pwc-archive/papers-with-abstracts huggingface dataset:
Semi-supervised learning of images with strong rotational disorder: assembling nanoparticle libraries
Authors: Maxim Ziatdinov, Muammer Yusuf Yaman, Yongtao Liu, David Ginger, Sergei V. Kalinin
Date: 2021-05-24 00:00:00
Tasks: Image Classification, Representation Learning, Semi-Supervised Image Classification

The proliferation of optical, electron, and scanning probe microscopies gives rise to large volumes of imaging data of objects as diversified as cells, bacteria, pollen, to nanoparticles and atoms and molecules. In most cases, the experimental data streams contain images having arbitrary rotations and translations within the image. At the same time, for many cases, small amounts of labeled data are available in the form of prior published results, image collections, and catalogs, or even theoretical models. Here we develop an approach that allows generalizing from a small subset of labeled data with a weak orientational disorder to a large unlabeled dataset with a much stronger orientational (and positional) disorder, i.e., it performs a classification of image data given a small number of examples even in the presence of a distribution shift between the labeled and unlabeled parts. This approach is based on the semi-supervised rotationally invariant variational autoencoder (ss-rVAE) model consisting of the encoder-decoder "block" that learns a rotationally (and translationally) invariant continuous latent representation of data and a classifier that encodes data into a finite number of discrete classes. The classifier part of the trained ss-rVAE inherits the rotational (and translational) invariances and can be deployed independently of the other parts of the model. The performance of the ss-rVAE is illustrated using the synthetic data sets with known factors of variation. We further demonstrate its application for experimental data sets of nanoparticles, creating nanoparticle libraries and disentangling the representations defining the physical factors of variation in the data. The code reproducing the results is available at https://github.com/ziatdinovmax/Semi-Supervised-VAE-nanoparticles.
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models
Authors: Marco Ballesio, Ajay Jasra
Date: 2021-05-24 00:00:00
Tasks: parameter estimation, State Space Models

In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-likelihood (score function), which is an estimate that is unbiased even if the stochastic processes involved in the model must be discretized in time. To achieve this goal, we apply a doubly randomized scheme, that involves a novel coupled conditional particle filter (CCPF) on the second level of randomization. Our novel estimate helps facilitate the application of gradient-based estimation algorithms, such as stochastic-gradient Langevin descent. We illustrate our methodology in the context of stochastic gradient descent (SGD) in several numerical examples and compare with the Rhee & Glynn estimator.
Scalable Cross Validation Losses for Gaussian Process Models
Authors: Martin Jankowiak, Geoff Pleiss
Date: 2021-05-24 00:00:00
Tasks: Classification, Multi-class Classification, regression, Variational Inference

We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary variables and variational inference. In an extensive empirical comparison with a number of alternative methods for scalable GP regression and classification, we find that our method offers fast training and excellent predictive performance. We argue that the good predictive performance can be traced to the non-parametric nature of the resulting predictive distributions as well as to the cross-validation loss, which provides robustness against model mis-specification.
SHAFF: Fast and consistent SHApley eFfect estimates via random Forests
Authors: Clément Bénard, Gérard Biau, Sébastien da Veiga, Erwan Scornet
Date: 2021-05-25 00:00:00

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and neural networks, as they can efficiently handle dependence and interactions in the data, as opposed to most other variable importance measures. However, estimating Shapley effects is a challenging task, because of the computational complexity and the conditional expectation estimates. Accordingly, existing Shapley algorithms have flaws: a costly running time, or a bias when input variables are dependent. Therefore, we introduce SHAFF, SHApley eFfects via random Forests, a fast and accurate Shapley effect estimate, even when input variables are dependent. We show SHAFF efficiency through both a theoretical analysis of its consistency, and the practical performance improvements over competitors with extensive experiments. An implementation of SHAFF in C++ and R is available online.
Bias-Robust Bayesian Optimization via Dueling Bandits
Authors: Johannes Kirschner, Andreas Krause
Date: 2021-05-25 00:00:00
Tasks: Bayesian Optimization

We consider Bayesian optimization in settings where observations can be adversarially biased, for example by an uncontrolled hidden confounder. Our first contribution is a reduction of the confounded setting to the dueling bandit model. Then we propose a novel approach for dueling bandits based on information-directed sampling (IDS). Thereby, we obtain the first efficient kernelized algorithm for dueling bandits that comes with cumulative regret guarantees. Our analysis further generalizes a previously proposed semi-parametric linear bandit model to non-linear reward functions, and uncovers interesting links to doubly-robust estimation.
SGD with Coordinate Sampling: Theory and Practice
Authors: Rémi Leluc, François Portier
Date: 2021-05-25 00:00:00

