pwc-archive/papers-with-abstracts huggingface dataset:
IntelligentPooling: Practical Thompson Sampling for mHealth
Authors: Sabina Tomkins, Peng Liao, Predrag Klasnja, Susan Murphy
Date: 2020-07-31 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Thompson Sampling

In mobile health (mHealth) smart devices deliver behavioral treatments repeatedly over time to a user with the goal of helping the user adopt and maintain healthy behaviors. Reinforcement learning appears ideal for learning how to optimally make these sequential treatment decisions. However, significant challenges must be overcome before reinforcement learning can be effectively deployed in a mobile healthcare setting. In this work we are concerned with the following challenges: 1) individuals who are in the same context can exhibit differential response to treatments 2) only a limited amount of data is available for learning on any one individual, and 3) non-stationary responses to treatment. To address these challenges we generalize Thompson-Sampling bandit algorithms to develop IntelligentPooling. IntelligentPooling learns personalized treatment policies thus addressing challenge one. To address the second challenge, IntelligentPooling updates each user's degree of personalization while making use of available data on other users to speed up learning. Lastly, IntelligentPooling allows responsivity to vary as a function of a user's time since beginning treatment, thus addressing challenge three. We show that IntelligentPooling achieves an average of 26% lower regret than state-of-the-art. We demonstrate the promise of this approach and its ability to learn from even a small group of users in a live clinical trial.
Multi-stream RNN for Merchant Transaction Prediction
Authors: Zhongfang Zhuang, Chin-Chia Michael Yeh, Liang Wang, Wei zhang, Junpeng Wang
Date: 2020-07-25 00:00:00
Tasks: Fraud Detection, Prediction, Time Series, Time Series Analysis

Recently, digital payment systems have significantly changed people's lifestyles. New challenges have surfaced in monitoring and guaranteeing the integrity of payment processing systems. One important task is to predict the future transaction statistics of each merchant. These predictions can thus be used to steer other tasks, ranging from fraud detection to recommendation. This problem is challenging as we need to predict not only multivariate time series but also multi-steps into the future. In this work, we propose a multi-stream RNN model for multi-step merchant transaction predictions tailored to these requirements. The proposed multi-stream RNN summarizes transaction data in different granularity and makes predictions for multiple steps in the future. Our extensive experimental results have demonstrated that the proposed model is capable of outperforming existing state-of-the-art methods.
Machine Learning approach for Credit Scoring
Authors: A. R. Provenzano, D. Trifirò, A. Datteo, L. Giada, N. Jean, A. Riciputi, G. Le Pera, M. Spadaccino, L. Massaron, C. Nordio
Date: 2020-07-20 00:00:00
Tasks: BIG-bench Machine Learning

In this work we build a stack of machine learning models aimed at composing a state-of-the-art credit rating and default prediction system, obtaining excellent out-of-sample performances. Our approach is an excursion through the most recent ML / AI concepts, starting from natural language processes (NLP) applied to economic sectors' (textual) descriptions using embedding and autoencoders (AE), going through the classification of defaultable firms on the base of a wide range of economic features using gradient boosting machines (GBM) and calibrating their probabilities paying due attention to the treatment of unbalanced samples. Finally we assign credit ratings through genetic algorithms (differential evolution, DE). Model interpretability is achieved by implementing recent techniques such as SHAP and LIME, which explain predictions locally in features' space.
An Investigation on Deep Learning with Beta Stabilizer
Authors: Qi Liu, Tian Tan, Kai Yu
Date: 2020-07-31 00:00:00
Tasks: Deep Learning, Handwriting Recognition, Sensitivity, speech-recognition, Speech Recognition

