pwc-archive/papers-with-abstracts huggingface dataset:
On the Power of Pre-training for Generalization in RL: Provable Benefits and Hardness
Authors: Haotian Ye, Xiaoyu Chen, LiWei Wang, Simon S. Du
Date: 2022-10-19 00:00:00
Tasks: Reinforcement Learning (RL)

Generalization in Reinforcement Learning (RL) aims to learn an agent during training that generalizes to the target environment. This paper studies RL generalization from a theoretical aspect: how much can we expect pre-training over training environments to be helpful? When the interaction with the target environment is not allowed, we certify that the best we can obtain is a near-optimal policy in an average sense, and we design an algorithm that achieves this goal. Furthermore, when the agent is allowed to interact with the target environment, we give a surprising result showing that asymptotically, the improvement from pre-training is at most a constant factor. On the other hand, in the non-asymptotic regime, we design an efficient algorithm and prove a distribution-based regret bound in the target environment that is independent of the state-action space.
Group Fairness in Prediction-Based Decision Making: From Moral Assessment to Implementation
Authors: Joachim Baumann, Christoph Heitz
Date: 2022-10-19 00:00:00
Tasks: Decision Making, Fairness

Ensuring fairness of prediction-based decision making is based on statistical group fairness criteria. Which one of these criteria is the morally most appropriate one depends on the context, and its choice requires an ethical analysis. In this paper, we present a step-by-step procedure integrating three elements: (a) a framework for the moral assessment of what fairness means in a given context, based on the recently proposed general principle of "Fair equality of chances" (FEC) (b) a mapping of the assessment's results to established statistical group fairness criteria, and (c) a method for integrating the thus-defined fairness into optimal decision making. As a second contribution, we show new applications of the FEC principle and show that, with this extension, the FEC framework covers all types of group fairness criteria: independence, separation, and sufficiency. Third, we introduce an extended version of the FEC principle, which additionally allows accounting for morally irrelevant elements of the fairness assessment and links to well-known relaxations of the fairness criteria. This paper presents a framework to develop fair decision systems in a conceptually sound way, combining the moral and the computational elements of fair prediction-based decision-making in an integrated approach. Data and code to reproduce our results are available at https://github.com/joebaumann/fair-prediction-based-decision-making.
Rethinking Sharpness-Aware Minimization as Variational Inference
Authors: Szilvia Ujváry, Zsigmond Telek, Anna Kerekes, Anna Mészáros, Ferenc Huszár
Date: 2022-10-19 00:00:00
Tasks: Variational Inference

Sharpness-aware minimization (SAM) aims to improve the generalisation of gradient-based learning by seeking out flat minima. In this work, we establish connections between SAM and Mean-Field Variational Inference (MFVI) of neural network parameters. We show that both these methods have interpretations as optimizing notions of flatness, and when using the reparametrisation trick, they both boil down to calculating the gradient at a perturbed version of the current mean parameter. This thinking motivates our study of algorithms that combine or interpolate between SAM and MFVI. We evaluate the proposed variational algorithms on several benchmark datasets, and compare their performance to variants of SAM. Taking a broader perspective, our work suggests that SAM-like updates can be used as a drop-in replacement for the reparametrisation trick.
Deep neural network expressivity for optimal stopping problems
Authors: Lukas Gonon
Date: 2022-10-19 00:00:00

This article studies deep neural network expression rates for optimal stopping problems of discrete-time Markov processes on high-dimensional state spaces. A general framework is established in which the value function and continuation value of an optimal stopping problem can be approximated with error at most $\varepsilon$ by a deep ReLU neural network of size at most $\kappa d^{\mathfrak{q}} \varepsilon^{-\mathfrak{r}}$. The constants $\kappa,\mathfrak{q},\mathfrak{r} \geq 0$ do not depend on the dimension $d$ of the state space or the approximation accuracy $\varepsilon$. This proves that deep neural networks do not suffer from the curse of dimensionality when employed to solve optimal stopping problems. The framework covers, for example, exponential L\'evy models, discrete diffusion processes and their running minima and maxima. These results mathematically justify the use of deep neural networks for numerically solving optimal stopping problems and pricing American options in high dimensions.
Convexity Certificates from Hessians
Authors: Julien Klaus, Niklas Merk, Konstantin Wiedom, Sören Laue, Joachim Giesen
Date: 2022-10-19 00:00:00

