pwc-archive/papers-with-abstracts huggingface dataset:
MaterialsAtlas.org: A Materials Informatics Web App Platform for Materials Discovery and Survey of State-of-the-Art
Authors: Jianjun Hu, Stanislav Stefanov, Yuqi Song, Sadman Sadeed Omee, Steph-Yves Louis, Edirisuriya M. D. Siriwardane, Yong Zhao
Date: 2021-09-09 00:00:00
Tasks: Band Gap, Materials Screening, Prediction, Property Prediction

The availability and easy access of large scale experimental and computational materials data have enabled the emergence of accelerated development of algorithms and models for materials property prediction, structure prediction, and generative design of materials. However, lack of user-friendly materials informatics web servers has severely constrained the wide adoption of such tools in the daily practice of materials screening, tinkering, and design space exploration by materials scientists. Herein we first survey current materials informatics web apps and then propose and develop MaterialsAtlas.org, a web based materials informatics toolbox for materials discovery, which includes a variety of routinely needed tools for exploratory materials discovery, including materials composition and structure check (e.g. for neutrality, electronegativity balance, dynamic stability, Pauling rules), materials property prediction (e.g. band gap, elastic moduli, hardness, thermal conductivity), and search for hypothetical materials. These user-friendly tools can be freely accessed at \url{www.materialsatlas.org}. We argue that such materials informatics apps should be widely developed by the community to speed up the materials discovery processes.
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
Authors: Saeed Marzban, Erick Delage, Jonathan Yumeng Li
Date: 2021-09-09 00:00:00
Tasks: Deep Reinforcement Learning, Reinforcement Learning (RL)

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on traditional dynamic programming solution schemes that are impracticable in problems with a large number of underlying assets (due to the curse of dimensionality) or with incomplete asset dynamics information. In this paper, we extend for the first time a famous off-policy deterministic actor-critic deep reinforcement learning (ACRL) algorithm to the problem of solving a risk averse Markov decision process that models risk using a time consistent recursive expectile risk measure. This new ACRL algorithm allows us to identify high quality time consistent hedging policies (and equal risk prices) for options, such as basket options, that cannot be handled using traditional methods, or in context where only historical trajectories of the underlying assets are available. Our numerical experiments, which involve both a simple vanilla option and a more exotic basket option, confirm that the new ACRL algorithm can produce 1) in simple environments, nearly optimal hedging policies, and highly accurate prices, simultaneously for a range of maturities 2) in complex environments, good quality policies and prices using reasonable amount of computing resources; and 3) overall, hedging strategies that actually outperform the strategies produced using static risk measures when the risk is evaluated at later points of time.
Towards Efficient Synchronous Federated Training: A Survey on System Optimization Strategies
Authors: Zhifeng Jiang, Wei Wang, Bo Li, Qiang Yang
Date: 2021-09-09 00:00:00
Tasks: Benchmarking, Federated Learning, Privacy Preserving

The increasing demand for privacy-preserving collaborative learning has given rise to a new computing paradigm called federated learning (FL), in which clients collaboratively train a machine learning (ML) model without revealing their private training data. Given an acceptable level of privacy guarantee, the goal of FL is to minimize the time-to-accuracy of model training. Compared with distributed ML in data centers, there are four distinct challenges to achieving short time-to-accuracy in FL training, namely the lack of information for optimization, the tradeoff between statistical and system utility, client heterogeneity, and large configuration space. In this paper, we survey recent works in addressing these challenges and present them following a typical training workflow through three phases: client selection, configuration, and reporting. We also review system works including measurement studies and benchmarking tools that aim to support FL developers.
Stationary Density Estimation of Itô Diffusions Using Deep Learning
Authors: Yiqi Gu, John Harlim, Senwei Liang, Haizhao Yang
Date: 2021-09-09 00:00:00
Tasks: Deep Learning, Density Estimation, regression, Time Series, Time Series Analysis

In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an advantage of the characterization of density function through the stationary solution of a parabolic-type Fokker-Planck PDE, we proceed as follows. First, we employ deep neural networks to approximate the drift and diffusion terms of the SDE by solving appropriate supervised learning tasks. Subsequently, we solve a steady-state Fokker-Plank equation associated with the estimated drift and diffusion coefficients with a neural-network-based least-squares method. We establish the convergence of the proposed scheme under appropriate mathematical assumptions, accounting for the generalization errors induced by regressing the drift and diffusion coefficients, and the PDE solvers. This theoretical study relies on a recent perturbation theory of Markov chain result that shows a linear dependence of the density estimation to the error in estimating the drift term, and generalization error results of nonparametric regression and of PDE regression solution obtained with neural-network models. The effectiveness of this method is reflected by numerical simulations of a two-dimensional Student's t distribution and a 20-dimensional Langevin dynamics.
The challenge of reproducible ML: an empirical study on the impact of bugs
Authors: Emilio Rivera-Landos, Foutse khomh, Amin Nikanjam
Date: 2021-09-09 00:00:00

