pwc-archive/papers-with-abstracts huggingface dataset:
Experience Report: Deep Learning-based System Log Analysis for Anomaly Detection
Authors: Zhuangbin Chen, Jinyang Liu, Wenwei Gu, Yuxin Su, Michael R. Lyu
Date: 2021-07-13 00:00:00
Tasks: Anomaly Detection

Logs have been an imperative resource to ensure the reliability and continuity of many software systems, especially large-scale distributed systems. They faithfully record runtime information to facilitate system troubleshooting and behavior understanding. Due to the large scale and complexity of modern software systems, the volume of logs has reached an unprecedented level. Consequently, for log-based anomaly detection, conventional manual inspection methods or even traditional machine learning-based methods become impractical, which serve as a catalyst for the rapid development of deep learning-based solutions. However, there is currently a lack of rigorous comparison among the representative log-based anomaly detectors that resort to neural networks. Moreover, the re-implementation process demands non-trivial efforts, and bias can be easily introduced. To better understand the characteristics of different anomaly detectors, in this paper, we provide a comprehensive review and evaluation of five popular neural networks used by six state-of-the-art methods. Particularly, four of the selected methods are unsupervised, and the remaining two are supervised. These methods are evaluated with two publicly available log datasets, which contain nearly 16 million log messages and 0.4 million anomaly instances in total. We believe our work can serve as a basis in this field and contribute to future academic research and industrial applications.
Fast approximations of the Jeffreys divergence between univariate Gaussian mixture models via exponential polynomial densities
Authors: Frank Nielsen
Date: 2021-07-13 00:00:00
Tasks: Model Selection

The Jeffreys divergence is a renown symmetrization of the oriented Kullback-Leibler divergence broadly used in information sciences. Since the Jeffreys divergence between Gaussian mixture models is not available in closed-form, various techniques with pros and cons have been proposed in the literature to either estimate, approximate, or lower and upper bound this divergence. In this paper, we propose a simple yet fast heuristic to approximate the Jeffreys divergence between two univariate Gaussian mixtures with arbitrary number of components. Our heuristic relies on converting the mixtures into pairs of dually parameterized probability densities belonging to an exponential family. In particular, we consider the versatile polynomial exponential family densities, and design a divergence to measure in closed-form the goodness of fit between a Gaussian mixture and its polynomial exponential density approximation. This goodness-of-fit divergence is a generalization of the Hyv\"arinen divergence used to estimate models with computationally intractable normalizers. It allows us to perform model selection by choosing the orders of the polynomial exponential densities used to approximate the mixtures. We demonstrate experimentally that our heuristic to approximate the Jeffreys divergence improves by several orders of magnitude the computational time of stochastic Monte Carlo estimations while approximating reasonably well the Jeffreys divergence, specially when the mixtures have a very small number of modes. Besides, our mixture-to-exponential family conversion techniques may prove useful in other settings.
Exploiting Network Structures to Improve Semantic Representation for the Financial Domain
Authors: Chao Feng, Shi-jie We
Date: 2021-07-13 00:00:00
Proceeding: FinNLP 2021 8
Tasks: Graph Embedding, Knowledge Graph Embedding, Knowledge Graph Embeddings

This paper presents the participation of the MiniTrue team in the FinSim-3 shared task on learning semantic similarities for the financial domain in English language. Our approach combines contextual embeddings learned by transformer-based language models with network structures embeddings extracted on external knowledge sources, to create more meaningful representations of financial domain entities and terms. For this, two BERT based language models and a knowledge graph embedding model are used. Besides, we propose a voting function to joint three basic models for the final inference. Experimental results show that the model with the knowledge graph embeddings has achieved a superior result than these models with only contextual embeddings. Nevertheless, we also observe that our voting function brings an extra benefit to the final system.
Automated Learning Rate Scheduler for Large-batch Training
Authors: Chiheon Kim, Saehoon Kim, Jongmin Kim, Donghoon Lee, Sungwoong Kim
Date: 2021-07-13 00:00:00
Proceeding: ICML Workshop AutoML 2021 7
Tasks: image-classification, Image Classification, Scheduling

