pwc-archive/papers-with-abstracts huggingface dataset:
Multi-objective optimization via equivariant deep hypervolume approximation
Authors: Jim Boelrijk, Bernd Ensing, Patrick Forré
Date: 2022-10-05 00:00:00
Tasks: Bayesian Optimization, Evolutionary Algorithms

Optimizing multiple competing objectives is a common problem across science and industry. The inherent inextricable trade-off between those objectives leads one to the task of exploring their Pareto front. A meaningful quantity for the purpose of the latter is the hypervolume indicator, which is used in Bayesian Optimization (BO) and Evolutionary Algorithms (EAs). However, the computational complexity for the calculation of the hypervolume scales unfavorably with increasing number of objectives and data points, which restricts its use in those common multi-objective optimization frameworks. To overcome these restrictions we propose to approximate the hypervolume function with a deep neural network, which we call DeepHV. For better sample efficiency and generalization, we exploit the fact that the hypervolume is scale-equivariant in each of the objectives as well as permutation invariant w.r.t. both the objectives and the samples, by using a deep neural network that is equivariant w.r.t. the combined group of scalings and permutations. We evaluate our method against exact, and approximate hypervolume methods in terms of accuracy, computation time, and generalization. We also apply and compare our methods to state-of-the-art multi-objective BO methods and EAs on a range of synthetic benchmark test cases. The results show that our methods are promising for such multi-objective optimization tasks.
Feature Importance for Time Series Data: Improving KernelSHAP
Authors: Mattia Villani, Joshua Lockhart, Daniele Magazzeni
Date: 2022-10-05 00:00:00
Tasks: Event Detection, Feature Importance, Time Series, Time Series Analysis

Feature importance techniques have enjoyed widespread attention in the explainable AI literature as a means of determining how trained machine learning models make their predictions. We consider Shapley value based approaches to feature importance, applied in the context of time series data. We present closed form solutions for the SHAP values of a number of time series models, including VARMAX. We also show how KernelSHAP can be applied to time series tasks, and how the feature importances that come from this technique can be combined to perform "event detection". Finally, we explore the use of Time Consistent Shapley values for feature importance.
CW-ERM: Improving Autonomous Driving Planning with Closed-loop Weighted Empirical Risk Minimization
Authors: Eesha Kumar, Yiming Zhang, Stefano Pini, Simon Stent, Ana Ferreira, Sergey Zagoruyko, Christian S. Perone
Date: 2022-10-05 00:00:00
Tasks: Autonomous Driving, Imitation Learning

The imitation learning of self-driving vehicle policies through behavioral cloning is often carried out in an open-loop fashion, ignoring the effect of actions to future states. Training such policies purely with Empirical Risk Minimization (ERM) can be detrimental to real-world performance, as it biases policy networks towards matching only open-loop behavior, showing poor results when evaluated in closed-loop. In this work, we develop an efficient and simple-to-implement principle called Closed-loop Weighted Empirical Risk Minimization (CW-ERM), in which a closed-loop evaluation procedure is first used to identify training data samples that are important for practical driving performance and then we these samples to help debias the policy network. We evaluate CW-ERM in a challenging urban driving dataset and show that this procedure yields a significant reduction in collisions as well as other non-differentiable closed-loop metrics.
An Active Learning Reliability Method for Systems with Partially Defined Performance Functions
Authors: Jonathan Sadeghi, Romain Mueller, John Redford
Date: 2022-10-05 00:00:00
Tasks: Active Learning, Autonomous Driving

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process models. However, these algorithms cannot be applied to problems which often occur in the autonomous vehicle domain where the performance of a system may be undefined under certain circumstances. To solve this problem, we introduce a hierarchical model for the system performance, where undefined performance is classified before the performance is regressed. This enables active learning Gaussian process methods to be applied to problems where the performance of the system is sometimes undefined, and we demonstrate the effectiveness of our approach by testing our methodology on synthetic numerical examples for the autonomous driving domain.
The Influence of Learning Rule on Representation Dynamics in Wide Neural Networks
Authors: Blake Bordelon, Cengiz Pehlevan
Date: 2022-10-05 00:00:00

