pwc-archive/papers-with-abstracts huggingface dataset:
A Universal Trade-off Between the Model Size, Test Loss, and Training Loss of Linear Predictors
Authors: Nikhil Ghosh, Mikhail Belkin
Date: 2022-07-23 00:00:00

In this work we establish an algorithm and distribution independent non-asymptotic trade-off between the model size, excess test loss, and training loss of linear predictors. Specifically, we show that models that perform well on the test data (have low excess loss) are either "classical" -- have training loss close to the noise level, or are "modern" -- have a much larger number of parameters compared to the minimum needed to fit the training data exactly. We also provide a more precise asymptotic analysis when the limiting spectral distribution of the whitened features is Marchenko-Pastur. Remarkably, while the Marchenko-Pastur analysis is far more precise near the interpolation peak, where the number of parameters is just enough to fit the training data, it coincides exactly with the distribution independent bound as the level of overparametrization increases.
Interactive Volume Visualization via Multi-Resolution Hash Encoding based Neural Representation
Authors: Qi Wu, David Bauer, Michael J. Doyle, Kwan-Liu Ma
Date: 2022-07-23 00:00:00
Tasks: GPU

Neural networks have shown great potential in compressing volume data for visualization. However, due to the high cost of training and inference, such volumetric neural representations have thus far only been applied to offline data processing and non-interactive rendering. In this paper, we demonstrate that by simultaneously leveraging modern GPU tensor cores, a native CUDA neural network framework, and a well-designed rendering algorithm with macro-cell acceleration, we can interactively ray trace volumetric neural representations (10-60fps). Our neural representations are also high-fidelity (PSNR > 30dB) and compact (10-1000x smaller). Additionally, we show that it is possible to fit the entire training step inside a rendering loop and skip the pre-training process completely. To support extreme-scale volume data, we also develop an efficient out-of-core training strategy, which allows our volumetric neural representation training to potentially scale up to terascale using only an NVIDIA RTX 3090 workstation.
Thermal half-lives of azobenzene derivatives: virtual screening based on intersystem crossing using a machine learning potential
Authors: Simon Axelrod, Eugene Shakhnovich, Rafael Gomez-Bombarelli
Date: 2022-07-23 00:00:00

Molecular photoswitches are the foundation of light-activated drugs. A key photoswitch is azobenzene, which exhibits trans-cis isomerism in response to light. The thermal half-life of the cis isomer is of crucial importance, since it controls the duration of the light-induced biological effect. Here we introduce a computational tool for predicting the thermal half-lives of azobenzene derivatives. Our automated approach uses a fast and accurate machine learning potential trained on quantum chemistry data. Building on well-established earlier evidence, we argue that thermal isomerization proceeds through rotation mediated by intersystem crossing, and incorporate this mechanism into our automated workflow. We use our approach to predict the thermal half-lives of 19,000 azobenzene derivatives. We explore trends and tradeoffs between barriers and absorption wavelengths, and open-source our data and software to accelerate research in photopharmacology.
Boosting the Efficiency of Parametric Detection with Hierarchical Neural Networks
Authors: Jingkai Yan, Robert Colgan, John Wright, Zsuzsa Márka, Imre Bartos, Szabolcs Márka
Date: 2022-07-23 00:00:00
Tasks: Astronomy

Gravitational wave astronomy is a vibrant field that leverages both classic and modern data processing techniques for the understanding of the universe. Various approaches have been proposed for improving the efficiency of the detection scheme, with hierarchical matched filtering being an important strategy. Meanwhile, deep learning methods have recently demonstrated both consistency with matched filtering methods and remarkable statistical performance. In this work, we propose Hierarchical Detection Network (HDN), a novel approach to efficient detection that combines ideas from hierarchical matching and deep learning. The network is trained using a novel loss function, which encodes simultaneously the goals of statistical accuracy and efficiency. We discuss the source of complexity reduction of the proposed model, and describe a general recipe for initialization with each layer specializing in different regions. We demonstrate the performance of HDN with experiments using open LIGO data and synthetic injections, and observe with two-layer models a $79\%$ efficiency gain compared with matched filtering at an equal error rate of $0.2\%$. Furthermore, we show how training a three-layer HDN initialized using two-layer model can further boost both accuracy and efficiency, highlighting the power of multiple simple layers in efficient detection.
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
Authors: Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis
Date: 2022-07-23 00:00:00
Tasks: Classification, Time Series, Time Series Analysis, Time Series Classification

Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly applied to another market or security due to differences inherent in the market conditions. In addition, as the market evolves through time, it is necessary to update the existing models or train new ones when new data is made available. This scenario, which is inherent in most financial forecasting applications, naturally raises the following research question: How to efficiently adapt a pre-trained model to a new set of data while retaining performance on the old data, especially when the old data is not accessible? In this paper, we propose a method to efficiently retain the knowledge available in a neural network pre-trained on a set of securities and adapt it to achieve high performance in new ones. In our method, the prior knowledge encoded in a pre-trained neural network is maintained by keeping existing connections fixed, and this knowledge is adjusted for the new securities by a set of augmented connections, which are optimized using the new data. The auxiliary connections are constrained to be of low rank. This not only allows us to rapidly optimize for the new task but also reduces the storage and run-time complexity during the deployment phase. The efficiency of our approach is empirically validated in the stock mid-price movement prediction problem using a large-scale limit order book dataset. Experimental results show that our approach enhances prediction performance as well as reduces the overall number of network parameters.
Testing the Robustness of Learned Index Structures
Authors: Matthias Bachfischer, Renata Borovica-Gajic, Benjamin I. P. Rubinstein
Date: 2022-07-23 00:00:00
Tasks: Data Poisoning, regression

While early empirical evidence has supported the case for learned index structures as having favourable average-case performance, little is known about their worst-case performance. By contrast, classical structures are known to achieve optimal worst-case behaviour. This work evaluates the robustness of learned index structures in the presence of adversarial workloads. To simulate adversarial workloads, we carry out a data poisoning attack on linear regression models that manipulates the cumulative distribution function (CDF) on which the learned index model is trained. The attack deteriorates the fit of the underlying ML model by injecting a set of poisoning keys into the training dataset, which leads to an increase in the prediction error of the model and thus deteriorates the overall performance of the learned index structure. We assess the performance of various regression methods and the learned index implementations ALEX and PGM-Index. We show that learned index structures can suffer from a significant performance deterioration of up to 20% when evaluated on poisoned vs. non-poisoned datasets.
Tensor-based Multi-view Spectral Clustering via Shared Latent Space
Authors: Qinghua Tao, Francesco Tonin, Panagiotis Patrinos, Johan A. K. Suykens
Date: 2022-07-23 00:00:00
Tasks: Clustering

Multi-view Spectral Clustering (MvSC) attracts increasing attention due to diverse data sources. However, most existing works are prohibited in out-of-sample predictions and overlook model interpretability and exploration of clustering results. In this paper, a new method for MvSC is proposed via a shared latent space from the Restricted Kernel Machine framework. Through the lens of conjugate feature duality, we cast the weighted kernel principal component analysis problem for MvSC and develop a modified weighted conjugate feature duality to formulate dual variables. In our method, the dual variables, playing the role of hidden features, are shared by all views to construct a common latent space, coupling the views by learning projections from view-specific spaces. Such single latent space promotes well-separated clusters and provides straightforward data exploration, facilitating visualization and interpretation. Our method requires only a single eigendecomposition, whose dimension is independent of the number of views. To boost higher-order correlations, tensor-based modelling is introduced without increasing computational complexity. Our method can be flexibly applied with out-of-sample extensions, enabling greatly improved efficiency for large-scale data with fixed-size kernel schemes. Numerical experiments verify that our method is effective regarding accuracy, efficiency, and interpretability, showing a sharp eigenvalue decay and distinct latent variable distributions.
Learning to Sell a Focal-ancillary Combination
Authors: Hanzhao Wang, Xiaocheng Li, Kalyan Talluri
Date: 2022-07-23 00:00:00

