pwc-archive/papers-with-abstracts huggingface dataset:
Performance Improvement in Multi-class Classification via Automated Hierarchy Generation and Exploitation through Extended LCPN Schemes
Authors: Celal Alagoz
Date: 2023-10-31 00:00:00
Tasks: Classification, Multi-class Classification

Hierarchical classification (HC) plays a pivotal role in multi-class classification tasks, where objects are organized into a hierarchical structure. This study explores the performance of HC through a comprehensive analysis that encompasses both hierarchy generation and hierarchy exploitation. This analysis is particularly relevant in scenarios where a predefined hierarchy structure is not readily accessible. Notably, two novel hierarchy exploitation schemes, LCPN+ and LCPN+F, which extend the capabilities of LCPN and combine the strengths of global and local classification, have been introduced and evaluated alongside existing methods. The findings reveal the consistent superiority of LCPN+F, which outperforms other schemes across various datasets and scenarios. Moreover, this research emphasizes not only effectiveness but also efficiency, as LCPN+ and LCPN+F maintain runtime performance comparable to Flat Classification (FC). Additionally, this study underscores the importance of selecting the right hierarchy exploitation scheme to maximize classification performance. This work extends our understanding of HC and establishes a benchmark for future research, fostering advancements in multi-class classification methodologies.
Projecting basis functions with tensor networks for Gaussian process regression
Authors: Clara Menzen, Eva Memmel, Kim Batselier, Manon Kok
Date: 2023-10-31 00:00:00
Tasks: Bayesian Inference, regression, Tensor Networks

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on the total number of basis functions $M$. We develop an approach that allows us to use an exponential amount of basis functions without the corresponding exponential computational complexity. The key idea to enable this is using low-rank TNs. We first find a suitable low-dimensional subspace from the data, described by a low-rank TN. In this low-dimensional subspace, we then infer the weights of our model by solving a Bayesian inference problem. Finally, we project the resulting weights back to the original space to make GP predictions. The benefit of our approach comes from the projection to a smaller subspace: It modifies the shape of the basis functions in a way that it sees fit based on the given data, and it allows for efficient computations in the smaller subspace. In an experiment with an 18-dimensional benchmark data set, we show the applicability of our method to an inverse dynamics problem.
The Unreasonable Effectiveness of Random Target Embeddings for Continuous-Output Neural Machine Translation
Authors: Evgeniia Tokarchuk, Vlad Niculae
Date: 2023-10-31 00:00:00
Tasks: Machine Translation, Prediction, Translation

Continuous-output neural machine translation (CoNMT) replaces the discrete next-word prediction problem with an embedding prediction. The semantic structure of the target embedding space (i.e., closeness of related words) is intuitively believed to be crucial. We challenge this assumption and show that completely random output embeddings can outperform laboriously pretrained ones, especially on larger datasets. Further investigation shows this surprising effect is strongest for rare words, due to the geometry of their embeddings. We shed further light on this finding by designing a mixed strategy that combines random and pre-trained embeddings for different tokens.
Graph Matching via convex relaxation to the simplex
Authors: Ernesto Araya Valdivia, Hemant Tyagi
Date: 2023-10-31 00:00:00
Tasks: Graph Matching

This paper addresses the Graph Matching problem, which consists of finding the best possible alignment between two input graphs, and has many applications in computer vision, network deanonymization and protein alignment. A common approach to tackle this problem is through convex relaxations of the NP-hard \emph{Quadratic Assignment Problem} (QAP). Here, we introduce a new convex relaxation onto the unit simplex and develop an efficient mirror descent scheme with closed-form iterations for solving this problem. Under the correlated Gaussian Wigner model, we show that the simplex relaxation admits a unique solution with high probability. In the noiseless case, this is shown to imply exact recovery of the ground truth permutation. Additionally, we establish a novel sufficiency condition for the input matrix in standard greedy rounding methods, which is less restrictive than the commonly used `diagonal dominance' condition. We use this condition to show exact one-step recovery of the ground truth (holding almost surely) via the mirror descent scheme, in the noiseless setting. We also use this condition to obtain significantly improved conditions for the GRAMPA algorithm [Fan et al. 2019] in the noiseless setting.
Online Conversion with Switching Costs: Robust and Learning-Augmented Algorithms
Authors: Adam Lechowicz, Nicolas Christianson, Bo Sun, Noman Bashir, Mohammad Hajiesmaili, Adam Wierman, Prashant Shenoy
Date: 2023-10-31 00:00:00