While classical forms of stochastic gradient descent algorithm treat the different coordinates in the same way, a framework allowing for adaptive (non uniform) coordinate sampling is developed to leverage structure in data. In a non-convex setting and including zeroth order gradient estimate, almost sure convergence as well as non-asymptotic bounds are established. Within the proposed framework, we develop an algorithm, MUSKETEER, based on a reinforcement strategy: after collecting information on the noisy gradients, it samples the most promising coordinate (all for one); then it moves along the one direction yielding an important decrease of the objective (one for all). Numerical experiments on both synthetic and real data examples confirm the effectiveness of MUSKETEER in large scale problems.
TNet: A Model-Constrained Tikhonov Network Approach for Inverse Problems
Authors: Hai V. Nguyen, Tan Bui-Thanh
Date: 2021-05-25 00:00:00

Deep Learning (DL), in particular deep neural networks (DNN), by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties and desired accuracy need to be achieved. DL methods in their original forms are not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. However, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained deep learning approach and its variant TNet that are capable of learning information hidden in both the training data and the underlying mathematical models to solve inverse problems governed by partial differential equations. We provide the constructions and some theoretical results for the proposed approaches. We show that data randomization can enhance the smoothness of the networks and their generalizations. Comprehensive numerical results not only confirm the theoretical findings but also show that with even as little as 20 training data samples for 1D deconvolution, 50 for inverse 2D heat conductivity problem, 100 and 50 for inverse initial conditions for time-dependent 2D Burgers' equation and 2D Navier-Stokes equations, respectively. TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. This is possible owing to the model-constrained term, replications, and randomization.
Near-optimal Offline and Streaming Algorithms for Learning Non-Linear Dynamical Systems
Authors: Prateek Jain, Suhas S Kowshik, Dheeraj Nagaraj, Praneeth Netrapalli
Date: 2021-05-24 00:00:00
Proceeding: NeurIPS 2021 12

We consider the setting of vector valued non-linear dynamical systems $X_{t+1} = \phi(A^* X_t) + \eta_t$, where $\eta_t$ is unbiased noise and $\phi : \mathbb{R} \to \mathbb{R}$ is a known link function that satisfies certain {\em expansivity property}. The goal is to learn $A^*$ from a single trajectory $X_1,\cdots,X_T$ of {\em dependent or correlated} samples. While the problem is well-studied in the linear case, where $\phi$ is identity, with optimal error rates even for non-mixing systems, existing results in the non-linear case hold only for mixing systems. In this work, we improve existing results for learning nonlinear systems in a number of ways: a) we provide the first offline algorithm that can learn non-linear dynamical systems without the mixing assumption, b) we significantly improve upon the sample complexity of existing results for mixing systems, c) in the much harder one-pass, streaming setting we study a SGD with Reverse Experience Replay ($\mathsf{SGD-RER}$) method, and demonstrate that for mixing systems, it achieves the same sample complexity as our offline algorithm, d) we justify the expansivity assumption by showing that for the popular ReLU link function -- a non-expansive but easy to learn link function with i.i.d. samples -- any method would require exponentially many samples (with respect to dimension of $X_t$) from the dynamical system. We validate our results via. simulations and demonstrate that a naive application of SGD can be highly sub-optimal. Indeed, our work demonstrates that for correlated data, specialized methods designed for the dependency structure in data can significantly outperform standard SGD based methods.
Hashing embeddings of optimal dimension, with applications to linear least squares
Authors: Coralia Cartis, Jan Fiala, Zhen Shao
Date: 2021-05-25 00:00:00

The aim of this paper is two-fold: firstly, to present subspace embedding properties for $s$-hashing sketching matrices, with $s\geq 1$, that are optimal in the projection dimension $m$ of the sketch, namely, $m=\mathcal{O}(d)$, where $d$ is the dimension of the subspace. A diverse set of results are presented that address the case when the input matrix has sufficiently low coherence (thus removing the $\log^2 d$ factor dependence in $m$, in the low-coherence result of Bourgain et al (2015) at the expense of a smaller coherence requirement); how this coherence changes with the number $s$ of column nonzeros (allowing a scaling of $\sqrt{s}$ of the coherence bound), or is reduced through suitable transformations (when considering hashed -- instead of subsampled -- coherence reducing transformations such as randomised Hadamard). Secondly, we apply these general hashing sketching results to the special case of Linear Least Squares (LLS), and develop Ski-LLS, a generic software package for these problems, that builds upon and improves the Blendenpik solver on dense input and the (sequential) LSRN performance on sparse problems. In addition to the hashing sketching improvements, we add suitable linear algebra tools for rank-deficient and for sparse problems that lead Ski-LLS to outperform not only sketching-based routines on randomly generated input, but also state of the art direct solver SPQR and iterative code HSL on certain subsets of the sparse Florida matrix collection; namely, on least squares problems that are significantly overdetermined, or moderately sparse, or difficult.
DiBS: Differentiable Bayesian Structure Learning
Authors: Lars Lorch, Jonas Rothfuss, Bernhard Schölkopf, Andreas Krause
Date: 2021-05-25 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Causal Discovery, Variational Inference

