pwc-archive/papers-with-abstracts huggingface dataset:
Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting
Authors: Dazhao Du, Bing Su, Zhewei Wei
Date: 2022-02-23 00:00:00
Tasks: Time Series, Time Series Analysis, Time Series Forecasting

Transformer-based methods have shown great potential in long-term time series forecasting. However, most of these methods adopt the standard point-wise self-attention mechanism, which not only becomes intractable for long-term forecasting since its complexity increases quadratically with the length of time series, but also cannot explicitly capture the predictive dependencies from contexts since the corresponding key and value are transformed from the same point. This paper proposes a predictive Transformer-based model called {\em Preformer}. Preformer introduces a novel efficient {\em Multi-Scale Segment-Correlation} mechanism that divides time series into segments and utilizes segment-wise correlation-based attention for encoding time series. A multi-scale structure is developed to aggregate dependencies at different temporal scales and facilitate the selection of segment length. Preformer further designs a predictive paradigm for decoding, where the key and value come from two successive segments rather than the same segment. In this way, if a key segment has a high correlation score with the query segment, its successive segment contributes more to the prediction of the query segment. Extensive experiments demonstrate that our Preformer outperforms other Transformer-based methods.
Efficient Distributed DNNs in the Mobile-edge-cloud Continuum
Authors: Francesco Malandrino, Carla Fabiana Chiasserini, Giuseppe Di Giacomo
Date: 2022-02-23 00:00:00
Tasks: Model Selection

In the mobile-edge-cloud continuum, a plethora of heterogeneous data sources and computation-capable nodes are available. Such nodes can cooperate to perform a distributed learning task, aided by a learning controller (often located at the network edge). The controller is required to make decisions concerning (i) data selection, i.e., which data sources to use; (ii) model selection, i.e., which machine learning model to adopt, and (iii) matching between the layers of the model and the available physical nodes. All these decisions influence each other, to a significant extent and often in counter-intuitive ways. In this paper, we formulate a problem addressing all of the above aspects and present a solution concept called RightTrain, aiming at making the aforementioned decisions in a joint manner, minimizing energy consumption subject to learning quality and latency constraints. RightTrain leverages an expanded-graph representation of the system and a delay-aware Steiner tree to obtain a provably near-optimal solution while keeping the time complexity low. Specifically, it runs in polynomial time and its decisions exhibit a competitive ratio of $2(1+\epsilon)$, outperforming state-of-the-art solutions by over 50%. Our approach is also validated through a real-world implementation.
Training Adaptive Reconstruction Networks for Blind Inverse Problems
Authors: Alban Gossard, Pierre Weiss
Date: 2022-02-23 00:00:00
Tasks: Deblurring, Image Deblurring

Neural networks allow solving many ill-posed inverse problems with unprecedented performance. Physics informed approaches already progressively replace carefully hand-crafted reconstruction algorithms in real applications. However, these networks suffer from a major defect: when trained on a given forward operator, they do not generalize well to a different one. The aim of this paper is twofold. First, we show through various applications that training the network with a family of forward operators allows solving the adaptivity problem without compromising the reconstruction quality significantly.Second, we illustrate that this training procedure allows tackling challenging blind inverse problems.Our experiments include partial Fourier sampling problems arising in magnetic resonance imaging (MRI) with sensitivity estimation and off-resonance effects, computerized tomography (CT) with a tilted geometry and image deblurring with Fresnel diffraction kernels.
Reinforcement Learning from Demonstrations by Novel Interactive Expert and Application to Automatic Berthing Control Systems for Unmanned Surface Vessel
Authors: Haoran Zhang, Chenkun Yin, Yanxin Zhang, Shangtai Jin, Zhenxuan Li
Date: 2022-02-23 00:00:00
Tasks: Model Predictive Control, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

