pwc-archive/papers-with-abstracts huggingface dataset:
Dynamic Graph-Based Anomaly Detection in the Electrical Grid
Authors: Shimiao Li, Amritanshu Pandey, Bryan Hooi, Christos Faloutsos, Larry Pileggi
Date: 2020-12-30 00:00:00
Tasks: Anomaly Detection

Given sensor readings over time from a power grid, how can we accurately detect when an anomaly occurs? A key part of achieving this goal is to use the network of power grid sensors to quickly detect, in real-time, when any unusual events, whether natural faults or malicious, occur on the power grid. Existing bad-data detectors in the industry lack the sophistication to robustly detect broad types of anomalies, especially those due to emerging cyber-attacks, since they operate on a single measurement snapshot of the grid at a time. New ML methods are more widely applicable, but generally do not consider the impact of topology change on sensor measurements and thus cannot accommodate regular topology adjustments in historical data. Hence, we propose DYNWATCH, a domain knowledge based and topology-aware algorithm for anomaly detection using sensors placed on a dynamic grid. Our approach is accurate, outperforming existing approaches by 20% or more (F-measure) in experiments; and fast, running in less than 1.7ms on average per time tick per sensor on a 60K+ branch case using a laptop computer, and scaling linearly in the size of the graph.
Privacy-Constrained Policies via Mutual Information Regularized Policy Gradients
Authors: Chris Cundy, Rishi Desai, Stefano Ermon
Date: 2020-12-30 00:00:00
Tasks: Decision Making, Sequential Decision Making

As reinforcement learning techniques are increasingly applied to real-world decision problems, attention has turned to how these algorithms use potentially sensitive information. We consider the task of training a policy that maximizes reward while minimizing disclosure of certain sensitive state variables through the actions. We give examples of how this setting covers real-world problems in privacy for sequential decision-making. We solve this problem in the policy gradients framework by introducing a regularizer based on the mutual information (MI) between the sensitive state and the actions. We develop a model-based stochastic gradient estimator for optimization of privacy-constrained policies. We also discuss an alternative MI regularizer that serves as an upper bound to our main MI regularizer and can be optimized in a model-free setting, and a powerful direct estimator that can be used in an environment with differentiable dynamics. We contrast previous work in differentially-private RL to our mutual-information formulation of information disclosure. Experimental results show that our training method results in policies that hide the sensitive state, even in challenging high-dimensional tasks.
Equipment Failure Analysis for Oil and Gas Industry with an Ensemble Predictive Model
Authors: Chen ZhiYuan, Olugbenro. O. Selere, Nicholas Lu Chee Seng
Date: 2020-12-30 00:00:00

This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas equipment data. Recent applications of failure analysis have made use of the SVM technique without implementing SMO training algorithm, while in our study we show that the proposed solution can perform much better when using the SMO training algorithm. Furthermore, we implement the ensemble approach, which is a hybrid rule based and neural network classifier to improve the performance of the SVM classifier (with SMO training algorithm). The optimization study is as a result of the underperformance of the classifier when dealing with imbalanced dataset. The selected best performing classifiers are combined together with SVM classifier (with SMO training algorithm) by using the stacking ensemble method which is to create an efficient ensemble predictive model that can handle the issue of imbalanced data. The classification performance of this predictive model is considerably better than the SVM with and without SMO training algorithm and many other conventional classifiers.
Unsupervised Real Time Prediction of Faults Using the Support Vector Machine
Authors: ZhiYuan Chen, Isa Dino, Nik Ahmad Akram
Date: 2020-12-30 00:00:00

This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas equipment data. Recent applications of failure analysis have made use of the SVM technique without implementing SMO training algorithm, while in our study we show that the proposed solution can perform much better when using the SMO training algorithm. Furthermore, we implement the ensemble approach, which is a hybrid rule based and neural network classifier to improve the performance of the SVM classifier (with SMO training algorithm). The optimization study is as a result of the underperformance of the classifier when dealing with imbalanced dataset. The selected best performing classifiers are combined together with SVM classifier (with SMO training algorithm) by using the stacking ensemble method which is to create an efficient ensemble predictive model that can handle the issue of imbalanced data. The classification performance of this predictive model is considerably better than the SVM with and without SMO training algorithm and many other conventional classifiers.
Perspective: A Phase Diagram for Deep Learning unifying Jamming, Feature Learning and Lazy Training
Authors: Mario Geiger, Leonardo Petrini, Matthieu Wyart
Date: 2020-12-30 00:00:00

