pwc-archive/papers-with-abstracts huggingface dataset:
Multi-Model Federated Learning
Authors: Neelkamal Bhuyan, Sharayu Moharir
Date: 2022-01-07 00:00:00
Tasks: Federated Learning, model

Federated learning is a form of distributed learning with the key challenge being the non-identically distributed nature of the data in the participating clients. In this paper, we extend federated learning to the setting where multiple unrelated models are trained simultaneously. Specifically, every client is able to train any one of M models at a time and the server maintains a model for each of the M models which is typically a suitably averaged version of the model computed by the clients. We propose multiple policies for assigning learning tasks to clients over time. In the first policy, we extend the widely studied FedAvg to multi-model learning by allotting models to clients in an i.i.d. stochastic manner. In addition, we propose two new policies for client selection in a multi-model federated setting which make decisions based on current local losses for each client-model pair. We compare the performance of the policies on tasks involving synthetic and real-world data and characterize the performance of the proposed policies. The key take-away from our work is that the proposed multi-model policies perform better or at least as good as single model training using FedAvg.
Neural Network Optimization for Reinforcement Learning Tasks Using Sparse Computations
Authors: Dmitry Ivanov, Mikhail Kiselev, Denis Larionov
Date: 2022-01-07 00:00:00
Tasks: Network Pruning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

This article proposes a sparse computation-based method for optimizing neural networks for reinforcement learning (RL) tasks. This method combines two ideas: neural network pruning and taking into account input data correlations; it makes it possible to update neuron states only when changes in them exceed a certain threshold. It significantly reduces the number of multiplications when running neural networks. We tested different RL tasks and achieved 20-150x reduction in the number of multiplications. There were no substantial performance losses; sometimes the performance even improved.
Visual Attention Prediction Improves Performance of Autonomous Drone Racing Agents
Authors: Christian Pfeiffer, Simon Wengeler, Antonio Loquercio, Davide Scaramuzza
Date: 2022-01-07 00:00:00
Tasks: Decision Making, Imitation Learning, Prediction

Humans race drones faster than neural networks trained for end-to-end autonomous flight. This may be related to the ability of human pilots to select task-relevant visual information effectively. This work investigates whether neural networks capable of imitating human eye gaze behavior and attention can improve neural network performance for the challenging task of vision-based autonomous drone racing. We hypothesize that gaze-based attention prediction can be an efficient mechanism for visual information selection and decision making in a simulator-based drone racing task. We test this hypothesis using eye gaze and flight trajectory data from 18 human drone pilots to train a visual attention prediction model. We then use this visual attention prediction model to train an end-to-end controller for vision-based autonomous drone racing using imitation learning. We compare the drone racing performance of the attention-prediction controller to those using raw image inputs and image-based abstractions (i.e., feature tracks). Comparing success rates for completing a challenging race track by autonomous flight, our results show that the attention-prediction based controller (88% success rate) outperforms the RGB-image (61% success rate) and feature-tracks (55% success rate) controller baselines. Furthermore, visual attention-prediction and feature-track based models showed better generalization performance than image-based models when evaluated on hold-out reference trajectories. Our results demonstrate that human visual attention prediction improves the performance of autonomous vision-based drone racing agents and provides an essential step towards vision-based, fast, and agile autonomous flight that eventually can reach and even exceed human performances.
On robust risk-based active-learning algorithms for enhanced decision support
Authors: Aidan J. Hughes, Lawrence A. Bull, Paul Gardner, Nikolaos Dervilis, Keith Worden
Date: 2022-01-07 00:00:00
Tasks: Active Learning, Asset Management, Decision Making, Management, Structural Health Monitoring

Classification models are a fundamental component of physical-asset management technologies such as structural health monitoring (SHM) systems and digital twins. Previous work introduced risk-based active learning, an online approach for the development of statistical classifiers that takes into account the decision-support context in which they are applied. Decision-making is considered by preferentially querying data labels according to expected value of perfect information (EVPI). Although several benefits are gained by adopting a risk-based active learning approach, including improved decision-making performance, the algorithms suffer from issues relating to sampling bias as a result of the guided querying process. This sampling bias ultimately manifests as a decline in decision-making performance during the later stages of active learning, which in turn corresponds to lost resource/utility. The current paper proposes two novel approaches to counteract the effects of sampling bias: semi-supervised learning, and discriminative classification models. These approaches are first visualised using a synthetic dataset, then subsequently applied to an experimental case study, specifically, the Z24 Bridge dataset. The semi-supervised learning approach is shown to have variable performance; with robustness to sampling bias dependent on the suitability of the generative distributions selected for the model with respect to each dataset. In contrast, the discriminative classifiers are shown to have excellent robustness to the effects of sampling bias. Moreover, it was found that the number of inspections made during a monitoring campaign, and therefore resource expenditure, could be reduced with the careful selection of the statistical classifiers used within a decision-supporting monitoring system.
AugmentedPCA: A Python Package of Supervised and Adversarial Linear Factor Models
Authors: William E. Carson IV, Austin Talbot, David Carlson
Date: 2022-01-07 00:00:00
Tasks: Fairness

