pwc-archive/papers-with-abstracts huggingface dataset:
Improving Conditional Coverage via Orthogonal Quantile Regression
Authors: Shai Feldman, Stephen Bates, Yaniv Romano
Date: 2021-06-01 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Prediction Intervals, quantile regression, regression, valid

We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional quantiles with quantile regression -- it is well-known that this leads to correct coverage in the large-sample limit, although it may not be accurate in finite samples. We find in experiments that traditional quantile regression can have poor conditional coverage. To remedy this, we modify the loss function to promote independence between the size of the intervals and the indicator of a miscoverage event. For the true conditional quantiles, these two quantities are independent (orthogonal), so the modified loss function continues to be valid. Moreover, we empirically show that the modified loss function leads to improved conditional coverage, as evaluated by several metrics. We also introduce two new metrics that check conditional coverage by looking at the strength of the dependence between the interval size and the indicator of miscoverage.
Decision Concept Lattice vs. Decision Trees and Random Forests
Authors: Egor Dudyrev, Sergei O. Kuznetsov
Date: 2021-06-01 00:00:00
Tasks: BIG-bench Machine Learning, Classification, Prediction, regression

Decision trees and their ensembles are very popular models of supervised machine learning. In this paper we merge the ideas underlying decision trees, their ensembles and FCA by proposing a new supervised machine learning model which can be constructed in polynomial time and is applicable for both classification and regression problems. Specifically, we first propose a polynomial-time algorithm for constructing a part of the concept lattice that is based on a decision tree. Second, we describe a prediction scheme based on a concept lattice for solving both classification and regression tasks with prediction quality comparable to that of state-of-the-art models.
Experiments with graph convolutional networks for solving the vertex $p$-center problem
Authors: Elisabeth Gaar, Markus Sinnl
Date: 2021-06-01 00:00:00
Tasks: BIG-bench Machine Learning, Combinatorial Optimization

In the last few years, graph convolutional networks (GCN) have become a popular research direction in the machine learning community to tackle NP-hard combinatorial optimization problems (COPs) defined on graphs. While the obtained results are usually still not competitive with problem-specific solution approaches from the operations research community, GCNs often lead to improvements compared to previous machine learning approaches for classical COPs such as the traveling salesperson problem (TSP). In this work we present a preliminary study on using GCNs for solving the vertex p-center problem (PCP), which is another classic COP on graphs. In particular, we investigate whether a successful model based on end-to-end training for the TSP can be adapted to a PCP, which is defined on a similar 2D Euclidean graph input as the usually used version of the TSP. However, the objective of the PCP has a min-max structure which could lead to many symmetric optimal, i.e., ground-truth solutions and other potential difficulties for learning. Our obtained preliminary results show that indeed a direct transfer of network architecture ideas does not seem to work too well. Thus we think that the PCP could be an interesting benchmark problem for new ideas and developments in the area of GCNs.
Reinforce Security: A Model-Free Approach Towards Secure Wiretap Coding
Authors: Rick Fritschek, Rafael F. Schaefer, Gerhard Wunder
Date: 2021-06-01 00:00:00
Tasks: Mutual Information Estimation, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

The use of deep learning-based techniques for approximating secure encoding functions has attracted considerable interest in wireless communications due to impressive results obtained for general coding and decoding tasks for wireless communication systems. Of particular importance is the development of model-free techniques that work without knowledge about the underlying channel. Such techniques utilize for example generative adversarial networks to estimate and model the conditional channel distribution, mutual information estimation as a reward function, or reinforcement learning. In this paper, the approach of reinforcement learning is studied and, in particular, the policy gradient method for a model-free approach of neural network-based secure encoding is investigated. Previously developed techniques for enforcing a certain co-set structure on the encoding process can be combined with recent reinforcement learning approaches. This new approach is evaluated by extensive simulations, and it is demonstrated that the resulting decoding performance of an eavesdropper is capped at a certain error level.
Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts
Authors: Bahar Taskesen, Man-Chung Yue, Jose Blanchet, Daniel Kuhn, Viet Anh Nguyen
Date: 2021-06-01 00:00:00
Tasks: Domain Adaptation