In this paper, two novel practical methods of Reinforcement Learning from Demonstration (RLfD) are developed and applied to automatic berthing control systems for Unmanned Surface Vessel. A new expert data generation method, called Model Predictive Based Expert (MPBE) which combines Model Predictive Control and Deep Deterministic Policy Gradient, is developed to provide high quality supervision data for RLfD algorithms. A straightforward RLfD method, model predictive Deep Deterministic Policy Gradient (MP-DDPG), is firstly introduced by replacing the RL agent with MPBE to directly interact with the environment. Then distribution mismatch problem is analyzed for MP-DDPG, and two techniques that alleviate distribution mismatch are proposed. Furthermore, another novel RLfD algorithm based on the MP-DDPG, called Self-Guided Actor-Critic (SGAC) is present, which can effectively leverage MPBE by continuously querying it to generate high quality expert data online. The distribution mismatch problem leading to unstable learning process is addressed by SGAC in a DAgger manner. In addition, theoretical analysis is given to prove that SGAC algorithm can converge with guaranteed monotonic improvement. Simulation results verify the effectiveness of MP-DDPG and SGAC to accomplish the ship berthing control task, and show advantages of SGAC comparing with other typical reinforcement learning algorithms and MP-DDPG.
Efficient CDF Approximations for Normalizing Flows
Authors: Chandramouli Shama Sastry, Andreas Lehrmann, Marcus Brubaker, Alexander Radovic
Date: 2022-02-23 00:00:00

Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly likelihoods and samples. Despite these appealing properties, the computation of more complex inference tasks, such as the cumulative distribution function (CDF) over a complex region (e.g., a polytope) remains challenging. Traditional CDF approximations using Monte-Carlo techniques are unbiased but have unbounded variance and low sample efficiency. Instead, we build upon the diffeomorphic properties of normalizing flows and leverage the divergence theorem to estimate the CDF over a closed region in target space in terms of the flux across its \emph{boundary}, as induced by the normalizing flow. We describe both deterministic and stochastic instances of this estimator: while the deterministic variant iteratively improves the estimate by strategically subdividing the boundary, the stochastic variant provides unbiased estimates. Our experiments on popular flow architectures and UCI benchmark datasets show a marked improvement in sample efficiency as compared to traditional estimators.
The Larger The Fairer? Small Neural Networks Can Achieve Fairness for Edge Devices
Authors: Yi Sheng, Junhuan Yang, Yawen Wu, Kevin Mao, Yiyu Shi, Jingtong Hu, Weiwen Jiang, Lei Yang
Date: 2022-02-23 00:00:00
Tasks: Face Recognition, Fairness, Hardware Aware Neural Architecture Search, Neural Architecture Search

Along with the progress of AI democratization, neural networks are being deployed more frequently in edge devices for a wide range of applications. Fairness concerns gradually emerge in many applications, such as face recognition and mobile medical. One fundamental question arises: what will be the fairest neural architecture for edge devices? By examining the existing neural networks, we observe that larger networks typically are fairer. But, edge devices call for smaller neural architectures to meet hardware specifications. To address this challenge, this work proposes a novel Fairness- and Hardware-aware Neural architecture search framework, namely FaHaNa. Coupled with a model freezing approach, FaHaNa can efficiently search for neural networks with balanced fairness and accuracy, while guaranteed to meet hardware specifications. Results show that FaHaNa can identify a series of neural networks with higher fairness and accuracy on a dermatology dataset. Target edge devices, FaHaNa finds a neural architecture with slightly higher accuracy, 5.28x smaller size, 15.14% higher fairness score, compared with MobileNetV2; meanwhile, on Raspberry PI and Odroid XU-4, it achieves 5.75x and 5.79x speedup.
Multivariate Quantile Function Forecaster
Authors: Kelvin Kan, François-Xavier Aubet, Tim Januschowski, Youngsuk Park, Konstantinos Benidis, Lars Ruthotto, Jan Gasthaus
Date: 2022-02-23 00:00:00

