pwc-archive/papers-with-abstracts huggingface dataset:
Adaptive Parameter Selection for Kernel Ridge Regression
Authors: Shao-Bo Lin
Date: 2023-12-10 00:00:00
Tasks: Learning Theory, regression

This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR estimates. Based on this observation, we develop an early-stopping type parameter selection strategy for KRR according to the so-called Lepskii-type principle. Theoretical verifications are presented in the framework of learning theory to show that KRR equipped with the proposed parameter selection strategy succeeds in achieving optimal learning rates and adapts to different norms, providing a new record of parameter selection for kernel methods.
Skew-Probabilistic Neural Networks for Learning from Imbalanced Data
Authors: Shraddha M. Naik, Tanujit Chakraborty, Madhurima Panja, Abdenour Hadid, Bibhas Chakraborty
Date: 2023-12-10 00:00:00

Real-world datasets often exhibit imbalanced data distribution, where certain class levels are severely underrepresented. In such cases, traditional pattern classifiers have shown a bias towards the majority class, impeding accurate predictions for the minority class. This paper introduces an imbalanced data-oriented classifier using probabilistic neural networks (PNN) with a skew-normal kernel function to address this major challenge. PNN is known for providing probabilistic outputs, enabling quantification of prediction confidence, interpretability, and the ability to handle limited data. By leveraging the skew-normal distribution, which offers increased flexibility, particularly for imbalanced and non-symmetric data, our proposed Skew-Probabilistic Neural Networks (SkewPNN) can better represent underlying class densities. Hyperparameter fine-tuning is imperative to optimize the performance of the proposed approach on imbalanced datasets. To this end, we employ a population-based heuristic algorithm, the Bat optimization algorithm, to explore the hyperparameter space effectively. We also prove the statistical consistency of the density estimates, suggesting that the true distribution will be approached smoothly as the sample size increases. Theoretical analysis of the computational complexity of the proposed SkewPNN and BA-SkewPNN is also provided. Numerical simulations have been conducted on different synthetic datasets, comparing various benchmark-imbalanced learners. Real-data analysis on several datasets shows that SkewPNN and BA-SkewPNN substantially outperform most state-of-the-art machine-learning methods for both balanced and imbalanced datasets (binary and multi-class categories) in most experimental settings.
Composite Survival Analysis: Learning with Auxiliary Aggregated Baselines and Survival Scores
Authors: Chris Solomou
Date: 2023-12-10 00:00:00
Tasks: Hyperparameter Optimization, Survival Analysis

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of SA models by decoupling their full expression into (1) an aggregated baseline hazard, which captures the overall behavior of a given population, and (2) independently distributed survival scores, which model idiosyncratic probabilistic dynamics of its given members, in a fully parametric setting. The proposed inference method is shown to dynamically handle right-censored observation horizons, and to achieve competitive performance when compared to other state-of-the-art methods in a variety of real-world datasets, including computationally inefficient Deep Learning-based SA methods and models that require MCMC for inference. Nevertheless, our method achieves robust results from the outset, while not being subjected to fine-tuning or hyperparameter optimization.
Topological Data Analysis for Neural Network Analysis: A Comprehensive Survey
Authors: Rubén Ballester, Carles Casacuberta, Sergio Escalera
Date: 2023-12-10 00:00:00
Tasks: Articles, Model Selection, Survey, Topological Data Analysis

This survey provides a comprehensive exploration of applications of Topological Data Analysis (TDA) within neural network analysis. Using TDA tools such as persistent homology and Mapper, we delve into the intricate structures and behaviors of neural networks and their datasets. We discuss different strategies to obtain topological information from data and neural networks by means of TDA. Additionally, we review how topological information can be leveraged to analyze properties of neural networks, such as their generalization capacity or expressivity. We explore practical implications of deep learning, specifically focusing on areas like adversarial detection and model selection. Our survey organizes the examined works into four broad domains: 1. Characterization of neural network architectures; 2. Analysis of decision regions and boundaries; 3. Study of internal representations, activations, and parameters; 4. Exploration of training dynamics and loss functions. Within each category, we discuss several articles, offering background information to aid in understanding the various methodologies. We conclude with a synthesis of key insights gained from our study, accompanied by a discussion of challenges and potential advancements in the field.
Physics-Aware Multifidelity Bayesian Optimization: a Generalized Formulation
Authors: Francesco Di Fiore, Laura Mainini
Date: 2023-12-10 00:00:00
Tasks: Bayesian Optimization, Management