Least squares estimators, when trained on a few target domain samples, may predict poorly. Supervised domain adaptation aims to improve the predictive accuracy by exploiting additional labeled training samples from a source distribution that is close to the target distribution. Given available data, we investigate novel strategies to synthesize a family of least squares estimator experts that are robust with regard to moment conditions. When these moment conditions are specified using Kullback-Leibler or Wasserstein-type divergences, we can find the robust estimators efficiently using convex optimization. We use the Bernstein online aggregation algorithm on the proposed family of robust experts to generate predictions for the sequential stream of target test samples. Numerical experiments on real data show that the robust strategies may outperform non-robust interpolations of the empirical least squares estimators.
Data-Driven Shadowgraph Simulation of a 3D Object
Authors: Anna Willmann, Patrick Stiller, Alexander Debus, Arie Irman, Richard Pausch, Yen-Yu Chang, Michael Bussmann, Nico Hoffmann
Date: 2021-06-01 00:00:00
Tasks: Object

In this work we propose a deep neural network based surrogate model for a plasma shadowgraph - a technique for visualization of perturbations in a transparent medium. We are substituting the numerical code by a computationally cheaper projection based surrogate model that is able to approximate the electric fields at a given time without computing all preceding electric fields as required by numerical methods. This means that the projection based surrogate model allows to recover the solution of the governing 3D partial differential equation, 3D wave equation, at any point of a given compute domain and configuration without the need to run a full simulation. This model has shown a good quality of reconstruction in a problem of interpolation of data within a narrow range of simulation parameters and can be used for input data of large size.
What's a good imputation to predict with missing values?
Authors: Marine Le Morvan, Julie Josse, Erwan Scornet, Gaël Varoquaux
Date: 2021-06-01 00:00:00
Tasks: Imputation, Missing Values, regression

How to learn a good predictor on data with missing values? Most efforts focus on first imputing as well as possible and second learning on the completed data to predict the outcome. Yet, this widespread practice has no theoretical grounding. Here we show that for almost all imputation functions, an impute-then-regress procedure with a powerful learner is Bayes optimal. This result holds for all missing-values mechanisms, in contrast with the classic statistical results that require missing-at-random settings to use imputation in probabilistic modeling. Moreover, it implies that perfect conditional imputation is not needed for good prediction asymptotically. In fact, we show that on perfectly imputed data the best regression function will generally be discontinuous, which makes it hard to learn. Crafting instead the imputation so as to leave the regression function unchanged simply shifts the problem to learning discontinuous imputations. Rather, we suggest that it is easier to learn imputation and regression jointly. We propose such a procedure, adapting NeuMiss, a neural network capturing the conditional links across observed and unobserved variables whatever the missing-value pattern. Experiments confirm that joint imputation and regression through NeuMiss is better than various two step procedures in our experiments with finite number of samples.
A Non-commutative Extension of Lee-Seung's Algorithm for Positive Semidefinite Factorizations
Authors: Yong Sheng Soh, Antonios Varvitsiotis
Date: 2021-06-01 00:00:00
Proceeding: NeurIPS 2021 12