Artificial neural networks (ANN) have been used in many applications such like handwriting recognition and speech recognition. It is well-known that learning rate is a crucial value in the training procedure for artificial neural networks. It is shown that the initial value of learning rate can confoundedly affect the final result and this value is always set manually in practice. A new parameter called beta stabilizer has been introduced to reduce the sensitivity of the initial learning rate. But this method has only been proposed for deep neural network (DNN) with sigmoid activation function. In this paper we extended beta stabilizer to long short-term memory (LSTM) and investigated the effects of beta stabilizer parameters on different models, including LSTM and DNN with relu activation function. It is concluded that beta stabilizer parameters can reduce the sensitivity of learning rate with almost the same performance on DNN with relu activation function and LSTM. However, it is shown that the effects of beta stabilizer on DNN with relu activation function and LSTM are fewer than the effects on DNN with sigmoid activation function.
Universal Battery Performance and Degradation Model for Electric Aircraft
Authors: Alexander Bills, Shashank Sripad, William L. Fredericks, Matthew Guttenberg, Devin Charles, Evan Frank, Venkatasubramanian Viswanathan
Date: 2020-07-06 00:00:00
Tasks: Physics-informed machine learning

Development of Urban Air Mobility (UAM) concepts has been primarily focused on electric vertical takeoff and landing aircraft (eVTOLs), small aircraft which can land and takeoff vertically, and which are powered by rechargeable (typically lithium-ion) batteries. Design, analysis, and operation of eVTOLs requires fast and accurate prediction of Li-ion battery performance throughout the lifetime of the battery. eVTOL battery performance modeling must be particularly accurate at high discharge rates to ensure accurate simulation of the high power takeoff and landing portions of the flight. In this work, we generate a battery performance and thermal behavior dataset specific to eVTOL duty cycles. We use this dataset to develop a battery performance and degradation model (Cellfit) which employs physics-informed machine learning in the form of Universal Ordinary Differential Equations (U-ODE's) combined with an electrochemical cell model and degradation models which include solid electrolyte interphase (SEI) growth, lithium plating, and charge loss. We show that Cellfit with U-ODE's is better able to predict battery degradation than a mechanistic battery degradation model. We show that the improved accuracy of the degradation model improves the accuracy of the performance model. We believe that Cellfit will prove to be a valuable tool for eVTOL designers.
Adversarial Radar Inference: Inverse Tracking, Identifying Cognition and Designing Smart Interference
Authors: Vikram Krishnamurthy, Kunal Pattanayak, Sandeep Gogineni, Bosung Kang, Muralidhar Rangaswamy
Date: 2020-08-01 00:00:00

This paper considers three inter-related adversarial inference problems involving cognitive radars. We first discuss inverse tracking of the radar to estimate the adversary's estimate of us based on the radar's actions and calibrate the radar's sensing accuracy. Second, using revealed preference from microeconomics, we formulate a non-parametric test to identify if the cognitive radar is a constrained utility maximizer with signal processing constraints. We consider two radar functionalities, namely, beam allocation and waveform design, with respect to which the cognitive radar is assumed to maximize its utility and construct a set-valued estimator for the radar's utility function. Finally, we discuss how to engineer interference at the physical layer level to confuse the radar which forces it to change its transmit waveform. The levels of abstraction range from smart interference design based on Wiener filters (at the pulse/waveform level), inverse Kalman filters at the tracking level and revealed preferences for identifying utility maximization at the systems level.
Adversarial Radar Inference. From Inverse Tracking to Inverse Reinforcement Learning of Cognitive Radar
Authors: Vikram Krishnamurthy
Date: 2020-02-22 00:00:00
Tasks: Reinforcement Learning (RL), Stochastic Optimization

Cognitive sensing refers to a reconfigurable sensor that dynamically adapts its sensing mechanism by using stochastic control to optimize its sensing resources. For example, cognitive radars are sophisticated dynamical systems; they use stochastic control to sense the environment, learn from it relevant information about the target and background, then adapt the radar sensor to satisfy the needs of their mission. The last two decades have witnessed intense research in cognitive/adaptive radars.This paper discusses addresses the next logical step, namely inverse cognitive sensing. By observing the emissions of a sensor (e.g. radar or in general a controlled stochastic dynamical system) in real time, how can we detect if the sensor is cognitive (rational utility maximizer) and how can we predict its future actions? The scientific challenges involve extending Bayesian filtering, inverse reinforcement learning and stochastic optimization of dynamical systems to a data-driven adversarial setting. Our methodology transcends classical statistical signal processing (sensing and estimation/detection theory) to address the deeper issue of how to infer strategy from sensing. The generative models, adversarial inference algorithms and associated mathematical analysis will lead to advances in understanding how sophisticated adaptive sensors such as cognitive radars operate.
Data Synopses Management based on a Deep Learning Model
Authors: Panagiotis Fountas, Kostas Kolomvatsos, Christos Anagnostopoulos
Date: 2020-08-01 00:00:00
Tasks: Deep Learning, Edge-computing, Management