It is unclear how changing the learning rule of a deep neural network alters its learning dynamics and representations. To gain insight into the relationship between learned features, function approximation, and the learning rule, we analyze infinite-width deep networks trained with gradient descent (GD) and biologically-plausible alternatives including feedback alignment (FA), direct feedback alignment (DFA), and error modulated Hebbian learning (Hebb), as well as gated linear networks (GLN). We show that, for each of these learning rules, the evolution of the output function at infinite width is governed by a time varying effective neural tangent kernel (eNTK). In the lazy training limit, this eNTK is static and does not evolve, while in the rich mean-field regime this kernel's evolution can be determined self-consistently with dynamical mean field theory (DMFT). This DMFT enables comparisons of the feature and prediction dynamics induced by each of these learning rules. In the lazy limit, we find that DFA and Hebb can only learn using the last layer features, while full FA can utilize earlier layers with a scale determined by the initial correlation between feedforward and feedback weight matrices. In the rich regime, DFA and FA utilize a temporally evolving and depth-dependent NTK. Counterintuitively, we find that FA networks trained in the rich regime exhibit more feature learning if initialized with smaller correlation between the forward and backward pass weights. GLNs admit a very simple formula for their lazy limit kernel and preserve conditional Gaussianity of their preactivations under gating functions. Error modulated Hebb rules show very small task-relevant alignment of their kernels and perform most task relevant learning in the last layer.
Fine-Tuning with Differential Privacy Necessitates an Additional Hyperparameter Search
Authors: Yannis Cattan, Christopher A. Choquette-Choo, Nicolas Papernot, Abhradeep Thakurta
Date: 2022-10-05 00:00:00
Tasks: Privacy Preserving

Models need to be trained with privacy-preserving learning algorithms to prevent leakage of possibly sensitive information contained in their training data. However, canonical algorithms like differentially private stochastic gradient descent (DP-SGD) do not benefit from model scale in the same way as non-private learning. This manifests itself in the form of unappealing tradeoffs between privacy and utility (accuracy) when using DP-SGD on complex tasks. To remediate this tension, a paradigm is emerging: fine-tuning with differential privacy from a model pretrained on public (i.e., non-sensitive) training data. In this work, we identify an oversight of existing approaches for differentially private fine tuning. They do not tailor the fine-tuning approach to the specifics of learning with privacy. Our main result is to show how carefully selecting the layers being fine-tuned in the pretrained neural network allows us to establish new state-of-the-art tradeoffs between privacy and accuracy. For instance, we achieve 77.9% accuracy for $(\varepsilon, \delta)=(2, 10^{-5})$ on CIFAR-100 for a model pretrained on ImageNet. Our work calls for additional hyperparameter search to configure the differentially private fine-tuning procedure itself.
SECOE: Alleviating Sensors Failure in Machine Learning-Coupled IoT Systems
Authors: Yousef AlShehri, Lakshmish Ramaswamy
Date: 2022-10-05 00:00:00
Tasks: Imputation

Machine learning (ML) applications continue to revolutionize many domains. In recent years, there has been considerable research interest in building novel ML applications for a variety of Internet of Things (IoT) domains, such as precision agriculture, smart cities, and smart manufacturing. IoT domains are characterized by continuous streams of data originating from diverse, geographically distributed sensors, and they often require a real-time or semi-real-time response. IoT characteristics pose several fundamental challenges to designing and implementing effective ML applications. Sensor/network failures that result in data stream interruptions is one such challenge. Unfortunately, the performance of many ML applications quickly degrades when faced with data incompleteness. Current techniques to handle data incompleteness are based upon data imputation ( i.e., they try to fill-in missing data). Unfortunately, these techniques may fail, especially when multiple sensors' data streams become concurrently unavailable (due to simultaneous sensor failures). With the aim of building robust IoT-coupled ML applications, this paper proposes SECOE, a unique, proactive approach for alleviating potentially simultaneous sensor failures. The fundamental idea behind SECOE is to create a carefully chosen ensemble of ML models in which each model is trained assuming a set of failed sensors (i.e., the training set omits corresponding values). SECOE includes a novel technique to minimize the number of models in the ensemble by harnessing the correlations among sensors. We demonstrate the efficacy of the SECOE approach through a series of experiments involving three distinct datasets. The experimental findings reveal that SECOE effectively preserves prediction accuracy in the presence of sensor failures.
Common Vulnerability Scoring System Prediction based on Open Source Intelligence Information Sources
Authors: Philipp Kuehn, David N. Relke, Christian Reuter
Date: 2022-10-05 00:00:00