Reproducibility is a crucial requirement in scientific research. When results of research studies and scientific papers have been found difficult or impossible to reproduce, we face a challenge which is called reproducibility crisis. Although the demand for reproducibility in Machine Learning (ML) is acknowledged in the literature, a main barrier is inherent non-determinism in ML training and inference. In this paper, we establish the fundamental factors that cause non-determinism in ML systems. A framework, ReproduceML, is then introduced for deterministic evaluation of ML experiments in a real, controlled environment. ReproduceML allows researchers to investigate software configuration effects on ML training and inference. Using ReproduceML, we run a case study: investigation of the impact of bugs inside ML libraries on performance of ML experiments. This study attempts to quantify the impact that the occurrence of bugs in a popular ML framework, PyTorch, has on the performance of trained models. To do so, a comprehensive methodology is proposed to collect buggy versions of ML libraries and run deterministic ML experiments using ReproduceML. Our initial finding is that there is no evidence based on our limited dataset to show that bugs which occurred in PyTorch do affect the performance of trained models. The proposed methodology as well as ReproduceML can be employed for further research on non-determinism and bugs.
Detecting Attacks on IoT Devices using Featureless 1D-CNN
Authors: Arshiya Khan, Chase Cotton
Date: 2021-09-09 00:00:00
Tasks: Anomaly Detection, BIG-bench Machine Learning, Feature Engineering, Time Series, Time Series Analysis

The generalization of deep learning has helped us, in the past, address challenges such as malware identification and anomaly detection in the network security domain. However, as effective as it is, scarcity of memory and processing power makes it difficult to perform these tasks in Internet of Things (IoT) devices. This research finds an easy way out of this bottleneck by depreciating the need for feature engineering and subsequent processing in machine learning techniques. In this study, we introduce a Featureless machine learning process to perform anomaly detection. It uses unprocessed byte streams of packets as training data. Featureless machine learning enables a low cost and low memory time-series analysis of network traffic. It benefits from eliminating the significant investment in subject matter experts and the time required for feature engineering.
Membership Inference Attacks Against Temporally Correlated Data in Deep Reinforcement Learning
Authors: Maziar Gomrokchi, Susan Amin, Hossein Aboutalebi, Alexander Wong, Doina Precup
Date: 2021-09-08 00:00:00
Tasks: Adversarial Attack, continuous-control, Continuous Control, Deep Reinforcement Learning, Inference Attack, Membership Inference Attack, MuJoCo, OpenAI Gym, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

While significant research advances have been made in the field of deep reinforcement learning, there have been no concrete adversarial attack strategies in literature tailored for studying the vulnerability of deep reinforcement learning algorithms to membership inference attacks. In such attacking systems, the adversary targets the set of collected input data on which the deep reinforcement learning algorithm has been trained. To address this gap, we propose an adversarial attack framework designed for testing the vulnerability of a state-of-the-art deep reinforcement learning algorithm to a membership inference attack. In particular, we design a series of experiments to investigate the impact of temporal correlation, which naturally exists in reinforcement learning training data, on the probability of information leakage. Moreover, we compare the performance of \emph{collective} and \emph{individual} membership attacks against the deep reinforcement learning algorithm. Experimental results show that the proposed adversarial attack framework is surprisingly effective at inferring data with an accuracy exceeding $84\%$ in individual and $97\%$ in collective modes in three different continuous control Mujoco tasks, which raises serious privacy concerns in this regard. Finally, we show that the learning state of the reinforcement learning algorithm influences the level of privacy breaches significantly.
Constants of Motion: The Antidote to Chaos in Optimization and Game Dynamics
Authors: Georgios Piliouras, Xiao Wang
Date: 2021-09-08 00:00:00

Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results motivate the following question: Which methodological tools can guarantee the regularity of such dynamics and how can we apply them in standard settings of interest such as discrete-time first-order optimization dynamics? We show how proving the existence of invariant functions, i.e., constant of motions, is a fundamental contribution in this direction and establish a plethora of such positive results (e.g. gradient descent, multiplicative weights update, alternating gradient descent and manifold gradient descent) both in optimization as well as in game settings. At a technical level, for some conservation laws we provide an explicit and concise closed form, whereas for other ones we present non-constructive proofs using tools from dynamical systems.
Iterated Vector Fields and Conservatism, with Applications to Federated Learning
Authors: Zachary Charles, Keith Rush
Date: 2021-09-08 00:00:00
Tasks: Federated Learning

