pwc-archive/papers-with-abstracts huggingface dataset:
Battery and Hydrogen Energy Storage Control in a Smart Energy Network with Flexible Energy Demand using Deep Reinforcement Learning
Authors: Cephas Samende, Zhong Fan, Jun Cao
Date: 2022-08-26 00:00:00
Tasks: Deep Reinforcement Learning, Scheduling, Self-Learning

Smart energy networks provide for an effective means to accommodate high penetrations of variable renewable energy sources like solar and wind, which are key for deep decarbonisation of energy production. However, given the variability of the renewables as well as the energy demand, it is imperative to develop effective control and energy storage schemes to manage the variable energy generation and achieve desired system economics and environmental goals. In this paper, we introduce a hybrid energy storage system composed of battery and hydrogen energy storage to handle the uncertainties related to electricity prices, renewable energy production and consumption. We aim to improve renewable energy utilisation and minimise energy costs and carbon emissions while ensuring energy reliability and stability within the network. To achieve this, we propose a multi-agent deep deterministic policy gradient approach, which is a deep reinforcement learning-based control strategy to optimise the scheduling of the hybrid energy storage system and energy demand in real-time. The proposed approach is model-free and does not require explicit knowledge and rigorous mathematical models of the smart energy network environment. Simulation results based on real-world data show that: (i) integration and optimised operation of the hybrid energy storage system and energy demand reduces carbon emissions by 78.69%, improves cost savings by 23.5% and renewable energy utilisation by over 13.2% compared to other baseline models and (ii) the proposed algorithm outperforms the state-of-the-art self-learning algorithms like deep-Q network.
Prospect Theory-inspired Automated P2P Energy Trading with Q-learning-based Dynamic Pricing
Authors: Ashutosh Timilsina, Simone Silvestri
Date: 2022-08-26 00:00:00
Tasks: energy trading, Q-Learning

The widespread adoption of distributed energy resources, and the advent of smart grid technologies, have allowed traditionally passive power system users to become actively involved in energy trading. Recognizing the fact that the traditional centralized grid-driven energy markets offer minimal profitability to these users, recent research has shifted focus towards decentralized peer-to-peer (P2P) energy markets. In these markets, users trade energy with each other, with higher benefits than buying or selling to the grid. However, most researches in P2P energy trading largely overlook the user perception in the trading process, assuming constant availability, participation, and full compliance. As a result, these approaches may result in negative attitudes and reduced engagement over time. In this paper, we design an automated P2P energy market that takes user perception into account. We employ prospect theory to model the user perception and formulate an optimization framework to maximize the buyer's perception while matching demand and production. Given the non-linear and non-convex nature of the optimization problem, we propose Differential Evolution-based Algorithm for Trading Energy called DEbATE. Additionally, we introduce a risk-sensitive Q-learning algorithm, named Pricing mechanism with Q-learning and Risk-sensitivity (PQR), which learns the optimal price for sellers considering their perceived utility. Results based on real traces of energy consumption and production, as well as realistic prospect theory functions, show that our approach achieves a 26% higher perceived value for buyers and generates 7% more reward for sellers, compared to a recent state of the art approach.
Causal Bandits for Linear Structural Equation Models
Authors: Burak Varici, Karthikeyan Shanmugam, Prasanna Sattigeri, Ali Tajer
Date: 2022-08-26 00:00:00
Tasks: Thompson Sampling

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit problem. The focus is on causal bandits for linear structural equation models (SEMs) and soft interventions. It is assumed that the graph's structure is known and has $N$ nodes. Two linear mechanisms, one soft intervention and one observational, are assumed for each node, giving rise to $2^N$ possible interventions. Majority of the existing causal bandit algorithms assume that at least the interventional distributions of the reward node's parents are fully specified. However, there are $2^N$ such distributions (one corresponding to each intervention), acquiring which becomes prohibitive even in moderate-sized graphs. This paper dispenses with the assumption of knowing these distributions or their marginals. Two algorithms are proposed for the frequentist (UCB-based) and Bayesian (Thompson Sampling-based) settings. The key idea of these algorithms is to avoid directly estimating the $2^N$ reward distributions and instead estimate the parameters that fully specify the SEMs (linear in $N$) and use them to compute the rewards. In both algorithms, under boundedness assumptions on noise and the parameter space, the cumulative regrets scale as $\tilde{\cal O} (d^{L+\frac{1}{2}} \sqrt{NT})$, where $d$ is the graph's maximum degree, and $L$ is the length of its longest causal path. Additionally, a minimax lower of $\Omega(d^{\frac{L}{2}-2}\sqrt{T})$ is presented, which suggests that the achievable and lower bounds conform in their scaling behavior with respect to the horizon $T$ and graph parameters $d$ and $L$.
Task Selection for AutoML System Evaluation
Authors: Jonathan Lorraine, Nihesh Anderson, Chansoo Lee, Quentin de Laroussilhe, Mehadi Hassen
Date: 2022-08-26 00:00:00
Tasks: AutoML, Hyperparameter Optimization

