Concave Minimax Optimization
Authors: Siqi Zhang, Junchi Yang, Cristóbal Guzmán, Negar Kiyavash, Niao He
Date: 2021-03-29 00:00:00

This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds of $\Omega(\sqrt{\kappa}\Delta L\epsilon^{-2})$ and $\Omega(n+\sqrt{n\kappa}\Delta L\epsilon^{-2})$ for the two settings, respectively, where $\kappa$ is the condition number, $L$ is the smoothness constant, and $\Delta$ is the initial gap. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.
Deep Hedging of Derivatives Using Reinforcement Learning
Authors: Jay Cao, Jacky Chen, John Hull, Zissis Poulos
Date: 2021-03-29 00:00:00
Tasks: Position, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and optimal hedging for a short position in a call option when the objective is to minimize a function equal to the mean hedging cost plus a constant times the standard deviation of the hedging cost. Two situations are considered. In the first, the asset price follows a geometric Brownian motion. In the second, the asset price follows a stochastic volatility process. The paper extends the basic reinforcement learning approach in a number of ways. First, it uses two different Q-functions so that both the expected value of the cost and the expected value of the square of the cost are tracked for different state/action combinations. This approach increases the range of objective functions that can be used. Second, it uses a learning algorithm that allows for continuous state and action space. Third, it compares the accounting P&L approach (where the hedged position is valued at each step) and the cash flow approach (where cash inflows and outflows are used). We find that a hybrid approach involving the use of an accounting P&L approach that incorporates a relatively simple valuation model works well. The valuation model does not have to correspond to the process assumed for the underlying asset price.
Representing ELMo embeddings as two-dimensional text online
Authors: Andrey Kutuzov, Elizaveta Kuzmenko
Date: 2021-03-30 00:00:00
Proceeding: EACL 2021 2
Tasks: Sentence, Vocal Bursts Valence Prediction

We describe a new addition to the WebVectors toolkit which is used to serve word embedding models over the Web. The new ELMoViz module adds support for contextualized embedding architectures, in particular for ELMo models. The provided visualizations follow the metaphor of `two-dimensional text' by showing lexical substitutes: words which are most semantically similar in context to the words of the input sentence. The system allows the user to change the ELMo layers from which token embeddings are inferred. It also conveys corpus information about the query words and their lexical substitutes (namely their frequency tiers and parts of speech). The module is well integrated into the rest of the WebVectors toolkit, providing lexical hyperlinks to word representations in static embedding models. Two web services have already implemented the new functionality with pre-trained ELMo models for Russian, Norwegian and English.
Grounding Dialogue Systems via Knowledge Graph Aware Decoding with Pre-trained Transformers
Authors: Debanjan Chaudhuri, Md Rashad Al Hasan Rony, Jens Lehmann
Date: 2021-03-30 00:00:00
Tasks: Dialogue Generation, Goal-Oriented Dialogue Systems, Knowledge Graphs, Response Generation

Generating knowledge grounded responses in both goal and non-goal oriented dialogue systems is an important research challenge. Knowledge Graphs (KG) can be viewed as an abstraction of the real world, which can potentially facilitate a dialogue system to produce knowledge grounded responses. However, integrating KGs into the dialogue generation process in an end-to-end manner is a non-trivial task. This paper proposes a novel architecture for integrating KGs into the response generation process by training a BERT model that learns to answer using the elements of the KG (entities and relations) in a multi-task, end-to-end setting. The k-hop subgraph of the KG is incorporated into the model during training and inference using Graph Laplacian. Empirical evaluation suggests that the model achieves better knowledge groundedness (measured via Entity F1 score) compared to other state-of-the-art models for both goal and non-goal oriented dialogues.
TREC 2020 Podcasts Track Overview
Authors: Rosie Jones, Ben Carterette, Ann Clifton, Maria Eskevich, Gareth J. F. Jones, Jussi Karlgren, Aasish Pappu, Sravana Reddy, Yongze Yu
Date: 2021-03-29 00:00:00
Tasks: Information Retrieval, Retrieval, Text Retrieval