The number of newly published vulnerabilities is constantly increasing. Until now, the information available when a new vulnerability is published is manually assessed by experts using a Common Vulnerability Scoring System (CVSS) vector and score. This assessment is time consuming and requires expertise. Various works already try to predict CVSS vectors or scores using machine learning based on the textual descriptions of the vulnerability to enable faster assessment. However, for this purpose, previous works only use the texts available in databases such as National Vulnerability Database. With this work, the publicly available web pages referenced in the National Vulnerability Database are analyzed and made available as sources of texts through web scraping. A Deep Learning based method for predicting the CVSS vector is implemented and evaluated. The present work provides a classification of the National Vulnerability Database's reference texts based on the suitability and crawlability of their texts. While we identified the overall influence of the additional texts is negligible, we outperformed the state-of-the-art with our Deep Learning prediction models.
Decentralized Hyper-Gradient Computation over Time-Varying Directed Networks
Authors: Naoyuki Terashita, Satoshi Hara
Date: 2022-10-05 00:00:00
Tasks: Bilevel Optimization, Federated Learning

This paper addresses the communication issues when estimating hyper-gradients in decentralized federated learning (FL). Hyper-gradients in decentralized FL quantifies how the performance of globally shared optimal model is influenced by the perturbations in clients' hyper-parameters. In prior work, clients trace this influence through the communication of Hessian matrices over a static undirected network, resulting in (i) excessive communication costs and (ii) inability to make use of more efficient and robust networks, namely, time-varying directed networks. To solve these issues, we introduce an alternative optimality condition for FL using an averaging operation on model parameters and gradients. We then employ Push-Sum as the averaging operation, which is a consensus optimization technique for time-varying directed networks. As a result, the hyper-gradient estimator derived from our optimality condition enjoys two desirable properties; (i) it only requires Push-Sum communication of vectors and (ii) it can operate over time-varying directed networks. We confirm the convergence of our estimator to the true hyper-gradient both theoretically and empirically, and we further demonstrate that it enables two novel applications: decentralized influence estimation and personalization over time-varying networks.
Stock Volatility Prediction using Time Series and Deep Learning Approach
Authors: Ananda Chatterjee, Hrisav Bhowmick, Jaydip Sen
Date: 2022-10-05 00:00:00
Tasks: Deep Learning, Time Series, Time Series Analysis

Volatility clustering is a crucial property that has a substantial impact on stock market patterns. Nonetheless, developing robust models for accurately predicting future stock price volatility is a difficult research topic. For predicting the volatility of three equities listed on India's national stock market (NSE), we propose multiple volatility models depending on the generalized autoregressive conditional heteroscedasticity (GARCH), Glosten-Jagannathan-GARCH (GJR-GARCH), Exponential general autoregressive conditional heteroskedastic (EGARCH), and LSTM framework. Sector-wise stocks have been chosen in our study. The sectors which have been considered are banking, information technology (IT), and pharma. yahoo finance has been used to obtain stock price data from Jan 2017 to Dec 2021. Among the pulled-out records, the data from Jan 2017 to Dec 2020 have been taken for training, and data from 2021 have been chosen for testing our models. The performance of predicting the volatility of stocks of three sectors has been evaluated by implementing three different types of GARCH models as well as by the LSTM model are compared. It has been observed the LSTM performed better in predicting volatility in pharma over banking and IT sectors. In tandem, it was also observed that E-GARCH performed better in the case of the banking sector and for IT and pharma, GJR-GARCH performed better.
Development and validation of deep learning based embryo selection across multiple days of transfer
Authors: Jacob Theilgaard Lassen, Mikkel Fly Kragh, Jens Rimestad, Martin Nygård Johansen, Jørgen Berntsen
Date: 2022-10-05 00:00:00