The Hessian of a differentiable convex function is positive semidefinite. Therefore, checking the Hessian of a given function is a natural approach to certify convexity. However, implementing this approach is not straightforward since it requires a representation of the Hessian that allows its analysis. Here, we implement this approach for a class of functions that is rich enough to support classical machine learning. For this class of functions, it was recently shown how to compute computational graphs of their Hessians. We show how to check these graphs for positive semidefiniteness. We compare our implementation of the Hessian approach with the well-established disciplined convex programming (DCP) approach and prove that the Hessian approach is at least as powerful as the DCP approach for differentiable functions. Furthermore, we show for a state-of-the-art implementation of the DCP approach that, for differentiable functions, the Hessian approach is actually more powerful. That is, it can certify the convexity of a larger class of differentiable functions.
Machine Learning for a Sustainable Energy Future
Authors: Zhenpeng Yao, Yanwei Lum, Andrew Johnston, Luis Martin Mejia-Mendoza, Xin Zhou, Yonggang Wen, Alan Aspuru-Guzik, Edward H. Sargent, Zhi Wei Seh
Date: 2022-10-19 00:00:00
Tasks: Management

Transitioning from fossil fuels to renewable energy sources is a critical global challenge; it demands advances at the levels of materials, devices, and systems for the efficient harvesting, storage, conversion, and management of renewable energy. Researchers globally have begun incorporating machine learning (ML) techniques with the aim of accelerating these advances. ML technologies leverage statistical trends in data to build models for prediction of material properties, generation of candidate structures, optimization of processes, among other uses; as a result, they can be incorporated into discovery and development pipelines to accelerate progress. Here we review recent advances in ML-driven energy research, outline current and future challenges, and describe what is required moving forward to best lever ML techniques. To start, we give an overview of key ML concepts. We then introduce a set of key performance indicators to help compare the benefits of different ML-accelerated workflows for energy research. We discuss and evaluate the latest advances in applying ML to the development of energy harvesting (photovoltaics), storage (batteries), conversion (electrocatalysis), and management (smart grids). Finally, we offer an outlook of potential research areas in the energy field that stand to further benefit from the application of ML.
Adaptive Neural Network Ensemble Using Frequency Distribution
Authors: Ungki Lee, Namwoo Kang
Date: 2022-10-19 00:00:00
Tasks: Prediction

Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a decrease in the accuracy of ensembles. Therefore, this study proposes a frequency distribution-based ensemble that identifies core prediction values, which are expected to be concentrated near the true prediction value. The frequency distribution-based ensemble classifies core prediction values supported by multiple prediction values by conducting statistical analysis with a frequency distribution, which is based on various prediction values obtained from a given prediction point. The frequency distribution-based ensemble can improve predictive performance by excluding prediction values with low accuracy and coping with the uncertainty of the most frequent value. An adaptive sampling strategy that sequentially adds samples based on the core prediction variance calculated as the variance of the core prediction values is proposed to improve the predictive performance of the frequency distribution-based ensemble efficiently. Results of various case studies show that the prediction accuracy of the frequency distribution-based ensemble is higher than that of Kriging and other existing ensemble methods. In addition, the proposed adaptive sampling strategy effectively improves the predictive performance of the frequency distribution-based ensemble compared with the previously developed space-filling and prediction variance-based strategies.
The Devil in Linear Transformer
Authors: Zhen Qin, Xiaodong Han, Weixuan Sun, Dongxu Li, Lingpeng Kong, Nick Barnes, Yiran Zhong
Date: 2022-10-19 00:00:00
Tasks: Language Modeling, Language Modelling, Text Classification

Linear transformers aim to reduce the quadratic space-time complexity of vanilla transformers. However, they usually suffer from degraded performances on various tasks and corpus. In this paper, we examine existing kernel-based linear transformers and identify two key issues that lead to such performance gaps: 1) unbounded gradients in the attention computation adversely impact the convergence of linear transformer models; 2) attention dilution which trivially distributes attention scores over long sequences while neglecting neighbouring structures. To address these issues, we first identify that the scaling of attention matrices is the devil in unbounded gradients, which turns out unnecessary in linear attention as we show theoretically and empirically. To this end, we propose a new linear attention that replaces the scaling operation with a normalization to stabilize gradients. For the issue of attention dilution, we leverage a diagonal attention to confine attention to only neighbouring tokens in early layers. Benefiting from the stable gradients and improved attention, our new linear transformer model, transNormer, demonstrates superior performance on text classification and language modeling tasks, as well as on the challenging Long-Range Arena benchmark, surpassing vanilla transformer and existing linear variants by a clear margin while being significantly more space-time efficient. The code is available at https://github.com/OpenNLPLab/Transnormer .
Multi-Objective Recommender Systems: Survey and Challenges
Authors: Dietmar Jannach
Date: 2022-10-19 00:00:00
Tasks: Recommendation Systems, Survey