The Podcast Track is new at the Text Retrieval Conference (TREC) in 2020. The podcast track was designed to encourage research into podcasts in the information retrieval and NLP research communities. The track consisted of two shared tasks: segment retrieval and summarization, both based on a dataset of over 100,000 podcast episodes (metadata, audio, and automatic transcripts) which was released concurrently with the track. The track generated considerable interest, attracted hundreds of new registrations to TREC and fifteen teams, mostly disjoint between search and summarization, made final submissions for assessment. Deep learning was the dominant experimental approach for both search experiments and summarization. This paper gives an overview of the tasks and the results of the participants' experiments. The track will return to TREC 2021 with the same two tasks, incorporating slight modifications in response to participant feedback.
Explaining a Neural Attention Model for Aspect-Based Sentiment Classification Using Diagnostic Classification
Authors: Lisa Meijer, Flavius Frasincar, Maria Mihaela Trusca
Date: 2021-03-29 00:00:00
Tasks: Classification, Diagnostic, General Classification, Relation, Sentiment Analysis, Sentiment Classification

Many high performance machine learning models for Aspect-Based Sentiment Classification (ABSC) produce black box models, and therefore barely explain how they classify a certain sentiment value towards an aspect. In this paper, we propose explanation models, that inspect the internal dynamics of a state-of-the-art neural attention model, the LCR-Rot-hop, by using a technique called Diagnostic Classification. Our diagnostic classifier is a simple neural network, which evaluates whether the internal layers of the LCR-Rot-hop model encode useful word information for classification, i.e., the part of speech, the sentiment value, the presence of aspect relation, and the aspect-related sentiment value of words. We conclude that the lower layers in the LCR-Rot-hop model encode the part of speech and the sentiment value, whereas the higher layers represent the presence of a relation with the aspect and the aspect-related sentiment value of words.
Data Augmentation in a Hybrid Approach for Aspect-Based Sentiment Analysis
Authors: Tomas Liesting, Flavius Frasincar, Maria Mihaela Trusca
Date: 2021-03-29 00:00:00
Tasks: Aspect-Based Sentiment Analysis, Aspect-Based Sentiment Analysis (ABSA), Data Augmentation, Diversity, image-classification, Image Classification, Sentiment Analysis

Data augmentation is a way to increase the diversity of available data by applying constrained transformations on the original data. This strategy has been widely used in image classification but has to the best of our knowledge not yet been used in aspect-based sentiment analysis (ABSA). ABSA is a text analysis technique that determines aspects and their associated sentiment in opinionated text. In this paper, we investigate the effect of data augmentation on a state-of-the-art hybrid approach for aspect-based sentiment analysis (HAABSA). We apply modified versions of easy data augmentation (EDA), backtranslation, and word mixup. We evaluate the proposed techniques on the SemEval 2015 and SemEval 2016 datasets. The best result is obtained with the adjusted version of EDA, which yields a 0.5 percentage point improvement on the SemEval 2016 dataset and 1 percentage point increase on the SemEval 2015 dataset compared to the original HAABSA model.
Cognitive networks identify the content of English and Italian popular posts about COVID-19 vaccines: Anticipation, logistics, conspiracy and loss of trust
Authors: Massimo Stella, Michael S. Vitevitch, Federico Botta
Date: 2021-03-29 00:00:00