Pervasive computing involves the placement of processing services close to end users to support intelligent applications. With the advent of the Internet of Things (IoT) and the Edge Computing (EC), one can find room for placing services at various points in the interconnection of the aforementioned infrastructures. Of significant importance is the processing of the collected data. Such a processing can be realized upon the EC nodes that exhibit increased computational capabilities compared to IoT devices. An ecosystem of intelligent nodes is created at the EC giving the opportunity to support cooperative models. Nodes become the hosts of geo-distributed datasets formulated by the IoT devices reports. Upon the datasets, a number of queries/tasks can be executed. Queries/tasks can be offloaded for performance reasons. However, an offloading action should be carefully designed being always aligned with the data present to the hosting node. In this paper, we present a model to support the cooperative aspect in the EC infrastructure. We argue on the delivery of data synopses to EC nodes making them capable to take offloading decisions fully aligned with data present at peers. Nodes exchange data synopses to inform their peers. We propose a scheme that detects the appropriate time to distribute synopses trying to avoid the network overloading especially when synopses are frequently extracted due to the high rates at which IoT devices report data to EC nodes. Our approach involves a Deep Learning model for learning the distribution of calculated synopses and estimate future trends. Upon these trends, we are able to find the appropriate time to deliver synopses to peer nodes. We provide the description of the proposed mechanism and evaluate it based on real datasets. An extensive experimentation upon various scenarios reveals the pros and cons of the approach by giving numerical results.
On the Generalizability of Neural Program Models with respect to Semantic-Preserving Program Transformations
Authors: Md Rafiqul Islam Rabin, Nghi D. Q. Bui, Ke Wang, Yijun Yu, Lingxiao Jiang, Mohammad Amin Alipour
Date: 2020-07-31 00:00:00
Tasks: Method name prediction

With the prevalence of publicly available source code repositories to train deep neural network models, neural program models can do well in source code analysis tasks such as predicting method names in given programs that cannot be easily done by traditional program analysis techniques. Although such neural program models have been tested on various existing datasets, the extent to which they generalize to unforeseen source code is largely unknown. Since it is very challenging to test neural program models on all unforeseen programs, in this paper, we propose to evaluate the generalizability of neural program models with respect to semantic-preserving transformations: a generalizable neural program model should perform equally well on programs that are of the same semantics but of different lexical appearances and syntactical structures. We compare the results of various neural program models for the method name prediction task on programs before and after automated semantic-preserving transformations. We use three Java datasets of different sizes and three state-of-the-art neural network models for code, namely code2vec, code2seq, and GGNN, to build nine such neural program models for evaluation. Our results show that even with small semantically preserving changes to the programs, these neural program models often fail to generalize their performance. Our results also suggest that neural program models based on data and control dependencies in programs generalize better than neural program models based only on abstract syntax trees. On the positive side, we observe that as the size of the training dataset grows and diversifies the generalizability of correct predictions produced by the neural program models can be improved too. Our results on the generalizability of neural program models provide insights to measure their limitations and provide a stepping stone for their improvement.
Queueing Network Controls via Deep Reinforcement Learning
Authors: J. G. Dai, Mark Gluzman
Date: 2020-07-31 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good practical performance. A conventional setup for notoriously difficult queueing network control problems is a Markov decision problem (MDP) that has three features: infinite state space, unbounded costs, and long-run average cost objective. We extend the theoretical framework of these APG methods for such MDP problems. The resulting PPO algorithm is tested on a parallel-server system and large-size multiclass queueing networks. The algorithm consistently generates control policies that outperform state-of-art heuristics in literature in a variety of load conditions from light to heavy traffic. These policies are demonstrated to be near-optimal when the optimal policy can be computed. A key to the successes of our PPO algorithm is the use of three variance reduction techniques in estimating the relative value function via sampling. First, we use a discounted relative value function as an approximation of the relative value function. Second, we propose regenerative simulation to estimate the discounted relative value function. Finally, we incorporate the approximating martingale-process method into the regenerative estimator.
Multi-Slice Fusion for Sparse-View and Limited-Angle 4D CT Reconstruction
Authors: Soumendu Majee, Thilo Balke, Craig A. J. Kemp, Gregery T. Buzzard, Charles A. Bouman
Date: 2020-08-01 00:00:00
Tasks: 4D reconstruction, CT Reconstruction, Denoising

