pwc-archive/papers-with-abstracts huggingface dataset:
PhysioZoo: The Open Digital Physiological Biomarkers Resource
Authors: Joachim A. Behar, Jeremy Levy, Eran Zvuloni, Sheina Gendelman, Aviv Rosenberg, Shany Biton, Raphael Derman, Jonathan A. Sobel, Alexandra Alexandrovich, Peter Charlton, Márton Á Goda
Date: 2023-09-07 00:00:00
Tasks: Data Visualization, Heart Rate Variability, Photoplethysmography (PPG), Time Series, Time Series Analysis

PhysioZoo is a collaborative platform designed for the analysis of continuous physiological time series. The platform currently comprises four modules, each consisting of a library, a user interface, and a set of tutorials: (1) PhysioZoo HRV, dedicated to studying heart rate variability (HRV) in humans and other mammals; (2) PhysioZoo SPO2, which focuses on the analysis of digital oximetry biomarkers (OBM) using continuous oximetry (SpO2) measurements from humans; (3) PhysioZoo ECG, dedicated to the analysis of electrocardiogram (ECG) time series; (4) PhysioZoo PPG, designed to study photoplethysmography (PPG) time series. In this proceeding, we introduce the PhysioZoo platform as an open resource for digital physiological biomarkers engineering, facilitating streamlined analysis and data visualization of physiological time series while ensuring the reproducibility of published experiments. We welcome researchers to contribute new libraries for the analysis of various physiological time series, such as electroencephalography, blood pressure, and phonocardiography. You can access the resource at physiozoo.com. We encourage researchers to explore and utilize this platform to advance their studies in the field of continuous physiological time-series analysis.
EANet: Expert Attention Network for Online Trajectory Prediction
Authors: Pengfei Yao, Tianlu Mao, Min Shi, Jingkai Sun, Zhaoqi Wang
Date: 2023-09-11 00:00:00
Tasks: Autonomous Driving, Prediction, Trajectory Prediction

Trajectory prediction plays a crucial role in autonomous driving. Existing mainstream research and continuoual learning-based methods all require training on complete datasets, leading to poor prediction accuracy when sudden changes in scenarios occur and failing to promptly respond and update the model. Whether these methods can make a prediction in real-time and use data instances to update the model immediately(i.e., online learning settings) remains a question. The problem of gradient explosion or vanishing caused by data instance streams also needs to be addressed. Inspired by Hedge Propagation algorithm, we propose Expert Attention Network, a complete online learning framework for trajectory prediction. We introduce expert attention, which adjusts the weights of different depths of network layers, avoiding the model updated slowly due to gradient problem and enabling fast learning of new scenario's knowledge to restore prediction accuracy. Furthermore, we propose a short-term motion trend kernel function which is sensitive to scenario change, allowing the model to respond quickly. To the best of our knowledge, this work is the first attempt to address the online learning problem in trajectory prediction. The experimental results indicate that traditional methods suffer from gradient problems and that our method can quickly reduce prediction errors and reach the state-of-the-art prediction accuracy.
Knowledge-based Refinement of Scientific Publication Knowledge Graphs
Authors: Siwen Yan, Phillip Odom, Sriraam Natarajan
Date: 2023-09-10 00:00:00
Tasks: graph construction, Knowledge Graphs, regression

We consider the problem of identifying authorship by posing it as a knowledge graph construction and refinement. To this effect, we model this problem as learning a probabilistic logic model in the presence of human guidance (knowledge-based learning). Specifically, we learn relational regression trees using functional gradient boosting that outputs explainable rules. To incorporate human knowledge, advice in the form of first-order clauses is injected to refine the trees. We demonstrate the usefulness of human knowledge both quantitatively and qualitatively in seven authorship domains.
Hierarchical Grammar-Induced Geometry for Data-Efficient Molecular Property Prediction
Authors: Minghao Guo, Veronika Thost, Samuel W Song, Adithya Balachandran, Payel Das, Jie Chen, Wojciech Matusik
Date: 2023-09-04 00:00:00
Tasks: Drug Discovery, Molecular Property Prediction, Property Prediction

