pwc-archive/papers-with-abstracts huggingface dataset:
Reinforcement Learning based dynamic weighing of Ensemble Models for Time Series Forecasting
Authors: Satheesh K. Perepu, Bala Shyamala Balaji, Hemanth Kumar Tanneru, Sudhakar Kathari, Vivek Shankar Pinnamaraju
Date: 2020-08-20 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning (RL), Time Series, Time Series Analysis, Time Series Forecasting

Ensemble models are powerful model building tools that are developed with a focus to improve the accuracy of model predictions. They find applications in time series forecasting in varied scenarios including but not limited to process industries, health care, and economics where a single model might not provide optimal performance. It is known that if models selected for data modelling are distinct (linear/non-linear, static/dynamic) and independent (minimally correlated models), the accuracy of the predictions is improved. Various approaches suggested in the literature to weigh the ensemble models use a static set of weights. Due to this limitation, approaches using a static set of weights for weighing ensemble models cannot capture the dynamic changes or local features of the data effectively. To address this issue, a Reinforcement Learning (RL) approach to dynamically assign and update weights of each of the models at different time instants depending on the nature of data and the individual model predictions is proposed in this work. The RL method implemented online, essentially learns to update the weights and reduce the errors as the time progresses. Simulation studies on time series data showed that the dynamic weighted approach using RL learns the weight better than existing approaches. The accuracy of the proposed method is compared with an existing approach of online Neural Network tuning quantitatively through normalized mean square error(NMSE) values.
No-regret Algorithms for Multi-task Bayesian Optimization
Authors: Sayak Ray Chowdhury, Aditya Gopalan
Date: 2020-08-20 00:00:00
Tasks: Bayesian Optimization

We consider multi-objective optimization (MOO) of an unknown vector-valued function in the non-parametric Bayesian optimization (BO) setting, with the aim being to learn points on the Pareto front of the objectives. Most existing BO algorithms do not model the fact that the multiple objectives, or equivalently, tasks can share similarities, and even the few that do lack rigorous, finite-time regret guarantees that capture explicitly inter-task structure. In this work, we address this problem by modelling inter-task dependencies using a multi-task kernel and develop two novel BO algorithms based on random scalarizations of the objectives. Our algorithms employ vector-valued kernel regression as a stepping stone and belong to the upper confidence bound class of algorithms. Under a smoothness assumption that the unknown vector-valued function is an element of the reproducing kernel Hilbert space associated with the multi-task kernel, we derive worst-case regret bounds for our algorithms that explicitly capture the similarities between tasks. We numerically benchmark our algorithms on both synthetic and real-life MOO problems, and show the advantages offered by learning with multi-task kernels.
Frank-Wolfe algorithm for learning SVM-type multi-category classifiers
Authors: Kenya Tajima, Yoshihiro Hirohashi, Esmeraldo Ronnie Rey Zara, Tsuyoshi Kato
Date: 2020-08-20 00:00:00
Tasks: Vocal Bursts Type Prediction

Multi-category support vector machine (MC-SVM) is one of the most popular machine learning algorithms. There are lots of variants of MC-SVM, although different optimization algorithms were developed for different learning machines. In this study, we developed a new optimization algorithm that can be applied to many of MC-SVM variants. The algorithm is based on the Frank-Wolfe framework that requires two subproblems, direction finding and line search, in each iteration. The contribution of this study is the discovery that both subproblems have a closed form solution if the Frank-Wolfe framework is applied to the dual problem. Additionally, the closed form solutions on both for the direction finding and for the line search exist even for the Moreau envelopes of the loss functions. We use several large datasets to demonstrate that the proposed optimization algorithm converges rapidly and thereby improves the pattern recognition performance.
A Data-Efficient Deep Learning Based Smartphone Application For Detection Of Pulmonary Diseases Using Chest X-rays
Authors: Hrithwik Shalu, Harikrishnan P, Akash Das, Megdut Mandal, Harshavardhan M Sali, Juned Kadiwala
Date: 2020-08-19 00:00:00
Tasks: Data Augmentation, Generative Adversarial Network