The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly high-fidelity responses for a sub-selection of queries only, and use fast lower-fidelity models to accelerate the optimization process. State-of-the-art methods rely on a purely data-driven search and do not include explicit information about the physical context. This paper acknowledges that prior knowledge about the physical domains of engineering problems can be leveraged to accelerate these data-driven searches, and proposes a generalized formulation for MFBO to embed a form of domain awareness during the optimization procedure. In particular, we formalize a bias as a multifidelity acquisition function that captures the physical structure of the domain. This permits to partially alleviate the data-driven search from learning the domain properties on-the-fly, and sensitively enhances the management of multiple sources of information. The method allows to efficiently include high-fidelity simulations to guide the optimization search while containing the overall computational expense. Our physics-aware multifidelity Bayesian optimization is presented and illustrated for two classes of optimization problems frequently met in science and engineering, namely design optimization and health monitoring problems.
Sparse Multitask Learning for Efficient Neural Representation of Motor Imagery and Execution
Authors: Hye-Bin Shin, Kang Yin, Seong-Whan Lee
Date: 2023-12-10 00:00:00
Tasks: Efficient Neural Network, intent-classification, Intent Classification, Motor Imagery

In the quest for efficient neural network models for neural data interpretation and user intent classification in brain-computer interfaces (BCIs), learning meaningful sparse representations of the underlying neural subspaces is crucial. The present study introduces a sparse multitask learning framework for motor imagery (MI) and motor execution (ME) tasks, inspired by the natural partitioning of associated neural subspaces observed in the human brain. Given a dual-task CNN model for MI-ME classification, we apply a saliency-based sparsification approach to prune superfluous connections and reinforce those that show high importance in both tasks. Through our approach, we seek to elucidate the distinct and common neural ensembles associated with each task, employing principled sparsification techniques to eliminate redundant connections and boost the fidelity of neural signal decoding. Our results indicate that this tailored sparsity can mitigate the overfitting problem and improve the test performance with small amount of data, suggesting a viable path forward for computationally efficient and robust BCI systems.
Detecting Toxic Flow
Authors: Álvaro Cartea, Gerardo Duran-Martin, Leandro Sánchez-Betancourt
Date: 2023-12-10 00:00:00

This paper develops a framework to predict toxic trades that a broker receives from her clients. Toxic trades are predicted with a novel online Bayesian method which we call the projection-based unification of last-layer and subspace estimation (PULSE). PULSE is a fast and statistically-efficient online procedure to train a Bayesian neural network sequentially. We employ a proprietary dataset of foreign exchange transactions to test our methodology. PULSE outperforms standard machine learning and statistical methods when predicting if a trade will be toxic; the benchmark methods are logistic regression, random forests, and a recursively-updated maximum-likelihood estimator. We devise a strategy for the broker who uses toxicity predictions to internalise or to externalise each trade received from her clients. Our methodology can be implemented in real-time because it takes less than one millisecond to update parameters and make a prediction. Compared with the benchmarks, PULSE attains the highest PnL and the largest avoided loss for the horizons we consider.
ICTSurF: Implicit Continuous-Time Survival Functions with Neural Networks
Authors: Chanon Puttanawarut, Panu Looareesuwan, Romen Samuel Wabina, Prut Saowaprut
Date: 2023-12-10 00:00:00
Tasks: Survival Analysis