We study whether iterated vector fields (vector fields composed with themselves) are conservative. We give explicit examples of vector fields for which this self-composition preserves conservatism. Notably, this includes gradient vector fields of loss functions associated with some generalized linear models. As we show, characterizing the set of vector fields satisfying this condition leads to non-trivial geometric questions. In the context of federated learning, we show that when clients have loss functions whose gradients satisfy this condition, federated averaging is equivalent to gradient descent on a surrogate loss function. We leverage this to derive novel convergence results for federated learning. By contrast, we demonstrate that when the client losses violate this property, federated averaging can yield behavior which is fundamentally distinct from centralized optimization. Finally, we discuss theoretical and practical questions our analytical framework raises for federated learning.
AdjointNet: Constraining machine learning models with physics-based codes
Authors: Satish Karra, Bulbul Ahmmed, Maruti K. Mudunuru
Date: 2021-09-08 00:00:00
Tasks: Active Learning, BIG-bench Machine Learning, Experimental Design, parameter estimation, Physics-informed machine learning, Uncertainty Quantification

Physics-informed Machine Learning has recently become attractive for learning physical parameters and features from simulation and observation data. However, most existing methods do not ensure that the physics, such as balance laws (e.g., mass, momentum, energy conservation), are constrained. Some recent works (e.g., physics-informed neural networks) softly enforce physics constraints by including partial differential equation (PDE)-based loss functions but need re-discretization of the PDEs using auto-differentiation. Training these neural nets on observational data showed that one could solve forward and inverse problems in one shot. They evaluate the state variables and the parameters in a PDE. This re-discretization of PDEs is not necessarily an attractive option for domain scientists that work with physics-based codes that have been developed for decades with sophisticated discretization techniques to solve complex process models and advanced equations of state. This paper proposes a physics constrained machine learning framework, AdjointNet, allowing domain scientists to embed their physics code in neural network training workflows. This embedding ensures that physics is constrained everywhere in the domain. Additionally, the mathematical properties such as consistency, stability, and convergence vital to the numerical solution of a PDE are still satisfied. We show that the proposed AdjointNet framework can be used for parameter estimation (and uncertainty quantification by extension) and experimental design using active learning. The applicability of our framework is demonstrated for four flow cases. Results show that AdjointNet-based inversion can estimate process model parameters with reasonable accuracy. These examples demonstrate the applicability of using existing software with no changes in source code to perform accurate and reliable inversion of model parameters.
NU:BRIEF -- A Privacy-aware Newsletter Personalization Engine for Publishers
Authors: Ernesto Diaz-Aviles, Claudia Orellana-Rodriguez, Igor Brigadir, Reshma Narayanan Kutty
Date: 2021-09-08 00:00:00
Tasks: Diversity

Newsletters have (re-) emerged as a powerful tool for publishers to engage with their readers directly and more effectively. Despite the diversity in their audiences, publishers' newsletters remain largely a one-size-fits-all offering, which is suboptimal. In this paper, we present NU:BRIEF, a web application for publishers that enables them to personalize their newsletters without harvesting personal data. Personalized newsletters build a habit and become a great conversion tool for publishers, providing an alternative readers-generated revenue model to a declining ad/clickbait-centered business model.
Learning the Physics of Particle Transport via Transformers
Authors: Oscar Pastor-Serrano, Zoltán Perkó
Date: 2021-09-08 00:00:00

Particle physics simulations are the cornerstone of nuclear engineering applications. Among them radiotherapy (RT) is crucial for society, with 50% of cancer patients receiving radiation treatments. For the most precise targeting of tumors, next generation RT treatments aim for real-time correction during radiation delivery, necessitating particle transport algorithms that yield precise dose distributions in sub-second times even in highly heterogeneous patient geometries. This is infeasible with currently available, purely physics based simulations. In this study, we present a data-driven dose calculation algorithm predicting the dose deposited by mono-energetic proton beams for arbitrary energies and patient geometries. Our approach frames particle transport as sequence modeling, where convolutional layers extract important spatial features into tokens and the transformer self-attention mechanism routes information between such tokens in the sequence and a beam energy token. We train our network and evaluate prediction accuracy using computationally expensive but accurate Monte Carlo (MC) simulations, considered the gold standard in particle physics. Our proposed model is 33 times faster than current clinical analytic pencil beam algorithms, improving upon their accuracy in the most heterogeneous and challenging geometries. With a relative error of 0.34% and very high gamma pass rate of 99.59% (1%, 3 mm), it also greatly outperforms the only published similar data-driven proton dose algorithm, even at a finer grid resolution. Offering MC precision 400 times faster, our model could overcome a major obstacle that has so far prohibited real-time adaptive proton treatments and significantly increase cancer treatment efficacy. Its potential to model physics interactions of other particles could also boost heavy ion treatment planning procedures limited by the speed of traditional methods.
SensiX++: Bringing MLOPs and Multi-tenant Model Serving to Sensory Edge Devices
Authors: Chulhong Min, Akhil Mathur, Utku Gunay Acer, Alessandro Montanari, Fahim Kawsar
Date: 2021-09-08 00:00:00