Given a matrix $X\in \mathbb{R}_+^{m\times n}$ with nonnegative entries, a Positive Semidefinite (PSD) factorization of $X$ is a collection of $r \times r$-dimensional PSD matrices $\{A_i\}$ and $\{B_j\}$ satisfying $X_{ij}= \mathrm{tr}(A_i B_j)$ for all $\ i\in [m],\ j\in [n]$. PSD factorizations are fundamentally linked to understanding the expressiveness of semidefinite programs as well as the power and limitations of quantum resources in information theory. The PSD factorization task generalizes the Non-negative Matrix Factorization (NMF) problem where we seek a collection of $r$-dimensional nonnegative vectors $\{a_i\}$ and $\{b_j\}$ satisfying $X_{ij}= a_i^\top b_j$, for all $i\in [m],\ j\in [n]$ -- one can recover the latter problem by choosing matrices in the PSD factorization to be diagonal. The most widely used algorithm for computing NMFs of a matrix is the Multiplicative Update algorithm developed by Lee and Seung, in which nonnegativity of the updates is preserved by scaling with positive diagonal matrices. In this paper, we describe a non-commutative extension of Lee-Seung's algorithm, which we call the Matrix Multiplicative Update (MMU) algorithm, for computing PSD factorizations. The MMU algorithm ensures that updates remain PSD by congruence scaling with the matrix geometric mean of appropriate PSD matrices, and it retains the simplicity of implementation that Lee-Seung's algorithm enjoys. Building on the Majorization-Minimization framework, we show that under our update scheme the squared loss objective is non-increasing and fixed points correspond to critical points. The analysis relies on Lieb's Concavity Theorem. Beyond PSD factorizations, we use the MMU algorithm as a primitive to calculate block-diagonal PSD factorizations and tensor PSD factorizations. We demonstrate the utility of our method with experiments on real and synthetic data.
On Riemannian Optimization over Positive Definite Matrices with the Bures-Wasserstein Geometry
Authors: Andi Han, Bamdev Mishra, Pratik Jawanpuria, Junbin Gao
Date: 2021-06-01 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Riemannian optimization

In this paper, we comparatively analyze the Bures-Wasserstein (BW) geometry with the popular Affine-Invariant (AI) geometry for Riemannian optimization on the symmetric positive definite (SPD) matrix manifold. Our study begins with an observation that the BW metric has a linear dependence on SPD matrices in contrast to the quadratic dependence of the AI metric. We build on this to show that the BW metric is a more suitable and robust choice for several Riemannian optimization problems over ill-conditioned SPD matrices. We show that the BW geometry has a non-negative curvature, which further improves convergence rates of algorithms over the non-positively curved AI geometry. Finally, we verify that several popular cost functions, which are known to be geodesic convex under the AI geometry, are also geodesic convex under the BW geometry. Extensive experiments on various applications support our findings.
AAPM DL-Sparse-View CT Challenge Submission Report: Designing an Iterative Network for Fanbeam-CT with Unknown Geometry
Authors: Martin Genzel, Jan Macdonald, Maximilian März
Date: 2021-06-01 00:00:00

This report is dedicated to a short motivation and description of our contribution to the AAPM DL-Sparse-View CT Challenge (team name: "robust-and-stable"). The task is to recover breast model phantom images from limited view fanbeam measurements using data-driven reconstruction techniques. The challenge is distinctive in the sense that participants are provided with a collection of ground truth images and their noiseless, subsampled sinograms (as well as the associated limited view filtered backprojection images), but not with the actual forward model. Therefore, our approach first estimates the fanbeam geometry in a data-driven geometric calibration step. In a subsequent two-step procedure, we design an iterative end-to-end network that enables the computation of near-exact solutions.
H-FL: A Hierarchical Communication-Efficient and Privacy-Protected Architecture for Federated Learning
Authors: He Yang
Date: 2021-06-01 00:00:00
Tasks: Federated Learning

The longstanding goals of federated learning (FL) require rigorous privacy guarantees and low communication overhead while holding a relatively high model accuracy. However, simultaneously achieving all the goals is extremely challenging. In this paper, we propose a novel framework called hierarchical federated learning (H-FL) to tackle this challenge. Considering the degradation of the model performance due to the statistic heterogeneity of the training data, we devise a runtime distribution reconstruction strategy, which reallocates the clients appropriately and utilizes mediators to rearrange the local training of the clients. In addition, we design a compression-correction mechanism incorporated into H-FL to reduce the communication overhead while not sacrificing the model performance. To further provide privacy guarantees, we introduce differential privacy while performing local training, which injects moderate amount of noise into only part of the complete model. Experimental results show that our H-FL framework achieves the state-of-art performance on different datasets for the real-world image recognition tasks.
Improving the Adversarial Robustness for Speaker Verification by Self-Supervised Learning
Authors: Haibin Wu, Xu Li, Andy T. Liu, Zhiyong Wu, Helen Meng, Hung-Yi Lee
Date: 2021-06-01 00:00:00
Tasks: Adversarial Defense, Adversarial Robustness, Self-Supervised Learning, Speaker Verification

