pwc-archive/papers-with-abstracts huggingface dataset:
From Unsupervised to Semi-supervised Anomaly Detection Methods for HRRP Targets
Authors: Martin Bauw, Santiago Velasco-Forero, Jesus Angulo, Claude Adnet, Olivier Airiau
Date: 2021-06-10 00:00:00
Tasks: Anomaly Detection, Novelty Detection, Semi-supervised Anomaly Detection, Supervised Anomaly Detection, Unsupervised Anomaly Detection

Responding to the challenge of detecting unusual radar targets in a well identified environment, innovative anomaly and novelty detection methods keep emerging in the literature. This work aims at presenting a benchmark gathering common and recently introduced unsupervised anomaly detection (AD) methods, the results being generated using high-resolution range profiles. A semi-supervised AD (SAD) is considered to demonstrate the added value of having a few labeled anomalies to improve performances. Experiments were conducted with and without pollution of the training set with anomalous samples in order to be as close as possible to real operational contexts. The common AD methods composing our baseline will be One-Class Support Vector Machines (OC-SVM), Isolation Forest (IF), Local Outlier Factor (LOF) and a Convolutional Autoencoder (CAE). The more innovative AD methods put forward by this work are Deep Support Vector Data Description (Deep SVDD) and Random Projection Depth (RPD), belonging respectively to deep and shallow AD. The semi-supervised adaptation of Deep SVDD constitutes our SAD method. HRRP data was generated by a coastal surveillance radar, our results thus suggest that AD can contribute to enhance maritime and coastal situation awareness.
Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing
Authors: Daniel Sevcovic, Cyril Izuchukwu Udeani
Date: 2021-06-19 00:00:00

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract semilinear parabolic equations in order to prove existence and uniqueness of solutions in the scale of Bessel potential spaces. We consider a wide class of L\'evy measures satisfying suitable growth conditions near the origin and infinity. The novelty of the paper is the generalization of already known results in the one space dimension to the multidimensional case. We consider Black-Scholes models for option pricing on underlying assets following a L\'evy stochastic process with jumps. As an application to option pricing in the one-dimensional space, we consider a general shift function arising from nonlinear option pricing models taking into account a large trader stock-trading strategy. We prove existence and uniqueness of a solution to the nonlinear PIDE in which the shift function may depend on a prescribed large investor stock-trading strategy function.
Experimentally testable whole brain manifolds that recapitulate behavior
Authors: Gerald M Pao, Cameron Smith, Joseph Park, Keichi Takahashi, Wassapon Watanakeesuntorn, Hiroaki Natsukawa, Sreekanth H Chalasani, Tom Lorimer, Ryousei Takano, Nuttida Rungratsameetaweemana, George Sugihara
Date: 2021-06-20 00:00:00
Tasks: Causal Inference, Time Series, Time Series Analysis

We propose an algorithm grounded in dynamical systems theory that generalizes manifold learning from a global state representation, to a network of local interacting manifolds termed a Generative Manifold Network (GMN). Manifolds are discovered using the convergent cross mapping (CCM) causal inference algorithm which are then compressed into a reduced redundancy network. The representation is a network of manifolds embedded from observational data where each orthogonal axis of a local manifold is an embedding of a individually identifiable neuron or brain area that has exact correspondence in the real world. As such these can be experimentally manipulated to test hypotheses derived from theory and data analysis. Here we demonstrate that this representation preserves the essential features of the brain of flies,larval zebrafish and humans. In addition to accurate near-term prediction, the GMN model can be used to synthesize realistic time series of whole brain neuronal activity and locomotion viewed over the long term. Thus, as a final validation of how well GMN captures essential dynamic information, we show that the artificially generated time series can be used as a training set to predict out-of-sample observed fly locomotion, as well as brain activity in out of sample withheld data not used in model building. Remarkably, the artificially generated time series show realistic novel behaviors that do not exist in the training data, but that do exist in the out-of-sample observational data. This suggests that GMN captures inherently emergent properties of the network. We suggest our approach may be a generic recipe for mapping time series observations of any complex nonlinear network into a model that is able to generate naturalistic system behaviors that identifies variables that have real world correspondence and can be experimentally manipulated.
A Flexible Agent-Based Model to Study COVID-19 Outbreak -- A Generic Approach
Authors: Anik Burman, Sayak Chatterjee, Pramit Ghosh, Indranil Mukhokadhyay
Date: 2021-06-16 00:00:00
Tasks: Sensitivity