Bayesian structure learning allows inferring Bayesian network structure from data while reasoning about the epistemic uncertainty -- a key element towards enabling active causal discovery and designing interventions in real world systems. In this work, we propose a general, fully differentiable framework for Bayesian structure learning (DiBS) that operates in the continuous space of a latent probabilistic graph representation. Contrary to existing work, DiBS is agnostic to the form of the local conditional distributions and allows for joint posterior inference of both the graph structure and the conditional distribution parameters. This makes our formulation directly applicable to posterior inference of complex Bayesian network models, e.g., with nonlinear dependencies encoded by neural networks. Using DiBS, we devise an efficient, general purpose variational inference method for approximating distributions over structural models. In evaluations on simulated and real-world data, our method significantly outperforms related approaches to joint posterior inference.
Conformal Anomaly Detection on Spatio-Temporal Observations with Missing Data
Authors: Chen Xu, Yao Xie
Date: 2021-05-25 00:00:00
Tasks: Anomaly Detection, Conformal Prediction, Prediction Intervals, regression, Unsupervised Anomaly Detection

We develop a distribution-free, unsupervised anomaly detection method called ECAD, which wraps around any regression algorithm and sequentially detects anomalies. Rooted in conformal prediction, ECAD does not require data exchangeability but approximately controls the Type-I error when data are normal. Computationally, it involves no data-splitting and efficiently trains ensemble predictors to increase statistical power. We demonstrate the superior performance of ECAD on detecting anomalous spatio-temporal traffic flow.
Model Mismatch Trade-offs in LMMSE Estimation
Authors: Martin Hellkvist, Ayça Özçelikkale
Date: 2021-05-25 00:00:00
Tasks: model

We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By modelling the regressors of the underlying system as random variables, we analyze the average behaviour of the mean squared error (MSE). Our results quantify how the MSE depends on the interplay between the number of samples and the number of parameters in the underlying system and in the assumed model. In particular, if the number of samples is not sufficiently large, neither increasing the number of samples nor the assumed model complexity is sufficient to guarantee a performance improvement.
Quantifying Uncertainty in Deep Spatiotemporal Forecasting
Authors: Dongxia Wu, Liyao Gao, Xinyue Xiong, Matteo Chinazzi, Alessandro Vespignani, Yi-An Ma, Rose Yu
Date: 2021-05-25 00:00:00
Tasks: Decision Making, quantile regression, Uncertainty Quantification

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to generate probabilistic forecasts with confidence intervals is critical to risk assessment and decision making. Hence, a systematic study of uncertainty quantification (UQ) methods for spatiotemporal forecasting is missing in the community. In this paper, we describe two types of spatiotemporal forecasting problems: regular grid-based and graph-based. Then we analyze UQ methods from both the Bayesian and the frequentist point of view, casting in a unified framework via statistical decision theory. Through extensive experiments on real-world road network traffic, epidemics, and air quality forecasting tasks, we reveal the statistical and computational trade-offs for different UQ methods: Bayesian methods are typically more robust in mean prediction, while confidence levels obtained from frequentist methods provide more extensive coverage over data variations. Computationally, quantile regression type methods are cheaper for a single confidence interval but require re-training for different intervals. Sampling based methods generate samples that can form multiple confidence intervals, albeit at a higher computational cost.
Hierarchical Subspace Learning for Dimensionality Reduction to Improve Classification Accuracy in Large Data Sets
Authors: Parisa Abdolrahim Poorheravi, Vincent Gaudet
Date: 2021-05-25 00:00:00
Tasks: Classification, Dimensionality Reduction

Manifold learning is used for dimensionality reduction, with the goal of finding a projection subspace to increase and decrease the inter- and intraclass variances, respectively. However, a bottleneck for subspace learning methods often arises from the high dimensionality of datasets. In this paper, a hierarchical approach is proposed to scale subspace learning methods, with the goal of improving classification in large datasets by a range of 3% to 10%. Different combinations of methods are studied. We assess the proposed method on five publicly available large datasets, for different eigen-value based subspace learning methods such as linear discriminant analysis, principal component analysis, generalized discriminant analysis, and reconstruction independent component analysis. To further examine the effect of the proposed method on various classification methods, we fed the generated result to linear discriminant analysis, quadratic linear analysis, k-nearest neighbor, and random forest classifiers. The resulting classification accuracies are compared to show the effectiveness of the hierarchical approach, reporting results of an average of 5% increase in classification accuracy.
Principal Component Hierarchy for Sparse Quadratic Programs
Authors: Robbie Vreugdenhil, Viet Anh Nguyen, Armin Eftekhari, Peyman Mohajerin Esfahani
Date: 2021-05-25 00:00:00

