pwc-archive/papers-with-abstracts huggingface dataset:
Delay Minimization for Federated Learning Over Wireless Communication Networks
Authors: Zhaohui Yang, Mingzhe Chen, Walid Saad, Choong Seon Hong, Mohammad Shikh-Bahaei, H. Vincent Poor, Shuguang Cui
Date: 2020-07-05 00:00:00
Tasks: Federated Learning

In this paper, the problem of delay minimization for federated learning (FL) over wireless communication networks is investigated. In the considered model, each user exploits limited local computational resources to train a local FL model with its collected data and, then, sends the trained FL model parameters to a base station (BS) which aggregates the local FL models and broadcasts the aggregated FL model back to all the users. Since FL involves learning model exchanges between the users and the BS, both computation and communication latencies are determined by the required learning accuracy level, which affects the convergence rate of the FL algorithm. This joint learning and communication problem is formulated as a delay minimization problem, where it is proved that the objective function is a convex function of the learning accuracy. Then, a bisection search algorithm is proposed to obtain the optimal solution. Simulation results show that the proposed algorithm can reduce delay by up to 27.3% compared to conventional FL methods.
Detecting Signatures of Early-stage Dementia with Behavioural Models Derived from Sensor Data
Authors: Rafael Poyiadzi, Weisong Yang, Yoav Ben-Shlomo, Ian Craddock, Liz Coulthard, Raul Santos-Rodriguez, James Selwood, Niall Twomey
Date: 2020-07-03 00:00:00
Tasks: Sleep Quality

There is a pressing need to automatically understand the state and progression of chronic neurological diseases such as dementia. The emergence of state-of-the-art sensing platforms offers unprecedented opportunities for indirect and automatic evaluation of disease state through the lens of behavioural monitoring. This paper specifically seeks to characterise behavioural signatures of mild cognitive impairment (MCI) and Alzheimer's disease (AD) in the \textit{early} stages of the disease. We introduce bespoke behavioural models and analyses of key symptoms and deploy these on a novel dataset of longitudinal sensor data from persons with MCI and AD. We present preliminary findings that show the relationship between levels of sleep quality and wandering can be subtly different between patients in the early stages of dementia and healthy cohabiting controls.
Tree Optimization Based Heuristics and Metaheuristics in Network Construction Problems
Authors: Igor Averbakh, Jordi Pereira
Date: 2020-07-03 00:00:00

We consider a recently introduced class of network construction problems where edges of a transportation network need to be constructed by a server (construction crew). The server has a constant construction speed which is much lower than its travel speed, so relocation times are negligible with respect to construction times. It is required to find a construction schedule that minimizes a non-decreasing function of the times when various connections of interest become operational. Most problems of this class are strongly NP-hard on general networks, but are often tree-efficient, that is, polynomially solvable on trees. We develop a generic local search heuristic approach and two metaheuristics (Iterated Local Search and Tabu Search) for solving tree-efficient network construction problems on general networks, and explore them computationally. Results of computational experiments indicate that the methods have excellent performance.
AEGCN: An Autoencoder-Constrained Graph Convolutional Network
Authors: Mingyuan Ma, Sen Na, Hongyu Wang
Date: 2020-07-03 00:00:00
Tasks: Decoder, Graph Attention, Node Classification

We propose a novel neural network architecture, called autoencoder-constrained graph convolutional network, to solve node classification task on graph domains. As suggested by its name, the core of this model is a convolutional network operating directly on graphs, whose hidden layers are constrained by an autoencoder. Comparing with vanilla graph convolutional networks, the autoencoder step is added to reduce the information loss brought by Laplacian smoothing. We consider applying our model on both homogeneous graphs and heterogeneous graphs. For homogeneous graphs, the autoencoder approximates to the adjacency matrix of the input graph by taking hidden layer representations as encoder and another one-layer graph convolutional network as decoder. For heterogeneous graphs, since there are multiple adjacency matrices corresponding to different types of edges, the autoencoder approximates to the feature matrix of the input graph instead, and changes the encoder to a particularly designed multi-channel pre-processing network with two layers. In both cases, the error occurred in the autoencoder approximation goes to the penalty term in the loss function. In extensive experiments on citation networks and other heterogeneous graphs, we demonstrate that adding autoencoder constraints significantly improves the performance of graph convolutional networks. Further, we notice that our technique can be applied on graph attention network to improve the performance as well. This reveals the wide applicability of the proposed autoencoder technique.
Artificial Life in Game Mods for Intuitive Evolution Education
Authors: Anya E. Vostinar, Barbara Z. Johnson, Kevin Connors
Date: 2020-07-07 00:00:00
Tasks: Artificial Life