We introduce and study online conversion with switching costs, a family of online problems that capture emerging problems at the intersection of energy and sustainability. In this problem, an online player attempts to purchase (alternatively, sell) fractional shares of an asset during a fixed time horizon with length $T$. At each time step, a cost function (alternatively, price function) is revealed, and the player must irrevocably decide an amount of asset to convert. The player also incurs a switching cost whenever their decision changes in consecutive time steps, i.e., when they increase or decrease their purchasing amount. We introduce competitive (robust) threshold-based algorithms for both the minimization and maximization variants of this problem, and show they are optimal among deterministic online algorithms. We then propose learning-augmented algorithms that take advantage of untrusted black-box advice (such as predictions from a machine learning model) to achieve significantly better average-case performance without sacrificing worst-case competitive guarantees. Finally, we empirically evaluate our proposed algorithms using a carbon-aware EV charging case study, showing that our algorithms substantially improve on baseline methods for this problem.
Unleashing the Power of Pre-trained Language Models for Offline Reinforcement Learning
Authors: Ruizhe Shi, Yuyao Liu, Yanjie Ze, Simon S. Du, Huazhe Xu
Date: 2023-10-31 00:00:00
Tasks: Few-Shot Learning, Offline RL, Reinforcement Learning (RL)

Offline reinforcement learning (RL) aims to find a near-optimal policy using pre-collected datasets. In real-world scenarios, data collection could be costly and risky; therefore, offline RL becomes particularly challenging when the in-domain data is limited. Given recent advances in Large Language Models (LLMs) and their few-shot learning prowess, this paper introduces $\textbf{La}$nguage Models for $\textbf{Mo}$tion Control ($\textbf{LaMo}$), a general framework based on Decision Transformers to effectively use pre-trained Language Models (LMs) for offline RL. Our framework highlights four crucial components: (1) Initializing Decision Transformers with sequentially pre-trained LMs, (2) employing the LoRA fine-tuning method, in contrast to full-weight fine-tuning, to combine the pre-trained knowledge from LMs and in-domain knowledge effectively, (3) using the non-linear MLP transformation instead of linear projections, to generate embeddings, and (4) integrating an auxiliary language prediction loss during fine-tuning to stabilize the LMs and retain their original abilities on languages. Empirical results indicate $\textbf{LaMo}$ achieves excellent performance in sparse-reward tasks and closes the gap between value-based offline RL methods and decision transformers in dense-reward tasks. In particular, our method demonstrates superior performance in scenarios with limited data samples.
Stochastic Gradient Descent for Gaussian Processes Done Right
Authors: Jihao Andreas Lin, Shreyas Padhy, Javier Antorán, Austin Tripp, Alexander Terenin, Csaba Szepesvári, José Miguel Hernández-Lobato, David Janz
Date: 2023-10-31 00:00:00
Tasks: Bayesian Optimisation, Gaussian Processes, regression

As is well known, both sampling from the posterior and computing the mean of the posterior in Gaussian process regression reduces to solving a large linear system of equations. We study the use of stochastic gradient descent for solving this linear system, and show that when \emph{done right} -- by which we mean using specific insights from the optimisation and kernel communities -- stochastic gradient descent is highly effective. To that end, we introduce a particularly simple \emph{stochastic dual descent} algorithm, explain its design in an intuitive manner and illustrate the design choices through a series of ablation studies. Further experiments demonstrate that our new method is highly competitive. In particular, our evaluations on the UCI regression tasks and on Bayesian optimisation set our approach apart from preconditioned conjugate gradients and variational Gaussian process approximations. Moreover, our method places Gaussian process regression on par with state-of-the-art graph neural networks for molecular binding affinity prediction.
Initialization Matters: Privacy-Utility Analysis of Overparameterized Neural Networks
Date: 2023-10-31 00:00:00
Proceeding: NeurIPS 2023 11

We analytically investigate how over-parameterization of models in randomized machine learning algorithms impacts the information leakage about their training data. Specifically, we prove a privacy bound for the KL divergence between model distributions on worst-case neighboring datasets, and explore its dependence on the initialization, width, and depth of fully connected neural networks. We find that this KL privacy bound is largely determined by the expected squared gradient norm relative to model parameters during training. Notably, for the special setting of linearized network, our analysis indicates that the squared gradient norm (and therefore the escalation of privacy loss) is tied directly to the per-layer variance of the initialization distribution. By using this analysis, we demonstrate that privacy bound improves with increasing depth under certain initializations (LeCun and Xavier), while degrades with increasing depth under other initializations (He and NTK). Our work reveals a complex interplay between privacy and depth that depends on the chosen initialization distribution. We further prove excess empirical risk bounds under a fixed KL privacy budget, and show that the interplay between privacy utility trade-off and depth is similarly affected by the initialization.
Information-Theoretic Trust Regions for Stochastic Gradient-Based Optimization
Authors: Philipp Dahlinger, Philipp Becker, Maximilian Hüttenrauch, Gerhard Neumann
Date: 2023-10-31 00:00:00

