pwc-archive/papers-with-abstracts huggingface dataset:
Gradient Knowledge Distillation for Pre-trained Language Models
Authors: Lean Wang, Lei LI, Xu sun
Date: 2022-11-02 00:00:00
Tasks: Knowledge Distillation

Knowledge distillation (KD) is an effective framework to transfer knowledge from a large-scale teacher to a compact yet well-performing student. Previous KD practices for pre-trained language models mainly transfer knowledge by aligning instance-wise outputs between the teacher and student, while neglecting an important knowledge source, i.e., the gradient of the teacher. The gradient characterizes how the teacher responds to changes in inputs, which we assume is beneficial for the student to better approximate the underlying mapping function of the teacher. Therefore, we propose Gradient Knowledge Distillation (GKD) to incorporate the gradient alignment objective into the distillation process. Experimental results show that GKD outperforms previous KD methods regarding student performance. Further analysis shows that incorporating gradient knowledge makes the student behave more consistently with the teacher, improving the interpretability greatly.
On Correlation Detection and Alignment Recovery of Gaussian Databases
Authors: Ran Tamir
Date: 2022-11-02 00:00:00

In this work, we propose an efficient two-stage algorithm solving a joint problem of correlation detection and partial alignment recovery between two Gaussian databases. Correlation detection is a hypothesis testing problem; under the null hypothesis, the databases are independent, and under the alternate hypothesis, they are correlated, under an unknown row permutation. We develop bounds on the type-I and type-II error probabilities, and show that the analyzed detector performs better than a recently proposed detector, at least for some specific parameter choices. Since the proposed detector relies on a statistic, which is a sum of dependent indicator random variables, then in order to bound the type-I probability of error, we develop a novel graph-theoretic technique for bounding the $k$-th order moments of such statistics. When the databases are accepted as correlated, the algorithm also recovers some partial alignment between the given databases. We also propose two more algorithms: (i) One more algorithm for partial alignment recovery, whose reliability and computational complexity are both higher than those of the first proposed algorithm. (ii) An algorithm for full alignment recovery, which has a reduced amount of calculations and a not much lower error probability, when compared to the optimal recovery procedure.
Fantasizing with Dual GPs in Bayesian Optimization and Active Learning
Authors: Paul E. Chang, Prakhar Verma, ST John, Victor Picheny, Henry Moss, Arno Solin
Date: 2022-11-02 00:00:00
Tasks: Active Learning, Bayesian Optimization, Gaussian Processes

Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning. Their drawbacks are poor scaling with data and the need to run an optimization loop when using a non-Gaussian likelihood. In this paper, we focus on `fantasizing' batch acquisition functions that need the ability to condition on new fantasized data computationally efficiently. By using a sparse Dual GP parameterization, we gain linear scaling with batch size as well as one-step updates for non-Gaussian likelihoods, thus extending sparse models to greedy batch fantasizing acquisition functions.
Offline RL With Realistic Datasets: Heteroskedasticity and Support Constraints
Authors: Anikait Singh, Aviral Kumar, Quan Vuong, Yevgen Chebotar, Sergey Levine
Date: 2022-11-02 00:00:00
Tasks: Atari Games, Offline RL, Q-Learning, Reinforcement Learning (RL)

Offline reinforcement learning (RL) learns policies entirely from static datasets, thereby avoiding the challenges associated with online data collection. Practical applications of offline RL will inevitably require learning from datasets where the variability of demonstrated behaviors changes non-uniformly across the state space. For example, at a red light, nearly all human drivers behave similarly by stopping, but when merging onto a highway, some drivers merge quickly, efficiently, and safely, while many hesitate or merge dangerously. Both theoretically and empirically, we show that typical offline RL methods, which are based on distribution constraints fail to learn from data with such non-uniform variability, due to the requirement to stay close to the behavior policy to the same extent across the state space. Ideally, the learned policy should be free to choose per state how closely to follow the behavior policy to maximize long-term return, as long as the learned policy stays within the support of the behavior policy. To instantiate this principle, we reweight the data distribution in conservative Q-learning (CQL) to obtain an approximate support constraint formulation. The reweighted distribution is a mixture of the current policy and an additional policy trained to mine poor actions that are likely under the behavior policy. Our method, CQL (ReDS), is simple, theoretically motivated, and improves performance across a wide range of offline RL problems in Atari games, navigation, and pixel-based manipulation.
Verifying And Interpreting Neural Networks using Finite Automata
Authors: Marco Sälzer, Eric Alsmann, Florian Bruse, Martin Lange
Date: 2022-11-02 00:00:00
Tasks: Adversarial Robustness