We propose a novel approximation hierarchy for cardinality-constrained, convex quadratic programs that exploits the rank-dominating eigenvectors of the quadratic matrix. Each level of approximation admits a min-max characterization whose objective function can be optimized over the binary variables analytically, while preserving convexity in the continuous variables. Exploiting this property, we propose two scalable optimization algorithms, coined as the "best response" and the "dual program", that can efficiently screen the potential indices of the nonzero elements of the original program. We show that the proposed methods are competitive with the existing screening methods in the current sparse regression literature, and it is particularly fast on instances with high number of measurements in experiments with both synthetic and real datasets.
Practical Schemes for Finding Near-Stationary Points of Convex Finite-Sums
Authors: Kaiwen Zhou, Lai Tian, Anthony Man-Cho So, James Cheng
Date: 2021-05-25 00:00:00
Proceeding: NeurIPS 2021 12

In convex optimization, the problem of finding near-stationary points has not been adequately studied yet, unlike other optimality measures such as the function value. Even in the deterministic case, the optimal method (OGM-G, due to Kim and Fessler (2021)) has just been discovered recently. In this work, we conduct a systematic study of algorithmic techniques for finding near-stationary points of convex finite-sums. Our main contributions are several algorithmic discoveries: (1) we discover a memory-saving variant of OGM-G based on the performance estimation problem approach (Drori and Teboulle, 2014); (2) we design a new accelerated SVRG variant that can simultaneously achieve fast rates for minimizing both the gradient norm and function value; (3) we propose an adaptively regularized accelerated SVRG variant, which does not require the knowledge of some unknown initial constants and achieves near-optimal complexities. We put an emphasis on the simplicity and practicality of the new schemes, which could facilitate future work.
Group selection and shrinkage: Structured sparsity for semiparametric additive models
Authors: Ryan Thompson, Farshid Vahid
Date: 2021-05-25 00:00:00
Tasks: Additive models, regression

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection. This work introduces structured sparse estimators that combine group subset selection with shrinkage. To accommodate sophisticated structures, our estimators allow for arbitrary overlap between groups. We develop an optimization framework for fitting the nonconvex regularization surface and present finite-sample error bounds for estimation of the regression function. As an application requiring structure, we study sparse semiparametric additive modeling, a procedure that allows the effect of each predictor to be zero, linear, or nonlinear. For this task, the new estimators improve across several metrics on synthetic data compared to alternatives. Finally, we demonstrate their efficacy in modeling supermarket foot traffic and economic recessions using many predictors. These demonstrations suggest sparse semiparametric additive models, fit using the new estimators, are an excellent compromise between fully linear and fully nonparametric alternatives. All of our algorithms are made available in the scalable implementation grpsel.
Investigating Manifold Neighborhood size for Nonlinear Analysis of LIBS Amino Acid Spectra
Authors: Piyush K. Sharma, Gary Holness, Poopalasingam Sivakumar, Yuri Markushin, Noureddine Melikechi
Date: 2021-05-25 00:00:00
Tasks: Clustering, Dimensionality Reduction

Classification and identification of amino acids in aqueous solutions is important in the study of biomacromolecules. Laser Induced Breakdown Spectroscopy (LIBS) uses high energy laser-pulses for ablation of chemical compounds whose radiated spectra are captured and recorded to reveal molecular structure. Spectral peaks and noise from LIBS are impacted by experimental protocols. Current methods for LIBS spectral analysis achieves promising results using PCA, a linear method. It is well-known that the underlying physical processes behind LIBS are highly nonlinear. Our work set out to understand the impact of LIBS spectra on suitable neighborhood size over which to consider pattern phenomena, if nonlinear methods capture pattern phenomena with increased efficacy, and how they improve classification and identification of compounds. We analyzed four amino acids, polysaccharide, and a control group, water. We developed an information theoretic method for measurement of LIBS energy spectra, implemented manifold methods for nonlinear dimensionality reduction, and found while clustering results were not statistically significantly different, nonlinear methods lead to increased classification accuracy. Moreover, our approach uncovered the contribution of micro-wells (experimental protocol) in LIBS spectra. To the best of our knowledge, ours is the first application of Manifold methods to LIBS amino-acid analysis in the research literature.