The understanding and acceptance of evolution by natural selection has become a difficult issue in many parts of the world, particularly the United States of America. The use of games to improve intuition about evolution via natural selection is promising but can be challenging. We propose the use of modifications to commercial games using artificial life techniques to 'stealth teach' about evolution via natural selection, provide a proof-of-concept mod of the game Stardew Valley, and report on its initial reception.
A Study of Learning Search Approximation in Mixed Integer Branch and Bound: Node Selection in SCIP
Authors: Kaan Yilmaz, Neil Yorke-Smith
Date: 2020-07-08 00:00:00
Tasks: Imitation Learning

In line with the growing trend of using machine learning to help solve combinatorial optimisation problems, one promising idea is to improve node selection within a mixed integer programming (MIP) branch-and-bound tree by using a learned policy. Previous work using imitation learning indicates the feasibility of acquiring a node selection policy, by learning an adaptive node searching order. In contrast, our imitation learning policy is focused solely on learning which of a node's children to select. We present an offline method to learn such a policy in two settings: one that comprises a heuristic by committing to pruning of nodes; one that is exact and backtracks from a leaf to guarantee finding the optimal integer solution. The former setting corresponds to a child selector during plunging, while the latter is akin to a diving heuristic. We apply the policy within the popular open-source solver SCIP, in both heuristic and exact settings. Empirical results on five MIP datasets indicate that our node selection policy leads to solutions significantly more quickly than the state-of-the-art precedent in the literature. While we do not beat the highly-optimised SCIP state-of-practice baseline node selector in terms of solving time on exact solutions, our heuristic policies have a consistently better optimality gap than all baselines, if the accuracy of the predictive model is sufficient. Further, the results also indicate that, when a time limit is applied, our heuristic method finds better solutions than all baselines in the majority of problems tested. We explain the results by showing that the learned policies have imitated the SCIP baseline, but without the latter's early plunge abort. Our recommendation is that, despite the clear improvements over the literature, this kind of MIP child selector is better seen in a broader approach using learning in MIP branch-and-bound tree decisions.
IOHanalyzer: Detailed Performance Analyses for Iterative Optimization Heuristics
Authors: Hao Wang, Diederick Vermetten, Furong Ye, Carola Doerr, Thomas Bäck
Date: 2020-07-08 00:00:00
Tasks: Bayesian Optimization, Benchmarking, Evolutionary Algorithms

Benchmarking and performance analysis play an important role in understanding the behaviour of iterative optimization heuristics (IOHs) such as local search algorithms, genetic and evolutionary algorithms, Bayesian optimization algorithms, etc. This task, however, involves manual setup, execution, and analysis of the experiment on an individual basis, which is laborious and can be mitigated by a generic and well-designed platform. For this purpose, we propose IOHanalyzer, a new user-friendly tool for the analysis, comparison, and visualization of performance data of IOHs. Implemented in R and C++, IOHanalyzer is fully open source. It is available on CRAN and GitHub. IOHanalyzer provides detailed statistics about fixed-target running times and about fixed-budget performance of the benchmarked algorithms with a real-valued codomain, single-objective optimization tasks. Performance aggregation over several benchmark problems is possible, for example in the form of empirical cumulative distribution functions. Key advantages of IOHanalyzer over other performance analysis packages are its highly interactive design, which allows users to specify the performance measures, ranges, and granularity that are most useful for their experiments, and the possibility to analyze not only performance traces, but also the evolution of dynamic state parameters. IOHanalyzer can directly process performance data from the main benchmarking platforms, including the COCO platform, Nevergrad, the SOS platform, and IOHexperimenter. An R programming interface is provided for users preferring to have a finer control over the implemented functionalities.
BS4NN: Binarized Spiking Neural Networks with Temporal Coding and Learning
Authors: Saeed Reza Kheradpisheh, Maryam Mirsadeghi, Timothée Masquelier
Date: 2020-07-08 00:00:00