This paper introduces a paradigm of smartphone application based disease diagnostics that may completely revolutionise the way healthcare services are being provided. Although primarily aimed to assist the problems in rendering the healthcare services during the coronavirus pandemic, the model can also be extended to identify the exact disease that the patient is caught with from a broad spectrum of pulmonary diseases. The app inputs Chest X-Ray images captured from the mobile camera which is then relayed to the AI architecture in a cloud platform, and diagnoses the disease with state of the art accuracy. Doctors with a smartphone can leverage the application to save the considerable time that standard COVID-19 tests take for preliminary diagnosis. The scarcity of training data and class imbalance issues were effectively tackled in our approach by the use of Data Augmentation Generative Adversarial Network (DAGAN) and model architecture based as a Convolutional Siamese Network with attention mechanism. The backend model was tested for robustness us-ing publicly available datasets under two different classification scenarios(Binary/Multiclass) with minimal and noisy data. The model achieved pinnacle testing accuracy of 99.30% and 98.40% on the two respective scenarios, making it completely reliable for its users. On top of that a semi-live training scenario was introduced, which helps improve the app performance over time as data accumulates. Overall, the problems of generalisability of complex models and data inefficiency is tackled through the model architecture. The app based setting with semi live training helps in ease of access to reliable healthcare in the society, as well as help ineffective research of rare diseases in a minimal data setting.
A Deep Prediction Network for Understanding Advertiser Intent and Satisfaction
Authors: Liyi Guo, Rui Lu, Haoqi Zhang, Junqi Jin, Zhenzhe Zheng, Fan Wu, Jin Li, Haiyang Xu, Han Li, Wenkai Lu, Jian Xu, Kun Gai
Date: 2020-08-20 00:00:00
Tasks: Marketing

For e-commerce platforms such as Taobao and Amazon, advertisers play an important role in the entire digital ecosystem: their behaviors explicitly influence users' browsing and shopping experience; more importantly, advertiser's expenditure on advertising constitutes a primary source of platform revenue. Therefore, providing better services for advertisers is essential for the long-term prosperity for e-commerce platforms. To achieve this goal, the ad platform needs to have an in-depth understanding of advertisers in terms of both their marketing intents and satisfaction over the advertising performance, based on which further optimization could be carried out to service the advertisers in the correct direction. In this paper, we propose a novel Deep Satisfaction Prediction Network (DSPN), which models advertiser intent and satisfaction simultaneously. It employs a two-stage network structure where advertiser intent vector and satisfaction are jointly learned by considering the features of advertiser's action information and advertising performance indicators. Experiments on an Alibaba advertisement dataset and online evaluations show that our proposed DSPN outperforms state-of-the-art baselines and has stable performance in terms of AUC in the online environment. Further analyses show that DSPN not only predicts advertisers' satisfaction accurately but also learns an explainable advertiser intent, revealing the opportunities to optimize the advertising performance further.
Static Neural Compiler Optimization via Deep Reinforcement Learning
Authors: Rahim Mammadli, Ali Jannesari, Felix Wolf
Date: 2020-08-20 00:00:00
Tasks: Compiler Optimization, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

The phase-ordering problem of modern compilers has received a lot of attention from the research community over the years, yet remains largely unsolved. Various optimization sequences exposed to the user are manually designed by compiler developers. In designing such a sequence developers have to choose the set of optimization passes, their parameters and ordering within a sequence. Resulting sequences usually fall short of achieving optimal runtime for a given source code and may sometimes even degrade the performance when compared to unoptimized version. In this paper, we employ a deep reinforcement learning approach to the phase-ordering problem. Provided with sub-sequences constituting LLVM's O3 sequence, our agent learns to outperform the O3 sequence on the set of source codes used for training and achieves competitive performance on the validation set, gaining up to 1.32x speedup on previously-unseen programs. Notably, our approach differs from autotuning methods by not depending on one or more test runs of the program for making successful optimization decisions. It has no dependence on any dynamic feature, but only on the statically-attainable intermediate representation of the source code. We believe that the models trained using our approach can be integrated into modern compilers as neural optimization agents, at first to complement, and eventually replace the hand-crafted optimization sequences.
Optimal Approximations Made Easy
Authors: Mónika Csikós, Nabil H. Mustafa
Date: 2020-08-20 00:00:00
Tasks: Learning Theory