Our goal is to assess if AutoML system changes - i.e., to the search space or hyperparameter optimization - will improve the final model's performance on production tasks. However, we cannot test the changes on production tasks. Instead, we only have access to limited descriptors about tasks that our AutoML system previously executed, like the number of data points or features. We also have a set of development tasks to test changes, ex., sampled from OpenML with no usage constraints. However, the development and production task distributions are different leading us to pursue changes that only improve development and not production. This paper proposes a method to leverage descriptor information about AutoML production tasks to select a filtered subset of the most relevant development tasks. Empirical studies show that our filtering strategy improves the ability to assess AutoML system changes on holdout tasks with different distributions than development.
Comparing Apples to Oranges: Learning Similarity Functions for Data Produced by Different Distributions
Date: 2022-08-26 00:00:00
Proceeding: NeurIPS 2023 11
Tasks: Fairness

Similarity functions measure how comparable pairs of elements are, and play a key role in a wide variety of applications, e.g., notions of Individual Fairness abiding by the seminal paradigm of Dwork et al., as well as Clustering problems. However, access to an accurate similarity function should not always be considered guaranteed, and this point was even raised by Dwork et al. For instance, it is reasonable to assume that when the elements to be compared are produced by different distributions, or in other words belong to different ``demographic'' groups, knowledge of their true similarity might be very difficult to obtain. In this work, we present an efficient sampling framework that learns these across-groups similarity functions, using only a limited amount of experts' feedback. We show analytical results with rigorous theoretical bounds, and empirically validate our algorithms via a large suite of experiments.
Federated and Privacy-Preserving Learning of Accounting Data in Financial Statement Audits
Authors: Marco Schreyer, Timur Sattarov, Damian Borth
Date: 2022-08-26 00:00:00
Tasks: Federated Learning, Privacy Preserving

The ongoing 'digital transformation' fundamentally changes audit evidence's nature, recording, and volume. Nowadays, the International Standards on Auditing (ISA) requires auditors to examine vast volumes of a financial statement's underlying digital accounting records. As a result, audit firms also 'digitize' their analytical capabilities and invest in Deep Learning (DL), a successful sub-discipline of Machine Learning. The application of DL offers the ability to learn specialized audit models from data of multiple clients, e.g., organizations operating in the same industry or jurisdiction. In general, regulations require auditors to adhere to strict data confidentiality measures. At the same time, recent intriguing discoveries showed that large-scale DL models are vulnerable to leaking sensitive training data information. Today, it often remains unclear how audit firms can apply DL models while complying with data protection regulations. In this work, we propose a Federated Learning framework to train DL models on auditing relevant accounting data of multiple clients. The framework encompasses Differential Privacy and Split Learning capabilities to mitigate data confidentiality risks at model inference. We evaluate our approach to detect accounting anomalies in three real-world datasets of city payments. Our results provide empirical evidence that auditors can benefit from DL models that accumulate knowledge from multiple sources of proprietary client data.
Confusion Matrices and Accuracy Statistics for Binary Classifiers Using Unlabeled Data: The Diagnostic Test Approach
Authors: Richard Evans
Date: 2022-08-26 00:00:00
Tasks: Diagnostic, Sensitivity, Specificity

Medical researchers have solved the problem of estimating the sensitivity and specificity of binary medical diagnostic tests without gold standard tests for comparison. That problem is the same as estimating confusion matrices for classifiers on unlabeled data. This article describes how to modify the diagnostic test solutions to estimate confusion matrices and accuracy statistics for supervised or unsupervised binary classifiers on unlabeled data.
Extreme Gradient Boosting for Yield Estimation compared with Deep Learning Approaches
Authors: Florian Huber, Artem Yushchenko, Benedikt Stratmann, Volker Steinhage
Date: 2022-08-26 00:00:00
Tasks: Deep Learning, Prediction

Accurate prediction of crop yield before harvest is of great importance for crop logistics, market planning, and food distribution around the world. Yield prediction requires monitoring of phenological and climatic characteristics over extended time periods to model the complex relations involved in crop development. Remote sensing satellite images provided by various satellites circumnavigating the world are a cheap and reliable way to obtain data for yield prediction. The field of yield prediction is currently dominated by Deep Learning approaches. While the accuracies reached with those approaches are promising, the needed amounts of data and the ``black-box'' nature can restrict the application of Deep Learning methods. The limitations can be overcome by proposing a pipeline to process remote sensing images into feature-based representations that allow the employment of Extreme Gradient Boosting (XGBoost) for yield prediction. A comparative evaluation of soybean yield prediction within the United States shows promising prediction accuracies compared to state-of-the-art yield prediction systems based on Deep Learning. Feature importances expose the near-infrared spectrum of light as an important feature within our models. The reported results hint at the capabilities of XGBoost for yield prediction and encourage future experiments with XGBoost for yield prediction on other crops in regions all around the world.
Symbolic Explanation of Affinity-Based Reinforcement Learning Agents with Markov Models
Authors: Charl Maree, Christian W. Omlin
Date: 2022-08-26 00:00:00
Tasks: Management, reinforcement-learning, Reinforcement Learning (RL)