This work describes the development and validation of a fully automated deep learning model, iDAScore v2.0, for the evaluation of embryos incubated for 2, 3, and 5 or more days. The model is trained and evaluated on an extensive and diverse dataset including 181,428 embryos from 22 IVF clinics across the world. For discriminating transferred embryos with known outcome (KID), we show AUCs ranging from 0.621 to 0.708 depending on the day of transfer. Predictive performance increased over time and showed a strong correlation with morphokinetic parameters. The model has equivalent performance to KIDScore D3 on day 3 embryos while significantly surpassing the performance of KIDScore D5 v3 on day 5+ embryos. This model provides an analysis of time-lapse sequences without the need for user input, and provides a reliable method for ranking embryos for likelihood to implant, at both cleavage and blastocyst stages. This greatly improves embryo grading consistency and saves time compared to traditional embryo evaluation methods.
Optimization-Informed Neural Networks
Authors: Dawen Wu, Abdel Lisser
Date: 2022-10-05 00:00:00
Tasks: Deep Learning, Numerical Integration

Solving constrained nonlinear optimization problems (CNLPs) is a longstanding problem that arises in various fields, e.g., economics, computer science, and engineering. We propose optimization-informed neural networks (OINN), a deep learning approach to solve CNLPs. By neurodynamic optimization methods, a CNLP is first reformulated as an initial value problem (IVP) involving an ordinary differential equation (ODE) system. A neural network model is then used as an approximate solution for this IVP, with the endpoint being the prediction to the CNLP. We propose a novel training algorithm that directs the model to hold the best prediction during training. In a nutshell, OINN transforms a CNLP into a neural network training problem. By doing so, we can solve CNLPs based on deep learning infrastructure only, without using standard optimization solvers or numerical integration solvers. The effectiveness of the proposed approach is demonstrated through a collection of classical problems, e.g., variational inequalities, nonlinear complementary problems, and standard CNLPs.
Automated Graph Self-supervised Learning via Multi-teacher Knowledge Distillation
Authors: Lirong Wu, Yufei Huang, Haitao Lin, Zicheng Liu, Tianyu Fan, Stan Z. Li
Date: 2022-10-05 00:00:00
Tasks: Graph Representation Learning, Knowledge Distillation, Representation Learning, Self-Supervised Learning

Self-supervised learning on graphs has recently achieved remarkable success in graph representation learning. With hundreds of self-supervised pretext tasks proposed over the past few years, the research community has greatly developed, and the key is no longer to design more powerful but complex pretext tasks, but to make more effective use of those already on hand. This paper studies the problem of how to automatically, adaptively, and dynamically learn instance-level self-supervised learning strategies for each node from a given pool of pretext tasks. In this paper, we propose a novel multi-teacher knowledge distillation framework for Automated Graph Self-Supervised Learning (AGSSL), which consists of two main branches: (i) Knowledge Extraction: training multiple teachers with different pretext tasks, so as to extract different levels of knowledge with different inductive biases; (ii) Knowledge Integration: integrating different levels of knowledge and distilling them into the student model. Without simply treating different teachers as equally important, we provide a provable theoretical guideline for how to integrate the knowledge of different teachers, i.e., the integrated teacher probability should be close to the true Bayesian class-probability. To approach the theoretical optimum in practice, two adaptive knowledge integration strategies are proposed to construct a relatively "good" integrated teacher. Extensive experiments on eight datasets show that AGSSL can benefit from multiple pretext tasks, outperforming the corresponding individual tasks; by combining a few simple but classical pretext tasks, the resulting performance is comparable to other leading counterparts.
Teaching Yourself: Graph Self-Distillation on Neighborhood for Node Classification
Authors: Lirong Wu, Jun Xia, Haitao Lin, Zhangyang Gao, Zicheng Liu, Guojiang Zhao, Stan Z. Li
Date: 2022-10-05 00:00:00
Tasks: Classification, Node Classification