The fundamental result of Li, Long, and Srinivasan on approximations of set systems has become a key tool across several communities such as learning theory, algorithms, computational geometry, combinatorics and data analysis. The goal of this paper is to give a modular, self-contained, intuitive proof of this result for finite set systems. The only ingredient we assume is the standard Chernoff's concentration bound. This makes the proof accessible to a wider audience, readers not familiar with techniques from statistical learning theory, and makes it possible to be covered in a single self-contained lecture in a geometry, algorithms or combinatorics course.
Training Sensitivity in Graph Isomorphism Network
Authors: Md. Khaledur Rahman
Date: 2020-08-19 00:00:00
Tasks: Graph Neural Network, Sensitivity

Graph neural network (GNN) is a popular tool to learn the lower-dimensional representation of a graph. It facilitates the applicability of machine learning tasks on graphs by incorporating domain-specific features. There are various options for underlying procedures (such as optimization functions, activation functions, etc.) that can be considered in the implementation of GNN. However, most of the existing tools are confined to one approach without any analysis. Thus, this emerging field lacks a robust implementation ignoring the highly irregular structure of the real-world graphs. In this paper, we attempt to fill this gap by studying various alternative functions for a respective module using a diverse set of benchmark datasets. Our empirical results suggest that the generally used underlying techniques do not always perform well to capture the overall structure from a set of graphs.
An Optimal Hybrid Variance-Reduced Algorithm for Stochastic Composite Nonconvex Optimization
Authors: Deyi Liu, Lam M. Nguyen, Quoc Tran-Dinh
Date: 2020-08-20 00:00:00

In this note we propose a new variant of the hybrid variance-reduced proximal gradient method in [7] to solve a common stochastic composite nonconvex optimization problem under standard assumptions. We simply replace the independent unbiased estimator in our hybrid- SARAH estimator introduced in [7] by the stochastic gradient evaluated at the same sample, leading to the identical momentum-SARAH estimator introduced in [2]. This allows us to save one stochastic gradient per iteration compared to [7], and only requires two samples per iteration. Our algorithm is very simple and achieves optimal stochastic oracle complexity bound in terms of stochastic gradient evaluations (up to a constant factor). Our analysis is essentially inspired by [7], but we do not use two different step-sizes.
Exact Tests for Offline Changepoint Detection in Multichannel Binary and Count Data with Application to Networks
Authors: Shyamal K. De, Soumendu Sundar Mukherjee
Date: 2020-08-20 00:00:00
Tasks: Time Series, Time Series Analysis

We consider offline detection of a single changepoint in binary and count time-series. We compare exact tests based on the cumulative sum (CUSUM) and the likelihood ratio (LR) statistics, and a new proposal that combines exact two-sample conditional tests with multiplicity correction, against standard asymptotic tests based on the Brownian bridge approximation to the CUSUM statistic. We see empirically that the exact tests are much more powerful in situations where normal approximations driving asymptotic tests are not trustworthy: (i) small sample settings; (ii) sparse parametric settings; (iii) time-series with changepoint near the boundary. We also consider a multichannel version of the problem, where channels can have different changepoints. Controlling the False Discovery Rate (FDR), we simultaneously detect changes in multiple channels. This "local" approach is shown to be more advantageous than multivariate global testing approaches when the number of channels with changepoints is much smaller than the total number of channels. As a natural application, we consider network-valued time-series and use our approach with (a) edges as binary channels and (b) node-degrees or other local subgraph statistics as count channels. The local testing approach is seen to be much more informative than global network changepoint algorithms.
Generative Adversarial Networks for Spatio-temporal Data: A Survey
Authors: Nan Gao, Hao Xue, Wei Shao, Sichen Zhao, Kyle Kai Qin, Arian Prabowo, Mohammad Saiedur Rahaman, Flora D. Salim
Date: 2020-08-18 00:00:00
Tasks: Imputation, Survey, Time Series, Time Series Analysis, Trajectory Prediction