Recommender systems can be characterized as software solutions that provide users convenient access to relevant content. Traditionally, recommender systems research predominantly focuses on developing machine learning algorithms that aim to predict which content is relevant for individual users. In real-world applications, however, optimizing the accuracy of such relevance predictions as a single objective in many cases is not sufficient. Instead, multiple and often competing objectives have to be considered, leading to a need for more research in multi-objective recommender systems. We can differentiate between several types of such competing goals, including (i) competing recommendation quality objectives at the individual and aggregate level, (ii) competing objectives of different involved stakeholders, (iii) long-term vs. short-term objectives, (iv) objectives at the user interface level, and (v) system level objectives. In this paper we review these types of multi-objective recommendation settings and outline open challenges in this area.
Comparing Spectroscopy Measurements in the Prediction of in Vitro Dissolution Profile using Artificial Neural Networks
Authors: Mohamed Azouz Mrad, Kristóf Csorba, Dorián László Galata, Zsombor Kristóf Nagy, Brigitta Nagy
Date: 2022-10-19 00:00:00

Dissolution testing is part of the target product quality that is essential in approving new products in the pharmaceutical industry. The prediction of the dissolution profile based on spectroscopic data is an alternative to the current destructive and time-consuming method. Raman and near-infrared (NIR) spectroscopies are two fast and complementary methods that provide information on the tablets' physical and chemical properties and can help predict their dissolution profiles. This work aims to compare the information collected by these spectroscopy methods to support the decision of which measurements should be used so that the accuracy requirement of the industry is met. Artificial neural network models were created, in which the spectroscopy data and the measured compression curves were used as an input individually and in different combinations in order to estimate the dissolution profiles. Results showed that using only the NIR transmission method along with the compression force data or the Raman and NIR reflection methods, the dissolution profile was estimated within the acceptance limits of the f2 similarity factor. Adding further spectroscopy measurements increased the prediction accuracy.
A Reinforcement Learning Approach in Multi-Phase Second-Price Auction Design
Authors: Rui Ai, Boxiang Lyu, Zhaoran Wang, Zhuoran Yang, Michael I. Jordan
Date: 2022-10-19 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning (RL)

We study reserve price optimization in multi-phase second price auctions, where seller's prior actions affect the bidders' later valuations through a Markov Decision Process (MDP). Compared to the bandit setting in existing works, the setting in ours involves three challenges. First, from the seller's perspective, we need to efficiently explore the environment in the presence of potentially nontruthful bidders who aim to manipulates seller's policy. Second, we want to minimize the seller's revenue regret when the market noise distribution is unknown. Third, the seller's per-step revenue is unknown, nonlinear, and cannot even be directly observed from the environment. We propose a mechanism addressing all three challenges. To address the first challenge, we use a combination of a new technique named "buffer periods" and inspirations from Reinforcement Learning (RL) with low switching cost to limit bidders' surplus from untruthful bidding, thereby incentivizing approximately truthful bidding. The second one is tackled by a novel algorithm that removes the need for pure exploration when the market noise distribution is unknown. The third challenge is resolved by an extension of LSVI-UCB, where we use the auction's underlying structure to control the uncertainty of the revenue function. The three techniques culminate in the $\underline{\rm C}$ontextual-$\underline{\rm L}$SVI-$\underline{\rm U}$CB-$\underline{\rm B}$uffer (CLUB) algorithm which achieves $\tilde{ \mathcal{O}}(H^{5/2}\sqrt{K})$ revenue regret when the market noise is known and $\tilde{ \mathcal{O}}(H^{3}\sqrt{K})$ revenue regret when the noise is unknown with no assumptions on bidders' truthfulness.
SignReLU neural network and its approximation ability
Authors: Jianfei Li, Han Feng, Ding-Xuan Zhou
Date: 2022-10-19 00:00:00

Deep neural networks (DNNs) have garnered significant attention in various fields of science and technology in recent years. Activation functions define how neurons in DNNs process incoming signals for them. They are essential for learning non-linear transformations and for performing diverse computations among successive neuron layers. In the last few years, researchers have investigated the approximation ability of DNNs to explain their power and success. In this paper, we explore the approximation ability of DNNs using a different activation function, called SignReLU. Our theoretical results demonstrate that SignReLU networks outperform rational and ReLU networks in terms of approximation performance. Numerical experiments are conducted comparing SignReLU with the existing activations such as ReLU, Leaky ReLU, and ELU, which illustrate the competitive practical performance of SignReLU.
Causal Structure Learning with Recommendation System
Authors: Shuyuan Xu, Da Xu, Evren Korpeoglu, Sushant Kumar, Stephen Guo, Kannan Achan, Yongfeng Zhang
Date: 2022-10-19 00:00:00
Tasks: Decision Making, Recommendation Systems