We recently proposed the S4NN algorithm, essentially an adaptation of backpropagation to multilayer spiking neural networks that use simple non-leaky integrate-and-fire neurons and a form of temporal coding known as time-to-first-spike coding. With this coding scheme, neurons fire at most once per stimulus, but the firing order carries information. Here, we introduce BS4NN, a modification of S4NN in which the synaptic weights are constrained to be binary (+1 or -1), in order to decrease memory (ideally, one bit per synapse) and computation footprints. This was done using two sets of weights: firstly, real-valued weights, updated by gradient descent, and used in the backward pass of backpropagation, and secondly, their signs, used in the forward pass. Similar strategies have been used to train (non-spiking) binarized neural networks. The main difference is that BS4NN operates in the time domain: spikes are propagated sequentially, and different neurons may reach their threshold at different times, which increases computational power. We validated BS4NN on two popular benchmarks, MNIST and Fashion-MNIST, and obtained reasonable accuracies for this sort of network (97.0% and 87.3% respectively) with a negligible accuracy drop with respect to real-valued weights (0.4% and 0.7%, respectively). We also demonstrated that BS4NN outperforms a simple BNN with the same architectures on those two datasets (by 0.2% and 0.9% respectively), presumably because it leverages the temporal dimension. The source codes of the proposed BS4NN are publicly available at https://github.com/SRKH/BS4NN.
AutoLR: An Evolutionary Approach to Learning Rate Policies
Authors: Pedro Carvalho, Nuno Lourenço, Filipe Assunção, Penousal Machado
Date: 2020-07-08 00:00:00

The choice of a proper learning rate is paramount for good Artificial Neural Network training and performance. In the past, one had to rely on experience and trial-and-error to find an adequate learning rate. Presently, a plethora of state of the art automatic methods exist that make the search for a good learning rate easier. While these techniques are effective and have yielded good results over the years, they are general solutions. This means the optimization of learning rate for specific network topologies remains largely unexplored. This work presents AutoLR, a framework that evolves Learning Rate Schedulers for a specific Neural Network Architecture using Structured Grammatical Evolution. The system was used to evolve learning rate policies that were compared with a commonly used baseline value for learning rate. Results show that training performed using certain evolved policies is more efficient than the established baseline and suggest that this approach is a viable means of improving a neural network's performance.
Resonator networks for factoring distributed representations of data structures
Authors: E. Paxon Frady, Spencer Kent, Bruno A. Olshausen, Friedrich T. Sommer
Date: 2020-07-07 00:00:00

The ability to encode and manipulate data structures with distributed neural representations could qualitatively enhance the capabilities of traditional neural networks by supporting rule-based symbolic reasoning, a central property of cognition. Here we show how this may be accomplished within the framework of Vector Symbolic Architectures (VSA) (Plate, 1991; Gayler, 1998; Kanerva, 1996), whereby data structures are encoded by combining high-dimensional vectors with operations that together form an algebra on the space of distributed representations. In particular, we propose an efficient solution to a hard combinatorial search problem that arises when decoding elements of a VSA data structure: the factorization of products of multiple code vectors. Our proposed algorithm, called a resonator network, is a new type of recurrent neural network that interleaves VSA multiplication operations and pattern completion. We show in two examples -- parsing of a tree-like data structure and parsing of a visual scene -- how the factorization problem arises and how the resonator network can solve it. More broadly, resonator networks open the possibility to apply VSAs to myriad artificial intelligence problems in real-world domains. A companion paper (Kent et al., 2020) presents a rigorous analysis and evaluation of the performance of resonator networks, showing it out-performs alternative approaches.
Uncertainty-Aware Lookahead Factor Models for Quantitative Investing
Authors: Lakshay Chauhan, John Alberg, Zachary C. Lipton
Date: 2020-07-07 00:00:00