Generative Adversarial Networks (GANs) have shown remarkable success in producing realistic-looking images in the computer vision area. Recently, GAN-based techniques are shown to be promising for spatio-temporal-based applications such as trajectory prediction, events generation and time-series data imputation. While several reviews for GANs in computer vision have been presented, no one has considered addressing the practical applications and challenges relevant to spatio-temporal data. In this paper, we have conducted a comprehensive review of the recent developments of GANs for spatio-temporal data. We summarise the application of popular GAN architectures for spatio-temporal data and the common practices for evaluating the performance of spatio-temporal applications with GANs. Finally, we point out future research directions to benefit researchers in this area.
scikit-dyn2sel -- A Dynamic Selection Framework for Data Streams
Authors: Lucca Portes Cavalheiro, Jean Paul Barddal, Alceu de Souza Britto Jr, Laurent Heutte
Date: 2020-08-17 00:00:00

Mining data streams is a challenge per se. It must be ready to deal with an enormous amount of data and with problems not present in batch machine learning, such as concept drift. Therefore, applying a batch-designed technique, such as dynamic selection of classifiers (DCS) also presents a challenge. The dynamic characteristic of ensembles that deal with streams presents barriers to the application of traditional DCS techniques in such classifiers. scikit-dyn2sel is an open-source python library tailored for dynamic selection techniques in streaming data. scikit-dyn2sel's development follows code quality and testing standards, including PEP8 compliance and automated high test coverage using codecov.io and circleci.com. Source code, documentation, and examples are made available on GitHub at https://github.com/luccaportes/Scikit-DYN2SEL.
Enhancing Graph Neural Network-based Fraud Detectors against Camouflaged Fraudsters
Authors: Yingtong Dou, Zhiwei Liu, Li Sun, Yutong Deng, Hao Peng, Philip S. Yu
Date: 2020-08-19 00:00:00
Tasks: Anomaly Detection, Fraud Detection, Graph Mining, Graph Neural Network, Node Classification, Reinforcement Learning (RL)

Graph Neural Networks (GNNs) have been widely applied to fraud detection problems in recent years, revealing the suspiciousness of nodes by aggregating their neighborhood information via different relations. However, few prior works have noticed the camouflage behavior of fraudsters, which could hamper the performance of GNN-based fraud detectors during the aggregation process. In this paper, we introduce two types of camouflages based on recent empirical studies, i.e., the feature camouflage and the relation camouflage. Existing GNNs have not addressed these two camouflages, which results in their poor performance in fraud detection problems. Alternatively, we propose a new model named CAmouflage-REsistant GNN (CARE-GNN), to enhance the GNN aggregation process with three unique modules against camouflages. Concretely, we first devise a label-aware similarity measure to find informative neighboring nodes. Then, we leverage reinforcement learning (RL) to find the optimal amounts of neighbors to be selected. Finally, the selected neighbors across different relations are aggregated together. Comprehensive experiments on two real-world fraud datasets demonstrate the effectiveness of the RL algorithm. The proposed CARE-GNN also outperforms state-of-the-art GNNs and GNN-based fraud detectors. We integrate all GNN-based fraud detectors as an opensource toolbox: https://github.com/safe-graph/DGFraud. The CARE-GNN code and datasets are available at https://github.com/YingtongDou/CARE-GNN.
Optimal Network Compression
Authors: Hamed Amini, Zachary Feinstein
Date: 2020-08-20 00:00:00

This paper introduces a formulation of the optimal network compression problem for financial systems. This general formulation is presented for different levels of network compression or rerouting allowed from the initial interbank network. We prove that this problem is, generically, NP-hard. We focus on objective functions generated by systemic risk measures under shocks to the financial network. We use this framework to study the (sub)optimality of the maximally compressed network. We conclude by studying the optimal compression problem for specific networks; this permits us to study, e.g., the so-called robust fragility of certain network topologies more generally as well as the potential benefits and costs of network compression. In particular, under systematic shocks and heterogeneous financial networks the robust fragility results of Acemoglu et al. (2015) no longer hold generally.
Understanding the Advisor-advisee Relationship via Scholarly Data Analysis
Authors: Jiaying Liu, Tao Tang, Xiangjie Kong, Amr Tolba, Zafer AL-Makhadmeh, Feng Xia
Date: 2020-08-20 00:00:00