A number of products are sold in the following sequence: First a focal product is shown, and if the customer purchases, one or more ancillary products are displayed for purchase. A prominent example is the sale of an airline ticket, where first the flight is shown, and when chosen, a number of ancillaries such as cabin or hold bag options, seat selection, insurance etc. are presented. The firm has to decide on a sale format -- whether to sell them in sequence unbundled, or together as a bundle -- and how to price the focal and ancillary products, separately or as a bundle. Since the ancillary is considered by the customer only after the purchase of the focal product, the sale strategy chosen by the firm creates an information and learning dependency between the products: for instance, offering only a bundle would preclude learning customers' valuation for the focal and ancillary products individually. In this paper we study learning strategies for such focal and ancillary item combinations under the following scenarios: (a) pure unbundling to all customers, (b) personalized mechanism, where, depending on some observed features of the customers, the two products are presented and priced as a bundle or in sequence, (c) initially unbundling (for all customers), and switch to bundling (if more profitable) permanently once during the horizon. We design pricing and decisions algorithms for all three scenarios, with regret upper bounded by $O(d \sqrt{T} \log T)$, and an optimal switching time for the third scenario.
Annealed Training for Combinatorial Optimization on Graphs
Authors: Haoran Sun, Etash K. Guha, Hanjun Dai
Date: 2022-07-23 00:00:00
Tasks: Combinatorial Optimization

The hardness of combinatorial optimization (CO) problems hinders collecting solutions for supervised learning. However, learning neural networks for CO problems is notoriously difficult in lack of the labeled data as the training is easily trapped at local optima. In this work, we propose a simple but effective annealed training framework for CO problems. In particular, we transform CO problems into unbiased energy-based models (EBMs). We carefully selected the penalties terms so as to make the EBMs as smooth as possible. Then we train graph neural networks to approximate the EBMs. To prevent the training from being stuck at local optima near the initialization, we introduce an annealed loss function. An experimental evaluation demonstrates that our annealed training framework obtains substantial improvements. In four types of CO problems, our method achieves performance substantially better than other unsupervised neural methods on both synthetic and real-world graphs.
FastATDC: Fast Anomalous Trajectory Detection and Classification
Authors: Tianle Ni, Jingwei Wang, Yunlong Ma, Shuang Wang, Min Liu, Weiming Shen
Date: 2022-07-23 00:00:00
Tasks: Classification

Automated detection of anomalous trajectories is an important problem with considerable applications in intelligent transportation systems. Many existing studies have focused on distinguishing anomalous trajectories from normal trajectories, ignoring the large differences between anomalous trajectories. A recent study has made great progress in identifying abnormal trajectory patterns and proposed a two-stage algorithm for anomalous trajectory detection and classification (ATDC). This algorithm has excellent performance but suffers from a few limitations, such as high time complexity and poor interpretation. Here, we present a careful theoretical and empirical analysis of the ATDC algorithm, showing that the calculation of anomaly scores in both stages can be simplified, and that the second stage of the algorithm is much more important than the first stage. Hence, we develop a FastATDC algorithm that introduces a random sampling strategy in both stages. Experimental results show that FastATDC is 10 to 20 times faster than ATDC on real datasets. Moreover, FastATDC outperforms the baseline algorithms and is comparable to the ATDC algorithm.
Supporting peace negotiations in the Yemen war through machine learning
Authors: M. Arana-Catania, F. A. Van Lier, Rob Procter
Date: 2022-07-23 00:00:00
Tasks: BIG-bench Machine Learning, Management