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are either autoregressive, implicitly capturing the dependency structure across time but exhibiting error accumulation with increasing forecast horizons, or multi-horizon sequence-to-sequence models, which do not exhibit error accumulation, but also do typically not model the dependency structure across time steps. MQF$^2$ combines the benefits of both approaches, by directly making predictions in the form of a multivariate quantile function, defined as the gradient of a convex function which we parametrize using input-convex neural networks. By design, the quantile function is monotone with respect to the input quantile levels and hence avoids quantile crossing. We provide two options to train MQF$^2$: with energy score or with maximum likelihood. Experimental results on real-world and synthetic datasets show that our model has comparable performance with state-of-the-art methods in terms of single time step metrics while capturing the time dependency structure.
Web of Scholars: A Scholar Knowledge Graph
Authors: Jiaying Liu, Jing Ren, Wenqing Zheng, Lianhua Chi, Ivan Lee, Feng Xia
Date: 2022-02-23 00:00:00

In this work, we demonstrate a novel system, namely Web of Scholars, which integrates state-of-the-art mining techniques to search, mine, and visualize complex networks behind scholars in the field of Computer Science. Relying on the knowledge graph, it provides services for fast, accurate, and intelligent semantic querying as well as powerful recommendations. In addition, in order to realize information sharing, it provides an open API to be served as the underlying architecture for advanced functions. Web of Scholars takes advantage of knowledge graph, which means that it will be able to access more knowledge if more search exist. It can be served as a useful and interoperable tool for scholars to conduct in-depth analysis within Science of Science.
Exploring Classic Quantitative Strategies
Authors: Jun Lu
Date: 2022-02-23 00:00:00

The goal of this paper is to debunk and dispel the magic behind the black-box quantitative strategies. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving from simple intuitions, the mathematics behind the strategies. This tutorial doesn't shy away from addressing both the formal and informal aspects of quantitative strategies. By doing so, it hopes to provide readers with a deeper understanding of these techniques as well as the when, the how and the why of applying these techniques. The strategies are presented in terms of both S\&P500 and SH510300 data sets. However, the results from the tests are just examples of how the methods work; no claim is made on the suggestion of real market positions.
Continual learning-based probabilistic slow feature analysis for multimode dynamic process monitoring
Authors: Jingxin Zhang, Donghua Zhou, Maoyin Chen, Xia Hong
Date: 2022-02-23 00:00:00
Tasks: Continual Learning

In this paper, a novel multimode dynamic process monitoring approach is proposed by extending elastic weight consolidation (EWC) to probabilistic slow feature analysis (PSFA) in order to extract multimode slow features for online monitoring. EWC was originally introduced in the setting of machine learning of sequential multi-tasks with the aim of avoiding catastrophic forgetting issue, which equally poses as a major challenge in multimode dynamic process monitoring. When a new mode arrives, a set of data should be collected so that this mode can be identified by PSFA and prior knowledge. Then, a regularization term is introduced to prevent new data from significantly interfering with the learned knowledge, where the parameter importance measures are estimated. The proposed method is denoted as PSFA-EWC, which is updated continually and capable of achieving excellent performance for successive modes. Different from traditional multimode monitoring algorithms, PSFA-EWC furnishes backward and forward transfer ability. The significant features of previous modes are retained while consolidating new information, which may contribute to learning new relevant modes. Compared with several known methods, the effectiveness of the proposed method is demonstrated via a continuous stirred tank heater and a practical coal pulverizing system.
Classification of Computer Aided Engineering (CAE) Parts Using Graph Convolutional Networks
Authors: Alok Warey, Rajan Chakravarty
Date: 2022-02-23 00:00:00