Understanding dynamics of an outbreak like that of COVID-19 is important in designing effective control measures. This study aims to develop an agent based model that compares changes in infection progression by manipulating different parameters in a synthetic population. Model input includes population characteristics like age, sex, working status etc. of each individual and other factors influencing disease dynamics. Depending on number of epicentres of infection, location of primary cases, sensitivity, proportion of asymptomatic and frequency or duration of lockdown, our simulator tracks every individual and hence infection progression through community over time. In a closed community of 10000 people, it is seen that without any lockdown, number of cases peak around 6th week and wanes off around 15th week. If primary case is located inside dense population cluster like slums, cases peak early and wane off slowly. With introduction of lockdown, cases peak at slower rate. If sensitivity of identifying infection decreases, cases and deaths increase. Number of cases declines with increase in proportion of asymptomatic cases. The model is robust and provides reproducible estimates with realistic parameter values. It also guides in identifying measures to control outbreak in a community. It is flexible in accommodating different parameters like infectivity period, yield of testing, socio-economic strata, daily travel, awareness level, population density, social distancing, lockdown etc. and can be tailored to study other infections with similar transmission pattern.
Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive
Authors: John Dagpunar
Date: 2020-05-02 00:00:00
Tasks: Form

In this paper I extend the work of Bernhardt and Donnelly (2019) dealing with modern explicit tontines, as a way of providing income under a specified bequest motive, from a defined contribution pension pot. A key feature of the present paper is that it relaxes the assumption of fixed proportions invested in tontine and bequest accounts. In making the bequest proportion an additional control function I obtain, hitherto unavailable, closed-form solutions for the fractional consumption rate, wealth, bequest amount, and bequest proportion under a constant relative risk averse utility. I show that the optimal bequest proportion is the product of the optimum fractional consumption rate and an exponentiated bequest parameter. I show that under certain circumstances, such as a very high bequest motive, a life-cycle utility maximisation strategy will necessitate negative mortality credits analogous to a member paying life insurance premiums. Typical scenarios are explored using UK Office of National Statistics life tables.
The efficient frontiers of mean-variance portfolio rules under distribution misspecification
Authors: Andrew Paskaramoorthy, Tim Gebbie, Terence van Zyl
Date: 2021-06-19 00:00:00

Mean-variance portfolio decisions that combine prediction and optimisation have been shown to have poor empirical performance. Here, we consider the performance of various shrinkage methods by their efficient frontiers under different distributional assumptions to study the impact of reasonable departures from Normality. Namely, we investigate the impact of first-order auto-correlation, second-order auto-correlation, skewness, and excess kurtosis. We show that the shrinkage methods tend to re-scale the sample efficient frontier, which can change based on the nature of local perturbations from Normality. This re-scaling implies that the standard approach of comparing decision rules for a fixed level of risk aversion is problematic, and more so in a dynamic market setting. Our results suggest that comparing efficient frontiers has serious implications which oppose the prevailing thinking in the literature. Namely, that sample estimators out-perform Stein type estimators of the mean, and that improving the prediction of the covariance has greater importance than improving that of the means.
Personalized Image Aesthetics Assessment via Meta-Learning With Bilevel Gradient Optimization
Authors: Hancheng Zhu, Leida Li, Jinjian Wu, Sicheng Zhao, Guiguang Ding, and Guangming Shi
Date: 2020-06-11 00:00:00
Proceeding: IEEE Transactions on Cybernetics 2020 6
Tasks: Aesthetics Quality Assessment, Meta-Learning

Typical image aesthetics assessment (IAA) is modeled for the generic aesthetics perceived by an ``average'' user. However, such generic aesthetics models neglect the fact that users' aesthetic preferences vary significantly depending on their unique preferences. Therefore, it is essential to tackle the issue for personalized IAA (PIAA). Since PIAA is a typical small sample learning (SSL) problem, existing PIAA models are usually built by fine-tuning the well-established generic IAA (GIAA) models, which are regarded as prior knowledge. Nevertheless, this kind of prior knowledge based on ``average aesthetics'' fails to incarnate the aesthetic diversity of different people. In order to learn the shared prior knowledge when different people judge aesthetics, that is, learn how people judge image aesthetics, we propose a PIAA method based on meta-learning with bilevel gradient optimization (BLG-PIAA), which is trained using individual aesthetic data directly and generalizes to unknown users quickly. The proposed approach consists of two phases: 1) meta-training and 2) meta-testing. In meta-training, the aesthetics assessment of each user is regarded as a task, and the training set of each task is divided into two sets: 1) support set and 2) query set. Unlike traditional methods that train a GIAA model based on average aesthetics, we train an aesthetic meta-learner model by bilevel gradient updating from the support set to the query set using many users' PIAA tasks. In meta-testing, the aesthetic meta-learner model is fine-tuned using a small amount of aesthetic data of a target user to obtain the PIAA model. The experimental results show that the proposed method outperforms the state-of-the-art PIAA metrics, and the learned prior model of BLG-PIAA can be quickly adapted to unseen PIAA tasks.
Generalizable No-Reference Image Quality Assessment via Deep Meta-learning
Authors: Hancheng Zhu, Leida Li, Jinjian Wu, Weisheng Dong, and Guangming Shi
Date: 2021-04-15 00:00:00
Proceeding: IEEE Transactions on Circuits and Systems for Video Technology 2021 4
Tasks: Image Quality Assessment, Meta-Learning, No-Reference Image Quality Assessment

