pwc-archive/papers-with-abstracts huggingface dataset:
Deep Reinforcement Learning for Active High Frequency Trading
Authors: Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli, Alvaro Cauderan, Tomaso Aste
Date: 2021-01-18 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Vocal Bursts Intensity Prediction

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy Optimization algorithm. The training is performed on three contiguous months of high frequency Limit Order Book data, of which the last month constitutes the validation data. In order to maximise the signal to noise ratio in the training data, we compose the latter by only selecting training samples with largest price changes. The test is then carried out on the following month of data. Hyperparameters are tuned using the Sequential Model Based Optimization technique. We consider three different state characterizations, which differ in their LOB-based meta-features. Analysing the agents' performances on test data, we argue that the agents are able to create a dynamic representation of the underlying environment. They identify occasional regularities present in the data and exploit them to create long-term profitable trading strategies. Indeed, agents learn trading strategies able to produce stable positive returns in spite of the highly stochastic and non-stationary environment.
Online detection of failures generated by storage simulator
Authors: Kenenbek Arzymatov, Mikhail Hushchyn, Andrey Sapronov, Vladislav Belavin, Leonid Gremyachikh, Maksim Karpov, Andrey Ustyuzhanin
Date: 2021-01-18 00:00:00
Tasks: Change Point Detection, Density Ratio Estimation, Time Series, Time Series Analysis

Modern large-scale data-farms consist of hundreds of thousands of storage devices that span distributed infrastructure. Devices used in modern data centers (such as controllers, links, SSD- and HDD-disks) can fail due to hardware as well as software problems. Such failures or anomalies can be detected by monitoring the activity of components using machine learning techniques. In order to use these techniques, researchers need plenty of historical data of devices in normal and failure mode for training algorithms. In this work, we challenge two problems: 1) lack of storage data in the methods above by creating a simulator and 2) applying existing online algorithms that can faster detect a failure occurred in one of the components. We created a Go-based (golang) package for simulating the behavior of modern storage infrastructure. The software is based on the discrete-event modeling paradigm and captures the structure and dynamics of high-level storage system building blocks. The package's flexible structure allows us to create a model of a real-world storage system with a configurable number of components. The primary area of interest is exploring the storage machine's behavior under stress testing or exploitation in the medium- or long-term for observing failures of its components. To discover failures in the time series distribution generated by the simulator, we modified a change point detection algorithm that works in online mode. The goal of the change-point detection is to discover differences in time series distribution. This work describes an approach for failure detection in time series data based on direct density ratio estimation via binary classifiers.
Model Compression for Domain Adaptation through Causal Effect Estimation
Authors: Guy Rotman, Amir Feder, Roi Reichart
Date: 2021-01-18 00:00:00
Tasks: Domain Adaptation, Model Compression, Out-of-Distribution Generalization, text-classification, Text Classification

Recent improvements in the predictive quality of natural language processing systems are often dependent on a substantial increase in the number of model parameters. This has led to various attempts of compressing such models, but existing methods have not considered the differences in the predictive power of various model components or in the generalizability of the compressed models. To understand the connection between model compression and out-of-distribution generalization, we define the task of compressing language representation models such that they perform best in a domain adaptation setting. We choose to address this problem from a causal perspective, attempting to estimate the average treatment effect (ATE) of a model component, such as a single layer, on the model's predictions. Our proposed ATE-guided Model Compression scheme (AMoC), generates many model candidates, differing by the model components that were removed. Then, we select the best candidate through a stepwise regression model that utilizes the ATE to predict the expected performance on the target domain. AMoC outperforms strong baselines on dozens of domain pairs across three text classification and sequence tagging tasks.
Yet Another Representation of Binary Decision Trees: A Mathematical Demonstration
Authors: Jinxiong Zhang
Date: 2021-01-18 00:00:00

A decision tree looks like a simple directed acyclic computational graph, where only the leaf nodes specify the output values and the non-terminals specify their tests or split conditions. From the numerical perspective, we express decision trees in the language of computational graph. We explicitly parameterize the test phase, traversal phase and prediction phase of decision trees based on the bitvectors of non-terminal nodes. As shown, the decision tree is a shallow binary network in some sense. Especially, we introduce the bitvector matrix to implement the tree traversal in numerical approach, where the core is to convert the logical `AND' operation to arithmetic operations. And we apply this numerical representation to extend and unify diverse decision trees in concept.
Emotional EEG Classification using Connectivity Features and Convolutional Neural Networks
Authors: Seong-Eun Moon, Chun-Jui Chen, Cho-Jui Hsieh, Jane-Ling Wang, Jong-Seok Lee
Date: 2021-01-18 00:00:00
Tasks: Classification, EEG, Electroencephalogram (EEG), General Classification, Video Classification

