pwc-archive/papers-with-abstracts huggingface dataset:
A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents
Authors: Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou
Date: 2024-02-12 00:00:00

Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a graphon. In this paper, we focus on a graphon game for optimal investment under relative performance criteria, and we propose a deep learning method. The method builds upon two key ingredients: first, a characterization of Nash equilibria by forward-backward stochastic differential equations and, second, recent advances of machine learning algorithms for stochastic differential games. We provide numerical experiments on two different financial models. In each model, we compare the effect of several graphons, which correspond to different structures of interactions.
Strategically-Robust Learning Algorithms for Bidding in First-Price Auctions
Authors: Rachitesh Kumar, Jon Schneider, Balasubramanian Sivan
Date: 2024-02-12 00:00:00

Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions. In this work, we propose a novel concave formulation for pure-strategy bidding in first-price auctions, and use it to analyze natural Gradient-Ascent-based algorithms for this problem. Importantly, our analysis goes beyond regret, which was the typical focus of past work, and also accounts for the strategic backdrop of online-advertising markets where bidding algorithms are deployed -- we provide the first guarantees of strategic-robustness and incentive-compatibility for Gradient Ascent. Concretely, we show that our algorithms achieve $O(\sqrt{T})$ regret when the highest competing bids are generated adversarially, and show that no online algorithm can do better. We further prove that the regret reduces to $O(\log T)$ when the competition is stationary and stochastic, which drastically improves upon the previous best of $O(\sqrt{T})$. Moving beyond regret, we show that a strategic seller cannot exploit our algorithms to extract more revenue on average than is possible under the optimal mechanism. Finally, we prove that our algorithm is also incentive compatible -- it is a (nearly) dominant strategy for the buyer to report her values truthfully to the algorithm as a whole. Altogether, these guarantees make our algorithms the first to simultaneously achieve both optimal regret and strategic-robustness.
Regression Trees for Fast and Adaptive Prediction Intervals
Authors: Luben M. C. Cabezas, Mateus P. Otto, Rafael Izbicki, Rafael B. Stern
Date: 2024-02-12 00:00:00
Tasks: Prediction, Prediction Intervals, regression, valid

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point predictions, but its naive application to regression problems yields non-adaptive regions. New conformal scores, often relying upon quantile regressors or conditional density estimators, aim to address this limitation. Although they are useful for creating prediction bands, these scores are detached from the original goal of quantifying the uncertainty around an arbitrary predictive model. This paper presents a new, model-agnostic family of methods to calibrate prediction intervals for regression problems with local coverage guarantees. Our approach is based on pursuing the coarsest partition of the feature space that approximates conditional coverage. We create this partition by training regression trees and Random Forests on conformity scores. Our proposal is versatile, as it applies to various conformity scores and prediction settings and demonstrates superior scalability and performance compared to established baselines in simulated and real-world datasets. We provide a Python package clover that implements our methods using the standard scikit-learn interface.
A Novel Gaussian Min-Max Theorem and its Applications
Authors: Danil Akhtiamov, David Bosch, Reza Ghane, K Nithin Varma, Babak Hassibi
Date: 2024-02-12 00:00:00
Tasks: Binary Classification, Gaussian Processes

A celebrated result by Gordon allows one to compare the min-max behavior of two Gaussian processes if certain inequality conditions are met. The consequences of this result include the Gaussian min-max (GMT) and convex Gaussian min-max (CGMT) theorems which have had far-reaching implications in high-dimensional statistics, machine learning, non-smooth optimization, and signal processing. Both theorems rely on a pair of Gaussian processes, first identified by Slepian, that satisfy Gordon's comparison inequalities. In this paper, we identify such a new pair. The resulting theorems extend the classical GMT and CGMT Theorems from the case where the underlying Gaussian matrix in the primary process has iid rows to where it has independent but non-identically-distributed ones. The new CGMT is applied to the problems of multi-source Gaussian regression, as well as to binary classification of general Gaussian mixture models.
Data Distribution-based Curriculum Learning
Authors: Shonal Chaudhry, Anuraganand Sharma
Date: 2024-02-12 00:00:00

The order of training samples can have a significant impact on the performance of a classifier. Curriculum learning is a method of ordering training samples from easy to hard. This paper proposes the novel idea of a curriculum learning approach called Data Distribution-based Curriculum Learning (DDCL). DDCL uses the data distribution of a dataset to build a curriculum based on the order of samples. Two types of scoring methods known as DDCL (Density) and DDCL (Point) are used to score training samples thus determining their training order. DDCL (Density) uses the sample density to assign scores while DDCL (Point) utilises the Euclidean distance for scoring. We evaluate the proposed DDCL approach by conducting experiments on multiple datasets using a neural network, support vector machine and random forest classifier. Evaluation results show that the application of DDCL improves the average classification accuracy for all datasets compared to standard evaluation without any curriculum. Moreover, analysis of the error losses for a single training epoch reveals that convergence is faster when using DDCL over the no curriculum method.
Noise-Adaptive Confidence Sets for Linear Bandits and Application to Bayesian Optimization
Authors: Kwang-Sung Jun, Jungtaek Kim
Date: 2024-02-12 00:00:00
Tasks: Bayesian Optimization, Decision Making, Efficient Exploration, Sequential Decision Making