Advisor-advisee relationship is important in academic networks due to its universality and necessity. Despite the increasing desire to analyze the career of newcomers, however, the outcomes of different collaboration patterns between advisors and advisees remain unknown. The purpose of this paper is to find out the correlation between advisors' academic characteristics and advisees' academic performance in Computer Science. Employing both quantitative and qualitative analysis, we find that with the increase of advisors' academic age, advisees' performance experiences an initial growth, follows a sustaining stage, and finally ends up with a declining trend. We also discover the phenomenon that accomplished advisors can bring up skilled advisees. We explore the conclusion from two aspects: (1) Advisees mentored by advisors with high academic level have better academic performance than the rest; (2) Advisors with high academic level can raise their advisees' h-index ranking. This work provides new insights on promoting our understanding of the relationship between advisors' academic characteristics and advisees' performance, as well as on advisor choosing.
When Homomorphic Encryption Marries Secret Sharing: Secure Large-Scale Sparse Logistic Regression and Applications in Risk Control
Authors: Chaochao Chen, Jun Zhou, Li Wang, Xibin Wu, Wenjing Fang, Jin Tan, Lei Wang, Alex X. Liu, Hao Wang, Cheng Hong
Date: 2020-08-20 00:00:00
Tasks: regression

Logistic Regression (LR) is the most widely used machine learning model in industry for its efficiency, robustness, and interpretability. Due to the problem of data isolation and the requirement of high model performance, many applications in industry call for building a secure and efficient LR model for multiple parties. Most existing work uses either Homomorphic Encryption (HE) or Secret Sharing (SS) to build secure LR. HE based methods can deal with high-dimensional sparse features, but they incur potential security risks. SS based methods have provable security, but they have efficiency issue under high-dimensional sparse features. In this paper, we first present CAESAR, which combines HE and SS to build secure large-scale sparse logistic regression model and achieves both efficiency and security. We then present the distributed implementation of CAESAR for scalability requirement. We have deployed CAESAR in a risk control task and conducted comprehensive experiments. Our experimental results show that CAESAR improves the state-of-the-art model by around 130 times.
Image quality assessment for closed-loop computer-assisted lung ultrasound
Authors: Zachary M. C. Baum, Ester Bonmati, Lorenzo Cristoni, Andrew Walden, Ferran Prados, Baris Kanber, Dean C. Barratt, David J. Hawkes, Geoffrey J M Parker, Claudia A M Gandini Wheeler-Kingshott, Yipeng Hu
Date: 2020-08-20 00:00:00
Tasks: Anomaly Detection, Diagnostic, Image Quality Assessment, Novelty Detection, Specificity

We describe a novel, two-stage computer assistance system for lung anomaly detection using ultrasound imaging in the intensive care setting to improve operator performance and patient stratification during coronavirus pandemics. The proposed system consists of two deep-learning-based models: a quality assessment module that automates predictions of image quality, and a diagnosis assistance module that determines the likelihood-oh-anomaly in ultrasound images of sufficient quality. Our two-stage strategy uses a novelty detection algorithm to address the lack of control cases available for training the quality assessment classifier. The diagnosis assistance module can then be trained with data that are deemed of sufficient quality, guaranteed by the closed-loop feedback mechanism from the quality assessment module. Using more than 25000 ultrasound images from 37 COVID-19-positive patients scanned at two hospitals, plus 12 control cases, this study demonstrates the feasibility of using the proposed machine learning approach. We report an accuracy of 86% when classifying between sufficient and insufficient quality images by the quality assessment module. For data of sufficient quality - as determined by the quality assessment module - the mean classification accuracy, sensitivity, and specificity in detecting COVID-19-positive cases were 0.95, 0.91, and 0.97, respectively, across five holdout test data sets unseen during the training of any networks within the proposed system. Overall, the integration of the two modules yields accurate, fast, and practical acquisition guidance and diagnostic assistance for patients with suspected respiratory conditions at point-of-care.