CAE engineers work with hundreds of parts spread across multiple body models. A Graph Convolutional Network (GCN) was used to develop a CAE parts classifier. As many as 866 distinct parts from a representative body model were used as training data. The parts were represented as a three-dimensional (3-D) Finite Element Analysis (FEA) mesh with values of each node in the x, y, z coordinate system. The GCN based classifier was compared to fully connected neural network and PointNet based models. Performance of the trained models was evaluated with a test set that included parts from the training data, but with additional holes, rotation, translation, mesh refinement/coarsening, variation of mesh schema, mirroring along x and y axes, variation of topographical features, and change in mesh node ordering. The trained GCN model was able to achieve 88.5% classification accuracy on the test set i.e., it was able to find the correct matching part from the dataset of 866 parts despite significant variation from the baseline part. A CAE parts classifier demonstrated in this study could be very useful for engineers to filter through CAE parts spread across several body models to find parts that meet their requirements.
Deep Recurrent Modelling of Granger Causality with Latent Confounding
Authors: Zexuan Yin, Paolo Barucca
Date: 2022-02-23 00:00:00
Tasks: Decoder, Time Series, Time Series Analysis

Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The original definition of Granger causality is restricted to linear processes and leads to spurious conclusions in the presence of a latent confounder. In this work, we harness the expressive power of recurrent neural networks and propose a deep learning-based approach to model non-linear Granger causality by directly accounting for latent confounders. Our approach leverages multiple recurrent neural networks to parameterise predictive distributions and we propose the novel use of a dual-decoder setup to conduct the Granger tests. We demonstrate the model performance on non-linear stochastic time series for which the latent confounder influences the cause and effect with different time lags; results show the effectiveness of our model compared to existing benchmarks.
Neural Generalised AutoRegressive Conditional Heteroskedasticity
Authors: Zexuan Yin, Paolo Barucca
Date: 2022-02-23 00:00:00
Tasks: Time Series, Time Series Analysis

We propose Neural GARCH, a class of methods to model conditional heteroskedasticity in financial time series. Neural GARCH is a neural network adaptation of the GARCH 1,1 model in the univariate case, and the diagonal BEKK 1,1 model in the multivariate case. We allow the coefficients of a GARCH model to be time varying in order to reflect the constantly changing dynamics of financial markets. The time varying coefficients are parameterised by a recurrent neural network that is trained with stochastic gradient variational Bayes. We propose two variants of our model, one with normal innovations and the other with Students t innovations. We test our models on a wide range of univariate and multivariate financial time series, and we find that the Neural Students t model consistently outperforms the others.
Better Modelling Out-of-Distribution Regression on Distributed Acoustic Sensor Data Using Anchored Hidden State Mixup
Authors: Hasan Asyari Arief, Peter James Thomas, Tomasz Wiktorski
Date: 2022-02-23 00:00:00
Tasks: regression

Generalizing the application of machine learning models to situations where the statistical distribution of training and test data are different has been a complex problem. Our contributions in this paper are threefold: (1) we introduce an anchored-based Out of Distribution (OOD) Regression Mixup algorithm, leveraging manifold hidden state mixup and observation similarities to form a novel regularization penalty, (2) we provide a first of its kind, high resolution Distributed Acoustic Sensor (DAS) dataset that is suitable for testing OOD regression modelling, allowing other researchers to benchmark progress in this area, and (3) we demonstrate with an extensive evaluation the generalization performance of the proposed method against existing approaches, then show that our method achieves state-of-the-art performance. Lastly, we also demonstrate a wider applicability of the proposed method by exhibiting improved generalization performances on other types of regression datasets, including Udacity and Rotation-MNIST datasets.
Minimax Optimal Quantization of Linear Models: Information-Theoretic Limits and Efficient Algorithms
Authors: Rajarshi Saha, Mert Pilanci, Andrea J. Goldsmith
Date: 2022-02-23 00:00:00
Tasks: Quantization