Verifying properties and interpreting the behaviour of deep neural networks (DNN) is an important task given their ubiquitous use in applications, including safety-critical ones, and their black-box nature. We propose an automata-theoric approach to tackling problems arising in DNN analysis. We show that the input-output behaviour of a DNN can be captured precisely by a (special) weak B\"uchi automaton and we show how these can be used to address common verification and interpretation tasks of DNN like adversarial robustness or minimum sufficient reasons.
Data-driven modeling of Landau damping by physics-informed neural networks
Authors: Yilan Qin, Jiayu Ma, Mingle Jiang, Chuanfei Dong, Haiyang Fu, Liang Wang, Wenjie Cheng, YaQiu Jin
Date: 2022-11-02 00:00:00

Kinetic approaches are generally accurate in dealing with microscale plasma physics problems but are computationally expensive for large-scale or multiscale systems. One of the long-standing problems in plasma physics is the integration of kinetic physics into fluid models, which is often achieved through sophisticated analytical closure terms. In this paper, we successfully construct a multi-moment fluid model with an implicit fluid closure included in the neural network using machine learning. The multi-moment fluid model is trained with a small fraction of sparsely sampled data from kinetic simulations of Landau damping, using the physics-informed neural network (PINN) and the gradient-enhanced physics-informed neural network (gPINN). The multi-moment fluid model constructed using either PINN or gPINN reproduces the time evolution of the electric field energy, including its damping rate, and the plasma dynamics from the kinetic simulations. In addition, we introduce a variant of the gPINN architecture, namely, gPINN$p$ to capture the Landau damping process. Instead of including the gradients of all the equation residuals, gPINN$p$ only adds the gradient of the pressure equation residual as one additional constraint. Among the three approaches, the gPINN$p$-constructed multi-moment fluid model offers the most accurate results. This work sheds light on the accurate and efficient modeling of large-scale systems, which can be extended to complex multiscale laboratory, space, and astrophysical plasma physics problems.
Spatial-temporal recurrent reinforcement learning for autonomous ships
Authors: Martin Waltz, Ostap Okhrin
Date: 2022-11-02 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

This paper proposes a spatial-temporal recurrent neural network architecture for deep $Q$-networks that can be used to steer an autonomous ship. The network design makes it possible to handle an arbitrary number of surrounding target ships while offering robustness to partial observability. Furthermore, a state-of-the-art collision risk metric is proposed to enable an easier assessment of different situations by the agent. The COLREG rules of maritime traffic are explicitly considered in the design of the reward function. The final policy is validated on a custom set of newly created single-ship encounters called `Around the Clock' problems and the commonly used Imazu (1987) problems, which include 18 multi-ship scenarios. Performance comparisons with artificial potential field and velocity obstacle methods demonstrate the potential of the proposed approach for maritime path planning. Furthermore, the new architecture exhibits robustness when it is deployed in multi-agent scenarios and it is compatible with other deep reinforcement learning algorithms, including actor-critic frameworks.
Thunderstorm nowcasting with deep learning: a multi-hazard data fusion model
Authors: Jussi Leinonen, Ulrich Hamann, Ioannis V. Sideris, Urs Germann
Date: 2022-11-02 00:00:00
Tasks: Management

Predictions of thunderstorm-related hazards are needed in several sectors, including first responders, infrastructure management and aviation. To address this need, we present a deep learning model that can be adapted to different hazard types. The model can utilize multiple data sources; we use data from weather radar, lightning detection, satellite visible/infrared imagery, numerical weather prediction and digital elevation models. We demonstrate the ability of the model to predict lightning, hail and heavy precipitation probabilistically on a 1 km resolution grid, with a temporal resolution of 5 min and lead times up to 60 min. Shapley values quantify the importance of the different data sources, showing that the weather radar products are the most important predictors for all three hazard types.
A weighted-variance variational autoencoder model for speech enhancement
Authors: Ali Golmakani, Mostafa Sadeghi, Xavier Alameda-Pineda, Romain Serizel
Date: 2022-11-02 00:00:00
Tasks: Speech Enhancement

We address speech enhancement based on variational autoencoders, which involves learning a speech prior distribution in the time-frequency (TF) domain. A zero-mean complex-valued Gaussian distribution is usually assumed for the generative model, where the speech information is encoded in the variance as a function of a latent variable. In contrast to this commonly used approach, we propose a weighted variance generative model, where the contribution of each spectrogram time-frame in parameter learning is weighted. We impose a Gamma prior distribution on the weights, which would effectively lead to a Student's t-distribution instead of Gaussian for speech generative modeling. We develop efficient training and speech enhancement algorithms based on the proposed generative model. Our experimental results on spectrogram auto-encoding and speech enhancement demonstrate the effectiveness and robustness of the proposed approach compared to the standard unweighted variance model.
Balancing Utility and Fairness in Submodular Maximization (Technical Report)
Authors: Yanhao Wang, Yuchen Li, Francesco Bonchi, Ying Wang
Date: 2022-11-02 00:00:00
Tasks: Combinatorial Optimization, Data Summarization, Fairness