Deep autoencoders are often extended with a supervised or adversarial loss to learn latent representations with desirable properties, such as greater predictivity of labels and outcomes or fairness with respects to a sensitive variable. Despite the ubiquity of supervised and adversarial deep latent factor models, these methods should demonstrate improvement over simpler linear approaches to be preferred in practice. This necessitates a reproducible linear analog that still adheres to an augmenting supervised or adversarial objective. We address this methodological gap by presenting methods that augment the principal component analysis (PCA) objective with either a supervised or an adversarial objective and provide analytic and reproducible solutions. We implement these methods in an open-source Python package, AugmentedPCA, that can produce excellent real-world baselines. We demonstrate the utility of these factor models on an open-source, RNA-seq cancer gene expression dataset, showing that augmenting with a supervised objective results in improved downstream classification performance, produces principal components with greater class fidelity, and facilitates identification of genes aligned with the principal axes of data variance with implications to development of specific types of cancer.
Machine-learning-based arc selection for constrained shortest path problems in column generation
Authors: Mouad Morabit, Guy Desaulniers, Andrea Lodi
Date: 2022-01-07 00:00:00
Tasks: ARC, BIG-bench Machine Learning, Scheduling

Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and one or more pricing problems (PP). The total computing time taken by the method is divided between these two parts. In routing or scheduling applications, the problems are mostly defined on a network, and the PP is usually an NP-hard shortest path problem with resource constraints. In this work, we propose a new heuristic pricing algorithm based on machine learning. By taking advantage of the data collected during previous executions, the objective is to reduce the size of the network and accelerate the PP, keeping only the arcs that have a high chance to be part of the linear relaxation solution. The method has been applied to two specific problems: the vehicle and crew scheduling problem in public transit and the vehicle routing problem with time windows. Reductions in computational time of up to 40% can be obtained.
MGAE: Masked Autoencoders for Self-Supervised Learning on Graphs
Authors: Qiaoyu Tan, Ninghao Liu, Xiao Huang, Rui Chen, Soo-Hyun Choi, Xia Hu
Date: 2022-01-07 00:00:00
Tasks: Decoder, Graph Neural Network, Link Prediction, Node Classification, Self-Supervised Learning

We introduce a novel masked graph autoencoder (MGAE) framework to perform effective learning on graph structure data. Taking insights from self-supervised learning, we randomly mask a large proportion of edges and try to reconstruct these missing edges during training. MGAE has two core designs. First, we find that masking a high ratio of the input graph structure, e.g., $70\%$, yields a nontrivial and meaningful self-supervisory task that benefits downstream applications. Second, we employ a graph neural network (GNN) as an encoder to perform message propagation on the partially-masked graph. To reconstruct the large number of masked edges, a tailored cross-correlation decoder is proposed. It could capture the cross-correlation between the head and tail nodes of anchor edge in multi-granularity. Coupling these two designs enables MGAE to be trained efficiently and effectively. Extensive experiments on multiple open datasets (Planetoid and OGB benchmarks) demonstrate that MGAE generally performs better than state-of-the-art unsupervised learning competitors on link prediction and node classification.
Audio representations for deep learning in sound synthesis: A review
Authors: Anastasia Natsiou, Sean O'Leary
Date: 2022-01-07 00:00:00
Tasks: Deep Learning

The rise of deep learning algorithms has led many researchers to withdraw from using classic signal processing methods for sound generation. Deep learning models have achieved expressive voice synthesis, realistic sound textures, and musical notes from virtual instruments. However, the most suitable deep learning architecture is still under investigation. The choice of architecture is tightly coupled to the audio representations. A sound's original waveform can be too dense and rich for deep learning models to deal with efficiently - and complexity increases training time and computational cost. Also, it does not represent sound in the manner in which it is perceived. Therefore, in many cases, the raw audio has been transformed into a compressed and more meaningful form using upsampling, feature-extraction, or even by adopting a higher level illustration of the waveform. Furthermore, conditional on the form chosen, additional conditioning representations, different model architectures, and numerous metrics for evaluating the reconstructed sound have been investigated. This paper provides an overview of audio representations applied to sound synthesis using deep learning. Additionally, it presents the most significant methods for developing and evaluating a sound synthesis architecture using deep learning models, always depending on the audio representation.
Sparse PCA on fixed-rank matrices
Authors: Alberto Del Pia
Date: 2022-01-07 00:00:00

Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational complexity of sparse PCA with respect to the rank of the covariance matrix. We show that, if the rank of the covariance matrix is a fixed value, then there is an algorithm that solves sparse PCA to global optimality, whose running time is polynomial in the number of features. We also prove a similar result for the version of sparse PCA which requires the principal components to have disjoint supports.
Similarities and Differences between Machine Learning and Traditional Advanced Statistical Modeling in Healthcare Analytics
Authors: Michele Bennett, Karin Hayes, Ewa J. Kleczyk, Rajesh Mehta
Date: 2022-01-07 00:00:00
Tasks: BIG-bench Machine Learning

Data scientists and statisticians are often at odds when determining the best approach, machine learning or statistical modeling, to solve an analytics challenge. However, machine learning and statistical modeling are more cousins than adversaries on different sides of an analysis battleground. Choosing between the two approaches or in some cases using both is based on the problem to be solved and outcomes required as well as the data available for use and circumstances of the analysis. Machine learning and statistical modeling are complementary, based on similar mathematical principles, but simply using different tools in an overall analytics knowledge base. Determining the predominant approach should be based on the problem to be solved as well as empirical evidence, such as size and completeness of the data, number of variables, assumptions or lack thereof, and expected outcomes such as predictions or causality. Good analysts and data scientists should be well versed in both techniques and their proper application, thereby using the right tool for the right project to achieve the desired results.
Churn prediction in online gambling
Authors: Florian Merchie, Damien Ernst
Date: 2022-01-07 00:00:00
Tasks: Binary Classification, Prediction, Time Series, Time Series Analysis

In business retention, churn prevention has always been a major concern. This work contributes to this domain by formalizing the problem of churn prediction in the context of online gambling as a binary classification task. We also propose an algorithmic answer to this problem based on recurrent neural network. This algorithm is tested with online gambling data that have the form of time series, which can be efficiently processed by recurrent neural networks. To evaluate the performances of the trained models, standard machine learning metrics were used, such as accuracy, precision and recall. For this problem in particular, the conducted experiments allowed to assess that the choice of a specific architecture depends on the metric which is given the greatest importance. Architectures using nBRC favour precision, those using LSTM give better recall, while GRU-based architectures allow a higher accuracy and balance two other metrics. Moreover, further experiments showed that using only the more recent time-series histories to train the networks decreases the quality of the results. We also study the performances of models learned at a specific instant $t$, at other times $t^{\prime} > t$. The results show that the performances of the models learned at time $t$ remain good at the following instants $t^{\prime} > t$, suggesting that there is no need to refresh the models at a high rate. However, the performances of the models were subject to noticeable variance due to one-off events impacting the data.
k-Center Clustering with Outliers in Sliding Windows
Authors: Paolo Pellizzoni, Andrea Pietracaprina, Geppino Pucci
Date: 2022-01-07 00:00:00
Tasks: Clustering

Metric $k$-center clustering is a fundamental unsupervised learning primitive. Although widely used, this primitive is heavily affected by noise in the data, so that a more sensible variant seeks for the best solution that disregards a given number $z$ of points of the dataset, called outliers. We provide efficient algorithms for this important variant in the streaming model under the sliding window setting, where, at each time step, the dataset to be clustered is the window $W$ of the most recent data items. Our algorithms achieve $O(1)$ approximation and, remarkably, require a working memory linear in $k+z$ and only logarithmic in $|W|$. As a by-product, we show how to estimate the effective diameter of the window $W$, which is a measure of the spread of the window points, disregarding a given fraction of noisy distances. We also provide experimental evidence of the practical viability of our theoretical results.
Applications of Signature Methods to Market Anomaly Detection
Authors: Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou
Date: 2022-01-07 00:00:00
Tasks: Anomaly Detection, Time Series, Time Series Analysis

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items in a given data set of time series type. We present applications of signature or randomized signature as feature extractors for anomaly detection algorithms; additionally we provide an easy, representation theoretic justification for the construction of randomized signatures. Our first application is based on synthetic data and aims at distinguishing between real and fake trajectories of stock prices, which are indistinguishable by visual inspection. We also show a real life application by using transaction data from the cryptocurrency market. In this case, we are able to identify pump and dump attempts organized on social networks with F1 scores up to 88% by means of our unsupervised learning algorithm, thus achieving results that are close to the state-of-the-art in the field based on supervised learning.
Forecasting emissions through Kaya identity using Neural Ordinary Differential Equations
Authors: Pierre Browne, Aranildo Lima, Rossella Arcucci, César Quilodrán-Casas
Date: 2022-01-07 00:00:00