Deep learning algorithms are responsible for a technological revolution in a variety of tasks including image recognition or Go playing. Yet, why they work is not understood. Ultimately, they manage to classify data lying in high dimension -- a feat generically impossible due to the geometry of high dimensional space and the associated curse of dimensionality. Understanding what kind of structure, symmetry or invariance makes data such as images learnable is a fundamental challenge. Other puzzles include that (i) learning corresponds to minimizing a loss in high dimension, which is in general not convex and could well get stuck bad minima. (ii) Deep learning predicting power increases with the number of fitting parameters, even in a regime where data are perfectly fitted. In this manuscript, we review recent results elucidating (i,ii) and the perspective they offer on the (still unexplained) curse of dimensionality paradox. We base our theoretical discussion on the $(h,\alpha)$ plane where $h$ is the network width and $\alpha$ the scale of the output of the network at initialization, and provide new systematic measures of performance in that plane for MNIST and CIFAR 10. We argue that different learning regimes can be organized into a phase diagram. A line of critical points sharply delimits an under-parametrised phase from an over-parametrized one. In over-parametrized nets, learning can operate in two regimes separated by a smooth cross-over. At large initialization, it corresponds to a kernel method, whereas for small initializations features can be learnt, together with invariants in the data. We review the properties of these different phases, of the transition separating them and some open questions. Our treatment emphasizes analogies with physical systems, scaling arguments and the development of numerical observables to quantitatively test these results empirically.
Crossover-SGD: A gossip-based communication in distributed deep learning for alleviating large mini-batch problem and enhancing scalability
Authors: Sangho Yeo, Minho Bae, Minjoong Jeong, Oh-kyoung Kwon, Sangyoon Oh
Date: 2020-12-30 00:00:00

Distributed deep learning is an effective way to reduce the training time of deep learning for large datasets as well as complex models. However, the limited scalability caused by network overheads makes it difficult to synchronize the parameters of all workers. To resolve this problem, gossip-based methods that demonstrates stable scalability regardless of the number of workers have been proposed. However, to use gossip-based methods in general cases, the validation accuracy for a large mini-batch needs to be verified. To verify this, we first empirically study the characteristics of gossip methods in a large mini-batch problem and observe that the gossip methods preserve higher validation accuracy than AllReduce-SGD(Stochastic Gradient Descent) when the number of batch sizes is increased and the number of workers is fixed. However, the delayed parameter propagation of the gossip-based models decreases validation accuracy in large node scales. To cope with this problem, we propose Crossover-SGD that alleviates the delay propagation of weight parameters via segment-wise communication and load balancing random network topology. We also adapt hierarchical communication to limit the number of workers in gossip-based communication methods. To validate the effectiveness of our proposed method, we conduct empirical experiments and observe that our Crossover-SGD shows higher node scalability than SGP(Stochastic Gradient Push).
Generalized Operating Procedure for Deep Learning: an Unconstrained Optimal Design Perspective
Authors: Shen Chen, Mingwei Zhang, Jiamin Cui, Wei Yao
Date: 2020-12-31 00:00:00
Tasks: Deep Learning, Diversity, Speaker Verification

Deep learning (DL) has brought about remarkable breakthrough in processing images, video and speech due to its efficacy in extracting highly abstract representation and learning very complex functions. However, there is seldom operating procedure reported on how to make it for real use cases. In this paper, we intend to address this problem by presenting a generalized operating procedure for DL from the perspective of unconstrained optimal design, which is motivated by a simple intension to remove the barrier of using DL, especially for those scientists or engineers who are new but eager to use it. Our proposed procedure contains seven steps, which are project/problem statement, data collection, architecture design, initialization of parameters, defining loss function, computing optimal parameters, and inference, respectively. Following this procedure, we build a multi-stream end-to-end speaker verification system, in which the input speech utterance is processed by multiple parallel streams within different frequency range, so that the acoustic modeling can be more robust resulting from the diversity of features. Trained with VoxCeleb dataset, our experimental results verify the effectiveness of our proposed operating procedure, and also show that our multi-stream framework outperforms single-stream baseline with 20 % relative reduction in minimum decision cost function (minDCF).
Gated Ensemble of Spatio-temporal Mixture of Experts for Multi-task Learning in Ride-hailing System
Authors: M. H. Rahman, S. M. Rifaat, S. N. Sadeek, M. Abrar, D. Wang
Date: 2020-12-31 00:00:00
Tasks: Mixture-of-Experts, Multi-Task Learning, Spatio-Temporal Forecasting