Previous works have shown that automatic speaker verification (ASV) is seriously vulnerable to malicious spoofing attacks, such as replay, synthetic speech, and recently emerged adversarial attacks. Great efforts have been dedicated to defending ASV against replay and synthetic speech; however, only a few approaches have been explored to deal with adversarial attacks. All the existing approaches to tackle adversarial attacks for ASV require the knowledge for adversarial samples generation, but it is impractical for defenders to know the exact attack algorithms that are applied by the in-the-wild attackers. This work is among the first to perform adversarial defense for ASV without knowing the specific attack algorithms. Inspired by self-supervised learning models (SSLMs) that possess the merits of alleviating the superficial noise in the inputs and reconstructing clean samples from the interrupted ones, this work regards adversarial perturbations as one kind of noise and conducts adversarial defense for ASV by SSLMs. Specifically, we propose to perform adversarial defense from two perspectives: 1) adversarial perturbation purification and 2) adversarial perturbation detection. Experimental results show that our detection module effectively shields the ASV by detecting adversarial samples with an accuracy of around 80%. Moreover, since there is no common metric for evaluating the adversarial defense performance for ASV, this work also formalizes evaluation metrics for adversarial defense considering both purification and detection based approaches into account. We sincerely encourage future works to benchmark their approaches based on the proposed evaluation framework.
A unified PAC-Bayesian framework for machine unlearning via information risk minimization
Authors: Sharu Theresa Jose, Osvaldo Simeone
Date: 2021-06-01 00:00:00
Tasks: Machine Unlearning

Machine unlearning refers to mechanisms that can remove the influence of a subset of training data upon request from a trained model without incurring the cost of re-training from scratch. This paper develops a unified PAC-Bayesian framework for machine unlearning that recovers the two recent design principles - variational unlearning (Nguyen et.al., 2020) and forgetting Lagrangian (Golatkar et.al., 2020) - as information risk minimization problems (Zhang,2006). Accordingly, both criteria can be interpreted as PAC-Bayesian upper bounds on the test loss of the unlearned model that take the form of free energy metrics.
Information-Theoretic Analysis of Epistemic Uncertainty in Bayesian Meta-learning
Authors: Sharu Theresa Jose, Sangwoo Park, Osvaldo Simeone
Date: 2021-06-01 00:00:00
Tasks: Meta-Learning

The overall predictive uncertainty of a trained predictor can be decomposed into separate contributions due to epistemic and aleatoric uncertainty. Under a Bayesian formulation, assuming a well-specified model, the two contributions can be exactly expressed (for the log-loss) or bounded (for more general losses) in terms of information-theoretic quantities (Xu and Raginsky, 2020). This paper addresses the study of epistemic uncertainty within an information-theoretic framework in the broader setting of Bayesian meta-learning. A general hierarchical Bayesian model is assumed in which hyperparameters determine the per-task priors of the model parameters. Exact characterizations (for the log-loss) and bounds (for more general losses) are derived for the epistemic uncertainty -quantified by the minimum excess meta-risk (MEMR)- of optimal meta-learning rules. This characterization is leveraged to bring insights into the dependence of the epistemic uncertainty on the number of tasks and on the amount of per-task training data. Experiments are presented that use the proposed information-theoretic bounds, evaluated via neural mutual information estimators, to compare the performance of conventional learning and meta-learning as the number of meta-learning tasks increases.
Locally Valid and Discriminative Prediction Intervals for Deep Learning Models
Authors: Zhen Lin, Shubhendu Trivedi, Jimeng Sun
Date: 2021-06-01 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Conformal Prediction, Deep Learning, Prediction, Prediction Intervals, Uncertainty Quantification, valid

Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to have two key properties: It should be valid (guaranteeing coverage) and discriminative (more uncertain when the expected risk is high). Moreover, when combined with deep learning (DL) methods, it should be scalable and affect the DL model performance minimally. Most existing Bayesian methods lack frequentist coverage guarantees and usually affect model performance. The few available frequentist methods are rarely discriminative and/or violate coverage guarantees due to unrealistic assumptions. Moreover, many methods are expensive or require substantial modifications to the base neural network. Building upon recent advances in conformal prediction [13, 33] and leveraging the classical idea of kernel regression, we propose Locally Valid and Discriminative prediction intervals (LVD), a simple, efficient, and lightweight method to construct discriminative prediction intervals (PIs) for almost any DL model. With no assumptions on the data distribution, such PIs also offer finite-sample local coverage guarantees (contrasted to the simpler marginal coverage). We empirically verify, using diverse datasets, that besides being the only locally valid method for DL, LVD also exceeds or matches the performance (including coverage rate and prediction accuracy) of existing uncertainty quantification methods, while offering additional benefits in scalability and flexibility.
Hybrid Generative Models for Two-Dimensional Datasets
Authors: Hoda Shajari, Jaemoon Lee, Sanjay Ranka, Anand Rangarajan
Date: 2021-06-01 00:00:00
Tasks: Vocal Bursts Valence Prediction

Two-dimensional array-based datasets are pervasive in a variety of domains. Current approaches for generative modeling have typically been limited to conventional image datasets and performed in the pixel domain which do not explicitly capture the correlation between pixels. Additionally, these approaches do not extend to scientific and other applications where each element value is continuous and is not limited to a fixed range. In this paper, we propose a novel approach for generating two-dimensional datasets by moving the computations to the space of representation bases and show its usefulness for two different datasets, one from imaging and another from scientific computing. The proposed approach is general and can be applied to any dataset, representation basis, or generative model. We provide a comprehensive performance comparison of various combinations of generative models and representation basis spaces. We also propose a new evaluation metric which captures the deficiency of generating images in pixel space.
Gradient play in stochastic games: stationary points, convergence, and sample complexity
Authors: Runyu Zhang, Zhaolin Ren, Na Li
Date: 2021-06-01 00:00:00

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared between agents. Policies are directly parameterized by the probability of choosing a certain action at a given state. We show that Nash equilibria (NEs) and first-order stationary policies are equivalent in this setting, and give a local convergence rate around strict NEs. Further, for a subclass of SGs called Markov potential games (which includes the setting with identical rewards as an important special case), we design a sample-based reinforcement learning algorithm and give a non-asymptotic global convergence rate analysis for both exact gradient play and our sample-based learning algorithm. Our result shows that the number of iterations to reach an $\epsilon$-NE scales linearly, instead of exponentially, with the number of agents. Local geometry and local stability are also considered, where we prove that strict NEs are local maxima of the total potential function and fully-mixed NEs are saddle points.
Duckworth-Lewis-Stern Method Comparison with Machine Learning Approach
Authors: Kumail Abbas, Sajjad Haider
Date: 2021-06-01 00:00:00
Tasks: BIG-bench Machine Learning

This work presents an analysis of the Duckworth-Lewis-Stern (DLS) method for One Day International (ODI) cricket matches. The accuracy of the DLS method is compared against various supervised learning algorithms for result prediction. The result of a cricket match is predicted during the second inning. The paper also optimized DLS resource table which is used in the Duckworth-Lewis (D/L) formula to increase its predictive power. Finally, an Unpredictability Index is developed that ranks different cricket playing nations according to how unpredictable they are while playing an ODI match.