Recently, researchers have shown great interest in using convolutional neural networks (CNNs) for no-reference image quality assessment (NR-IQA). Due to the lack of big training data, the efforts of existing metrics in optimizing CNN-based NR-IQA models remain limited. Furthermore, the diversity of distortions in images result in the generalization problem of NR-IQA models when trained with known distortions and tested on unseen distortions, which is an easy task for human. Hence, we propose a NR-IQA metric via deep meta-learning, which is highly generalizable in the face of unseen distortions. The fundamental idea is to learn the meta-knowledge shared by human when evaluating the quality of images with diversified distortions. Specifically, we define NR-IQA of different distortions as a series of tasks and propose a task selection strategy to build two task sets, which are characterized by synthetic to synthetic and synthetic to authentic distortions, respectively. Based on these two task sets, an optimization-based meta-learning is proposed to learn the generalized NR-IQA model, which can be directly used to evaluate the quality of images with unseen distortions. Extensive experiments demonstrate that our NR-IQA metric outperforms the state-of-the-arts in terms of both evaluation performance and generalization ability.
Multi-layered Semantic Representation Network for Multi-label Image Classification
Authors: Xiwen Qu, Hao Che, Jun Huang, Linchuan Xu, Xiao Zheng
Date: 2021-06-22 00:00:00
Tasks: Classification, image-classification, Image Classification, Multi-Label Classification, Multi-Label Image Classification

Multi-label image classification (MLIC) is a fundamental and practical task, which aims to assign multiple possible labels to an image. In recent years, many deep convolutional neural network (CNN) based approaches have been proposed which model label correlations to discover semantics of labels and learn semantic representations of images. This paper advances this research direction by improving both the modeling of label correlations and the learning of semantic representations. On the one hand, besides the local semantics of each label, we propose to further explore global semantics shared by multiple labels. On the other hand, existing approaches mainly learn the semantic representations at the last convolutional layer of a CNN. But it has been noted that the image representations of different layers of CNN capture different levels or scales of features and have different discriminative abilities. We thus propose to learn semantic representations at multiple convolutional layers. To this end, this paper designs a Multi-layered Semantic Representation Network (MSRN) which discovers both local and global semantics of labels through modeling label correlations and utilizes the label semantics to guide the semantic representations learning at multiple layers through an attention mechanism. Extensive experiments on four benchmark datasets including VOC 2007, COCO, NUS-WIDE, and Apparel show a competitive performance of the proposed MSRN against state-of-the-art models.
Particle Cloud Generation with Message Passing Generative Adversarial Networks
Authors: Raghav Kansal, Javier Duarte, Hao Su, Breno Orzari, Thiago Tomei, Maurizio Pierini, Mary Touranakou, Jean-Roch Vlimant, Dimitrios Gunopulos
Date: 2021-06-22 00:00:00
Proceeding: NeurIPS 2021 12

In high energy physics (HEP), jets are collections of correlated particles produced ubiquitously in particle collisions such as those at the CERN Large Hadron Collider (LHC). Machine learning (ML)-based generative models, such as generative adversarial networks (GANs), have the potential to significantly accelerate LHC jet simulations. However, despite jets having a natural representation as a set of particles in momentum-space, a.k.a. a particle cloud, there exist no generative models applied to such a dataset. In this work, we introduce a new particle cloud dataset (JetNet), and apply to it existing point cloud GANs. Results are evaluated using (1) 1-Wasserstein distances between high- and low-level feature distributions, (2) a newly developed Fr\'{e}chet ParticleNet Distance, and (3) the coverage and (4) minimum matching distance metrics. Existing GANs are found to be inadequate for physics applications, hence we develop a new message passing GAN (MPGAN), which outperforms existing point cloud GANs on virtually every metric and shows promise for use in HEP. We propose JetNet as a novel point-cloud-style dataset for the ML community to experiment with, and set MPGAN as a benchmark to improve upon for future generative models. Additionally, to facilitate research and improve accessibility and reproducibility in this area, we release the open-source JetNet Python package with interfaces for particle cloud datasets, implementations for evaluation and loss metrics, and more tools for ML in HEP development.
BEyond observation: an approach for ObjectNav
Authors: Daniel V. Ruiz, Eduardo Todt
Date: 2021-06-21 00:00:00
Tasks: Autonomous Navigation, Object, Simultaneous Localization and Mapping