Ride-hailing system requires efficient management of dynamic demand and supply to ensure optimal service delivery, pricing strategies, and operational efficiency. Designing spatio-temporal forecasting models separately in a task-wise and city-wise manner to forecast demand and supply-demand gap in a ride-hailing system poses a burden for the expanding transportation network companies. Therefore, a multi-task learning architecture is proposed in this study by developing gated ensemble of spatio-temporal mixture of experts network (GESME-Net) with convolutional recurrent neural network (CRNN), convolutional neural network (CNN), and recurrent neural network (RNN) for simultaneously forecasting these spatio-temporal tasks in a city as well as across different cities. Furthermore, a task adaptation layer is integrated with the architecture for learning joint representation in multi-task learning and revealing the contribution of the input features utilized in prediction. The proposed architecture is tested with data from Didi Chuxing for: (i) simultaneously forecasting demand and supply-demand gap in Beijing, and (ii) simultaneously forecasting demand across Chengdu and Xian. In both scenarios, models from our proposed architecture outperformed the single-task and multi-task deep learning benchmarks and ensemble-based machine learning algorithms.
Algorithms for Learning Graphs in Financial Markets
Authors: José Vinícius de Miranda Cardoso, Jiaxi Ying, Daniel Perez Palomar
Date: 2020-12-31 00:00:00
Tasks: Graph Learning, Time Series Analysis, Time Series Clustering

In the past two decades, the field of applied finance has tremendously benefited from graph theory. As a result, novel methods ranging from asset network estimation to hierarchical asset selection and portfolio allocation are now part of practitioners' toolboxes. In this paper, we investigate the fundamental problem of learning undirected graphical models under Laplacian structural constraints from the point of view of financial market times series data. In particular, we present natural justifications, supported by empirical evidence, for the usage of the Laplacian matrix as a model for the precision matrix of financial assets, while also establishing a direct link that reveals how Laplacian constraints are coupled to meaningful physical interpretations related to the market index factor and to conditional correlations between stocks. Those interpretations lead to a set of guidelines that practitioners should be aware of when estimating graphs in financial markets. In addition, we design numerical algorithms based on the alternating direction method of multipliers to learn undirected, weighted graphs that take into account stylized facts that are intrinsic to financial data such as heavy tails and modularity. We illustrate how to leverage the learned graphs into practical scenarios such as stock time series clustering and foreign exchange network estimation. The proposed graph learning algorithms outperform the state-of-the-art methods in an extensive set of practical experiments. Furthermore, we obtain theoretical and empirical convergence results for the proposed algorithms. Along with the developed methodologies for graph learning in financial markets, we release an R package, called fingraph, accommodating the code and data to obtain all the experimental results.
DeepTake: Prediction of Driver Takeover Behavior using Multimodal Data
Authors: Erfan Pakdamanian, Shili Sheng, Sonia Baee, Seongkook Heo, Sarit Kraus, Lu Feng
Date: 2020-12-31 00:00:00

Automated vehicles promise a future where drivers can engage in non-driving tasks without hands on the steering wheels for a prolonged period. Nevertheless, automated vehicles may still need to occasionally hand the control back to drivers due to technology limitations and legal requirements. While some systems determine the need for driver takeover using driver context and road condition to initiate a takeover request, studies show that the driver may not react to it. We present DeepTake, a novel deep neural network-based framework that predicts multiple aspects of takeover behavior to ensure that the driver is able to safely take over the control when engaged in non-driving tasks. Using features from vehicle data, driver biometrics, and subjective measurements, DeepTake predicts the driver's intention, time, and quality of takeover. We evaluate DeepTake performance using multiple evaluation metrics. Results show that DeepTake reliably predicts the takeover intention, time, and quality, with an accuracy of 96%, 93%, and 83%, respectively. Results also indicate that DeepTake outperforms previous state-of-the-art methods on predicting driver takeover time and quality. Our findings have implications for the algorithm development of driver monitoring and state detection.
CADA: Communication-Adaptive Distributed Adam
Authors: Tianyi Chen, Ziye Guo, Yuejiao Sun, Wotao Yin
Date: 2020-12-31 00:00:00
Tasks: BIG-bench Machine Learning

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic gradient descent method for distributed machine learning, which can be viewed as the communication-adaptive counterpart of the celebrated Adam method - justifying its name CADA. The key components of CADA are a set of new rules tailored for adaptive stochastic gradients that can be implemented to save communication upload. The new algorithms adaptively reuse the stale Adam gradients, thus saving communication, and still have convergence rates comparable to original Adam. In numerical experiments, CADA achieves impressive empirical performance in terms of total communication round reduction.
Good practices for Bayesian Optimization of high dimensional structured spaces
Authors: Eero Siivola, Javier Gonzalez, Andrei Paleyes, Aki Vehtari
Date: 2020-12-31 00:00:00
Tasks: Bayesian Optimization, Vocal Bursts Intensity Prediction