Survival analysis is a widely known method for predicting the likelihood of an event over time. The challenge of dealing with censored samples still remains. Traditional methods, such as the Cox Proportional Hazards (CPH) model, hinge on the limitations due to the strong assumptions of proportional hazards and the predetermined relationships between covariates. The rise of models based on deep neural networks (DNNs) has demonstrated enhanced effectiveness in survival analysis. This research introduces the Implicit Continuous-Time Survival Function (ICTSurF), built on a continuous-time survival model, and constructs survival distribution through implicit representation. As a result, our method is capable of accepting inputs in continuous-time space and producing survival probabilities in continuous-time space, independent of neural network architecture. Comparative assessments with existing methods underscore the high competitiveness of our proposed approach. Our implementation of ICTSurF is available at https://github.com/44REAM/ICTSurF.
Spectral Statistics of the Sample Covariance Matrix for High Dimensional Linear Gaussians
Authors: Muhammad Abdullah Naeem, Miroslav Pajic
Date: 2023-12-10 00:00:00

Performance of ordinary least squares(OLS) method for the \emph{estimation of high dimensional stable state transition matrix} $A$(i.e., spectral radius $\rho(A)<1$) from a single noisy observed trajectory of the linear time invariant(LTI)\footnote{Linear Gaussian (LG) in Markov chain literature} system $X_{-}:(x_0,x_1, \ldots,x_{N-1})$ satisfying \begin{equation} x_{t+1}=Ax_{t}+w_{t}, \hspace{10pt} \text{ where } w_{t} \thicksim N(0,I_{n}), \end{equation} heavily rely on negative moments of the sample covariance matrix: $(X_{-}X_{-}^{*})=\sum_{i=0}^{N-1}x_{i}x_{i}^{*}$ and singular values of $EX_{-}^{*}$, where $E$ is a rectangular Gaussian ensemble $E=[w_0, \ldots, w_{N-1}]$. Negative moments requires sharp estimates on all the eigenvalues $\lambda_{1}\big(X_{-}X_{-}^{*}\big) \geq \ldots \geq \lambda_{n}\big(X_{-}X_{-}^{*}\big) \geq 0$. Leveraging upon recent results on spectral theorem for non-Hermitian operators in \cite{naeem2023spectral}, along with concentration of measure phenomenon and perturbation theory(Gershgorins' and Cauchys' interlacing theorem) we show that only when $A=A^{*}$, typical order of $\lambda_{j}\big(X_{-}X_{-}^{*}\big) \in \big[N-n\sqrt{N}, N+n\sqrt{N}\big]$ for all $j \in [n]$. However, in \emph{high dimensions} when $A$ has only one distinct eigenvalue $\lambda$ with geometric multiplicity of one, then as soon as eigenvalue leaves \emph{complex half unit disc}, largest eigenvalue suffers from curse of dimensionality: $\lambda_{1}\big(X_{-}X_{-}^{*}\big)=\Omega\big( \lfloor\frac{N}{n}\rfloor e^{\alpha_{\lambda}n} \big)$, while smallest eigenvalue $\lambda_{n}\big(X_{-}X_{-}^{*}\big) \in (0, N+\sqrt{N}]$. Consequently, OLS estimator incurs a \emph{phase transition} and becomes \emph{transient: increasing iteration only worsens estimation error}, all of this happening when the dynamics are generated from stable systems.
Statistical Spatially Inhomogeneous Diffusion Inference
Authors: Yinuo Ren, Yiping Lu, Lexing Ying, Grant M. Rotskoff
Date: 2023-12-10 00:00:00
Tasks: Generalization Bounds

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments. Assuming that the underlying dynamical process obeys a $d$-dimensional stochastic differential equation of the form $$\mathrm{d}\boldsymbol{x}_t=\boldsymbol{b}(\boldsymbol{x}_t)\mathrm{d} t+\Sigma(\boldsymbol{x}_t)\mathrm{d}\boldsymbol{w}_t,$$ we propose neural network-based estimators of both the drift $\boldsymbol{b}$ and the spatially-inhomogeneous diffusion tensor $D = \Sigma\Sigma^{T}$ and provide statistical convergence guarantees when $\boldsymbol{b}$ and $D$ are $s$-H\"older continuous. Notably, our bound aligns with the minimax optimal rate $N^{-\frac{2s}{2s+d}}$ for nonparametric function estimation even in the presence of correlation within observational data, which necessitates careful handling when establishing fast-rate generalization bounds. Our theoretical results are bolstered by numerical experiments demonstrating accurate inference of spatially-inhomogeneous diffusion tensors.
Efficient Sparse-Reward Goal-Conditioned Reinforcement Learning with a High Replay Ratio and Regularization
Authors: Takuya Hiraoka
Date: 2023-12-10 00:00:00
Tasks: Q-Learning, Reinforcement Learning (RL)