Monitoring social discourse about COVID-19 vaccines is key to understanding how large populations perceive vaccination campaigns. We focus on 4765 unique popular tweets in English or Italian about COVID-19 vaccines between 12/2020 and 03/2021. One popular English tweet was liked up to 495,000 times, stressing how popular tweets affected cognitively massive populations. We investigate both text and multimedia in tweets, building a knowledge graph of syntactic/semantic associations in messages including visual features and indicating how online users framed social discourse mostly around the logistics of vaccine distribution. The English semantic frame of "vaccine" was highly polarised between trust/anticipation (towards the vaccine as a scientific asset saving lives) and anger/sadness (mentioning critical issues with dose administering). Semantic associations with "vaccine," "hoax" and conspiratorial jargon indicated the persistence of conspiracy theories and vaccines in massively read English posts (absent in Italian messages). The image analysis found that popular tweets with images of people wearing face masks used language lacking the trust and joy found in tweets showing people with no masks, indicating a negative affect attributed to face covering in social discourse. A behavioural analysis revealed a tendency for users to share content eliciting joy, sadness and disgust and to like less sad messages, highlighting an interplay between emotions and content diffusion beyond sentiment. With the AstraZeneca vaccine being suspended in mid March 2021, "Astrazeneca" was associated with trustful language driven by experts, but popular Italian tweets framed "vaccine" by crucially replacing earlier levels of trust with deep sadness. Our results stress how cognitive networks and innovative multimedia processing open new ways for reconstructing online perceptions about vaccines and trust.
Text Normalization for Low-Resource Languages of Africa
Authors: Andrew Zupon, Evan Crew, Sandy Ritchie
Date: 2021-03-29 00:00:00
Tasks: Text Normalization

Training data for machine learning models can come from many different sources, which can be of dubious quality. For resource-rich languages like English, there is a lot of data available, so we can afford to throw out the dubious data. For low-resource languages where there is much less data available, we can't necessarily afford to throw out the dubious data, in case we end up with a training set which is too small to train a model. In this study, we examine the effects of text normalization and data set quality for a set of low-resource languages of Africa -- Afrikaans, Amharic, Hausa, Igbo, Malagasy, Somali, Swahili, and Zulu. We describe our text normalizer which we built in the Pynini framework, a Python library for finite state transducers, and our experiments in training language models for African languages using the Natural Language Toolkit (NLTK), an open-source Python library for NLP.
Systematic Mapping Protocol: Reasoning Algorithms on Feature Model
Authors: Samuel Sepúlveda, Marcelo Esperguel
Date: 2021-03-26 00:00:00
Tasks: Management, model

Context: The importance of the feature modeling for the software product lines considering the modeling and management of the variability. Objective: Define a protocol to conduct a systematic mapping study to summarize and synthesize the evidence on reasoning algorithms for feature modeling. Method: Application the protocol to conduct a systematic mapping study according the guidelines of K. Petersen. Results: A validated protocol to conduct a systematic mapping study. Conclusions: Initial findings show that a more detailed review for the different reasoning algorithms for feature modeling is needed.
Retrieving Court Decisions Using Text Mining Techniques and Tools
Authors: Igor Trpovski, Nikola Stojanovic, Timotej Orcic, Marko Markovic, Aleksandar Kovacevic, Stevan Gostojic
Date: 2019-12-02 00:00:00
Tasks: BIG-bench Machine Learning

In this paper, we present a solution for finding similar legal decisions to establish a solid basis for the development of a case-based reasoning system. A court decision corpus was scraped from the web. Features that represent court decisions were carefully selected. Several machine learning methods were applied to extract selected features from court decisions in plain text format: CRF, Naive Bayes and SVM. A knowledge base of court decisions was automatically populated. Finally, the knowledge base was queried to demonstrate how to retrieve similar court decisions. By evaluating the machine learning algorithms that were used, we concluded that they can substantially speed up information extraction from court decisions without compromising quality. The selected features are suitable to represent court decision for the identified purpose.
Saddle Point Optimization with Approximate Minimization Oracle
Authors: Youhei Akimoto
Date: 2021-03-29 00:00:00

A major approach to saddle point optimization $\min_x\max_y f(x, y)$ is a gradient based approach as is popularized by generative adversarial networks (GANs). In contrast, we analyze an alternative approach relying only on an oracle that solves a minimization problem approximately. Our approach locates approximate solutions $x'$ and $y'$ to $\min_{x'}f(x', y)$ and $\max_{y'}f(x, y')$ at a given point $(x, y)$ and updates $(x, y)$ toward these approximate solutions $(x', y')$ with a learning rate $\eta$. On locally strong convex--concave smooth functions, we derive conditions on $\eta$ to exhibit linear convergence to a local saddle point, which reveals a possible shortcoming of recently developed robust adversarial reinforcement learning algorithms. We develop a heuristic approach to adapt $\eta$ derivative-free and implement zero-order and first-order minimization algorithms. Numerical experiments are conducted to show the tightness of the theoretical results as well as the usefulness of the $\eta$ adaptation mechanism.
Robustifying Conditional Portfolio Decisions via Optimal Transport
Authors: Viet Anh Nguyen, Fan Zhang, Shanshan Wang, Jose Blanchet, Erick Delage, Yinyu Ye
Date: 2021-03-30 00:00:00