Convolutional neural networks (CNNs) are widely used to recognize the user's state through electroencephalography (EEG) signals. In the previous studies, the EEG signals are usually fed into the CNNs in the form of high-dimensional raw data. However, this approach makes it difficult to exploit the brain connectivity information that can be effective in describing the functional brain network and estimating the perceptual state of the user. We introduce a new classification system that utilizes brain connectivity with a CNN and validate its effectiveness via the emotional video classification by using three different types of connectivity measures. Furthermore, two data-driven methods to construct the connectivity matrix are proposed to maximize classification performance. Further analysis reveals that the level of concentration of the brain connectivity related to the emotional property of the target video is correlated with classification performance.
Data Obsolescence Detection in the Light of Newly Acquired Valid Observations
Authors: Salma Chaieb, Brahim Hnich, Ali Ben Mrad
Date: 2021-01-18 00:00:00
Tasks: valid

The information describing the conditions of a system or a person is constantly evolving and may become obsolete and contradict other information. A database, therefore, must be consistently updated upon the acquisition of new valid observations that contradict obsolete ones contained in the database. In this paper, we propose a novel approach for dealing with the information obsolescence problem. Our approach aims to detect, in real-time, contradictions between observations and then identify the obsolete ones, given a representation model. Since we work within an uncertain environment characterized by the lack of information, we choose to use a Bayesian network as our representation model and propose a new approximate concept, $\epsilon$-Contradiction. The new concept is parameterised by a confidence level of having a contradiction in a set of observations. We propose a polynomial-time algorithm for detecting obsolete information. We show that the resulting obsolete information is better represented by an AND-OR tree than a simple set of observations. Finally, we demonstrate the effectiveness of our approach on a real elderly fall-prevention database and showcase how this tree can be used to give reliable recommendations to doctors. Our experiments give systematically and substantially very good results.
Deep Inertial Odometry with Accurate IMU Preintegration
Authors: Rooholla Khorrambakht, Chris Xiaoxuan Lu, Hamed Damirchi, Zhenghua Chen, Zhengguo Li
Date: 2021-01-18 00:00:00

Inertial Measurement Units (IMUs) are interceptive modalities that provide ego-motion measurements independent of the environmental factors. They are widely adopted in various autonomous systems. Motivated by the limitations in processing the noisy measurements from these sensors using their mathematical models, researchers have recently proposed various deep learning architectures to estimate inertial odometry in an end-to-end manner. Nevertheless, the high-frequency and redundant measurements from IMUs lead to long raw sequences to be processed. In this study, we aim to investigate the efficacy of accurate preintegration as a more realistic solution to the IMU motion model for deep inertial odometry (DIO) and the resultant DIO is a fusion of model-driven and data-driven approaches. The accurate IMU preintegration has the potential to outperform numerical approximation of the continuous IMU model used in the existing DIOs. Experimental results validate the proposed DIO.
A Passive Online Technique for Learning Hybrid Automata from Input/Output Traces
Authors: Iman Saberi, Fathiyeh Faghih, Farzad Sobhi Bavil
Date: 2021-01-18 00:00:00
Tasks: Dynamic Time Warping

Specification synthesis is the process of deriving a model from the input-output traces of a system. It is used extensively in test design, reverse engineering, and system identification. One type of the resulting artifact of this process for cyber-physical systems is hybrid automata. They are intuitive, precise, tool independent, and at a high level of abstraction, and can model systems with both discrete and continuous variables. In this paper, we propose a new technique for synthesizing hybrid automaton from the input-output traces of a non-linear cyber-physical system. Similarity detection in non-linear behaviors is the main challenge for extracting such models. We address this problem by utilizing the Dynamic Time Warping technique. Our approach is passive, meaning that it does not need interaction with the system during automata synthesis from the logged traces; and online, which means that each input/output trace is used only once in the procedure. In other words, each new trace can be used to improve the already synthesized automaton. We evaluated our algorithm in two industrial and simulated case studies. The accuracy of the derived automata show promising results.
Mind the Gap when Conditioning Amortised Inference in Sequential Latent-Variable Models
Authors: Justin Bayer, Maximilian Soelch, Atanas Mirchev, Baris Kayalibay, Patrick van der Smagt
Date: 2021-01-18 00:00:00
Proceeding: ICLR 2021 1

Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend, e.g., on the entire sequence of observations, approximate posteriors are only informed by past observations. This mimics the Bayesian filter -- a mixture of smoothing posteriors. Yet, we show that the ELBO objective forces partially-conditioned amortised posteriors to approximate products of smoothing posteriors instead. Consequently, the learned generative model is compromised. We demonstrate these theoretical findings in three scenarios: traffic flow, handwritten digits, and aerial vehicle dynamics. Using fully-conditioned approximate posteriors, performance improves in terms of generative modelling and multi-step prediction.
Online Caching with Optimal Switching Regret
Authors: Samrat Mukhopadhyay, Abhishek Sinha
Date: 2021-01-18 00:00:00

We consider the classical uncoded caching problem from an online learning point-of-view. A cache of limited storage capacity can hold $C$ files at a time from a large catalog. A user requests an arbitrary file from the catalog at each time slot. Before the file request from the user arrives, a caching policy populates the cache with any $C$ files of its choice. In the case of a cache-hit, the policy receives a unit reward and zero rewards otherwise. In addition to that, there is a cost associated with fetching files to the cache, which we refer to as the switching cost. The objective is to design a caching policy that incurs minimal regret while considering both the rewards due to cache-hits and the switching cost due to the file fetches. The main contribution of this paper is the switching regret analysis of a Follow the Perturbed Leader-based anytime caching policy, which is shown to have an order optimal switching regret. In this pursuit, we improve the best-known switching regret bound for this problem by a factor of $\Theta(\sqrt{C}).$ We conclude the paper by comparing the performance of different popular caching policies using a publicly available trace from a commercial CDN server.
CLASTER: Clustering with Reinforcement Learning for Zero-Shot Action Recognition
Authors: Shreyank N Gowda, Laura Sevilla-Lara, Frank Keller, Marcus Rohrbach
Date: 2021-01-18 00:00:00
Tasks: Action Recognition, Clustering, Generalized Zero-Shot Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL), Zero-Shot Action Recognition, Zero-Shot Learning

Zero-shot action recognition is the task of recognizingaction classes without visual examples, only with a seman-tic embedding which relates unseen to seen classes. Theproblem can be seen as learning a function which general-izes well to instances of unseen classes without losing dis-crimination between classes. Neural networks can modelthe complex boundaries between visual classes, which ex-plains their success as supervised models. However, inzero-shot learning, these highly specialized class bound-aries may not transfer well from seen to unseen classes.In this paper we propose a centroid-based representation,which clusters visual and semantic representation, consid-ers all training samples at once, and in this way generaliz-ing well to instances from unseen classes. We optimize theclustering using Reinforcement Learning which we show iscritical for our approach to work. We call the proposedmethod CLASTER and observe that it consistently outper-forms the state-of-the-art in all standard datasets, includ-ing UCF101, HMDB51 and Olympic Sports; both in thestandard zero-shot evaluation and the generalized zero-shotlearning. Further, we show that our model performs com-petitively in the image domain as well, outperforming thestate-of-the-art in many settings.
Iterative Facial Image Inpainting Based on an Encoder-Generator Architecture
Authors: Yahya Dogan, Hacer Yalim Keles
Date: 2021-01-18 00:00:00
Tasks: Image Inpainting

Facial image inpainting is a challenging problem as it requires generating new pixels that include semantic information for masked key components in a face, e.g., eyes and nose. Recently, remarkable methods have been proposed in this field. Most of these approaches use encoder-decoder architectures and have different limitations such as allowing unique results for a given image and a particular mask. Alternatively, some optimization-based approaches generate promising results using different masks with generator networks. However, these approaches are computationally more expensive. In this paper, we propose an efficient solution to the facial image inpainting problem using the Cyclic Reverse Generator (CRG) architecture, which provides an encoder-generator model. We use the encoder to embed a given image to the generator space and incrementally inpaint the masked regions until a plausible image is generated; we trained a discriminator model to assess the quality of the generated images during the iterations and determine the convergence. After the generation process, for the post-processing, we utilize a Unet model that we trained specifically for this task to remedy the artifacts close to the mask boundaries. We empirically observed that only a few iterations are sufficient to generate realistic images with the proposed model. Since the models are not trained for particular mask types, our method allows applying sketch-based inpaintings, using a variety of mask types, and producing multiple and diverse results. We compared our method with the state-of-the-art models both quantitatively and qualitatively, and observed that our method can compete with the other models in all mask types; it is particularly better in images where larger masks are utilized. Our code, dataset and models are available at: https://github.com/yahyadogan72/iterative facial image inpainting.
AGRNet: Adaptive Graph Representation Learning and Reasoning for Face Parsing
Authors: Gusi Te, Wei Hu, Yinglu Liu, Hailin Shi, Tao Mei
Date: 2021-01-18 00:00:00
Tasks: Face Parsing, Graph Representation Learning, Human Parsing, Representation Learning