Reinforcement learning (RL) methods with a high replay ratio (RR) and regularization have gained interest due to their superior sample efficiency. However, these methods have mainly been developed for dense-reward tasks. In this paper, we aim to extend these RL methods to sparse-reward goal-conditioned tasks. We use Randomized Ensemble Double Q-learning (REDQ) (Chen et al., 2021), an RL method with a high RR and regularization. To apply REDQ to sparse-reward goal-conditioned tasks, we make the following modifications to it: (i) using hindsight experience replay and (ii) bounding target Q-values. We evaluate REDQ with these modifications on 12 sparse-reward goal-conditioned tasks of Robotics (Plappert et al., 2018), and show that it achieves about $2 \times$ better sample efficiency than previous state-of-the-art (SoTA) RL methods. Furthermore, we reconsider the necessity of specific components of REDQ and simplify it by removing unnecessary ones. The simplified REDQ with our modifications achieves $\sim 8 \times$ better sample efficiency than the SoTA methods in 4 Fetch tasks of Robotics.
DCIR: Dynamic Consistency Intrinsic Reward for Multi-Agent Reinforcement Learning
Authors: Kunyang Lin, Yufeng Wang, Peihao Chen, Runhao Zeng, Siyuan Zhou, Mingkui Tan, Chuang Gan
Date: 2023-12-10 00:00:00
Tasks: Multi-agent Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Starcraft, Starcraft II

Learning optimal behavior policy for each agent in multi-agent systems is an essential yet difficult problem. Despite fruitful progress in multi-agent reinforcement learning, the challenge of addressing the dynamics of whether two agents should exhibit consistent behaviors is still under-explored. In this paper, we propose a new approach that enables agents to learn whether their behaviors should be consistent with that of other agents by utilizing intrinsic rewards to learn the optimal policy for each agent. We begin by defining behavior consistency as the divergence in output actions between two agents when provided with the same observation. Subsequently, we introduce dynamic consistency intrinsic reward (DCIR) to stimulate agents to be aware of others' behaviors and determine whether to be consistent with them. Lastly, we devise a dynamic scale network (DSN) that provides learnable scale factors for the agent at every time step to dynamically ascertain whether to award consistent behavior and the magnitude of rewards. We evaluate DCIR in multiple environments including Multi-agent Particle, Google Research Football and StarCraft II Micromanagement, demonstrating its efficacy.
Hacking Task Confounder in Meta-Learning
Authors: Jingyao Wang, Yi Ren, Zeen Song, Jianqi Zhang, Changwen Zheng, Wenwen Qiang
Date: 2023-12-10 00:00:00
Tasks: Meta-Learning, Transfer Learning

Meta-learning enables rapid generalization to new tasks by learning knowledge from various tasks. It is intuitively assumed that as the training progresses, a model will acquire richer knowledge, leading to better generalization performance. However, our experiments reveal an unexpected result: there is negative knowledge transfer between tasks, affecting generalization performance. To explain this phenomenon, we conduct Structural Causal Models (SCMs) for causal analysis. Our investigation uncovers the presence of spurious correlations between task-specific causal factors and labels in meta-learning. Furthermore, the confounding factors differ across different batches. We refer to these confounding factors as "Task Confounders". Based on these findings, we propose a plug-and-play Meta-learning Causal Representation Learner (MetaCRL) to eliminate task confounders. It encodes decoupled generating factors from multiple tasks and utilizes an invariant-based bi-level optimization mechanism to ensure their causality for meta-learning. Extensive experiments on various benchmark datasets demonstrate that our work achieves state-of-the-art (SOTA) performance.
CLeaRForecast: Contrastive Learning of High-Purity Representations for Time Series Forecasting
Authors: Jiaxin Gao, Yuxiao Hu, Qinglong Cao, Siqi Dai, Yuntian Chen
Date: 2023-12-10 00:00:00
Tasks: Contrastive Learning, Representation Learning, Time Series, Time Series Forecasting