We propose a data-driven portfolio selection model that integrates side information, conditional estimation and robustness using the framework of distributionally robust optimization. Conditioning on the observed side information, the portfolio manager solves an allocation problem that minimizes the worst-case conditional risk-return trade-off, subject to all possible perturbations of the covariate-return probability distribution in an optimal transport ambiguity set. Despite the non-linearity of the objective function in the probability measure, we show that the distributionally robust portfolio allocation with side information problem can be reformulated as a finite-dimensional optimization problem. If portfolio decisions are made based on either the mean-variance or the mean-Conditional Value-at-Risk criterion, the resulting reformulation can be further simplified to second-order or semi-definite cone programs. Empirical studies in the US equity market demonstrate the advantage of our integrative framework against other benchmarks.
Modelling Heterogeneity Using Bayesian Structured Sparsity
Authors: Max Goplerud
Date: 2021-03-29 00:00:00

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to draw reliable inferences. This paper allows a common way of simplifying complex phenomenon (placing observations with similar effects into discrete groups) to be integrated into regression analysis. The framework allows researchers to (i) use their prior knowledge to guide which groups are permissible and (ii) appropriately quantify uncertainty. The paper does this by extending work on "structured sparsity" from a traditional penalized likelihood approach to a Bayesian one by deriving new theoretical results and inferential techniques. It shows that this method outperforms state-of-the-art methods for estimating heterogeneous effects when the underlying heterogeneity is grouped and more effectively identifies groups of observations with different effects in observational data.
Simultaneous Reconstruction and Uncertainty Quantification for Tomography
Authors: Agnimitra Dasgupta, Carlo Graziani, Zichao Wendy Di
Date: 2021-03-29 00:00:00
Tasks: Gaussian Processes, Uncertainty Quantification

Tomographic reconstruction, despite its revolutionary impact on a wide range of applications, suffers from its ill-posed nature in that there is no unique solution because of limited and noisy measurements. Therefore, in the absence of ground truth, quantifying the solution quality is highly desirable but under-explored. In this work, we address this challenge through Gaussian process modeling to flexibly and explicitly incorporate prior knowledge of sample features and experimental noises through the choices of the kernels and noise models. Our proposed method yields not only comparable reconstruction to existing practical reconstruction methods (e.g., regularized iterative solver for inverse problem) but also an efficient way of quantifying solution uncertainties. We demonstrate the capabilities of the proposed approach on various images and show its unique capability of uncertainty quantification in the presence of various noises.
A Multi-View Framework to Detect Redundant Activity Labels for More Representative Event Logs in Process Mining
Authors: Qifan Chen, Yang Lu, Charmaine S. Tam, Simon K. Poon
Date: 2021-03-30 00:00:00
Tasks: Attribute, Semantic Similarity, Semantic Textual Similarity

Process mining aims to gain knowledge of business processes via the discovery of process models from event logs generated by information systems. The insights revealed from process mining heavily rely on the quality of the event logs. Activities extracted from different data sources or the free-text nature within the same system may lead to inconsistent labels. Such inconsistency would then lead to redundancy in activity labels, which refer to labels that have different syntax but share the same behaviours. Redundant activity labels could introduce unnecessary complexities to the event logs. The identifications of these labels from data-driven process discovery are difficult and rely heavily on human intervention. Neither existing process discovery algorithms nor event data preprocessing techniques can solve such redundancy efficiently. In this paper, we propose a multi-view approach to automatically detect redundant activity labels using not only context-aware features such as control--flow relations and attribute values but also semantic features from the event logs. Our evaluation of several publicly available datasets and a real-life case study demonstrate that our approach can efficiently detect redundant activity labels even with low-occurrence frequencies. The proposed approach can add value to the preprocessing step to generate more representative event logs.