Face parsing infers a pixel-wise label to each facial component, which has drawn much attention recently. Previous methods have shown their success in face parsing, which however overlook the correlation among facial components. As a matter of fact, the component-wise relationship is a critical clue in discriminating ambiguous pixels in facial area. To address this issue, we propose adaptive graph representation learning and reasoning over facial components, aiming to learn representative vertices that describe each component, exploit the component-wise relationship and thereby produce accurate parsing results against ambiguity. In particular, we devise an adaptive and differentiable graph abstraction method to represent the components on a graph via pixel-to-vertex projection under the initial condition of a predicted parsing map, where pixel features within a certain facial region are aggregated onto a vertex. Further, we explicitly incorporate the image edge as a prior in the model, which helps to discriminate edge and non-edge pixels during the projection, thus leading to refined parsing results along the edges. Then, our model learns and reasons over the relations among components by propagating information across vertices on the graph. Finally, the refined vertex features are projected back to pixel grids for the prediction of the final parsing map. To train our model, we propose a discriminative loss to penalize small distances between vertices in the feature space, which leads to distinct vertices with strong semantics. Experimental results show the superior performance of the proposed model on multiple face parsing datasets, along with the validation on the human parsing task to demonstrate the generalizability of our model.
Analysis of key flavors of event-driven predictive maintenance using logs of phenomena described by Weibull distributions
Authors: Petros Petsinis, Athanasios Naskos, Anastasios Gounaris
Date: 2021-01-18 00:00:00
Tasks: Navigate

This work explores two approaches to event-driven predictive maintenance in Industry 4.0 that cast the problem at hand as a classification or a regression one, respectively, using as a starting point two state-of-the-art solutions. For each of the two approaches, we examine different data preprocessing techniques, different prediction algorithms and the impact of ensemble and sampling methods. Through systematic experiments regarding the aspectsmentioned above,we aimto understand the strengths of the alternatives, and more importantly, shed light on how to navigate through the vast number of such alternatives in an informed manner. Our work constitutes a key step towards understanding the true potential of this type of data-driven predictive maintenance as of to date, and assist practitioners in focusing on the aspects that have the greatest impact.
Deep neural network surrogates for non-smooth quantities of interest in shape uncertainty quantification
Authors: Laura Scarabosio
Date: 2021-01-18 00:00:00
Tasks: Uncertainty Quantification

We consider the point evaluation of the solution to interface problems with geometric uncertainties, where the uncertainty in the obstacle is described by a high-dimensional parameter $\boldsymbol{y}\in[-1,1]^d$, $d\in\mathbb{N}$. We focus in particular on an elliptic interface problem and a Helmholtz transmission problem. Point values of the solution in the physical domain depend in general non-smoothly on the high-dimensional parameter, posing a challenge when one is interested in building surrogates. Indeed, high-order methods show poor convergence rates, while methods which are able to track discontinuities usually suffer from the so-called curse of dimensionality. For this reason, in this work we propose to build surrogates for point evaluation using deep neural networks. We provide a theoretical justification for why we expect neural networks to provide good surrogates. Furthermore, we present extensive numerical experiments showing their good performance in practice. We observe in particular that neural networks do not suffer from the curse of dimensionality, and we study the dependence of the error on the number of point evaluations (that is, the number of discontinuities in the parameter space), as well as on several modeling parameters, such as the contrast between the two materials and, for the Helmholtz transmission problem, the wavenumber.
Deep Universal Blind Image Denoising
Authors: Jae Woong Soh, Nam Ik Cho
Date: 2021-01-18 00:00:00
Tasks: Denoising, Image Denoising

Image denoising is an essential part of many image processing and computer vision tasks due to inevitable noise corruption during image acquisition. Traditionally, many researchers have investigated image priors for the denoising, within the Bayesian perspective based on image properties and statistics. Recently, deep convolutional neural networks (CNNs) have shown great success in image denoising by incorporating large-scale synthetic datasets. However, they both have pros and cons. While the deep CNNs are powerful for removing the noise with known statistics, they tend to lack flexibility and practicality for the blind and real-world noise. Moreover, they cannot easily employ explicit priors. On the other hand, traditional non-learning methods can involve explicit image priors, but they require considerable computation time and cannot exploit large-scale external datasets. In this paper, we present a CNN-based method that leverages the advantages of both methods based on the Bayesian perspective. Concretely, we divide the blind image denoising problem into sub-problems and conquer each inference problem separately. As the CNN is a powerful tool for inference, our method is rooted in CNNs and propose a novel design of network for efficient inference. With our proposed method, we can successfully remove blind and real-world noise, with a moderate number of parameters of universal CNN.