A fundamental challenge of recommendation systems (RS) is understanding the causal dynamics underlying users' decision making. Most existing literature addresses this problem by using causal structures inferred from domain knowledge. However, there are numerous phenomenons where domain knowledge is insufficient, and the causal mechanisms must be learnt from the feedback data. Discovering the causal mechanism from RS feedback data is both novel and challenging, since RS itself is a source of intervention that can influence both the users' exposure and their willingness to interact. Also for this reason, most existing solutions become inappropriate since they require data collected free from any RS. In this paper, we first formulate the underlying causal mechanism as a causal structural model and describe a general causal structure learning framework grounded in the real-world working mechanism of RS. The essence of our approach is to acknowledge the unknown nature of RS intervention. We then derive the learning objective from our framework and propose an augmented Lagrangian solver for efficient optimization. We conduct both simulation and real-world experiments to demonstrate how our approach compares favorably to existing solutions, together with the empirical analysis from sensitivity and ablation studies.
Tempo: Accelerating Transformer-Based Model Training through Memory Footprint Reduction
Authors: Muralidhar Andoorveedu, Zhanda Zhu, Bojian Zheng, Gennady Pekhimenko
Date: 2022-10-19 00:00:00
Tasks: GPU

Training deep learning models can be computationally expensive. Prior works have shown that increasing the batch size can potentially lead to better overall throughput. However, the batch size is frequently limited by the accelerator memory capacity due to the activations/feature maps stored for the training backward pass, as larger batch sizes require larger feature maps to be stored. Transformer-based models, which have recently seen a surge in popularity due to their good performance and applicability to a variety of tasks, have a similar problem. To remedy this issue, we propose Tempo, a new approach to efficiently use accelerator (e.g., GPU) memory resources for training Transformer-based models. Our approach provides drop-in replacements for the GELU, LayerNorm, and Attention layers, reducing the memory usage and ultimately leading to more efficient training. We implement Tempo and evaluate the throughput, memory usage, and accuracy/loss on the BERT Large pre-training task. We demonstrate that Tempo enables up to 2x higher batch sizes and 16% higher training throughput over the state-of-the-art baseline. We also evaluate Tempo on GPT2 and RoBERTa models, showing 19% and 26% speedup over the baseline.
Catch-22s of reservoir computing
Authors: Yuanzhao Zhang, Sean P. Cornelius
Date: 2022-10-18 00:00:00

Reservoir Computing (RC) is a simple and efficient model-free framework for forecasting the behavior of nonlinear dynamical systems from data. Here, we show that there exist commonly-studied systems for which leading RC frameworks struggle to learn the dynamics unless key information about the underlying system is already known. We focus on the important problem of basin prediction -- determining which attractor a system will converge to from its initial conditions. First, we show that the predictions of standard RC models (echo state networks) depend critically on warm-up time, requiring a warm-up trajectory containing almost the entire transient in order to identify the correct attractor. Accordingly, we turn to Next-Generation Reservoir Computing (NGRC), an attractive variant of RC that requires negligible warm-up time. By incorporating the exact nonlinearities in the original equations, we show that NGRC can accurately reconstruct intricate and high-dimensional basins of attraction, even with sparse training data (e.g., a single transient trajectory). Yet, a tiny uncertainty in the exact nonlinearity can render prediction accuracy no better than chance. Our results highlight the challenges faced by data-driven methods in learning the dynamics of multistable systems and suggest potential avenues to make these approaches more robust.
Application Performance Modeling via Tensor Completion
Authors: Edward Hutter, Edgar Solomonik
Date: 2022-10-18 00:00:00
Tasks: Scheduling, Tensor Decomposition

Performance tuning, software/hardware co-design, and job scheduling are among the many tasks that rely on models to predict application performance. We propose and evaluate low-rank tensor decomposition for modeling application performance. We discretize the input and configuration domains of an application using regular grids. Application execution times mapped within grid-cells are averaged and represented by tensor elements. We show that low-rank canonical-polyadic (CP) tensor decomposition is effective in approximating these tensors. We further show that this decomposition enables accurate extrapolation of unobserved regions of an application's parameter space. We then employ tensor completion to optimize a CP decomposition given a sparse set of observed execution times. We consider alternative piecewise/grid-based models and supervised learning models for six applications and demonstrate that CP decomposition optimized using tensor completion offers higher prediction accuracy and memory-efficiency for high-dimensional performance modeling.