Adapting to a priori unknown noise level is a very important but challenging problem in sequential decision-making as efficient exploration typically requires knowledge of the noise level, which is often loosely specified. We report significant progress in addressing this issue for linear bandits in two respects. First, we propose a novel confidence set that is `semi-adaptive' to the unknown sub-Gaussian parameter $\sigma_*^2$ in the sense that the (normalized) confidence width scales with $\sqrt{d\sigma_*^2 + \sigma_0^2}$ where $d$ is the dimension and $\sigma_0^2$ is the specified sub-Gaussian parameter (known) that can be much larger than $\sigma_*^2$. This is a significant improvement over $\sqrt{d\sigma_0^2}$ of the standard confidence set of Abbasi-Yadkori et al. (2011), especially when $d$ is large or $\sigma_*^2=0$. We show that this leads to an improved regret bound in linear bandits. Second, for bounded rewards, we propose a novel variance-adaptive confidence set that has much improved numerical performance upon prior art. We then apply this confidence set to develop, as we claim, the first practical variance-adaptive linear bandit algorithm via an optimistic approach, which is enabled by our novel regret analysis technique. Both of our confidence sets rely critically on `regret equality' from online learning. Our empirical evaluation in diverse Bayesian optimization tasks shows that our proposed algorithms demonstrate better or comparable performance compared to existing methods.
Perfect Recovery for Random Geometric Graph Matching with Shallow Graph Neural Networks
Authors: Suqi Liu, Morgane Austern
Date: 2024-02-12 00:00:00
Tasks: Graph Matching, Graph Neural Network

We study the graph matching problem in the presence of vertex feature information using shallow graph neural networks. Specifically, given two graphs that are independent perturbations of a single random geometric graph with sparse binary features, the task is to recover an unknown one-to-one mapping between the vertices of the two graphs. We show under certain conditions on the sparsity and noise level of the feature vectors, a carefully designed two-layer graph neural network can, with high probability, recover the correct mapping between the vertices with the help of the graph structure. Additionally, we prove that our condition on the noise parameter is tight up to logarithmic factors. Finally, we compare the performance of the graph neural network to directly solving an assignment problem using the noisy vertex features and demonstrate that when the noise level is at least constant, this direct matching fails to achieve perfect recovery, whereas the graph neural network can tolerate noise levels growing as fast as a power of the size of the graph. Our theoretical findings are further supported by numerical studies as well as real-world data experiments.
Differentially Private Training of Mixture of Experts Models
Authors: Pierre Tholoniat, Huseyin A. Inan, Janardhan Kulkarni, Robert Sim
Date: 2024-02-11 00:00:00
Tasks: Computational Efficiency, Mixture-of-Experts, Privacy Preserving

This position paper investigates the integration of Differential Privacy (DP) in the training of Mixture of Experts (MoE) models within the field of natural language processing. As Large Language Models (LLMs) scale to billions of parameters, leveraging expansive datasets, they exhibit enhanced linguistic capabilities and emergent abilities. However, this growth raises significant computational and privacy concerns. Our study addresses these issues by exploring the potential of MoE models, known for their computational efficiency, and the application of DP, a standard for privacy preservation. We present the first known attempt to train MoE models under the constraints of DP, addressing the unique challenges posed by their architecture and the complexities of DP integration. Our initial experimental studies demonstrate that MoE models can be effectively trained with DP, achieving performance that is competitive with their non-private counterparts. This initial study aims to provide valuable insights and ignite further research in the domain of privacy-preserving MoE models, softly laying the groundwork for prospective developments in this evolving field.
Lessons Learned from Mining the Hugging Face Repository
Authors: Joel Castaño, Silverio Martínez-Fernández, Xavier Franch
Date: 2024-02-11 00:00:00