Inverse problems spanning four or more dimensions such as space, time and other independent parameters have become increasingly important. State-of-the-art 4D reconstruction methods use model based iterative reconstruction (MBIR), but depend critically on the quality of the prior modeling. Recently, plug-and-play (PnP) methods have been shown to be an effective way to incorporate advanced prior models using state-of-the-art denoising algorithms. However, state-of-the-art denoisers such as BM4D and deep convolutional neural networks (CNNs) are primarily available for 2D or 3D images and extending them to higher dimensions is difficult due to algorithmic complexity and the increased difficulty of effective training. In this paper, we present multi-slice fusion, a novel algorithm for 4D reconstruction, based on the fusion of multiple low-dimensional denoisers. Our approach uses multi-agent consensus equilibrium (MACE), an extension of plug-and-play, as a framework for integrating the multiple lower-dimensional models. We apply our method to 4D cone-beam X-ray CT reconstruction for non destructive evaluation (NDE) of samples that are dynamically moving during acquisition. We implement multi-slice fusion on distributed, heterogeneous clusters in order to reconstruct large 4D volumes in reasonable time and demonstrate the inherent parallelizable nature of the algorithm. We present simulated and real experimental results on sparse-view and limited-angle CT data to demonstrate that multi-slice fusion can substantially improve the quality of reconstructions relative to traditional methods, while also being practical to implement and train.
Masks and COVID-19: a causal framework for imputing value to public-health interventions
Authors: Andres Babino, Marcelo O. Magnasco
Date: 2020-06-09 00:00:00
Tasks: Attribute, counterfactual

During the COVID-19 pandemic, the scientific community developed predictive models to evaluate potential governmental interventions. However, the analysis of the effects these interventions had is less advanced. Here, we propose a data-driven framework to assess these effects retrospectively. We use a regularized regression to find a parsimonious model that fits the data with the least changes in the Rt parameter. Then, we postulate each jump in Rt as the effect of an intervention. Following the do-operator prescriptions, we simulate the counterfactual case by forcing Rt to stay at the pre-jump value. We then attribute a value to the intervention from the difference between true evolution and simulated counterfactual. We show that the recommendation to use facemasks for all activities would reduce the number of cases by 170000 (95% CI 160000 to 180000) in Connecticut, Massachusetts, and New York State. The framework presented here might be used in any case where cause and effects are sparse in time.
Numerical analysis of an extended structural default model with mutual liabilities and jump risk
Authors: Vadim Kaushansky, Alexander Lipton, Christoph Reisinger
Date: 2016-12-30 00:00:00