Today's conflicts are becoming increasingly complex, fluid and fragmented, often involving a host of national and international actors with multiple and often divergent interests. This development poses significant challenges for conflict mediation, as mediators struggle to make sense of conflict dynamics, such as the range of conflict parties and the evolution of their political positions, the distinction between relevant and less relevant actors in peace-making, or the identification of key conflict issues and their interdependence. International peace efforts appear ill-equipped to successfully address these challenges. While technology is already being experimented with and used in a range of conflict related fields, such as conflict predicting or information gathering, less attention has been given to how technology can contribute to conflict mediation. This case study contributes to emerging research on the use of state-of-the-art machine learning technologies and techniques in conflict mediation processes. Using dialogue transcripts from peace negotiations in Yemen, this study shows how machine-learning can effectively support mediating teams by providing them with tools for knowledge management, extraction and conflict analysis. Apart from illustrating the potential of machine learning tools in conflict mediation, the paper also emphasises the importance of interdisciplinary and participatory, co-creation methodology for the development of context-sensitive and targeted tools and to ensure meaningful and responsible implementation.
Time Series Prediction under Distribution Shift using Differentiable Forgetting
Authors: Stefanos Bennett, Jase Clarkson
Date: 2022-07-23 00:00:00
Tasks: Prediction, Time Series, Time Series Analysis, Time Series Prediction

Time series prediction is often complicated by distribution shift which demands adaptive models to accommodate time-varying distributions. We frame time series prediction under distribution shift as a weighted empirical risk minimisation problem. The weighting of previous observations in the empirical risk is determined by a forgetting mechanism which controls the trade-off between the relevancy and effective sample size that is used for the estimation of the predictive model. In contrast to previous work, we propose a gradient-based learning method for the parameters of the forgetting mechanism. This speeds up optimisation and therefore allows more expressive forgetting mechanisms.
Anomaly Detection for Fraud in Cryptocurrency Time Series
Authors: Eran Kaufman, Andrey Iaremenko
Date: 2022-07-23 00:00:00
Tasks: Anomaly Detection, Time Series, Time Series Analysis

Since the inception of Bitcoin in 2009, the market of cryptocurrencies has grown beyond initial expectations as daily trades exceed $10 billion. As industries become automated, the need for an automated fraud detector becomes very apparent. Detecting anomalies in real time prevents potential accidents and economic losses. Anomaly detection in multivariate time series data poses a particular challenge because it requires simultaneous consideration of temporal dependencies and relationships between variables. Identifying an anomaly in real time is not an easy task specifically because of the exact anomalistic behavior they observe. Some points may present pointwise global or local anomalistic behavior, while others may be anomalistic due to their frequency or seasonal behavior or due to a change in the trend. In this paper we suggested working on real time series of trades of Ethereum from specific accounts and surveyed a large variety of different algorithms traditional and new. We categorized them according to the strategy and the anomalistic behavior which they search and showed that when bundling them together to different groups, they can prove to be a good real-time detector with an alarm time of no longer than a few seconds and with very high confidence.
Distributed Nonlinear State Estimation in Electric Power Systems using Graph Neural Networks
Authors: Ognjen Kundacina, Mirsad Cosovic, Dragisa Miskovic, Dejan Vukobratovic
Date: 2022-07-23 00:00:00
Tasks: Graph Neural Network, State Estimation

Nonlinear state estimation (SE), with the goal of estimating complex bus voltages based on all types of measurements available in the power system, is usually solved using the iterative Gauss-Newton method. The nonlinear SE presents some difficulties when considering inputs from both phasor measurement units and supervisory control and data acquisition system. These include numerical instabilities, convergence time depending on the starting point of the iterative method, and the quadratic computational complexity of a single iteration regarding the number of state variables. This paper introduces an original graph neural network based SE implementation over the augmented factor graph of the nonlinear power system SE, capable of incorporating measurements on both branches and buses, as well as both phasor and legacy measurements. The proposed regression model has linear computational complexity during the inference time once trained, with a possibility of distributed implementation. Since the method is noniterative and non-matrix-based, it is resilient to the problems that the Gauss-Newton solver is prone to. Aside from prediction accuracy on the test set, the proposed model demonstrates robustness when simulating cyber attacks and unobservable scenarios due to communication irregularities. In those cases, prediction errors are sustained locally, with no effect on the rest of the power system's results.
Optimization of the Shape of a Hydrokinetic Turbine's Draft Tube and Hub Assembly Using Design-by-Morphing with Bayesian Optimization
Authors: Haris Moazam Sheikh, Tess A. Callan, Kealan J. Hennessy, Philip S. Marcus
Date: 2022-07-23 00:00:00
Tasks: Bayesian Optimization