The prediction of molecular properties is a crucial task in the field of material and drug discovery. The potential benefits of using deep learning techniques are reflected in the wealth of recent literature. Still, these techniques are faced with a common challenge in practice: Labeled data are limited by the cost of manual extraction from literature and laborious experimentation. In this work, we propose a data-efficient property predictor by utilizing a learnable hierarchical molecular grammar that can generate molecules from grammar production rules. Such a grammar induces an explicit geometry of the space of molecular graphs, which provides an informative prior on molecular structural similarity. The property prediction is performed using graph neural diffusion over the grammar-induced geometry. On both small and large datasets, our evaluation shows that this approach outperforms a wide spectrum of baselines, including supervised and pre-trained graph neural networks. We include a detailed ablation study and further analysis of our solution, showing its effectiveness in cases with extremely limited data. Code is available at https://github.com/gmh14/Geo-DEG.
Evaluating Chatbots to Promote Users' Trust -- Practices and Open Problems
Authors: Biplav Srivastava, Kausik Lakkaraju, Tarmo Koppel, Vignesh Narayanan, Ashish Kundu, Sachindra Joshi
Date: 2023-09-09 00:00:00
Tasks: Chatbot, Language Modeling, Language Modelling, Large Language Model

Chatbots, the common moniker for collaborative assistants, are Artificial Intelligence (AI) software that enables people to naturally interact with them to get tasks done. Although chatbots have been studied since the dawn of AI, they have particularly caught the imagination of the public and businesses since the launch of easy-to-use and general-purpose Large Language Model-based chatbots like ChatGPT. As businesses look towards chatbots as a potential technology to engage users, who may be end customers, suppliers, or even their own employees, proper testing of chatbots is important to address and mitigate issues of trust related to service or product performance, user satisfaction and long-term unintended consequences for society. This paper reviews current practices for chatbot testing, identifies gaps as open problems in pursuit of user trust, and outlines a path forward.
Good-looking but Lacking Faithfulness: Understanding Local Explanation Methods through Trend-based Testing
Authors: Jinwen He, Kai Chen, Guozhu Meng, Jiangshan Zhang, Congyi Li
Date: 2023-09-09 00:00:00

While enjoying the great achievements brought by deep learning (DL), people are also worried about the decision made by DL models, since the high degree of non-linearity of DL models makes the decision extremely difficult to understand. Consequently, attacks such as adversarial attacks are easy to carry out, but difficult to detect and explain, which has led to a boom in the research on local explanation methods for explaining model decisions. In this paper, we evaluate the faithfulness of explanation methods and find that traditional tests on faithfulness encounter the random dominance problem, \ie, the random selection performs the best, especially for complex data. To further solve this problem, we propose three trend-based faithfulness tests and empirically demonstrate that the new trend tests can better assess faithfulness than traditional tests on image, natural language and security tasks. We implement the assessment system and evaluate ten popular explanation methods. Benefiting from the trend tests, we successfully assess the explanation methods on complex data for the first time, bringing unprecedented discoveries and inspiring future research. Downstream tasks also greatly benefit from the tests. For example, model debugging equipped with faithful explanation methods performs much better for detecting and correcting accuracy and security problems.
A Fast Algorithm for Moderating Critical Nodes via Edge Removal
Authors: Changan Liu, Xiaotian Zhou, Ahad N. Zehmakan, Zhongzhi Zhang
Date: 2023-09-09 00:00:00
Tasks: Misinformation

