pwc-archive/papers-with-abstracts huggingface dataset:
Guidance Through Surrogate: Towards a Generic Diagnostic Attack
Authors: Muzammal Naseer, Salman Khan, Fatih Porikli, Fahad Shahbaz Khan
Date: 2022-12-30 00:00:00
Tasks: Adversarial Robustness, Diagnostic

Adversarial training is an effective approach to make deep neural networks robust against adversarial attacks. Recently, different adversarial training defenses are proposed that not only maintain a high clean accuracy but also show significant robustness against popular and well studied adversarial attacks such as PGD. High adversarial robustness can also arise if an attack fails to find adversarial gradient directions, a phenomenon known as `gradient masking'. In this work, we analyse the effect of label smoothing on adversarial training as one of the potential causes of gradient masking. We then develop a guided mechanism to avoid local minima during attack optimization, leading to a novel attack dubbed Guided Projected Gradient Attack (G-PGA). Our attack approach is based on a `match and deceive' loss that finds optimal adversarial directions through guidance from a surrogate model. Our modified attack does not require random restarts, large number of attack iterations or search for an optimal step-size. Furthermore, our proposed G-PGA is generic, thus it can be combined with an ensemble attack strategy as we demonstrate for the case of Auto-Attack, leading to efficiency and convergence speed improvements. More than an effective attack, G-PGA can be used as a diagnostic tool to reveal elusive robustness due to gradient masking in adversarial defenses.
Biologically Plausible Learning on Neuromorphic Hardware Architectures
Authors: Christopher Wolters, Brady Taylor, Edward Hanson, Xiaoxuan Yang, Ulf Schlichtmann, Yiran Chen
Date: 2022-12-29 00:00:00
Tasks: Benchmarking, Quantization

With an ever-growing number of parameters defining increasingly complex networks, Deep Learning has led to several breakthroughs surpassing human performance. As a result, data movement for these millions of model parameters causes a growing imbalance known as the memory wall. Neuromorphic computing is an emerging paradigm that confronts this imbalance by performing computations directly in analog memories. On the software side, the sequential Backpropagation algorithm prevents efficient parallelization and thus fast convergence. A novel method, Direct Feedback Alignment, resolves inherent layer dependencies by directly passing the error from the output to each layer. At the intersection of hardware/software co-design, there is a demand for developing algorithms that are tolerable to hardware nonidealities. Therefore, this work explores the interrelationship of implementing bio-plausible learning in-situ on neuromorphic hardware, emphasizing energy, area, and latency constraints. Using the benchmarking framework DNN+NeuroSim, we investigate the impact of hardware nonidealities and quantization on algorithm performance, as well as how network topologies and algorithm-level design choices can scale latency, energy and area consumption of a chip. To the best of our knowledge, this work is the first to compare the impact of different learning algorithms on Compute-In-Memory-based hardware and vice versa. The best results achieved for accuracy remain Backpropagation-based, notably when facing hardware imperfections. Direct Feedback Alignment, on the other hand, allows for significant speedup due to parallelization, reducing training time by a factor approaching N for N-layered networks.
An Auction-based Coordination Strategy for Task-Constrained Multi-Agent Stochastic Planning with Submodular Rewards
Authors: Ruifan Liu, Hyo-Sang Shin, Binbin Yan, Antonios Tsourdos
Date: 2022-12-30 00:00:00

In many domains such as transportation and logistics, search and rescue, or cooperative surveillance, tasks are pending to be allocated with the consideration of possible execution uncertainties. Existing task coordination algorithms either ignore the stochastic process or suffer from the computational intensity. Taking advantage of the weakly coupled feature of the problem and the opportunity for coordination in advance, we propose a decentralized auction-based coordination strategy using a newly formulated score function which is generated by forming the problem into task-constrained Markov decision processes (MDPs). The proposed method guarantees convergence and at least 50% optimality in the premise of a submodular reward function. Furthermore, for the implementation on large-scale applications, an approximate variant of the proposed method, namely Deep Auction, is also suggested with the use of neural networks, which is evasive of the troublesome for constructing MDPs. Inspired by the well-known actor-critic architecture, two Transformers are used to map observations to action probabilities and cumulative rewards respectively. Finally, we demonstrate the performance of the two proposed approaches in the context of drone deliveries, where the stochastic planning for the drone league is cast into a stochastic price-collecting Vehicle Routing Problem (VRP) with time windows. Simulation results are compared with state-of-the-art methods in terms of solution quality, planning efficiency and scalability.
Batchless Normalization: How to Normalize Activations Across Instances with Minimal Memory Requirements
Authors: Benjamin Berger, Victor Uc Cetina
Date: 2022-12-30 00:00:00