Finding the optimal design of a hydrodynamic or aerodynamic surface is often impossible due to the expense of evaluating the cost functions (say, with computational fluid dynamics) needed to determine the performances of the flows that the surface controls. In addition, inherent limitations of the design space itself due to imposed geometric constraints, conventional parameterization methods, and user bias can restrict {\it all} of the designs within a chosen design space regardless of whether traditional optimization methods or newer, data-driven design algorithms with machine learning are used to search the design space. We present a 2-pronged attack to address these difficulties: we propose (1) a methodology to create the design space using morphing that we call {\it Design-by-Morphing} (DbM); and (2) an optimization algorithm to search that space that uses a novel Bayesian Optimization (BO) strategy that we call {\it Mixed variable, Multi-Objective Bayesian Optimization} (MixMOBO). We apply this shape optimization strategy to maximize the power output of a hydrokinetic turbine. Applying these two strategies in tandem, we demonstrate that we can create a novel, geometrically-unconstrained, design space of a draft tube and hub shape and then optimize them simultaneously with a {\it minimum} number of cost function calls. Our framework is versatile and can be applied to the shape optimization of a variety of fluid problems.
Handling Data Heterogeneity in Federated Learning via Knowledge Distillation and Fusion
Authors: Xu Zhou, Xinyu Lei, Cong Yang, Yichun Shi, Xiao Zhang, Jingwen Shi
Date: 2022-07-23 00:00:00
Tasks: Data-free Knowledge Distillation, Fairness, Federated Learning, Knowledge Distillation, Privacy Preserving

Federated learning (FL) supports distributed training of a global machine learning model across multiple devices with the help of a central server. However, data heterogeneity across different devices leads to the client model drift issue and results in model performance degradation and poor model fairness. To address the issue, we design Federated learning with global-local Knowledge Fusion (FedKF) scheme in this paper. The key idea in FedKF is to let the server return the global knowledge to be fused with the local knowledge in each training round so that the local model can be regularized towards the global optima. Therefore, the client model drift issue can be mitigated. In FedKF, we first propose the active-inactive model aggregation technique that supports a precise global knowledge representation. Then, we propose a data-free knowledge distillation (KD) approach to enable each client model to learn the global knowledge (embedded in the global model) while each client model can still learn the local knowledge (embedded in the local dataset) simultaneously, thereby realizing the global-local knowledge fusion process. The theoretical analysis and intensive experiments demonstrate the superiority of FedKF over previous solutions.
A Taxonomy of Recurrent Learning Rules
Authors: Guillermo Martín-Sánchez, Sander Bohté, Sebastian Otte
Date: 2022-07-23 00:00:00

Backpropagation through time (BPTT) is the de facto standard for training recurrent neural networks (RNNs), but it is non-causal and non-local. Real-time recurrent learning is a causal alternative, but it is highly inefficient. Recently, e-prop was proposed as a causal, local, and efficient practical alternative to these algorithms, providing an approximation of the exact gradient by radically pruning the recurrent dependencies carried over time. Here, we derive RTRL from BPTT using a detailed notation bringing intuition and clarification to how they are connected. Furthermore, we frame e-prop within in the picture, formalising what it approximates. Finally, we derive a family of algorithms of which e-prop is a special case.