Critical nodes in networks are extremely vulnerable to malicious attacks to trigger negative cascading events such as the spread of misinformation and diseases. Therefore, effective moderation of critical nodes is very vital for mitigating the potential damages caused by such malicious diffusions. The current moderation methods are computationally expensive. Furthermore, they disregard the fundamental metric of information centrality, which measures the dissemination power of nodes. We investigate the problem of removing $k$ edges from a network to minimize the information centrality of a target node $\lea$ while preserving the network's connectivity. We prove that this problem is computationally challenging: it is NP-complete and its objective function is not supermodular. However, we propose three approximation greedy algorithms using novel techniques such as random walk-based Schur complement approximation and fast sum estimation. One of our algorithms runs in nearly linear time in the number of edges. To complement our theoretical analysis, we conduct a comprehensive set of experiments on synthetic and real networks with over one million nodes. Across various settings, the experimental results illustrate the effectiveness and efficiency of our proposed algorithms.
SHAPE: A Sample-adaptive Hierarchical Prediction Network for Medication Recommendation
Authors: Sicen Liu, Xiaolong Wang, Jingcheng Du, Yongshuai Hou, Xianbing Zhao, Hui Xu, Hui Wang, Yang Xiang, Buzhou Tang
Date: 2023-09-09 00:00:00

Effectively medication recommendation with complex multimorbidity conditions is a critical task in healthcare. Most existing works predicted medications based on longitudinal records, which assumed the information transmitted patterns of learning longitudinal sequence data are stable and intra-visit medical events are serialized. However, the following conditions may have been ignored: 1) A more compact encoder for intra-relationship in the intra-visit medical event is urgent; 2) Strategies for learning accurate representations of the variable longitudinal sequences of patients are different. In this paper, we proposed a novel Sample-adaptive Hierarchical medicAtion Prediction nEtwork, termed SHAPE, to tackle the above challenges in the medication recommendation task. Specifically, we design a compact intra-visit set encoder to encode the relationship in the medical event for obtaining visit-level representation and then develop an inter-visit longitudinal encoder to learn the patient-level longitudinal representation efficiently. To endow the model with the capability of modeling the variable visit length, we introduce a soft curriculum learning method to assign the difficulty of each sample automatically by the visit length. Extensive experiments on a benchmark dataset verify the superiority of our model compared with several state-of-the-art baselines.
tSPM+; a high-performance algorithm for mining transitive sequential patterns from clinical data
Authors: Jonas Hügel, Ulrich Sax, Shawn N. Murphy, Hossein Estiri
Date: 2023-09-08 00:00:00
Tasks: Temporal Sequences

The increasing availability of large clinical datasets collected from patients can enable new avenues for computational characterization of complex diseases using different analytic algorithms. One of the promising new methods for extracting knowledge from large clinical datasets involves temporal pattern mining integrated with machine learning workflows. However, mining these temporal patterns is a computational intensive task and has memory repercussions. Current algorithms, such as the temporal sequence pattern mining (tSPM) algorithm, are already providing promising outcomes, but still leave room for optimization. In this paper, we present the tSPM+ algorithm, a high-performance implementation of the tSPM algorithm, which adds a new dimension by adding the duration to the temporal patterns. We show that the tSPM+ algorithm provides a speed up to factor 980 and a up to 48 fold improvement in memory consumption. Moreover, we present a docker container with an R-package, We also provide vignettes for an easy integration into already existing machine learning workflows and use the mined temporal sequences to identify Post COVID-19 patients and their symptoms according to the WHO definition.
Towards Reliable and Fluent Large Language Models: Incorporating Feedback Learning Loops in QA Systems
Authors: Dongyub Lee, Taesun Whang, Chanhee Lee, Heuiseok Lim
Date: 2023-09-08 00:00:00
Tasks: Response Generation