In training neural networks, batch normalization has many benefits, not all of them entirely understood. But it also has some drawbacks. Foremost is arguably memory consumption, as computing the batch statistics requires all instances within the batch to be processed simultaneously, whereas without batch normalization it would be possible to process them one by one while accumulating the weight gradients. Another drawback is that that distribution parameters (mean and standard deviation) are unlike all other model parameters in that they are not trained using gradient descent but require special treatment, complicating implementation. In this paper, I show a simple and straightforward way to address these issues. The idea, in short, is to add terms to the loss that, for each activation, cause the minimization of the negative log likelihood of a Gaussian distribution that is used to normalize the activation. Among other benefits, this will hopefully contribute to the democratization of AI research by means of lowering the hardware requirements for training larger models.
A Data-Adaptive Prior for Bayesian Learning of Kernels in Operators
Authors: Neil K. Chada, Quanjun Lang, Fei Lu, Xiong Wang
Date: 2022-12-29 00:00:00

Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an inverse problem of general interest. Due to the nonlocal dependence, the inverse problem can be severely ill-posed with a data-dependent singular inversion operator. The Bayesian approach overcomes the ill-posedness through a non-degenerate prior. However, a fixed non-degenerate prior leads to a divergent posterior mean when the observation noise becomes small, if the data induces a perturbation in the eigenspace of zero eigenvalues of the inversion operator. We introduce a data-adaptive prior to achieve a stable posterior whose mean always has a small noise limit. The data-adaptive prior's covariance is the inversion operator with a hyper-parameter selected adaptive to data by the L-curve method. Furthermore, we provide a detailed analysis on the computational practice of the data-adaptive prior, and demonstrate it on Toeplitz matrices and integral operators. Numerical tests show that a fixed prior can lead to a divergent posterior mean in the presence of any of the four types of errors: discretization error, model error, partial observation and wrong noise assumption. In contrast, the data-adaptive prior always attains posterior means with small noise limits.
Do Bayesian Variational Autoencoders Know What They Don't Know?
Authors: Misha Glazunov, Apostolis Zarras
Date: 2022-12-29 00:00:00
Tasks: Bayesian Inference, Out of Distribution (OOD) Detection

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be reliable and often tend to make over-confident predictions for OoDs, assigning to them a higher density than to the in-distribution data. This over-confidence in a single model can be potentially mitigated with Bayesian inference over the model parameters that take into account epistemic uncertainty. This paper investigates three approaches to Bayesian inference: stochastic gradient Markov chain Monte Carlo, Bayes by Backpropagation, and Stochastic Weight Averaging-Gaussian. The inference is implemented over the weights of the deep neural networks that parameterize the likelihood of the Variational Autoencoder. We empirically evaluate the approaches against several benchmarks that are often used for OoD detection: estimation of the marginal likelihood utilizing sampled model ensemble, typicality test, disagreement score, and Watanabe-Akaike Information Criterion. Finally, we introduce two simple scores that demonstrate the state-of-the-art performance.
Gaussian Process Priors for Systems of Linear Partial Differential Equations with Constant Coefficients
Authors: Marc Härkönen, Markus Lange-Hegermann, Bogdan Raiţă
Date: 2022-12-29 00:00:00

Partial differential equations (PDEs) are important tools to model physical systems and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant coefficients, we propose a family of Gaussian process (GP) priors, which we call EPGP, such that all realizations are exact solutions of this system. We apply the Ehrenpreis-Palamodov fundamental principle, which works as a non-linear Fourier transform, to construct GP kernels mirroring standard spectral methods for GPs. Our approach can infer probable solutions of linear PDE systems from any data such as noisy measurements, or pointwise defined initial and boundary conditions. Constructing EPGP-priors is algorithmic, generally applicable, and comes with a sparse version (S-EPGP) that learns the relevant spectral frequencies and works better for big data sets. We demonstrate our approach on three families of systems of PDEs, the heat equation, wave equation, and Maxwell's equations, where we improve upon the state of the art in computation time and precision, in some experiments by several orders of magnitude.
Bayesian Interpolation with Deep Linear Networks
Authors: Boris Hanin, Alexander Zlokapa
Date: 2022-12-29 00:00:00
Tasks: Bayesian Inference, Learning Theory, Model Selection