We consider a structural default model in an interconnected banking network as in Lipton [International Journal of Theoretical and Applied Finance, 19(6), 2016], with mutual obligations between each pair of banks. We analyse the model numerically for two banks with jumps in their asset value processes. Specifically, we develop a finite difference method for the resulting two-dimensional partial integro-differential equation, and study its stability and consistency. We then compute joint and marginal survival probabilities, as well as prices of credit default swaps (CDS), first-to-default swaps (FTD), credit and debt value adjustments (CVA and DVA). Finally, we calibrate the model to market data and assess the impact of jump risk.
PMHLD: Patch Map Based Hybrid Learning DehazeNet for Single Image Haze Removal
Authors: Wei-Ting Chen, Hao-Yu Feng, Jian-Jiun Ding, Sy-Yen Kuo
Date: 2020-05-14 00:00:00
Proceeding: IEEE Transaction on Image Processing 2020 5
Tasks: Computational Phenotyping, Denoising, Generative Adversarial Network, Image Dehazing, Image Restoration, Nonhomogeneous Image Dehazing, Rain Removal, Single Image Deraining, Single Image Haze Removal

Images captured in a hazy environment usually suffer from bad visibility and missing information. Over many years, learning-based and handcrafted prior-based dehazing algorithms have been rigorously developed. However, both algorithms exhibit some weaknesses in terms of haze removal performance. Therefore, in this work, we have proposed the patch-map-based hybrid learning DehazeNet, which integrates these two strategies by using a hybrid learning technique involving the patch map and a bi-attentive generative adversarial network. In this method, the reasons limiting the performance of the dark channel prior (DCP) have been analyzed. A new feature called the patch map has been defined for selecting the patch size adaptively. Using this map, the limitations of the DCP (e.g., color distortion and failure to recover images involving white scenes) can be addressed efficiently. In addition, to further enhance the performance of the method for haze removal, a patch-map-based DCP has been embedded into the network, and this module has been trained with the atmospheric light generator, patch map selection module, and refined module simultaneously. A combination of traditional and learning-based methods can efficiently improve the haze removal performance of the network. Experimental results show that the proposed method can achieve better reconstruction results compared to other state-of-the-art haze removal algorithms.
Selective Poisoning Attack on Deep Neural Networks
Authors: Hyun Kwon，Hyunsoo Yoon，Ki-Woong Park
Date: 2019-07-03 00:00:00
Proceeding: Symmetry 2019 7

Studies related to pattern recognition and visualization using computer technology have been introduced. In particular, deep neural networks (DNNs) provide good performance for image, speech, and pattern recognition. However, a poisoning attack is a serious threat to a DNN’s security. A poisoning attack reduces the accuracy of a DNN by adding malicious training data during the training process. In some situations, it may be necessary to drop a specifically chosen class of accuracy from the model. For example, if an attacker specifically disallows nuclear facilities to be selectively recognized, it may be necessary to intentionally prevent unmanned aerial vehicles from correctly recognizing nuclear-related facilities. In this paper, we propose a selective poisoning attack that reduces the accuracy of only the chosen class in the model. The proposed method achieves this by training malicious data corresponding to only the chosen class while maintaining the accuracy of the remaining classes. For the experiment, we used tensorflow as the machine-learning library as well as MNIST, Fashion-MNIST, and CIFAR10 as the datasets. Experimental results show that the proposed method can reduce the accuracy of the chosen class by 43.2%, 41.7%, and 55.3% in MNIST, Fashion-MNIST, and CIFAR10, respectively, while maintaining the accuracy of the remaining classes.
Aligning AI With Shared Human Values
Authors: Dan Hendrycks, Collin Burns, Steven Basart, Andrew Critch, Jerry Li, Dawn Song, Jacob Steinhardt
Date: 2020-08-05 00:00:00
Tasks: Ethics, reinforcement-learning, Reinforcement Learning (RL), World Knowledge

We show how to assess a language model's knowledge of basic concepts of morality. We introduce the ETHICS dataset, a new benchmark that spans concepts in justice, well-being, duties, virtues, and commonsense morality. Models predict widespread moral judgments about diverse text scenarios. This requires connecting physical and social world knowledge to value judgements, a capability that may enable us to steer chatbot outputs or eventually regularize open-ended reinforcement learning agents. With the ETHICS dataset, we find that current language models have a promising but incomplete ability to predict basic human ethical judgements. Our work shows that progress can be made on machine ethics today, and it provides a steppingstone toward AI that is aligned with human values.