Large language models (LLMs) have emerged as versatile tools in various daily applications. However, they are fraught with issues that undermine their utility and trustworthiness. These include the incorporation of erroneous references (citation), the generation of hallucinated information (correctness), and the inclusion of superfluous or omission of crucial details (fluency). To ameliorate these concerns, this study makes several key contributions. First, we build a dataset to train a critic model capable of evaluating the citation, correctness, and fluency of responses generated by LLMs in QA systems. Second, we propose an automated feedback mechanism that leverages the critic model to offer real-time feedback on heterogeneous aspects of generated text. Third, we introduce a feedback learning loop that uses this critic model to iteratively improve the performance of the LLM responsible for response generation. Experimental results demonstrate the efficacy of our approach, showing substantial improvements in citation and fluency metrics for ChatGPT, including a 4% precision increase in citation and an approximately 8% enhancement in the MAUVE metric for fluency, while maintaining high levels of correctness.
Modeling Recommender Ecosystems: Research Challenges at the Intersection of Mechanism Design, Reinforcement Learning and Generative Models
Authors: Craig Boutilier, Martin Mladenov, Guy Tennenholtz
Date: 2023-09-08 00:00:00
Tasks: Recommendation Systems

Modern recommender systems lie at the heart of complex ecosystems that couple the behavior of users, content providers, advertisers, and other actors. Despite this, the focus of the majority of recommender research -- and most practical recommenders of any import -- is on the local, myopic optimization of the recommendations made to individual users. This comes at a significant cost to the long-term utility that recommenders could generate for its users. We argue that explicitly modeling the incentives and behaviors of all actors in the system -- and the interactions among them induced by the recommender's policy -- is strictly necessary if one is to maximize the value the system brings to these actors and improve overall ecosystem "health". Doing so requires: optimization over long horizons using techniques such as reinforcement learning; making inevitable tradeoffs in the utility that can be generated for different actors using the methods of social choice; reducing information asymmetry, while accounting for incentives and strategic behavior, using the tools of mechanism design; better modeling of both user and item-provider behaviors by incorporating notions from behavioral economics and psychology; and exploiting recent advances in generative and foundation models to make these mechanisms interpretable and actionable. We propose a conceptual framework that encompasses these elements, and articulate a number of research challenges that emerge at the intersection of these different disciplines.
Framework-Based Qualitative Analysis of Free Responses of Large Language Models: Algorithmic Fidelity
Authors: Aliya Amirova, Theodora Fteropoulli, Nafiso Ahmed, Martin R. Cowie, Joel Z. Leibo
Date: 2023-09-06 00:00:00

Today, using Large-scale generative Language Models (LLMs) it is possible to simulate free responses to interview questions like those traditionally analyzed using qualitative research methods. Qualitative methodology encompasses a broad family of techniques involving manual analysis of open-ended interviews or conversations conducted freely in natural language. Here we consider whether artificial "silicon participants" generated by LLMs may be productively studied using qualitative methods aiming to produce insights that could generalize to real human populations. The key concept in our analysis is algorithmic fidelity, a term introduced by Argyle et al. (2023) capturing the degree to which LLM-generated outputs mirror human sub-populations' beliefs and attitudes. By definition, high algorithmic fidelity suggests latent beliefs elicited from LLMs may generalize to real humans, whereas low algorithmic fidelity renders such research invalid. Here we used an LLM to generate interviews with silicon participants matching specific demographic characteristics one-for-one with a set of human participants. Using framework-based qualitative analysis, we showed the key themes obtained from both human and silicon participants were strikingly similar. However, when we analyzed the structure and tone of the interviews we found even more striking differences. We also found evidence of the hyper-accuracy distortion described by Aher et al. (2023). We conclude that the LLM we tested (GPT-3.5) does not have sufficient algorithmic fidelity to expect research on it to generalize to human populations. However, the rapid pace of LLM research makes it plausible this could change in the future. Thus we stress the need to establish epistemic norms now around how to assess validity of LLM-based qualitative research, especially concerning the need to ensure representation of heterogeneous lived experiences.
A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models
Authors: Hanwen Zhang, Duy-Minh Dang
Date: 2023-09-12 00:00:00
Tasks: Numerical Integration, Portfolio Optimization