On a periodic basis, publicly traded companies report fundamentals, financial data including revenue, earnings, debt, among others. Quantitative finance research has identified several factors, functions of the reported data that historically correlate with stock market performance. In this paper, we first show through simulation that if we could select stocks via factors calculated on future fundamentals (via oracle), that our portfolios would far outperform standard factor models. Motivated by this insight, we train deep nets to forecast future fundamentals from a trailing 5-year history. We propose lookahead factor models which plug these predicted future fundamentals into traditional factors. Finally, we incorporate uncertainty estimates from both neural heteroscedastic regression and a dropout-based heuristic, improving performance by adjusting our portfolios to avert risk. In retrospective analysis, we leverage an industry-grade portfolio simulator (backtester) to show simultaneous improvement in annualized return and Sharpe ratio. Specifically, the simulated annualized return for the uncertainty-aware model is 17.7% (vs 14.0% for a standard factor model) and the Sharpe ratio is 0.84 (vs 0.52).
Variational Representations and Neural Network Estimation of Rényi Divergences
Authors: Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang
Date: 2020-07-07 00:00:00

We derive a new variational formula for the R\'enyi family of divergences, $R_\alpha(Q\|P)$, between probability measures $Q$ and $P$. Our result generalizes the classical Donsker-Varadhan variational formula for the Kullback-Leibler divergence. We further show that this R\'enyi variational formula holds over a range of function spaces; this leads to a formula for the optimizer under very weak assumptions and is also key in our development of a consistency theory for R\'enyi divergence estimators. By applying this theory to neural-network estimators, we show that if a neural network family satisfies one of several strengthened versions of the universal approximation property then the corresponding R\'enyi divergence estimator is consistent. In contrast to density-estimator based methods, our estimators involve only expectations under $Q$ and $P$ and hence are more effective in high dimensional systems. We illustrate this via several numerical examples of neural network estimation in systems of up to 5000 dimensions.
NVAE: A Deep Hierarchical Variational Autoencoder
Authors: Arash Vahdat, Jan Kautz
Date: 2020-07-08 00:00:00
Proceeding: NeurIPS 2020 12
Tasks: Image Generation

Normalizing flows, autoregressive models, variational autoencoders (VAEs), and deep energy-based models are among competing likelihood-based frameworks for deep generative learning. Among them, VAEs have the advantage of fast and tractable sampling and easy-to-access encoding networks. However, they are currently outperformed by other models such as normalizing flows and autoregressive models. While the majority of the research in VAEs is focused on the statistical challenges, we explore the orthogonal direction of carefully designing neural architectures for hierarchical VAEs. We propose Nouveau VAE (NVAE), a deep hierarchical VAE built for image generation using depth-wise separable convolutions and batch normalization. NVAE is equipped with a residual parameterization of Normal distributions and its training is stabilized by spectral regularization. We show that NVAE achieves state-of-the-art results among non-autoregressive likelihood-based models on the MNIST, CIFAR-10, CelebA 64, and CelebA HQ datasets and it provides a strong baseline on FFHQ. For example, on CIFAR-10, NVAE pushes the state-of-the-art from 2.98 to 2.91 bits per dimension, and it produces high-quality images on CelebA HQ. To the best of our knowledge, NVAE is the first successful VAE applied to natural images as large as 256$\times$256 pixels. The source code is available at https://github.com/NVlabs/NVAE .
Statistical post-processing of wind speed forecasts using convolutional neural networks
Authors: Simon Veldkamp, Kirien Whan, Sjoerd Dirksen, Maurice Schmeits
Date: 2020-07-08 00:00:00
Tasks: Density Estimation, quantile regression, Weather Forecasting