Time series forecasting (TSF) holds significant importance in modern society, spanning numerous domains. Previous representation learning-based TSF algorithms typically embrace a contrastive learning paradigm featuring segregated trend-periodicity representations. Yet, these methodologies disregard the inherent high-impact noise embedded within time series data, resulting in representation inaccuracies and seriously demoting the forecasting performance. To address this issue, we propose CLeaRForecast, a novel contrastive learning framework to learn high-purity time series representations with proposed sample, feature, and architecture purifying methods. More specifically, to avoid more noise adding caused by the transformations of original samples (series), transformations are respectively applied for trendy and periodic parts to provide better positive samples with obviously less noise. Moreover, we introduce a channel independent training manner to mitigate noise originating from unrelated variables in the multivariate series. By employing a streamlined deep-learning backbone and a comprehensive global contrastive loss function, we prevent noise introduction due to redundant or uneven learning of periodicity and trend. Experimental results show the superior performance of CLeaRForecast in various downstream TSF tasks.
ASWT-SGNN: Adaptive Spectral Wavelet Transform-based Self-Supervised Graph Neural Network
Authors: Ruyue Liu, Rong Yin, Yong liu, Weiping Wang
Date: 2023-12-10 00:00:00
Tasks: Graph Neural Network, Node Classification

Graph Comparative Learning (GCL) is a self-supervised method that combines the advantages of Graph Convolutional Networks (GCNs) and comparative learning, making it promising for learning node representations. However, the GCN encoders used in these methods rely on the Fourier transform to learn fixed graph representations, which is inherently limited by the uncertainty principle involving spatial and spectral localization trade-offs. To overcome the inflexibility of existing methods and the computationally expensive eigen-decomposition and dense matrix multiplication, this paper proposes an Adaptive Spectral Wavelet Transform-based Self-Supervised Graph Neural Network (ASWT-SGNN). The proposed method employs spectral adaptive polynomials to approximate the filter function and optimize the wavelet using contrast loss. This design enables the creation of local filters in both spectral and spatial domains, allowing flexible aggregation of neighborhood information at various scales and facilitating controlled transformation between local and global information. Compared to existing methods, the proposed approach reduces computational complexity and addresses the limitation of graph convolutional neural networks, which are constrained by graph size and lack flexible control over the neighborhood aspect. Extensive experiments on eight benchmark datasets demonstrate that ASWT-SGNN accurately approximates the filter function in high-density spectral regions, avoiding costly eigen-decomposition. Furthermore, ASWT-SGNN achieves comparable performance to state-of-the-art models in node classification tasks.
Micro-Macro Consistency in Multiscale Modeling: Score-Based Model Assisted Sampling of Fast/Slow Dynamical Systems
Authors: Ellis R. Crabtree, Juan M. Bello-Rivas, Ioannis G. Kevrekidis
Date: 2023-12-10 00:00:00
Tasks: Computational chemistry

A valuable step in the modeling of multiscale dynamical systems in fields such as computational chemistry, biology, materials science and more, is the representative sampling of the phase space over long timescales of interest; this task is not, however, without challenges. For example, the long term behavior of a system with many degrees of freedom often cannot be efficiently computationally explored by direct dynamical simulation; such systems can often become trapped in local free energy minima. In the study of physics-based multi-time-scale dynamical systems, techniques have been developed for enhancing sampling in order to accelerate exploration beyond free energy barriers. On the other hand, in the field of Machine Learning, a generic goal of generative models is to sample from a target density, after training on empirical samples from this density. Score based generative models (SGMs) have demonstrated state-of-the-art capabilities in generating plausible data from target training distributions. Conditional implementations of such generative models have been shown to exhibit significant parallels with long-established -- and physics based -- solutions to enhanced sampling. These physics-based methods can then be enhanced through coupling with the ML generative models, complementing the strengths and mitigating the weaknesses of each technique. In this work, we show that that SGMs can be used in such a coupling framework to improve sampling in multiscale dynamical systems.