Large-batch training has been essential in leveraging large-scale datasets and models in deep learning. While it is computationally beneficial to use large batch sizes, it often requires a specially designed learning rate (LR) schedule to achieve a comparable level of performance as in smaller batch training. Especially, when the number of training epochs is constrained, the use of a large LR and a warmup strategy is critical in the final performance of large-batch training due to the reduced number of updating steps. In this work, we propose an automated LR scheduling algorithm which is effective for neural network training with a large batch size under the given epoch budget. In specific, the whole schedule consists of two phases: adaptive warmup and predefined decay, where the LR is increased until the training loss no longer decreases and decreased to zero until the end of training. Here, whether the training loss has reached the minimum value is robustly checked with Gaussian process smoothing in an online manner with a low computational burden. Coupled with adaptive stochastic optimizers such as AdamP and LAMB, the proposed scheduler successfully adjusts the LRs without cumbersome hyperparameter tuning and achieves comparable or better performances than tuned baselines on various image classification benchmarks and architectures with a wide range of batch sizes.
Model Selection for Generic Reinforcement Learning
Authors: Avishek Ghosh, Sayak Ray Chowdhury, Kannan Ramchandran
Date: 2021-07-13 00:00:00
Tasks: model, Model Selection, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We address the problem of model selection for the finite horizon episodic Reinforcement Learning (RL) problem where the transition kernel $P^*$ belongs to a family of models $\mathcal{P}^*$ with finite metric entropy. In the model selection framework, instead of $\mathcal{P}^*$, we are given $M$ nested families of transition kernels $\cP_1 \subset \cP_2 \subset \ldots \subset \cP_M$. We propose and analyze a novel algorithm, namely \emph{Adaptive Reinforcement Learning (General)} (\texttt{ARL-GEN}) that adapts to the smallest such family where the true transition kernel $P^*$ lies. \texttt{ARL-GEN} uses the Upper Confidence Reinforcement Learning (\texttt{UCRL}) algorithm with value targeted regression as a blackbox and puts a model selection module at the beginning of each epoch. Under a mild separability assumption on the model classes, we show that \texttt{ARL-GEN} obtains a regret of $\Tilde{\mathcal{O}}(d_{\mathcal{E}}^*H^2+\sqrt{d_{\mathcal{E}}^* \mathbb{M}^* H^2 T})$, with high probability, where $H$ is the horizon length, $T$ is the total number of steps, $d_{\mathcal{E}}^*$ is the Eluder dimension and $\mathbb{M}^*$ is the metric entropy corresponding to $\mathcal{P}^*$. Note that this regret scaling matches that of an oracle that knows $\mathcal{P}^*$ in advance. We show that the cost of model selection for \texttt{ARL-GEN} is an additive term in the regret having a weak dependence on $T$. Subsequently, we remove the separability assumption and consider the setup of linear mixture MDPs, where the transition kernel $P^*$ has a linear function approximation. With this low rank structure, we propose novel adaptive algorithms for model selection, and obtain (order-wise) regret identical to that of an oracle with knowledge of the true model class.
Hyperparameter Optimization: Foundations, Algorithms, Best Practices and Open Challenges
Authors: Bernd Bischl, Martin Binder, Michel Lang, Tobias Pielok, Jakob Richter, Stefan Coors, Janek Thomas, Theresa Ullmann, Marc Becker, Anne-Laure Boulesteix, Difan Deng, Marius Lindauer
Date: 2021-07-13 00:00:00
Tasks: Bayesian Optimization, BIG-bench Machine Learning, Evolutionary Algorithms, Hyperparameter Optimization