We present SensiX++ - a multi-tenant runtime for adaptive model execution with integrated MLOps on edge devices, e.g., a camera, a microphone, or IoT sensors. SensiX++ operates on two fundamental principles - highly modular componentisation to externalise data operations with clear abstractions and document-centric manifestation for system-wide orchestration. First, a data coordinator manages the lifecycle of sensors and serves models with correct data through automated transformations. Next, a resource-aware model server executes multiple models in isolation through model abstraction, pipeline automation and feature sharing. An adaptive scheduler then orchestrates the best-effort executions of multiple models across heterogeneous accelerators, balancing latency and throughput. Finally, microservices with REST APIs serve synthesised model predictions, system statistics, and continuous deployment. Collectively, these components enable SensiX++ to serve multiple models efficiently with fine-grained control on edge devices while minimising data operation redundancy, managing data and device heterogeneity, reducing resource contention and removing manual MLOps. We benchmark SensiX++ with ten different vision and acoustics models across various multi-tenant configurations on different edge accelerators (Jetson AGX and Coral TPU) designed for sensory devices. We report on the overall throughput and quantified benefits of various automation components of SensiX++ and demonstrate its efficacy to significantly reduce operational complexity and lower the effort to deploy, upgrade, reconfigure and serve embedded models on edge devices.
Matrix Completion of World Trade
Authors: Gnecco Giorgio, Nutarelli Federico, Riccaboni Massimo
Date: 2021-09-08 00:00:00
Tasks: Matrix Completion, Recommendation Systems

This work applies Matrix Completion (MC) -- a class of machine-learning methods commonly used in the context of recommendation systems -- to analyse economic complexity. MC is applied to reconstruct the Revealed Comparative Advantage (RCA) matrix, whose elements express the relative advantage of countries in given classes of products, as evidenced by yearly trade flows. A high-accuracy binary classifier is derived from the application of MC, with the aim of discriminating between elements of the RCA matrix that are, respectively, higher or lower than one. We introduce a novel Matrix cOmpletion iNdex of Economic complexitY (MONEY) based on MC, which is related to the predictability of countries' RCA (the lower the predictability, the higher the complexity). Differently from previously-developed indices of economic complexity, the MONEY index takes into account the various singular vectors of the matrix reconstructed by MC, whereas other indices are based only on one/two eigenvectors of a suitable symmetric matrix, derived from the RCA matrix. Finally, MC is compared with a state-of-the-art economic complexity index (GENEPY). We show that the false positive rate per country of a binary classifier constructed starting from the average entry-wise output of MC can be used as a proxy of GENEPY.
Simplified Quantum Algorithm for the Oracle Identification Problem
Authors: Leila Taghavi
Date: 2021-09-08 00:00:00

In the oracle identification problem we have oracle access to bits of an unknown string $x$ of length $n$, with the promise that it belongs to a known set $C\subseteq\{0,1\}^n$. The goal is to identify $x$ using as few queries to the oracle as possible. We develop a quantum query algorithm for this problem with query complexity $O\left(\sqrt{\frac{n\log M }{\log(n/\log M)+1}}\right)$, where $M$ is the size of $C$. This bound is already derived by Kothari in 2014, for which we provide a more elegant simpler proof.
Machine learning modeling of family wide enzyme-substrate specificity screens
Authors: Samuel Goldman, Ria Das, Kevin K. Yang, Connor W. Coley
Date: 2021-09-08 00:00:00
Tasks: BIG-bench Machine Learning, Drug Discovery, Specificity

Biocatalysis is a promising approach to sustainably synthesize pharmaceuticals, complex natural products, and commodity chemicals at scale. However, the adoption of biocatalysis is limited by our ability to select enzymes that will catalyze their natural chemical transformation on non-natural substrates. While machine learning and in silico directed evolution are well-posed for this predictive modeling challenge, efforts to date have primarily aimed to increase activity against a single known substrate, rather than to identify enzymes capable of acting on new substrates of interest. To address this need, we curate 6 different high-quality enzyme family screens from the literature that each measure multiple enzymes against multiple substrates. We compare machine learning-based compound-protein interaction (CPI) modeling approaches from the literature used for predicting drug-target interactions. Surprisingly, comparing these interaction-based models against collections of independent (single task) enzyme-only or substrate-only models reveals that current CPI approaches are incapable of learning interactions between compounds and proteins in the current family level data regime. We further validate this observation by demonstrating that our no-interaction baseline can outperform CPI-based models from the literature used to guide the discovery of kinase inhibitors. Given the high performance of non-interaction based models, we introduce a new structure-based strategy for pooling residue representations across a protein sequence. Altogether, this work motivates a principled path forward in order to build and evaluate meaningful predictive models for biocatalysis and other drug discovery applications.