Current statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information by using convolutional neural networks (CNNs) and obtain probabilistic wind speed forecasts in the Netherlands for 48 hours ahead, based on KNMI's deterministic Harmonie-Arome NWP model. The probabilistic forecasts from the CNNs are shown to have higher Brier skill scores for medium to higher wind speeds, as well as a better continuous ranked probability score (CRPS) and logarithmic score, than the forecasts from fully connected neural networks and quantile regression forests. As a secondary result, we have compared the CNNs using 3 different density estimation methods (quantized softmax (QS), kernel mixture networks, and fitting a truncated normal distribution), and found the probabilistic forecasts based on the QS method to be best.
Accelerated Sparse Bayesian Learning via Screening Test and Its Applications
Authors: Yiping Jiang, Tianshi Chen
Date: 2020-07-08 00:00:00

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is typically NP-hard, and thus alternative approximate methods should be considered. In this paper, our choice for alternative method is sparse Bayesian learning, which, as empirical Bayesian approaches, uses a parameterized prior to encourage sparsity in solution, rather than the other methods with fixed priors such as LASSO. Screening test, however, aims at quickly identifying a subset of features whose coefficients are guaranteed to be zero in the optimal solution, and then can be safely removed from the complete dictionary to obtain a smaller, more easily solved problem. Next, we solve the smaller problem, after which the solution of the original problem can be recovered by padding the smaller solution with zeros. The performance of the proposed method will be examined on various data sets and applications.
General Pitfalls of Model-Agnostic Interpretation Methods for Machine Learning Models
Authors: Christoph Molnar, Gunnar König, Julia Herbinger, Timo Freiesleben, Susanne Dandl, Christian A. Scholbeck, Giuseppe Casalicchio, Moritz Grosse-Wentrup, Bernd Bischl
Date: 2020-07-08 00:00:00
Tasks: BIG-bench Machine Learning, Feature Importance

An increasing number of model-agnostic interpretation techniques for machine learning (ML) models such as partial dependence plots (PDP), permutation feature importance (PFI) and Shapley values provide insightful model interpretations, but can lead to wrong conclusions if applied incorrectly. We highlight many general pitfalls of ML model interpretation, such as using interpretation techniques in the wrong context, interpreting models that do not generalize well, ignoring feature dependencies, interactions, uncertainty estimates and issues in high-dimensional settings, or making unjustified causal interpretations, and illustrate them with examples. We focus on pitfalls for global methods that describe the average model behavior, but many pitfalls also apply to local methods that explain individual predictions. Our paper addresses ML practitioners by raising awareness of pitfalls and identifying solutions for correct model interpretation, but also addresses ML researchers by discussing open issues for further research.
Learning from DPPs via Sampling: Beyond HKPV and symmetry
Authors: Rémi Bardenet, Subhroshekhar Ghosh
Date: 2020-07-08 00:00:00
Tasks: feature selection, Point Processes, Recommendation Systems, Two-sample testing

Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the intrinsic ability of these probabilistic models to facilitate sample diversity. The ability to sample from DPPs is paramount to the empirical investigation of these models. Most exact samplers are variants of a spectral meta-algorithm due to Hough, Krishnapur, Peres and Vir\'ag (henceforth HKPV), which is in general time and resource intensive. For DPPs with symmetric kernels, scalable HKPV samplers have been proposed that either first downsample the ground set of items, or force the kernel to be low-rank, using e.g. Nystr\"om-type decompositions. In the present work, we contribute a radically different approach than HKPV. Exploiting the fact that many statistical and learning objectives can be effectively accomplished by only sampling certain key observables of a DPP (so-called linear statistics), we invoke an expression for the Laplace transform of such an observable as a single determinant, which holds in complete generality. Combining traditional low-rank approximation techniques with Laplace inversion algorithms from numerical analysis, we show how to directly approximate the distribution function of a linear statistic of a DPP. This distribution function can then be used in hypothesis testing or to actually sample the linear statistic, as per requirement. Our approach is scalable and applies to very general DPPs, beyond traditional symmetric kernels.