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods, e.g., based on resampling error estimation for supervised machine learning, can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods such as grid or random search, evolutionary algorithms, Bayesian optimization, Hyperband and racing. It gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with ML pipelines, runtime improvements, and parallelization. This work is accompanied by an appendix that contains information on specific software packages in R and Python, as well as information and recommended hyperparameter search spaces for specific learning algorithms. We also provide notebooks that demonstrate concepts from this work as supplementary files.
Motion Planning by Learning the Solution Manifold in Trajectory Optimization
Authors: Takayuki Osa
Date: 2021-07-13 00:00:00
Tasks: Motion Planning

The objective function used in trajectory optimization is often non-convex and can have an infinite set of local optima. In such cases, there are diverse solutions to perform a given task. Although there are a few methods to find multiple solutions for motion planning, they are limited to generating a finite set of solutions. To address this issue, we presents an optimization method that learns an infinite set of solutions in trajectory optimization. In our framework, diverse solutions are obtained by learning latent representations of solutions. Our approach can be interpreted as training a deep generative model of collision-free trajectories for motion planning. The experimental results indicate that the trained model represents an infinite set of homotopic solutions for motion planning problems.
Oversampling Divide-and-conquer for Response-skewed Kernel Ridge Regression
Authors: Jingyi Zhang, Xiaoxiao Sun
Date: 2021-07-13 00:00:00
Tasks: regression

The divide-and-conquer method has been widely used for estimating large-scale kernel ridge regression estimates. Unfortunately, when the response variable is highly skewed, the divide-and-conquer kernel ridge regression (dacKRR) may overlook the underrepresented region and result in unacceptable results. We combine a novel response-adaptive partition strategy with the oversampling technique synergistically to overcome the limitation. Through the proposed novel algorithm, we allocate some carefully identified informative observations to multiple nodes (local processors). Although the oversampling technique has been widely used for addressing discrete label skewness, extending it to the dacKRR setting is nontrivial. We provide both theoretical and practical guidance on how to effectively over-sample the observations under the dacKRR setting. Furthermore, we show the proposed estimate has a smaller risk than that of the classical dacKRR estimate under mild conditions. Our theoretical findings are supported by both simulated and real-data analyses.
A Hierarchical Bayesian model for Inverse RL in Partially-Controlled Environments
Authors: Kenneth Bogert, Prashant Doshi
Date: 2021-07-13 00:00:00

Robots learning from observations in the real world using inverse reinforcement learning (IRL) may encounter objects or agents in the environment, other than the expert, that cause nuisance observations during the demonstration. These confounding elements are typically removed in fully-controlled environments such as virtual simulations or lab settings. When complete removal is impossible the nuisance observations must be filtered out. However, identifying the source of observations when large amounts of observations are made is difficult. To address this, we present a hierarchical Bayesian model that incorporates both the expert's and the confounding elements' observations thereby explicitly modeling the diverse observations a robot may receive. We extend an existing IRL algorithm originally designed to work under partial occlusion of the expert to consider the diverse observations. In a simulated robotic sorting domain containing both occlusion and confounding elements, we demonstrate the model's effectiveness. In particular, our technique outperforms several other comparative methods, second only to having perfect knowledge of the subject's trajectory.
How many degrees of freedom do we need to train deep networks: a loss landscape perspective
Authors: Brett W. Larsen, Stanislav Fort, Nic Becker, Surya Ganguli
Date: 2021-07-13 00:00:00
Proceeding: ICLR 2022 4