The rapidly evolving fields of Machine Learning (ML) and Artificial Intelligence have witnessed the emergence of platforms like Hugging Face (HF) as central hubs for model development and sharing. This experience report synthesizes insights from two comprehensive studies conducted on HF, focusing on carbon emissions and the evolutionary and maintenance aspects of ML models. Our objective is to provide a practical guide for future researchers embarking on mining software repository studies within the HF ecosystem to enhance the quality of these studies. We delve into the intricacies of the replication package used in our studies, highlighting the pivotal tools and methodologies that facilitated our analysis. Furthermore, we propose a nuanced stratified sampling strategy tailored for the diverse HF Hub dataset, ensuring a representative and comprehensive analytical approach. The report also introduces preliminary guidelines, transitioning from repository mining to cohort studies, to establish causality in repository mining studies, particularly within the ML model of HF context. This transition is inspired by existing frameworks and is adapted to suit the unique characteristics of the HF model ecosystem. Our report serves as a guiding framework for researchers, contributing to the responsible and sustainable advancement of ML, and fostering a deeper understanding of the broader implications of ML models.
Summing Up the Facts: Additive Mechanisms Behind Factual Recall in LLMs
Authors: Bilal Chughtai, Alan Cooney, Neel Nanda
Date: 2024-02-11 00:00:00
Tasks: Attribute

How do transformer-based large language models (LLMs) store and retrieve knowledge? We focus on the most basic form of this task -- factual recall, where the model is tasked with explicitly surfacing stored facts in prompts of form `Fact: The Colosseum is in the country of'. We find that the mechanistic story behind factual recall is more complex than previously thought. It comprises several distinct, independent, and qualitatively different mechanisms that additively combine, constructively interfering on the correct attribute. We term this generic phenomena the additive motif: models compute through summing up multiple independent contributions. Each mechanism's contribution may be insufficient alone, but summing results in constructive interfere on the correct answer. In addition, we extend the method of direct logit attribution to attribute an attention head's output to individual source tokens. We use this technique to unpack what we call `mixed heads' -- which are themselves a pair of two separate additive updates from different source tokens.
Online Iterative Reinforcement Learning from Human Feedback with General Preference Model
Authors: Chenlu Ye, Wei Xiong, Yuheng Zhang, Hanze Dong, Nan Jiang, Tong Zhang
Date: 2024-02-11 00:00:00

We investigate Reinforcement Learning from Human Feedback (RLHF) in the context of a general preference oracle. In particular, we do not assume the existence of a reward function and an oracle preference signal drawn from the Bradley-Terry model as most of the prior works do. We consider a standard mathematical formulation, the reverse-KL regularized minimax game between two LLMs for RLHF under general preference oracle. The learning objective of this formulation is to find a policy so that it is consistently preferred by the KL-regularized preference oracle over any competing LLMs. We show that this framework is strictly more general than the reward-based one, and propose sample-efficient algorithms for both the offline learning from a pre-collected preference dataset and online learning where we can query the preference oracle along the way of training. Empirical studies verify the effectiveness of the proposed framework.
HyperBERT: Mixing Hypergraph-Aware Layers with Language Models for Node Classification on Text-Attributed Hypergraphs
Authors: Adrián Bazaga, Pietro Liò, Gos Micklem
Date: 2024-02-11 00:00:00
Tasks: Inductive Bias, Language Modeling, Language Modelling, Node Classification

Hypergraphs are characterized by complex topological structure, representing higher-order interactions among multiple entities through hyperedges. Lately, hypergraph-based deep learning methods to learn informative data representations for the problem of node classification on text-attributed hypergraphs have garnered increasing research attention. However, existing methods struggle to simultaneously capture the full extent of hypergraph structural information and the rich linguistic attributes inherent in the nodes attributes, which largely hampers their effectiveness and generalizability. To overcome these challenges, we explore ways to further augment a pretrained BERT model with specialized hypergraph-aware layers for the task of node classification. Such layers introduce higher-order structural inductive bias into the language model, thus improving the model's capacity to harness both higher-order context information from the hypergraph structure and semantic information present in text. In this paper, we propose a new architecture, HyperBERT, a mixed text-hypergraph model which simultaneously models hypergraph relational structure while maintaining the high-quality text encoding capabilities of a pre-trained BERT. Notably, HyperBERT presents results that achieve a new state-of-the-art on five challenging text-attributed hypergraph node classification benchmarks.
Self-Calibrating Conformal Prediction
Authors: Lars van der Laan, Ahmed M. Alaa
Date: 2024-02-11 00:00:00
Tasks: Binary Classification, Conformal Prediction, Decision Making, Management, Prediction, Prediction Intervals, valid

In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions, we introduce Self-Calibrating Conformal Prediction, a method that combines Venn-Abers calibration and conformal prediction to deliver calibrated point predictions alongside prediction intervals with finite-sample validity conditional on these predictions. To achieve this, we extend the original Venn-Abers procedure from binary classification to regression. Our theoretical framework supports analyzing conformal prediction methods that involve calibrating model predictions and subsequently constructing conditionally valid prediction intervals on the same data, where the conditioning set or conformity scores may depend on the calibrated predictions. Real-data experiments show that our method improves interval efficiency through model calibration and offers a practical alternative to feature-conditional validity.
CLIPPER: Robust Data Association without an Initial Guess
Authors: Parker C. Lusk, Jonathan P. How
Date: 2024-02-11 00:00:00
Tasks: Point Cloud Registration