Starting from the Kaya identity, we used a Neural ODE model to predict the evolution of several indicators related to carbon emissions, on a country-level: population, GDP per capita, energy intensity of GDP, carbon intensity of energy. We compared the model with a baseline statistical model - VAR - and obtained good performances. We conclude that this machine-learning approach can be used to produce a wide range of results and give relevant insight to policymakers
Optimality in Noisy Importance Sampling
Authors: Fernando Llorente, Luca Martino, Jesse Read, David Delgado-Gómez
Date: 2022-01-07 00:00:00

In this work, we analyze the noisy importance sampling (IS), i.e., IS working with noisy evaluations of the target density. We present the general framework and derive optimal proposal densities for noisy IS estimators. The optimal proposals incorporate the information of the variance of the noisy realizations, proposing points in regions where the noise power is higher. We also compare the use of the optimal proposals with previous optimality approaches considered in a noisy IS framework.
Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance
Authors: Mark Kiermayer, Christian Weiß
Date: 2022-01-07 00:00:00

Markov chains play a key role in a vast number of areas, including life insurance mathematics. Standard actuarial quantities as the premium value can be interpreted as compressed, lossy information about the underlying Markov process. We introduce a method to reconstruct the underlying Markov chain given collective information of a portfolio of contracts. Our neural architecture explainably characterizes the process by explicitly providing one-step transition probabilities. Further, we provide an intrinsic, economic model validation to inspect the quality of the information decompression. Lastly, our methodology is successfully tested for a realistic data set of German term life insurance contracts.
GenLabel: Mixup Relabeling using Generative Models
Authors: Jy-yong Sohn, Liang Shang, Hongxu Chen, Jaekyun Moon, Dimitris Papailiopoulos, Kangwook Lee
Date: 2022-01-07 00:00:00
Tasks: Adversarial Robustness, Data Augmentation

Mixup is a data augmentation method that generates new data points by mixing a pair of input data. While mixup generally improves the prediction performance, it sometimes degrades the performance. In this paper, we first identify the main causes of this phenomenon by theoretically and empirically analyzing the mixup algorithm. To resolve this, we propose GenLabel, a simple yet effective relabeling algorithm designed for mixup. In particular, GenLabel helps the mixup algorithm correctly label mixup samples by learning the class-conditional data distribution using generative models. Via extensive theoretical and empirical analysis, we show that mixup, when used together with GenLabel, can effectively resolve the aforementioned phenomenon, improving the generalization performance and the adversarial robustness.
iDECODe: In-distribution Equivariance for Conformal Out-of-distribution Detection
Authors: Ramneet Kaur, Susmit Jha, Anirban Roy, Sangdon Park, Edgar Dobriban, Oleg Sokolsky, Insup Lee
Date: 2022-01-07 00:00:00
Tasks: Anomaly Detection, Out-of-Distribution Detection, Out of Distribution (OOD) Detection

Machine learning methods such as deep neural networks (DNNs), despite their success across different domains, are known to often generate incorrect predictions with high confidence on inputs outside their training distribution. The deployment of DNNs in safety-critical domains requires detection of out-of-distribution (OOD) data so that DNNs can abstain from making predictions on those. A number of methods have been recently developed for OOD detection, but there is still room for improvement. We propose the new method iDECODe, leveraging in-distribution equivariance for conformal OOD detection. It relies on a novel base non-conformity measure and a new aggregation method, used in the inductive conformal anomaly detection framework, thereby guaranteeing a bounded false detection rate. We demonstrate the efficacy of iDECODe by experiments on image and audio datasets, obtaining state-of-the-art results. We also show that iDECODe can detect adversarial examples.
Bayesian Online Change Point Detection for Baseline Shifts
Authors: Ginga Yoshizawa
Date: 2022-01-07 00:00:00
Tasks: Change Point Detection, Time Series, Time Series Analysis

In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online change point detection (BOCPD) algorithm, which has been successfully adopted in particular cases in which the time series of interest has a fixed baseline. However, we have found that the algorithm struggles when the baseline irreversibly shifts from its initial state. This is because with the original BOCPD algorithm, the sensitivity with which a change point can be detected is degraded if the data points are fluctuating at locations relatively far from the original baseline. In this paper, we not only extend the original BOCPD algorithm to be applicable to a time series whose baseline is constantly shifting toward unknown values but also visualize why the proposed extension works. To demonstrate the efficacy of the proposed algorithm compared to the original one, we examine these algorithms on two real-world data sets and six synthetic data sets.