A variety of recent works, spanning pruning, lottery tickets, and training within random subspaces, have shown that deep neural networks can be trained using far fewer degrees of freedom than the total number of parameters. We analyze this phenomenon for random subspaces by first examining the success probability of hitting a training loss sub-level set when training within a random subspace of a given training dimensionality. We find a sharp phase transition in the success probability from $0$ to $1$ as the training dimension surpasses a threshold. This threshold training dimension increases as the desired final loss decreases, but decreases as the initial loss decreases. We then theoretically explain the origin of this phase transition, and its dependence on initialization and final desired loss, in terms of properties of the high-dimensional geometry of the loss landscape. In particular, we show via Gordon's escape theorem, that the training dimension plus the Gaussian width of the desired loss sub-level set, projected onto a unit sphere surrounding the initialization, must exceed the total number of parameters for the success probability to be large. In several architectures and datasets, we measure the threshold training dimension as a function of initialization and demonstrate that it is a small fraction of the total parameters, implying by our theory that successful training with so few dimensions is possible precisely because the Gaussian width of low loss sub-level sets is very large. Moreover, we compare this threshold training dimension to more sophisticated ways of reducing training degrees of freedom, including lottery tickets as well as a new, analogous method: lottery subspaces. Code is available at https://github.com/ganguli-lab/degrees-of-freedom.
Data-Driven Low-Rank Neural Network Compression
Authors: Dimitris Papadimitriou, Swayambhoo Jain
Date: 2021-07-13 00:00:00
Tasks: Neural Network Compression

Despite many modern applications of Deep Neural Networks (DNNs), the large number of parameters in the hidden layers makes them unattractive for deployment on devices with storage capacity constraints. In this paper we propose a Data-Driven Low-rank (DDLR) method to reduce the number of parameters of pretrained DNNs and expedite inference by imposing low-rank structure on the fully connected layers, while controlling for the overall accuracy and without requiring any retraining. We pose the problem as finding the lowest rank approximation of each fully connected layer with given performance guarantees and relax it to a tractable convex optimization problem. We show that it is possible to significantly reduce the number of parameters in common DNN architectures with only a small reduction in classification accuracy. We compare DDLR with Net-Trim, which is another data-driven DNN compression technique based on sparsity and show that DDLR consistently produces more compressed neural networks while maintaining higher accuracy.
Effects of personality traits in predicting grade retention of Brazilian students
Authors: Carmen Melo Toledo, Guilherme Mendes Bassedon, Jonathan Batista Ferreira, Lucka de Godoy Gianvechio, Carlos Guatimosim, Felipe Maia Polo, Renato Vicente
Date: 2021-07-12 00:00:00

Student's grade retention is a key issue faced by many education systems, especially those in developing countries. In this paper, we seek to gauge the relevance of students' personality traits in predicting grade retention in Brazil. For that, we used data collected in 2012 and 2017, in the city of Sertaozinho, countryside of the state of Sao Paulo, Brazil. The surveys taken in Sertaozinho included several socioeconomic questions, standardized tests, and a personality test. Moreover, students were in grades 4, 5, and 6 in 2012. Our approach was based on training machine learning models on the surveys' data to predict grade retention between 2012 and 2017 using information from 2012 or before, and then using some strategies to quantify personality traits' predictive power. We concluded that, besides proving to be fairly better than a random classifier when isolated, personality traits contribute to prediction even when using socioeconomic variables and standardized tests results.
Strategic Instrumental Variable Regression: Recovering Causal Relationships From Strategic Responses
Authors: Keegan Harris, Daniel Ngo, Logan Stapleton, Hoda Heidari, Zhiwei Steven Wu
Date: 2021-07-12 00:00:00
Tasks: Decision Making, Fairness, regression