Identifying correspondences in noisy data is a critically important step in estimation processes. When an informative initial estimation guess is available, the data association challenge is less acute; however, the existence of a high-quality initial guess is rare in most contexts. We explore graph-theoretic formulations for data association, which do not require an initial estimation guess. Existing graph-theoretic approaches optimize over unweighted graphs, discarding important consistency information encoded in weighted edges, and frequently attempt to solve NP-hard problems exactly. In contrast, we formulate a new optimization problem that fully leverages weighted graphs and seeks the densest edge-weighted clique. We introduce two relaxations to this problem: a convex semidefinite relaxation which we find to be empirically tight, and a fast first-order algorithm called CLIPPER which frequently arrives at nearly-optimal solutions in milliseconds. When evaluated on point cloud registration problems, our algorithms remain robust up to at least 95% outliers while existing algorithms begin breaking down at 80% outliers. Code is available at https://mit-acl.github.io/clipper.
Power Transformer Fault Prediction Based on Knowledge Graphs
Authors: Chao Wang, Zhuo Chen, Ziyan Zhang, Chiyi Li, Kai Song
Date: 2024-02-11 00:00:00
Tasks: Knowledge Graphs, Prediction

In this paper, we address the challenge of learning with limited fault data for power transformers. Traditional operation and maintenance tools lack effective predictive capabilities for potential faults. The scarcity of extensive fault data makes it difficult to apply machine learning techniques effectively. To solve this problem, we propose a novel approach that leverages the knowledge graph (KG) technology in combination with gradient boosting decision trees (GBDT). This method is designed to efficiently learn from a small set of high-dimensional data, integrating various factors influencing transformer faults and historical operational data. Our approach enables accurate safe state assessments and fault analyses of power transformers despite the limited fault characteristic data. Experimental results demonstrate that this method outperforms other learning approaches in prediction accuracy, such as artificial neural networks (ANN) and logistic regression (LR). Furthermore, it offers significant improvements in progressiveness, practicality, and potential for widespread application.
Can Tree Based Approaches Surpass Deep Learning in Anomaly Detection? A Benchmarking Study
Authors: Santonu Sarkar, Shanay Mehta, Nicole Fernandes, Jyotirmoy Sarkar, Snehanshu Saha
Date: 2024-02-11 00:00:00
Tasks: Anomaly Detection, Benchmarking, Deep Learning, Evolutionary Algorithms, Outlier Detection

Detection of anomalous situations for complex mission-critical systems holds paramount importance when their service continuity needs to be ensured. A major challenge in detecting anomalies from the operational data arises due to the imbalanced class distribution problem since the anomalies are supposed to be rare events. This paper evaluates a diverse array of machine learning-based anomaly detection algorithms through a comprehensive benchmark study. The paper contributes significantly by conducting an unbiased comparison of various anomaly detection algorithms, spanning classical machine learning including various tree-based approaches to deep learning and outlier detection methods. The inclusion of 104 publicly available and a few proprietary industrial systems datasets enhances the diversity of the study, allowing for a more realistic evaluation of algorithm performance and emphasizing the importance of adaptability to real-world scenarios. The paper dispels the deep learning myth, demonstrating that though powerful, deep learning is not a universal solution in this case. We observed that recently proposed tree-based evolutionary algorithms outperform in many scenarios. We noticed that tree-based approaches catch a singleton anomaly in a dataset where deep learning methods fail. On the other hand, classical SVM performs the best on datasets with more than 10% anomalies, implying that such scenarios can be best modeled as a classification problem rather than anomaly detection. To our knowledge, such a study on a large number of state-of-the-art algorithms using diverse data sets, with the objective of guiding researchers and practitioners in making informed algorithmic choices, has not been attempted earlier.
Physics-Informed Neural Networks with Hard Linear Equality Constraints
Authors: Hao Chen, Gonzalo E. Constante Flores, Can Li
Date: 2024-02-11 00:00:00

Surrogate modeling is used to replace computationally expensive simulations. Neural networks have been widely applied as surrogate models that enable efficient evaluations over complex physical systems. Despite this, neural networks are data-driven models and devoid of any physics. The incorporation of physics into neural networks can improve generalization and data efficiency. The physics-informed neural network (PINN) is an approach to leverage known physical constraints present in the data, but it cannot strictly satisfy them in the predictions. This work proposes a novel physics-informed neural network, KKT-hPINN, which rigorously guarantees hard linear equality constraints through projection layers derived from KKT conditions. Numerical experiments on Aspen models of a continuous stirred-tank reactor (CSTR) unit, an extractive distillation subsystem, and a chemical plant demonstrate that this model can further enhance the prediction accuracy.