The proliferation of artificial intelligence is increasingly dependent on model understanding. Understanding demands both an interpretation - a human reasoning about a model's behavior - and an explanation - a symbolic representation of the functioning of the model. Notwithstanding the imperative of transparency for safety, trust, and acceptance, the opacity of state-of-the-art reinforcement learning algorithms conceals the rudiments of their learned strategies. We have developed a policy regularization method that asserts the global intrinsic affinities of learned strategies. These affinities provide a means of reasoning about a policy's behavior, thus making it inherently interpretable. We have demonstrated our method in personalized prosperity management where individuals' spending behavior in time dictate their investment strategies, i.e. distinct spending personalities may have dissimilar associations with different investment classes. We now explain our model by reproducing the underlying prototypical policies with discretized Markov models. These global surrogates are symbolic representations of the prototypical policies.
Play with Emotion: Affect-Driven Reinforcement Learning
Authors: Matthew Barthet, Ahmed Khalifa, Antonios Liapis, Georgios N. Yannakakis
Date: 2022-08-26 00:00:00
Tasks: Decision Making, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

This paper introduces a paradigm shift by viewing the task of affect modeling as a reinforcement learning (RL) process. According to the proposed paradigm, RL agents learn a policy (i.e. affective interaction) by attempting to maximize a set of rewards (i.e. behavioral and affective patterns) via their experience with their environment (i.e. context). Our hypothesis is that RL is an effective paradigm for interweaving affect elicitation and manifestation with behavioral and affective demonstrations. Importantly, our second hypothesis-building on Damasio's somatic marker hypothesis-is that emotion can be the facilitator of decision-making. We test our hypotheses in a racing game by training Go-Blend agents to model human demonstrations of arousal and behavior; Go-Blend is a modified version of the Go-Explore algorithm which has recently showcased supreme performance in hard exploration tasks. We first vary the arousal-based reward function and observe agents that can effectively display a palette of affect and behavioral patterns according to the specified reward. Then we use arousal-based state selection mechanisms in order to bias the strategies that Go-Blend explores. Our findings suggest that Go-Blend not only is an efficient affect modeling paradigm but, more importantly, affect-driven RL improves exploration and yields higher performing agents, validating Damasio's hypothesis in the domain of games.
PDD-SHAP: Fast Approximations for Shapley Values using Functional Decomposition
Authors: Arne Gevaert, Yvan Saeys
Date: 2022-08-26 00:00:00

Because of their strong theoretical properties, Shapley values have become very popular as a way to explain predictions made by black box models. Unfortuately, most existing techniques to compute Shapley values are computationally very expensive. We propose PDD-SHAP, an algorithm that uses an ANOVA-based functional decomposition model to approximate the black-box model being explained. This allows us to calculate Shapley values orders of magnitude faster than existing methods for large datasets, significantly reducing the amortized cost of computing Shapley values when many predictions need to be explained.
On the Implicit Bias in Deep-Learning Algorithms
Authors: Gal Vardi
Date: 2022-08-26 00:00:00
Tasks: Deep Learning, Survey

Gradient-based deep-learning algorithms exhibit remarkable performance in practice, but it is not well-understood why they are able to generalize despite having more parameters than training examples. It is believed that implicit bias is a key factor in their ability to generalize, and hence it was widely studied in recent years. In this short survey, we explain the notion of implicit bias, review main results and discuss their implications.
Ab-initio quantum chemistry with neural-network wavefunctions
Authors: Jan Hermann, James Spencer, Kenny Choo, Antonio Mezzacapo, W. M. C. Foulkes, David Pfau, Giuseppe Carleo, Frank Noé
Date: 2022-08-26 00:00:00
Tasks: Quantization, scientific discovery