High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for the problem of quantizing a linear regressor learned from training data $(\mathbf{X}, \mathbf{y})$, for some underlying statistical relationship $\mathbf{y} = \mathbf{X}\boldsymbol{\theta} + \mathbf{v}$. The learned model, which is an estimate of the latent parameter $\boldsymbol{\theta} \in \mathbb{R}^d$, is constrained to be representable using only $Bd$ bits, where $B \in (0, \infty)$ is a pre-specified budget and $d$ is the dimension. We derive an information-theoretic lower bound for the minimax risk under this setting and propose a matching upper bound using randomized embedding-based algorithms which is tight up to constant factors. The lower and upper bounds together characterize the minimum threshold bit-budget required to achieve a performance risk comparable to the unquantized setting. We also propose randomized Hadamard embeddings that are computationally efficient and are optimal up to a mild logarithmic factor of the lower bound. Our model quantization strategy can be generalized and we show its efficacy by extending the method and upper-bounds to two-layer ReLU neural networks for non-linear regression. Numerical simulations show the improved performance of our proposed scheme as well as its closeness to the lower bound.
Margin-distancing for safe model explanation
Authors: Tom Yan, Chicheng Zhang
Date: 2022-02-23 00:00:00
Tasks: model

The growing use of machine learning models in consequential settings has highlighted an important and seemingly irreconcilable tension between transparency and vulnerability to gaming. While this has sparked sizable debate in legal literature, there has been comparatively less technical study of this contention. In this work, we propose a clean-cut formulation of this tension and a way to make the tradeoff between transparency and gaming. We identify the source of gaming as being points close to the \emph{decision boundary} of the model. And we initiate an investigation on how to provide example-based explanations that are expansive and yet consistent with a version space that is sufficiently uncertain with respect to the boundary points' labels. Finally, we furnish our theoretical results with empirical investigations of this tradeoff on real-world datasets.
Performance Modeling of Metric-Based Serverless Computing Platforms
Authors: Nima Mahmoudi, Hamzeh Khazaei
Date: 2022-02-23 00:00:00
Tasks: Cloud Computing

Analytical performance models are very effective in ensuring the quality of service and cost of service deployment remain desirable under different conditions and workloads. While various analytical performance models have been proposed for previous paradigms in cloud computing, serverless computing lacks such models that can provide developers with performance guarantees. Besides, most serverless computing platforms still require developers' input to specify the configuration for their deployment that could affect both the performance and cost of their deployment, without providing them with any direct and immediate feedback. In previous studies, we built such performance models for steady-state and transient analysis of scale-per-request serverless computing platforms (e.g., AWS Lambda, Azure Functions, Google Cloud Functions) that could give developers immediate feedback about the quality of service and cost of their deployments. In this work, we aim to develop analytical performance models for the latest trend in serverless computing platforms that use concurrency value and the rate of requests per second for autoscaling decisions. Examples of such serverless computing platforms are Knative and Google Cloud Run (a managed Knative service by Google). The proposed performance model can help developers and providers predict the performance and cost of deployments with different configurations which could help them tune the configuration toward the best outcome. We validate the applicability and accuracy of the proposed performance model by extensive real-world experimentation on Knative and show that our performance model is able to accurately predict the steady-state characteristics of a given workload with minimal amount of data collection.
Learning Neural Networks under Input-Output Specifications
Authors: Zain ul Abdeen, He Yin, Vassilis Kekatos, Ming Jin
Date: 2022-02-23 00:00:00

In this paper, we examine an important problem of learning neural networks that certifiably meet certain specifications on input-output behaviors. Our strategy is to find an inner approximation of the set of admissible policy parameters, which is convex in a transformed space. To this end, we address the key technical challenge of convexifying the verification condition for neural networks, which is derived by abstracting the nonlinear specifications and activation functions with quadratic constraints. In particular, we propose a reparametrization scheme of the original neural network based on loop transformation, which leads to a convex condition that can be enforced during learning. This theoretical construction is validated in an experiment that specifies reachable sets for different regions of inputs.