Recent years have witnessed great success in handling graph-related tasks with Graph Neural Networks (GNNs). Despite their great academic success, Multi-Layer Perceptrons (MLPs) remain the primary workhorse for practical industrial applications. One reason for this academic-industrial gap is the neighborhood-fetching latency incurred by data dependency in GNNs, which make it hard to deploy for latency-sensitive applications that require fast inference. Conversely, without involving any feature aggregation, MLPs have no data dependency and infer much faster than GNNs, but their performance is less competitive. Motivated by these complementary strengths and weaknesses, we propose a Graph Self-Distillation on Neighborhood (GSDN) framework to reduce the gap between GNNs and MLPs. Specifically, the GSDN framework is based purely on MLPs, where structural information is only implicitly used as prior to guide knowledge self-distillation between the neighborhood and the target, substituting the explicit neighborhood information propagation as in GNNs. As a result, GSDN enjoys the benefits of graph topology-awareness in training but has no data dependency in inference. Extensive experiments have shown that the performance of vanilla MLPs can be greatly improved with self-distillation, e.g., GSDN improves over stand-alone MLPs by 15.54% on average and outperforms the state-of-the-art GNNs on six datasets. Regarding inference speed, GSDN infers 75X-89X faster than existing GNNs and 16X-25X faster than other inference acceleration methods.
ChemAlgebra: Algebraic Reasoning on Chemical Reactions
Authors: Andrea Valenti, Davide Bacciu, Antonio Vergari
Date: 2022-10-05 00:00:00
Tasks: Deep Learning

While showing impressive performance on various kinds of learning tasks, it is yet unclear whether deep learning models have the ability to robustly tackle reasoning tasks. than by learning the underlying reasoning process that is actually required to solve the tasks. Measuring the robustness of reasoning in machine learning models is challenging as one needs to provide a task that cannot be easily shortcut by exploiting spurious statistical correlations in the data, while operating on complex objects and constraints. reasoning task. To address this issue, we propose ChemAlgebra, a benchmark for measuring the reasoning capabilities of deep learning models through the prediction of stoichiometrically-balanced chemical reactions. ChemAlgebra requires manipulating sets of complex discrete objects -- molecules represented as formulas or graphs -- under algebraic constraints such as the mass preservation principle. We believe that ChemAlgebra can serve as a useful test bed for the next generation of machine reasoning models and as a promoter of their development.
Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics
Authors: Attila Lovas, Miklós Rásonyi
Date: 2022-10-05 00:00:00

We study the mixing properties of an important optimization algorithm of machine learning: the stochastic gradient Langevin dynamics (SGLD) with a fixed step size. The data stream is not assumed to be independent hence the SGLD is not a Markov chain, merely a \emph{Markov chain in a random environment}, which complicates the mathematical treatment considerably. We derive a strong law of large numbers and a functional central limit theorem for SGLD.
Tripletformer for Probabilistic Interpolation of Irregularly sampled Time Series
Authors: Vijaya Krishna Yalavarthi, Johannes Burchert, Lars Schmidt-Thieme
Date: 2022-10-05 00:00:00
Tasks: Astronomy, Decoder, Medical Diagnosis, Missing Values, Time Series, Time Series Analysis

Irregularly sampled time series data with missing values is observed in many fields like healthcare, astronomy, and climate science. Interpolation of these types of time series is crucial for tasks such as root cause analysis and medical diagnosis, as well as for smoothing out irregular or noisy data. To address this challenge, we present a novel encoder-decoder architecture called "Tripletformer" for probabilistic interpolation of irregularly sampled time series with missing values. This attention-based model operates on sets of observations, where each element is composed of a triple of time, channel, and value. The encoder and decoder of the Tripletformer are designed with attention layers and fully connected layers, enabling the model to effectively process the presented set elements. We evaluate the Tripletformer against a range of baselines on multiple real-world and synthetic datasets and show that it produces more accurate and certain interpolations. Results indicate an improvement in negative loglikelihood error by up to 32% on real-world datasets and 85% on synthetic datasets when using the Tripletformer compared to the next best model.