Machine learning and specifically deep-learning methods have outperformed human capabilities in many pattern recognition and data processing problems, in game playing, and now also play an increasingly important role in scientific discovery. A key application of machine learning in the molecular sciences is to learn potential energy surfaces or force fields from ab-initio solutions of the electronic Schr\"odinger equation using datasets obtained with density functional theory, coupled cluster, or other quantum chemistry methods. Here we review a recent and complementary approach: using machine learning to aid the direct solution of quantum chemistry problems from first principles. Specifically, we focus on quantum Monte Carlo (QMC) methods that use neural network ansatz functions in order to solve the electronic Schr\"odinger equation, both in first and second quantization, computing ground and excited states, and generalizing over multiple nuclear configurations. Compared to existing quantum chemistry methods, these new deep QMC methods have the potential to generate highly accurate solutions of the Schr\"odinger equation at relatively modest computational cost.
Generalizability of Code Clone Detection on CodeBERT
Authors: Tim Sonnekalb, Bernd Gruner, Clemens-Alexander Brust, Patrick Mäder
Date: 2022-08-26 00:00:00
Tasks: Clone Detection

Transformer networks such as CodeBERT already achieve outstanding results for code clone detection in benchmark datasets, so one could assume that this task has already been solved. However, code clone detection is not a trivial task. Semantic code clones, in particular, are challenging to detect. We show that the generalizability of CodeBERT decreases by evaluating two different subsets of Java code clones from BigCloneBench. We observe a significant drop in F1 score when we evaluate different code snippets and functionality IDs than those used for model building.
Large-N dynamics of the spiked tensor model with random initial conditions
Authors: Vasily Sazonov
Date: 2022-08-26 00:00:00

In these notes, we develop a path integral approach for the partial differential equations with random initial conditions. Then, we apply it to the dynamics of the spiked tensor model and show that the large-$N$ saddle point equations are dominated by the melonic type diagrams.
Socially Fair Reinforcement Learning
Authors: Debmalya Mandal, Jiarui Gan
Date: 2022-08-26 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We consider the problem of episodic reinforcement learning where there are multiple stakeholders with different reward functions. Our goal is to output a policy that is socially fair with respect to different reward functions. Prior works have proposed different objectives that a fair policy must optimize including minimum welfare, and generalized Gini welfare. We first take an axiomatic view of the problem, and propose four axioms that any such fair objective must satisfy. We show that the Nash social welfare is the unique objective that uniquely satisfies all four objectives, whereas prior objectives fail to satisfy all four axioms. We then consider the learning version of the problem where the underlying model i.e. Markov decision process is unknown. We consider the problem of minimizing regret with respect to the fair policies maximizing three different fair objectives -- minimum welfare, generalized Gini welfare, and Nash social welfare. Based on optimistic planning, we propose a generic learning algorithm and derive its regret bound with respect to the three different policies. For the objective of Nash social welfare, we also derive a lower bound in regret that grows exponentially with $n$, the number of agents. Finally, we show that for the objective of minimum welfare, one can improve regret by a factor of $O(H)$ for a weaker notion of regret.
A Framework for Inherently Interpretable Optimization Models
Authors: Marc Goerigk, Michael Hartisch
Date: 2022-08-26 00:00:00

With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same time, solving optimization problems often turns out to be one of the smaller difficulties when putting solutions into practice. One major barrier is that the optimization software can be perceived as a black box, which may produce solutions of high quality, but can create completely different solutions when circumstances change leading to low acceptance of optimized solutions. Such issues of interpretability and explainability have seen significant attention in other areas, such as machine learning, but less so in optimization. In this paper we propose an optimization framework that inherently comes with an easily interpretable optimization rule, that explains under which circumstances certain solutions are chosen. Focusing on decision trees to represent interpretable optimization rules, we propose integer programming formulations as well as a heuristic method that ensure applicability of our approach even for large-scale problems. Computational experiments using random and real-world data indicate that the costs of inherent interpretability can be very small.
I still know it's you! On Challenges in Anonymizing Source Code
Authors: Micha Horlboge, Erwin Quiring, Roland Meyer, Konrad Rieck
Date: 2022-08-26 00:00:00

The source code of a program not only defines its semantics but also contains subtle clues that can identify its author. Several studies have shown that these clues can be automatically extracted using machine learning and allow for determining a program's author among hundreds of programmers. This attribution poses a significant threat to developers of anti-censorship and privacy-enhancing technologies, as they become identifiable and may be prosecuted. An ideal protection from this threat would be the anonymization of source code. However, neither theoretical nor practical principles of such an anonymization have been explored so far. In this paper, we tackle this problem and develop a framework for reasoning about code anonymization. We prove that the task of generating a $k$-anonymous program -- a program that cannot be attributed to one of $k$ authors -- is not computable in the general case. As a remedy, we introduce a relaxed concept called $k$-uncertainty, which enables us to measure the protection of developers. Based on this concept, we empirically study candidate techniques for anonymization, such as code normalization, coding style imitation, and code obfuscation. We find that none of the techniques provides sufficient protection when the attacker is aware of the anonymization. While we observe a notable reduction in attribution performance on real-world code, a reliable protection is not achieved for all developers. We conclude that code anonymization is a hard problem that requires further attention from the research community.