In settings where Machine Learning (ML) algorithms automate or inform consequential decisions about people, individual decision subjects are often incentivized to strategically modify their observable attributes to receive more favorable predictions. As a result, the distribution the assessment rule is trained on may differ from the one it operates on in deployment. While such distribution shifts, in general, can hinder accurate predictions, our work identifies a unique opportunity associated with shifts due to strategic responses: We show that we can use strategic responses effectively to recover causal relationships between the observable features and outcomes we wish to predict, even under the presence of unobserved confounding variables. Specifically, our work establishes a novel connection between strategic responses to ML models and instrumental variable (IV) regression by observing that the sequence of deployed models can be viewed as an instrument that affects agents' observable features but does not directly influence their outcomes. We show that our causal recovery method can be utilized to improve decision-making across several important criteria: individual fairness, agent outcomes, and predictive risk. In particular, we show that if decision subjects differ in their ability to modify non-causal attributes, any decision rule deviating from the causal coefficients can lead to (potentially unbounded) individual-level unfairness.
Adapting to Misspecification in Contextual Bandits
Authors: Dylan J. Foster, Claudio Gentile, Mehryar Mohri, Julian Zimmert
Date: 2021-07-12 00:00:00
Proceeding: NeurIPS 2020 12
Tasks: Multi-Armed Bandits, regression

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical performance, but typically require a well-specified model, and can fail when this assumption does not hold. Can we design algorithms that are efficient and flexible, yet degrade gracefully in the face of model misspecification? We introduce a new family of oracle-efficient algorithms for $\varepsilon$-misspecified contextual bandits that adapt to unknown model misspecification -- both for finite and infinite action settings. Given access to an online oracle for square loss regression, our algorithm attains optimal regret and -- in particular -- optimal dependence on the misspecification level, with no prior knowledge. Specializing to linear contextual bandits with infinite actions in $d$ dimensions, we obtain the first algorithm that achieves the optimal $O(d\sqrt{T} + \varepsilon\sqrt{d}T)$ regret bound for unknown misspecification level $\varepsilon$. On a conceptual level, our results are enabled by a new optimization-based perspective on the regression oracle reduction framework of Foster and Rakhlin, which we anticipate will find broader use.
Toward Efficient Transfer Learning in 6G
Authors: Saeedeh Parsaeefard, Alberto Leon-Garcia
Date: 2021-07-12 00:00:00
Tasks: Management, Transfer Learning

6G networks will greatly expand the support for data-oriented, autonomous applications for over the top (OTT) and networking use cases. The success of these use cases will depend on the availability of big data sets which is not practical in many real scenarios due to the highly dynamic behavior of systems and the cost of data collection procedures. Transfer learning (TL) is a promising approach to deal with these challenges through the sharing of knowledge among diverse learning algorithms. with TL, the learning rate and learning accuracy can be considerably improved. However, there are implementation challenges to efficiently deploy and utilize TL in 6G. In this paper, we initiate this discussion by providing some performance metrics to measure the TL success. Then, we show how infrastructure, application, management, and training planes of 6G can be adapted to handle TL. We provide examples of TL in 6G and highlight the spatio-temporal features of data in 6G that can lead to efficient TL. By simulation results, we demonstrate how transferring the quantized neural network weights between two use cases can make a trade-off between overheads and performance and attain more efficient TL in 6G. We also provide a list of future research directions in TL for 6G.
Calibrating Predictions to Decisions: A Novel Approach to Multi-Class Calibration
Authors: Shengjia Zhao, Michael P. Kim, Roshni Sahoo, Tengyu Ma, Stefano Ermon
Date: 2021-07-12 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Decision Making

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive a predicted class probabilities vector $q$, the actual distribution over classes is $q$. For multi-class prediction problems, however, achieving distribution calibration tends to be infeasible, requiring sample complexity exponential in the number of classes $C$. In this work, we introduce a new notion -- \emph{decision calibration} -- that requires the predicted distribution and true distribution to be ``indistinguishable'' to a set of downstream decision-makers. When all possible decision makers are under consideration, decision calibration is the same as distribution calibration. However, when we only consider decision makers choosing between a bounded number of actions (e.g. polynomial in $C$), our main result shows that decisions calibration becomes feasible -- we design a recalibration algorithm that requires sample complexity polynomial in the number of actions and the number of classes. We validate our recalibration algorithm empirically: compared to existing methods, decision calibration improves decision-making on skin lesion and ImageNet classification with modern neural network predictors.