Submodular function maximization is a fundamental combinatorial optimization problem with plenty of applications -- including data summarization, influence maximization, and recommendation. In many of these problems, the goal is to find a solution that maximizes the average utility over all users, for each of whom the utility is defined by a monotone submodular function. However, when the population of users is composed of several demographic groups, another critical problem is whether the utility is fairly distributed across different groups. Although the \emph{utility} and \emph{fairness} objectives are both desirable, they might contradict each other, and, to the best of our knowledge, little attention has been paid to optimizing them jointly. To fill this gap, we propose a new problem called \emph{Bicriteria Submodular Maximization} (BSM) to balance utility and fairness. Specifically, it requires finding a fixed-size solution to maximize the utility function, subject to the value of the fairness function not being below a threshold. Since BSM is inapproximable within any constant factor, we focus on designing efficient instance-dependent approximation schemes. Our algorithmic proposal comprises two methods, with different approximation factors, obtained by converting a BSM instance into other submodular optimization problem instances. Using real-world and synthetic datasets, we showcase applications of our proposed methods in three submodular maximization problems: maximum coverage, influence maximization, and facility location.
Large deviations rates for stochastic gradient descent with strongly convex functions
Authors: Dragana Bajovic, Dusan Jakovetic, Soummya Kar
Date: 2022-11-02 00:00:00
Tasks: Informativeness

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal framework for the study of general high probability bounds with SGD, based on the theory of large deviations. The framework allows for a generic (not-necessarily bounded) gradient noise satisfying mild technical assumptions, allowing for the dependence of the noise distribution on the current iterate. Under the preceding assumptions, we find an upper large deviations bound for SGD with strongly convex functions. The corresponding rate function captures analytical dependence on the noise distribution and other problem parameters. This is in contrast with conventional mean-square error analysis that captures only the noise dependence through the variance and does not capture the effect of higher order moments nor interplay between the noise geometry and the shape of the cost function. We also derive exact large deviation rates for the case when the objective function is quadratic and show that the obtained function matches the one from the general upper bound hence showing the tightness of the general upper bound. Numerical examples illustrate and corroborate theoretical findings.
Inflexible Multi-Asset Hedging of incomplete market
Authors: Ruochen Xiao, Qiaochu Feng, Ruxin Deng
Date: 2022-11-02 00:00:00

Models trained under assumptions in the complete market usually don't take effect in the incomplete market. This paper solves the hedging problem in incomplete market with three sources of incompleteness: risk factor, illiquidity, and discrete transaction dates. A new jump-diffusion model is proposed to describe stochastic asset prices. Three neutral networks, including RNN, LSTM, Mogrifier-LSTM are used to attain hedging strategies with MSE Loss and Huber Loss implemented and compared.As a result, Mogrifier-LSTM is the fastest model with the best results under MSE and Huber Loss.
Linear Embedding-based High-dimensional Batch Bayesian Optimization without Reconstruction Mappings
Authors: Shuhei A. Horiguchi, Tomoharu Iwata, Taku Tsuzuki, Yosuke Ozawa
Date: 2022-11-02 00:00:00
Tasks: Bayesian Optimization, Vocal Bursts Intensity Prediction

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into optimization in a low-dimensional space. They exploit the low-dimensional structure and reduce the computational burden. However, we reveal that this approach could be limited or inefficient in exploring the high-dimensional space mainly due to the biased reconstruction of the high-dimensional queries from the low-dimensional queries. In this paper, we investigate a simple alternative approach: tackling the problem in the original high-dimensional space using the information from the learned low-dimensional structure. We provide a theoretical analysis of the exploration ability. Furthermore, we show that our method is applicable to batch optimization problems with thousands of dimensions without any computational difficulty. We demonstrate the effectiveness of our method on high-dimensional benchmarks and a real-world function.
Model-based Reinforcement Learning with a Hamiltonian Canonical ODE Network
Authors: Yao Feng, Yuhong Jiang, Hang Su, Dong Yan, Jun Zhu
Date: 2022-11-02 00:00:00
Tasks: Model-based Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Model-based reinforcement learning usually suffers from a high sample complexity in training the world model, especially for the environments with complex dynamics. To make the training for general physical environments more efficient, we introduce Hamiltonian canonical ordinary differential equations into the learning process, which inspires a novel model of neural ordinary differential auto-encoder (NODA). NODA can model the physical world by nature and is flexible to impose Hamiltonian mechanics (e.g., the dimension of the physical equations) which can further accelerate training of the environment models. It can consequentially empower an RL agent with the robust extrapolation using a small amount of samples as well as the guarantee on the physical plausibility. Theoretically, we prove that NODA has uniform bounds for multi-step transition errors and value errors under certain conditions. Extensive experiments show that NODA can learn the environment dynamics effectively with a high sample efficiency, making it possible to facilitate reinforcement learning agents at the early stage.
A Data-driven Case-based Reasoning in Bankruptcy Prediction
Authors: Wei Li, Wolfgang Karl Härdle, Stefan Lessmann
Date: 2022-11-02 00:00:00
Tasks: Decision Making, Prediction

