pwc-archive/papers-with-abstracts huggingface dataset:
The Price is (Probably) Right: Learning Market Equilibria from Samples
Authors: Vignesh Viswanathan, Omer Lev, Neel Patel, Yair Zick
Date: 2020-12-29 00:00:00
Tasks: PAC learning

Equilibrium computation in markets usually considers settings where player valuation functions are known. We consider the setting where player valuations are unknown; using a PAC learning-theoretic framework, we analyze some classes of common valuation functions, and provide algorithms which output direct PAC equilibrium allocations, not estimates based on attempting to learn valuation functions. Since there exist trivial PAC market outcomes with an unbounded worst-case efficiency loss, we lower-bound the efficiency of our algorithms. While the efficiency loss under general distributions is rather high, we show that in some cases (e.g., unit-demand valuations), it is possible to find a PAC market equilibrium with significantly better utility.
Stack-based Buffer Overflow Detection using Recurrent Neural Networks
Authors: William Arild Dahl, Laszlo Erdodi, Fabio Massimo Zennaro
Date: 2020-12-30 00:00:00
Tasks: Vulnerability Detection

Detecting vulnerabilities in software is a critical challenge in the development and deployment of applications. One of the most known and dangerous vulnerabilities is stack-based buffer overflows, which may allow potential attackers to execute malicious code. In this paper we consider the use of modern machine learning models, specifically recurrent neural networks, to detect stack-based buffer overflow vulnerabilities in the assembly code of a program. Since assembly code is a generic and common representation, focusing on this language allows us to potentially consider programs written in several different programming languages. Moreover, we subscribe to the hypothesis that code may be treated as natural language, and thus we process assembly code using standard architectures commonly employed in natural language processing. We perform a set of experiments aimed at confirming the validity of the natural language hypothesis and the feasibility of using recurrent neural networks for detecting vulnerabilities. Our results show that our architecture is able to capture subtle stack-based buffer overflow vulnerabilities that strongly depend on the context, thus suggesting that this approach may be extended to real-world setting, as well as to other forms of vulnerability detection.
Multi-view Temporal Alignment for Non-parallel Articulatory-to-Acoustic Speech Synthesis
Authors: Jose A. Gonzalez-Lopez, Miriam Gonzalez-Atienza, Alejandro Gomez-Alanis, Jose L. Perez-Cordoba, Phil D. Green
Date: 2020-12-30 00:00:00
Tasks: Dynamic Time Warping, MULTI-VIEW LEARNING, Speech Synthesis

Articulatory-to-acoustic (A2A) synthesis refers to the generation of audible speech from captured movement of the speech articulators. This technique has numerous applications, such as restoring oral communication to people who cannot longer speak due to illness or injury. Most successful techniques so far adopt a supervised learning framework, in which time-synchronous articulatory-and-speech recordings are used to train a supervised machine learning algorithm that can be used later to map articulator movements to speech. This, however, prevents the application of A2A techniques in cases where parallel data is unavailable, e.g., a person has already lost her/his voice and only articulatory data can be captured. In this work, we propose a solution to this problem based on the theory of multi-view learning. The proposed algorithm attempts to find an optimal temporal alignment between pairs of non-aligned articulatory-and-acoustic sequences with the same phonetic content by projecting them into a common latent space where both views are maximally correlated and then applying dynamic time warping. Several variants of this idea are discussed and explored. We show that the quality of speech generated in the non-aligned scenario is comparable to that obtained in the parallel scenario.
Similarity Classification of Public Transit Stations
Authors: Hannah Bast, Patrick Brosi, Markus Näther
Date: 2020-12-30 00:00:00
Tasks: Classification, General Classification

We study the following problem: given two public transit station identifiers A and B, each with a label and a geographic coordinate, decide whether A and B describe the same station. For example, for "St Pancras International" at (51.5306, -0.1253) and "London St Pancras" at (51.5319, -0.1269), the answer would be "Yes". This problem frequently arises in areas where public transit data is used, for example in geographic information systems, schedule merging, route planning, or map matching. We consider several baseline methods based on geographic distance and simple string similarity measures. We also experiment with more elaborate string similarity measures and manually created normalization rules. Our experiments show that these baseline methods produce good, but not fully satisfactory results. We therefore develop an approach based on a random forest classifier which is trained on matching trigrams between two stations, their distance, and their position on an interwoven grid. All approaches are evaluated on extensive ground truth datasets we generated from OpenStreetMap (OSM) data: (1) The union of Great Britain and Ireland and (2) the union of Germany, Switzerland, and Austria. On all datasets, our learning-based approach achieves an F1 score of over 99%, while even the most elaborate baseline approach (based on TFIDF scores and the geographic distance) achieves an F1 score of at most 94%, and a naive approach of using a geographical distance threshold achieves an F1 score of only 75%. Both our training and testing datasets are publicly available.
Sequential Deep Learning for Credit Risk Monitoring with Tabular Financial Data
Authors: Jillian M. Clements, Di Xu, Nooshin Yousefi, Dmitry Efimov
Date: 2020-12-30 00:00:00
Tasks: BIG-bench Machine Learning, Deep Learning

Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e., the risk of default on debt). Today, much of the gains from machine learning to predict credit risk are driven by gradient boosted decision tree models. However, these gains begin to plateau without the addition of expensive new data sources or highly engineered features. In this paper, we present our attempts to create a novel approach to assessing credit risk using deep learning that does not rely on new model inputs. We propose a new credit card transaction sampling technique to use with deep recurrent and causal convolution-based neural networks that exploits long historical sequences of financial data without costly resource requirements. We show that our sequential deep learning approach using a temporal convolutional network outperformed the benchmark non-sequential tree-based model, achieving significant financial savings and earlier detection of credit risk. We also demonstrate the potential for our approach to be used in a production environment, where our sampling technique allows for sequences to be stored efficiently in memory and used for fast online learning and inference.
Curriculum-based Deep Reinforcement Learning for Quantum Control
Authors: Hailan Ma, Daoyi Dong, Steven X. Ding, Chunlin Chen
Date: 2020-12-31 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Deep reinforcement learning has been recognized as an efficient technique to design optimal strategies for different complex systems without prior knowledge of the control landscape. To achieve a fast and precise control for quantum systems, we propose a novel deep reinforcement learning approach by constructing a curriculum consisting of a set of intermediate tasks defined by a fidelity threshold. Tasks among a curriculum can be statically determined using empirical knowledge or adaptively generated with the learning process. By transferring knowledge between two successive tasks and sequencing tasks according to their difficulties, the proposed curriculum-based deep reinforcement learning (CDRL) method enables the agent to focus on easy tasks in the early stage, then move onto difficult tasks, and eventually approaches the final task. Numerical simulations on closed quantum systems and open quantum systems demonstrate that the proposed method exhibits improved control performance for quantum systems and also provides an efficient way to identify optimal strategies with fewer control pulses.
Adaptive filters for the moving target indicator system
Authors: Boris N. Oreshkin
Date: 2020-12-31 00:00:00

Adaptive algorithms belong to an important class of algorithms used in radar target detection to overcome prior uncertainty of interference covariance. The contamination of the empirical covariance matrix by the useful signal leads to significant degradation of performance of this class of adaptive algorithms. Regularization, also known in radar literature as sample covariance loading, can be used to combat both ill conditioning of the original problem and contamination of the empirical covariance by the desired signal for the adaptive algorithms based on sample covariance matrix inversion. However, the optimum value of loading factor cannot be derived unless strong assumptions are made regarding the structure of covariance matrix and useful signal penetration model. Similarly, least mean square algorithm with linear constraint or without constraint, is also sensitive to the contamination of the learning sample with the target signal. We synthesize two approaches to improve the convergence of adaptive algorithms and protect them from the contamination of the learning sample with the signal from the target. The proposed approach is based on the maximization of empirical signal to interference plus noise ratio (SINR). Its effectiveness is demonstrated using simulated data.
Bayesian Federated Learning over Wireless Networks
Authors: Seunghoon Lee, Chanho Park, Song-Nam Hong, Yonina C. Eldar, Namyoon Lee
Date: 2020-12-31 00:00:00
Tasks: Federated Learning, Privacy Preserving

Federated learning is a privacy-preserving and distributed training method using heterogeneous data sets stored at local devices. Federated learning over wireless networks requires aggregating locally computed gradients at a server where the mobile devices send statistically distinct gradient information over heterogenous communication links. This paper proposes a Bayesian federated learning (BFL) algorithm to aggregate the heterogeneous quantized gradient information optimally in the sense of minimizing the mean-squared error (MSE). The idea of BFL is to aggregate the one-bit quantized local gradients at the server by jointly exploiting i) the prior distributions of the local gradients, ii) the gradient quantizer function, and iii) channel distributions. Implementing BFL requires high communication and computational costs as the number of mobile devices increases. To address this challenge, we also present an efficient modified BFL algorithm called scalable-BFL (SBFL). In SBFL, we assume a simplified distribution on the local gradient. Each mobile device sends its one-bit quantized local gradient together with two scalar parameters representing this distribution. The server then aggregates the noisy and faded quantized gradients to minimize the MSE. We provide a convergence analysis of SBFL for a class of non-convex loss functions. Our analysis elucidates how the parameters of communication channels and the gradient priors affect convergence. From simulations, we demonstrate that SBFL considerably outperforms the conventional sign stochastic gradient descent algorithm when training and testing neural networks using MNIST data sets over heterogeneous wireless networks.
Autonomous Maintenance in IoT Networks via AoI-driven Deep Reinforcement Learning
Authors: George Stamatakis, Nikolaos Pappas, Alexandros Fragkiadakis, Apostolos Traganitis
Date: 2020-12-31 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning (RL)