The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervised methods for projecting structured high dimensional data into low dimensional continuous representations, simplifying the optimization problem and enabling the application of traditional optimization methods. However, this line of research has been purely methodological with little connection to the needs of practitioners so far. In this paper, we study the effect of different search space design choices for performing Bayesian Optimization in high dimensional structured datasets. In particular, we analyse the influence of the dimensionality of the latent space, the role of the acquisition function and evaluate new methods to automatically define the optimization bounds in the latent space. Finally, based on experimental results using synthetic and real datasets, we provide recommendations for the practitioners.
Maximum-Likelihood Quantum State Tomography by Soft-Bayes
Authors: Chien-Ming Lin, Yu-Ming Hsu, Yen-Huan Li
Date: 2020-12-31 00:00:00
Tasks: Learning Theory, Quantum State Tomography

Quantum state tomography (QST), the task of estimating an unknown quantum state given measurement outcomes, is essential to building reliable quantum computing devices. Whereas computing the maximum-likelihood (ML) estimate corresponds to solving a finite-sum convex optimization problem, the objective function is not smooth nor Lipschitz, so most existing convex optimization methods lack sample complexity guarantees; moreover, both the sample size and dimension grow exponentially with the number of qubits in a QST experiment, so a desired algorithm should be highly scalable with respect to the dimension and sample size, just like stochastic gradient descent. In this paper, we propose a stochastic first-order algorithm that computes an $\varepsilon$-approximate ML estimate in $O( ( D \log D ) / \varepsilon ^ 2 )$ iterations with $O( D^3 )$ per-iteration time complexity, where $D$ denotes the dimension of the unknown quantum state and $\varepsilon$ denotes the optimization error. Our algorithm is an extension of Soft-Bayes to the quantum setup.
Flexible model composition in machine learning and its implementation in MLJ
Authors: Anthony D. Blaom, Sebastian J. Vollmer
Date: 2020-12-31 00:00:00
Tasks: BIG-bench Machine Learning

A graph-based protocol called `learning networks' which combine assorted machine learning models into meta-models is described. Learning networks are shown to overcome several limitations of model composition as implemented in the dominant machine learning platforms. After illustrating the protocol in simple examples, a concise syntax for specifying a learning network, implemented in the MLJ framework, is presented. Using the syntax, it is shown that learning networks are are sufficiently flexible to include Wolpert's model stacking, with out-of-sample predictions for the base learners.
Towards Understanding Asynchronous Advantage Actor-critic: Convergence and Linear Speedup
Authors: Han Shen, Kaiqing Zhang, Mingyi Hong, Tianyi Chen
Date: 2020-12-31 00:00:00
Tasks: Atari Games, OpenAI Gym, Reinforcement Learning (RL)

Asynchronous and parallel implementation of standard reinforcement learning (RL) algorithms is a key enabler of the tremendous success of modern RL. Among many asynchronous RL algorithms, arguably the most popular and effective one is the asynchronous advantage actor-critic (A3C) algorithm. Although A3C is becoming the workhorse of RL, its theoretical properties are still not well-understood, including its non-asymptotic analysis and the performance gain of parallelism (a.k.a. linear speedup). This paper revisits the A3C algorithm and establishes its non-asymptotic convergence guarantees. Under both i.i.d. and Markovian sampling, we establish the local convergence guarantee for A3C in the general policy approximation case and the global convergence guarantee in softmax policy parameterization. Under i.i.d. sampling, A3C obtains sample complexity of $\mathcal{O}(\epsilon^{-2.5}/N)$ per worker to achieve $\epsilon$ accuracy, where $N$ is the number of workers. Compared to the best-known sample complexity of $\mathcal{O}(\epsilon^{-2.5})$ for two-timescale AC, A3C achieves \emph{linear speedup}, which justifies the advantage of parallelism and asynchrony in AC algorithms theoretically for the first time. Numerical tests on synthetic environment, OpenAI Gym environments and Atari games have been provided to verify our theoretical analysis.
Automatic Historical Feature Generation through Tree-based Method in Ads Prediction
Authors: Hongjian Wang, Qi Li, Lanbo Zhang, Yue Lu, Steven Yoo, Srinivas Vadrevu, Zhenhui Li
Date: 2020-12-31 00:00:00
Tasks: Click-Through Rate Prediction

Historical features are important in ads click-through rate (CTR) prediction, because they account for past engagements between users and ads. In this paper, we study how to efficiently construct historical features through counting features. The key challenge of such problem lies in how to automatically identify counting keys. We propose a tree-based method for counting key selection. The intuition is that a decision tree naturally provides various combinations of features, which could be used as counting key candidate. In order to select personalized counting features, we train one decision tree model per user, and the counting keys are selected across different users with a frequency-based importance measure. To validate the effectiveness of proposed solution, we conduct large scale experiments on Twitter video advertising data. In both online learning and offline training settings, the automatically identified counting features outperform the manually curated counting features.