Stochastic gradient-based optimization is crucial to optimize neural networks. While popular approaches heuristically adapt the step size and direction by rescaling gradients, a more principled approach to improve optimizers requires second-order information. Such methods precondition the gradient using the objective's Hessian. Yet, computing the Hessian is usually expensive and effectively using second-order information in the stochastic gradient setting is non-trivial. We propose using Information-Theoretic Trust Region Optimization (arTuRO) for improved updates with uncertain second-order information. By modeling the network parameters as a Gaussian distribution and using a Kullback-Leibler divergence-based trust region, our approach takes bounded steps accounting for the objective's curvature and uncertainty in the parameters. Before each update, it solves the trust region problem for an optimal step size, resulting in a more stable and faster optimization process. We approximate the diagonal elements of the Hessian from stochastic gradients using a simple recursive least squares approach, constructing a model of the expected Hessian over time using only first-order information. We show that arTuRO combines the fast convergence of adaptive moment-based optimization with the generalization capabilities of SGD.
One-shot backpropagation for multi-step prediction in physics-based system identification -- EXTENDED VERSION
Authors: Cesare Donati, Martina Mammarella, Fabrizio Dabbene, Carlo Novara, Constantino Lagoa
Date: 2023-10-31 00:00:00

The aim of this paper is to present a novel physics-based framework for the identification of dynamical systems, in which the physical and structural insights are reflected directly into a backpropagation-based learning algorithm. The main result is a method to compute in closed form the gradient of a multi-step loss function, while enforcing physical properties and constraints. The derived algorithm has been exploited to identify the unknown inertia matrix of a space debris, and the results show the reliability of the method in capturing the physical adherence of the estimated parameters.
Privacy-preserving design of graph neural networks with applications to vertical federated learning
Authors: Ruofan Wu, Mingyang Zhang, Lingjuan Lyu, Xiaolong Xu, Xiuquan Hao, Xinyi Fu, Tengfei Liu, Tianyi Zhang, Weiqiang Wang
Date: 2023-10-31 00:00:00
Tasks: Federated Learning, Graph Representation Learning, Management, Privacy Preserving, Representation Learning, Vertical Federated Learning

The paradigm of vertical federated learning (VFL), where institutions collaboratively train machine learning models via combining each other's local feature or label information, has achieved great success in applications to financial risk management (FRM). The surging developments of graph representation learning (GRL) have opened up new opportunities for FRM applications under FL via efficiently utilizing the graph-structured data generated from underlying transaction networks. Meanwhile, transaction information is often considered highly sensitive. To prevent data leakage during training, it is critical to develop FL protocols with formal privacy guarantees. In this paper, we present an end-to-end GRL framework in the VFL setting called VESPER, which is built upon a general privatization scheme termed perturbed message passing (PMP) that allows the privatization of many popular graph neural architectures.Based on PMP, we discuss the strengths and weaknesses of specific design choices of concrete graph neural architectures and provide solutions and improvements for both dense and sparse graphs. Extensive empirical evaluations over both public datasets and an industry dataset demonstrate that VESPER is capable of training high-performance GNN models over both sparse and dense graphs under reasonable privacy budgets.
Optimizing accuracy and diversity: a multi-task approach to forecast combinations
Authors: Giovanni Felici, Antonio M. Sudoso
Date: 2023-10-31 00:00:00
Tasks: Diversity, Model Selection, Multi-Task Learning, Time Series

Forecast combination involves using multiple forecasts to create a single, more accurate prediction. Recently, feature-based forecasting has been employed to either select the most appropriate forecasting models or to optimize the weights of their combination. In this paper, we present a multi-task optimization paradigm that focuses on solving both problems simultaneously and enriches current operational research approaches to forecasting. In essence, it incorporates an additional learning and optimization task into the standard feature-based forecasting approach, focusing on the identification of an optimal set of forecasting methods. During the training phase, an optimization model with linear constraints and quadratic objective function is employed to identify accurate and diverse methods for each time series. Moreover, within the training phase, a neural network is used to learn the behavior of that optimization model. Once training is completed the candidate set of methods is identified using the network. The proposed approach elicits the essential role of diversity in feature-based forecasting and highlights the interplay between model combination and model selection when optimizing forecasting ensembles. Experimental results on a large set of series from the M4 competition dataset show that our proposal enhances point forecast accuracy compared to state-of-the-art methods.
Group-Feature (Sensor) Selection With Controlled Redundancy Using Neural Networks
Authors: Aytijhya Saha, Nikhil R. Pal
Date: 2023-10-31 00:00:00
Tasks: feature selection