We develop a efficient, easy-to-implement, and strictly monotone numerical integration method for Mean-Variance (MV) portfolio optimization in realistic contexts, which involve jump-diffusion dynamics of the underlying controlled processes, discrete rebalancing, and the application of investment constraints, namely no-bankruptcy and leverage. A crucial element of the MV portfolio optimization formulation over each rebalancing interval is a convolution integral, which involves a conditional density of the logarithm of the amount invested in the risky asset. Using a known closed-form expression for the Fourier transform of this density, we derive an infinite series representation for the conditional density where each term is strictly positive and explicitly computable. As a result, the convolution integral can be readily approximated through a monotone integration scheme, such as a composite quadrature rule typically available in most programming languages. The computational complexity of our method is an order of magnitude lower than that of existing monotone finite difference methods. To further enhance efficiency, we propose an implementation of the scheme via Fast Fourier Transforms, exploiting the Toeplitz matrix structure. The proposed monotone scheme is proven to be both $\ell_{\infty}$-stable and pointwise consistent, and we rigorously establish its pointwise convergence to the unique solution of the MV portfolio optimization problem. We also intuitively demonstrate that, as the rebalancing time interval approaches zero, the proposed scheme converges to a continuously observed impulse control formulation for MV optimization expressed as a Hamilton-Jacobi-Bellman Quasi-Variational Inequality. Numerical results show remarkable agreement with benchmark solutions obtained through finite differences and Monte Carlo simulation, underscoring the effectiveness of our approach.
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
Authors: Tim Leung, Kevin W. Lu
Date: 2023-09-11 00:00:00

We present a Monte Carlo approach to pairs trading on mean-reverting spreads modeled by L\'evy-driven Ornstein-Uhlenbeck processes. Specifically, we focus on using a variance gamma driving process, an infinite activity pure jump process to allow for more flexible models of the price spread than is available in the classical model. However, this generalization comes at the cost of not having analytic formulas, so we apply Monte Carlo methods to determine optimal trading levels and develop a variance reduction technique using control variates. Within this framework, we numerically examine how the optimal trading strategies are affected by the parameters of the model. In addition, we extend our method to bivariate spreads modeled using a weak variance alpha-gamma driving process, and explore the effect of correlation on these trades.
Fourier Neural Network Approximation of Transition Densities in Finance
Authors: Rong Du, Duy-Minh Dang
Date: 2023-09-07 00:00:00

This paper introduces FourNet, a novel single-layer feed-forward neural network (FFNN) method designed to approximate transition densities for which closed-form expressions of their Fourier transforms, i.e. characteristic functions, are available. A unique feature of FourNet lies in its use of a Gaussian activation function, enabling exact Fourier and inverse Fourier transformations and drawing analogies with the Gaussian mixture model. We mathematically establish FourNet's capacity to approximate transition densities in the $L_2$-sense arbitrarily well with finite number of neurons. The parameters of FourNet are learned by minimizing a loss function derived from the known characteristic function and the Fourier transform of the FFNN, complemented by a strategic sampling approach to enhance training. We derive practical bounds for the $L_2$ estimation error and the potential pointwise loss of nonnegativity in FourNet for $d$-dimensions ($d\ge 1$), highlighting its robustness and applicability in practical settings. FourNet's accuracy and versatility are demonstrated through a wide range of dynamics common in quantitative finance, including L\'{e}vy processes and the Heston stochastic volatility models-including those augmented with the self-exciting Queue-Hawkes jump process.
Introducing the $σ$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting
Authors: German Rodikov, Nino Antulov-Fantulin
Date: 2023-09-04 00:00:00

This paper introduces the $\sigma$-Cell, a novel Recurrent Neural Network (RNN) architecture for financial volatility modeling. Bridging traditional econometric approaches like GARCH with deep learning, the $\sigma$-Cell incorporates stochastic layers and time-varying parameters to capture dynamic volatility patterns. Our model serves as a generative network, approximating the conditional distribution of latent variables. We employ a log-likelihood-based loss function and a specialized activation function to enhance performance. Experimental results demonstrate superior forecasting accuracy compared to traditional GARCH and Stochastic Volatility models, making the next step in integrating domain knowledge with neural networks.