Internet of Things (IoT) with its growing number of deployed devices and applications raises significant challenges for network maintenance procedures. In this work, we formulate a problem of autonomous maintenance in IoT networks as a Partially Observable Markov Decision Process. Subsequently, we utilize Deep Reinforcement Learning algorithms (DRL) to train agents that decide if a maintenance procedure is in order or not and, in the former case, the proper type of maintenance needed. To avoid wasting the scarce resources of IoT networks we utilize the Age of Information (AoI) metric as a reward signal for the training of the smart agents. AoI captures the freshness of the sensory data which are transmitted by the IoT sensors as part of their normal service provision. Numerical results indicate that AoI integrates enough information about the past and present states of the system to be successfully used in the training of smart agents for the autonomous maintenance of the network.
Scalable Graph Neural Network-based framework for identifying critical nodes and links in Complex Networks
Authors: Sai Munikoti, Laya Das, Balasubramaniam Natarajan
Date: 2020-12-26 00:00:00
Tasks: Graph Neural Network

Identifying critical nodes and links in graphs is a crucial task. These nodes/links typically represent critical elements/communication links that play a key role in a system's performance. However, a majority of the methods available in the literature on the identification of critical nodes/links are based on an iterative approach that explores each node/link of a graph at a time, repeating for all nodes/links in the graph. Such methods suffer from high computational complexity and the resulting analysis is also network-specific. To overcome these challenges, this article proposes a scalable and generic graph neural network (GNN) based framework for identifying critical nodes/links in large complex networks. The proposed framework defines a GNN based model that learns the node/link criticality score on a small representative subset of nodes/links. An appropriately trained model can be employed to predict the scores of unseen nodes/links in large graphs and consequently identify the most critical ones. The scalability of the framework is demonstrated through prediction of nodes/links scores in large scale synthetic and real-world networks. The proposed approach is fairly accurate in approximating the criticality scores and offers a significant computational advantage over conventional approaches.
Refined bounds for randomized experimental design
Authors: Geovani Rizk, Igor Colin, Albert Thomas, Moez Draief
Date: 2020-12-22 00:00:00
Tasks: Experimental Design

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a different criterion: mean square error, robustness, \emph{etc}. Computing such designs is generally an NP-hard problem and one can instead rely on a convex relaxation that considers probability distributions over the samples. Although greedy strategies and rounding procedures have received a lot of attention, straightforward sampling from the optimal distribution has hardly been investigated. In this paper, we propose theoretical guarantees for randomized strategies on E and G-optimal design. To this end, we develop a new concentration inequality for the eigenvalues of random matrices using a refined version of the intrinsic dimension that enables us to quantify the performance of such randomized strategies. Finally, we evidence the validity of our analysis through experiments, with particular attention on the G-optimal design applied to the best arm identification problem for linear bandits.
Bayesian Graph Neural Network for Fast identification of critical nodes in Uncertain Complex Networks
Authors: Sai Munikoti, Laya Das, Balasubramaniam Natarajan
Date: 2020-12-26 00:00:00
Tasks: Graph Neural Network, Node Classification

In the quest to improve efficiency, interdependence and complexity are becoming defining characteristics of modern complex networks representing engineered and natural systems. Graph theory is a widely used framework for modeling such complex networks and to evaluate their robustness to disruptions. Particularly, identification of critical nodes/links in a graph can facilitate the enhancement of graph (system) robustness and characterize crucial factors of system performance. Most existing methods of critical node identification are based on an iterative approach that explores each node/link of a graph. These methods suffer from high computational complexity and the resulting analysis is network specific. Additionally, uncertainty associated with the underlying graphical model further limits the potential value of these traditional approaches. To overcome these challenges, we propose a Bayesian graph neural network based node classification framework that is computationally efficient and systematically incorporates uncertainties. Instead of utilizing the observed graph for training the model, a MAP estimate of the graph is computed based on the observed topology and node target labels. Further, a Monte-Carlo (MC) dropout algorithm is incorporated to account for the epistemic uncertainty. The fidelity and the gain in computational complexity offered by the Bayesian framework is illustrated using simulation results.
Uncertainty Bounds for Multivariate Machine Learning Predictions on High-Strain Brittle Fracture
Authors: Cristina Garcia-Cardona, M. Giselle Fernández-Godino, Daniel O'Malley, Tanmoy Bhattacharya
Date: 2020-12-23 00:00:00
Tasks: BIG-bench Machine Learning, Uncertainty Quantification