In this paper, we present a novel embedded feature selection method based on a Multi-layer Perceptron (MLP) network and generalize it for group-feature or sensor selection problems, which can control the level of redundancy among the selected features or groups. Additionally, we have generalized the group lasso penalty for feature selection to encompass a mechanism for selecting valuable group features while simultaneously maintaining a control over redundancy. We establish the monotonicity and convergence of the proposed algorithm, with a smoothed version of the penalty terms, under suitable assumptions. Experimental results on several benchmark datasets demonstrate the promising performance of the proposed methodology for both feature selection and group feature selection over some state-of-the-art methods.
Parametric Fairness with Statistical Guarantees
Authors: François Hu, Philipp Ratz, Arthur Charpentier
Date: 2023-10-31 00:00:00
Tasks: Fairness

Algorithmic fairness has gained prominence due to societal and regulatory concerns about biases in Machine Learning models. Common group fairness metrics like Equalized Odds for classification or Demographic Parity for both classification and regression are widely used and a host of computationally advantageous post-processing methods have been developed around them. However, these metrics often limit users from incorporating domain knowledge. Despite meeting traditional fairness criteria, they can obscure issues related to intersectional fairness and even replicate unwanted intra-group biases in the resulting fair solution. To avoid this narrow perspective, we extend the concept of Demographic Parity to incorporate distributional properties in the predictions, allowing expert knowledge to be used in the fair solution. We illustrate the use of this new metric through a practical example of wages, and develop a parametric method that efficiently addresses practical challenges like limited training data and constraints on total spending, offering a robust solution for real-life applications.
Generative Learning of Continuous Data by Tensor Networks
Authors: Alex Meiburg, Jing Chen, Jacob Miller, Raphaëlle Tihon, Guillaume Rabusseau, Alejandro Perdomo-Ortiz
Date: 2023-10-31 00:00:00
Tasks: Automated Theorem Proving, Tensor Networks

Beyond their origin in modeling many-body quantum systems, tensor networks have emerged as a promising class of models for solving machine learning problems, notably in unsupervised generative learning. While possessing many desirable features arising from their quantum-inspired nature, tensor network generative models have previously been largely restricted to binary or categorical data, limiting their utility in real-world modeling problems. We overcome this by introducing a new family of tensor network generative models for continuous data, which are capable of learning from distributions containing continuous random variables. We develop our method in the setting of matrix product states, first deriving a universal expressivity theorem proving the ability of this model family to approximate any reasonably smooth probability density function with arbitrary precision. We then benchmark the performance of this model on several synthetic and real-world datasets, finding that the model learns and generalizes well on distributions of continuous and discrete variables. We develop methods for modeling different data domains, and introduce a trainable compression layer which is found to increase model performance given limited memory or computational resources. Overall, our methods give important theoretical and empirical evidence of the efficacy of quantum-inspired methods for the rapidly growing field of generative learning.
Requirement falsification for cyber-physical systems using generative models
Authors: Jarkko Peltomäki, Ivan Porres
Date: 2023-10-31 00:00:00

We present the OGAN algorithm for automatic requirement falsification of cyber-physical systems. System inputs and outputs are represented as piecewise constant signals over time while requirements are expressed in signal temporal logic. OGAN can find inputs that are counterexamples for the correctness of a system revealing design, software, or hardware defects before the system is taken into operation. The OGAN algorithm works by training a generative machine learning model to produce such counterexamples. It executes tests offline and does not require any previous model of the system under test. We evaluate OGAN using the ARCH-COMP benchmark problems, and the experimental results show that generative models are a viable method for requirement falsification. OGAN can be applied to new systems with little effort, has few requirements for the system under test, and exhibits state-of-the-art CPS falsification efficiency and effectiveness.
Log-based Anomaly Detection of Enterprise Software: An Empirical Study
Authors: Nadun Wijesinghe, Hadi Hemmati
Date: 2023-10-31 00:00:00
Tasks: Anomaly Detection

Most enterprise applications use logging as a mechanism to diagnose anomalies, which could help with reducing system downtime. Anomaly detection using software execution logs has been explored in several prior studies, using both classical and deep neural network-based machine learning models. In recent years, the research has largely focused in using variations of sequence-based deep neural networks (e.g., Long-Short Term Memory and Transformer-based models) for log-based anomaly detection on open-source data. However, they have not been applied in industrial datasets, as often. In addition, the studied open-source datasets are typically very large in size with logging statements that do not change much over time, which may not be the case with a dataset from an industrial service that is relatively new. In this paper, we evaluate several state-of-the-art anomaly detection models on an industrial dataset from our research partner, which is much smaller and loosely structured than most large scale open-source benchmark datasets. Results show that while all models are capable of detecting anomalies, certain models are better suited for less-structured datasets. We also see that model effectiveness changes when a common data leak associated with a random train-test split in some prior work is removed. A qualitative study of the defects' characteristics identified by the developers on the industrial dataset further shows strengths and weaknesses of the models in detecting different types of anomalies. Finally, we explore the effect of limited training data by gradually increasing the training set size, to evaluate if the model effectiveness does depend on the training set size.