There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practical implementation. This study proposes a data-driven explainable case-based reasoning (CBR) system for bankruptcy prediction. Empirical results from a comparative study show that the proposed approach performs superior to existing, alternative CBR systems and is competitive with state-of-the-art machine learning models. We also demonstrate that the asymmetrical feature similarity comparison mechanism in the proposed CBR system can effectively capture the asymmetrically distributed nature of financial attributes, such as a few companies controlling more cash than the majority, hence improving both the accuracy and explainability of predictions. In addition, we delicately examine the explainability of the CBR system in the decision-making process of bankruptcy prediction. While much research suggests a trade-off between improving prediction accuracy and explainability, our findings show a prospective research avenue in which an explainable model that thoroughly incorporates data attributes by design can reconcile the dilemma.
SIMD-size aware weight regularization for fast neural vocoding on CPU
Authors: Hiroki Kanagawa, Yusuke Ijima
Date: 2022-11-02 00:00:00
Tasks: CPU

This paper proposes weight regularization for a faster neural vocoder. Pruning time-consuming DNN modules is a promising way to realize a real-time vocoder on a CPU (e.g. WaveRNN, LPCNet). Regularization that encourages sparsity is also effective in avoiding the quality degradation created by pruning. However, the orders of weight matrices must be contiguous in SIMD size for fast vocoding. To ensure this order, we propose explicit SIMD size aware regularization. Our proposed method reshapes a weight matrix into a tensor so that the weights are aligned by group size in advance, and then computes the group Lasso-like regularization loss. Experiments on 70% sparse subband WaveRNN show that pruning in conventional Lasso and column-wise group Lasso degrades the synthetic speech's naturalness. The vocoder with proposed regularization 1) achieves comparable naturalness to that without pruning and 2) performs meaningfully faster than other conventional vocoders using regularization.
Accelerating Parallel Stochastic Gradient Descent via Non-blocking Mini-batches
Authors: Haoze He, Parijat Dube
Date: 2022-11-02 00:00:00
Tasks: Blocking, Computational Efficiency

SOTA decentralized SGD algorithms can overcome the bandwidth bottleneck at the parameter server by using communication collectives like Ring All-Reduce for synchronization. While the parameter updates in distributed SGD may happen asynchronously there is still a synchronization barrier to make sure that the local training epoch at every learner is complete before the learners can advance to the next epoch. The delays in waiting for the slowest learners(stragglers) remain to be a problem in the synchronization steps of these state-of-the-art decentralized frameworks. In this paper, we propose the (de)centralized Non-blocking SGD (Non-blocking SGD) which can address the straggler problem in a heterogeneous environment. The main idea of Non-blocking SGD is to split the original batch into mini-batches, then accumulate the gradients and update the model based on finished mini-batches. The Non-blocking idea can be implemented using decentralized algorithms including Ring All-reduce, D-PSGD, and MATCHA to solve the straggler problem. Moreover, using gradient accumulation to update the model also guarantees convergence and avoids gradient staleness. Run-time analysis with random straggler delays and computational efficiency/throughput of devices is also presented to show the advantage of Non-blocking SGD. Experiments on a suite of datasets and deep learning networks validate the theoretical analyses and demonstrate that Non-blocking SGD speeds up the training and fastens the convergence. Compared with the state-of-the-art decentralized asynchronous algorithms like D-PSGD and MACHA, Non-blocking SGD takes up to 2x fewer time to reach the same training loss in a heterogeneous environment.
Certified Robustness of Quantum Classifiers against Adversarial Examples through Quantum Noise
Authors: Jhih-Cing Huang, Yu-Lin Tsai, Chao-Han Huck Yang, Cheng-Fang Su, Chia-Mu Yu, Pin-Yu Chen, Sy-Yen Kuo
Date: 2022-11-02 00:00:00

Recently, quantum classifiers have been found to be vulnerable to adversarial attacks, in which quantum classifiers are deceived by imperceptible noises, leading to misclassification. In this paper, we propose the first theoretical study demonstrating that adding quantum random rotation noise can improve robustness in quantum classifiers against adversarial attacks. We link the definition of differential privacy and show that the quantum classifier trained with the natural presence of additive noise is differentially private. Finally, we derive a certified robustness bound to enable quantum classifiers to defend against adversarial examples, supported by experimental results simulated with noises from IBM's 7-qubits device.