With the rise of automation, unmanned vehicles became a hot topic both as commercial products and as a scientific research topic. It composes a multi-disciplinary field of robotics that encompasses embedded systems, control theory, path planning, Simultaneous Localization and Mapping (SLAM), scene reconstruction, and pattern recognition. In this work, we present our exploratory research of how sensor data fusion and state-of-the-art machine learning algorithms can perform the Embodied Artificial Intelligence (E-AI) task called Visual Semantic Navigation. This task, a.k.a Object-Goal Navigation (ObjectNav) consists of autonomous navigation using egocentric visual observations to reach an object belonging to the target semantic class without prior knowledge of the environment. Our method reached fourth place on the Habitat Challenge 2021 ObjectNav on the Minival phase and the Test-Standard Phase.
Cooperative mmWave PHD-SLAM with Moving Scatterers
Authors: Hyowon Kim, Jaebok Lee, Yu Ge, Fan Jiang, Sunwoo Kim, Henk Wymeersch
Date: 2021-06-22 00:00:00
Tasks: Simultaneous Localization and Mapping

Using the multiple-model (MM) probability hypothesis density (PHD) filter, millimeter wave (mmWave) radio simultaneous localization and mapping (SLAM) in vehicular scenarios is susceptible to movements of objects, in particular vehicles driving in parallel with the ego vehicle. We propose and evaluate two countermeasures to track vehicle scatterers (VSs) in mmWave radio MM-PHD-SLAM. First, locally at each vehicle, we generate and treat the VS map PHD in the context of Bayesian recursion, and modify vehicle state correction with the VS map PHD. Second, in the global map fusion process at the base station, we average the VS map PHD and upload it with self-vehicle posterior density, compute fusion weights, and prune the target with low Gaussian weight in the context of arithmetic average-based map fusion. From simulation results, the proposed cooperative mmWave radio MM-PHD-SLAM filter is shown to outperform the previous filter in VS scenarios.
SeqNetVLAD vs PointNetVLAD: Image Sequence vs 3D Point Clouds for Day-Night Place Recognition
Authors: Sourav Garg, Michael Milford
Date: 2021-06-22 00:00:00
Tasks: Autonomous Driving, Visual Place Recognition

Place Recognition is a crucial capability for mobile robot localization and navigation. Image-based or Visual Place Recognition (VPR) is a challenging problem as scene appearance and camera viewpoint can change significantly when places are revisited. Recent VPR methods based on ``sequential representations'' have shown promising results as compared to traditional sequence score aggregation or single image based techniques. In parallel to these endeavors, 3D point clouds based place recognition is also being explored following the advances in deep learning based point cloud processing. However, a key question remains: is an explicit 3D structure based place representation always superior to an implicit ``spatial'' representation based on sequence of RGB images which can inherently learn scene structure. In this extended abstract, we attempt to compare these two types of methods by considering a similar ``metric span'' to represent places. We compare a 3D point cloud based method (PointNetVLAD) with image sequence based methods (SeqNet and others) and showcase that image sequence based techniques approach, and can even surpass, the performance achieved by point cloud based methods for a given metric span. These performance variations can be attributed to differences in data richness of input sensors as well as data accumulation strategies for a mobile robot. While a perfect apple-to-apple comparison may not be feasible for these two different modalities, the presented comparison takes a step in the direction of answering deeper questions regarding spatial representations, relevant to several applications like Autonomous Driving and Augmented/Virtual Reality. Source code available publicly https://github.com/oravus/seqNet.
Trinity: A No-Code AI platform for complex spatial datasets
Authors: C. V. Krishnakumar Iyer, Feili Hou, Henry Wang, Yonghong Wang, Kay Oh, Swetava Ganguli, Vipul Pandey
Date: 2021-06-21 00:00:00
Tasks: Feature Engineering, Semantic Segmentation

We present a no-code Artificial Intelligence (AI) platform called Trinity with the main design goal of enabling both machine learning researchers and non-technical geospatial domain experts to experiment with domain-specific signals and datasets for solving a variety of complex problems on their own. This versatility to solve diverse problems is achieved by transforming complex Spatio-temporal datasets to make them consumable by standard deep learning models, in this case, Convolutional Neural Networks (CNNs), and giving the ability to formulate disparate problems in a standard way, eg. semantic segmentation. With an intuitive user interface, a feature store that hosts derivatives of complex feature engineering, a deep learning kernel, and a scalable data processing mechanism, Trinity provides a powerful platform for domain experts to share the stage with scientists and engineers in solving business-critical problems. It enables quick prototyping, rapid experimentation and reduces the time to production by standardizing model building and deployment. In this paper, we present our motivation behind Trinity and its design along with showcasing sample applications to motivate the idea of lowering the bar to using AI.