Simulation of the crack network evolution on high strain rate impact experiments performed in brittle materials is very compute-intensive. The cost increases even more if multiple simulations are needed to account for the randomness in crack length, location, and orientation, which is inherently found in real-world materials. Constructing a machine learning emulator can make the process faster by orders of magnitude. There has been little work, however, on assessing the error associated with their predictions. Estimating these errors is imperative for meaningful overall uncertainty quantification. In this work, we extend the heteroscedastic uncertainty estimates to bound a multiple output machine learning emulator. We find that the response prediction is accurate within its predicted errors, but with a somewhat conservative estimate of uncertainty.
Poisoning Attacks on Cyber Attack Detectors for Industrial Control Systems
Authors: Moshe Kravchik, Battista Biggio, Asaf Shabtai
Date: 2020-12-23 00:00:00

Recently, neural network (NN)-based methods, including autoencoders, have been proposed for the detection of cyber attacks targeting industrial control systems (ICSs). Such detectors are often retrained, using data collected during system operation, to cope with the natural evolution (i.e., concept drift) of the monitored signals. However, by exploiting this mechanism, an attacker can fake the signals provided by corrupted sensors at training time and poison the learning process of the detector such that cyber attacks go undetected at test time. With this research, we are the first to demonstrate such poisoning attacks on ICS cyber attack online NN detectors. We propose two distinct attack algorithms, namely, interpolation- and back-gradient based poisoning, and demonstrate their effectiveness on both synthetic and real-world ICS data. We also discuss and analyze some potential mitigation strategies.
Empirically Classifying Network Mechanisms
Authors: Ryan E. Langendorf, Matthew G. Burgess
Date: 2020-12-22 00:00:00

Network models are used to study interconnected systems across many physical, biological, and social disciplines. Such models often assume a particular network-generating mechanism, which when fit to data produces estimates of mechanism-specific parameters that describe how systems function. For instance, a social network model might assume new individuals connect to others with probability proportional to their number of pre-existing connections ('preferential attachment'), and then estimate the disparity in interactions between famous and obscure individuals with similar qualifications. However, without a means of testing the relevance of the assumed mechanism, conclusions from such models could be misleading. Here we introduce a simple empirical approach which can mechanistically classify arbitrary network data. Our approach compares empirical networks to model networks from a user-provided candidate set of mechanisms, and classifies each network--with high accuracy--as originating from either one of the mechanisms or none of them. We tested 373 empirical networks against five of the most widely studied network mechanisms and found that most (228) were unlike any of these mechanisms. This raises the possibility that some empirical networks arise from mixtures of mechanisms. We show that mixtures are often unidentifiable because different mixtures can produce functionally equivalent networks. In such systems, which are governed by multiple mechanisms, our approach can still accurately predict out-of-sample functional properties.
A general method for debiasing a Monte Carlo estimator
Authors: Don McLeish
Date: 2010-05-12 00:00:00
Tasks: Numerical Integration

Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation. We will assume that we can sample from the distribution of the process from time 0 to finite time n. We propose a scheme for unbiased estimation of the limiting value of the process, together with estimates of standard error and apply this to examples including numerical integrals, root-finding and option pricing in a Heston Stochastic Volatility model. This results in unbiased estimators in place of biased ones in many potential applications.
REFINE: Prediction Fusion Network for Panoptic Segmentation
Authors: Jiawei Ren, Cunjun Yu, Zhongang Cai, Mingyuan Zhang, Chongsong Chen, Haiyu Zhao, Shuai Yi, Hongsheng Li
Date: 2020-12-15 00:00:00
Tasks: Instance Segmentation, Panoptic Segmentation, Prediction, Segmentation, Semantic Segmentation

Panoptic segmentation aims at generating pixel-wise class and instance predictions for each pixel in the input image, which is a challenging task and far more complicated than naively fusing the semantic and instance segmentation results. Prediction fusion is therefore important to achieve accurate panoptic segmentation. In this paper, we present REFINE, pREdiction FusIon NEtwork for panoptic segmentation, to achieve high-quality panoptic segmentation by improving cross-task prediction fusion, and within-task prediction fusion. Our single-model ResNeXt-101 with DCN achieves PQ=51.5 on the COCO dataset, surpassing state-of-the-art performance by a convincing margin and is comparable with ensembled models. Our smaller model with a ResNet-50 backbone achieves PQ=44.9, which is comparable with state-of-the-art methods with larger backbones.