Characterizing how neural network depth, width, and dataset size jointly impact model quality is a central problem in deep learning theory. We give here a complete solution in the special case of linear networks with output dimension one trained using zero noise Bayesian inference with Gaussian weight priors and mean squared error as a negative log-likelihood. For any training dataset, network depth, and hidden layer widths, we find non-asymptotic expressions for the predictive posterior and Bayesian model evidence in terms of Meijer-G functions, a class of meromorphic special functions of a single complex variable. Through novel asymptotic expansions of these Meijer-G functions, a rich new picture of the joint role of depth, width, and dataset size emerges. We show that linear networks make provably optimal predictions at infinite depth: the posterior of infinitely deep linear networks with data-agnostic priors is the same as that of shallow networks with evidence-maximizing data-dependent priors. This yields a principled reason to prefer deeper networks when priors are forced to be data-agnostic. Moreover, we show that with data-agnostic priors, Bayesian model evidence in wide linear networks is maximized at infinite depth, elucidating the salutary role of increased depth for model selection. Underpinning our results is a novel emergent notion of effective depth, given by the number of hidden layers times the number of data points divided by the network width; this determines the structure of the posterior in the large-data limit.
Quantile Off-Policy Evaluation via Deep Conditional Generative Learning
Authors: Yang Xu, Chengchun Shi, Shikai Luo, Lan Wang, Rui Song
Date: 2022-12-29 00:00:00
Tasks: Decision Making, Off-policy evaluation, Sequential Decision Making

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare to technology industries. Most of the work in existing literature is focused on evaluating the mean outcome of a given policy, and ignores the variability of the outcome. However, in a variety of applications, criteria other than the mean may be more sensible. For example, when the reward distribution is skewed and asymmetric, quantile-based metrics are often preferred for their robustness. In this paper, we propose a doubly-robust inference procedure for quantile OPE in sequential decision making and study its asymptotic properties. In particular, we propose utilizing state-of-the-art deep conditional generative learning methods to handle parameter-dependent nuisance function estimation. We demonstrate the advantages of this proposed estimator through both simulations and a real-world dataset from a short-video platform. In particular, we find that our proposed estimator outperforms classical OPE estimators for the mean in settings with heavy-tailed reward distributions.
An Instrumental Variable Approach to Confounded Off-Policy Evaluation
Authors: Yang Xu, Jin Zhu, Chengchun Shi, Shikai Luo, Rui Song
Date: 2022-12-29 00:00:00
Tasks: Decision Making, Off-policy evaluation

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can confound the action-reward or action-next-state relationships, rendering many existing OPE approaches ineffective. This paper develops an instrumental variable (IV)-based method for consistent OPE in confounded Markov decision processes (MDPs). Similar to single-stage decision making, we show that IV enables us to correctly identify the target policy's value in infinite horizon settings as well. Furthermore, we propose an efficient and robust value estimator and illustrate its effectiveness through extensive simulations and analysis of real data from a world-leading short-video platform.
The Voronoigram: Minimax Estimation of Bounded Variation Functions From Scattered Data
Authors: Addison J. Hu, Alden Green, Ryan J. Tibshirani
Date: 2022-12-30 00:00:00

We consider the problem of estimating a multivariate function $f_0$ of bounded variation (BV), from noisy observations $y_i = f_0(x_i) + z_i$ made at random design points $x_i \in \mathbb{R}^d$, $i=1,\ldots,n$. We study an estimator that forms the Voronoi diagram of the design points, and then solves an optimization problem that regularizes according to a certain discrete notion of total variation (TV): the sum of weighted absolute differences of parameters $\theta_i,\theta_j$ (which estimate the function values $f_0(x_i),f_0(x_j)$) at all neighboring cells $i,j$ in the Voronoi diagram. This is seen to be equivalent to a variational optimization problem that regularizes according to the usual continuum (measure-theoretic) notion of TV, once we restrict the domain to functions that are piecewise constant over the Voronoi diagram. The regression estimator under consideration hence performs (shrunken) local averaging over adaptively formed unions of Voronoi cells, and we refer to it as the Voronoigram, following the ideas in Koenker (2005), and drawing inspiration from Tukey's regressogram (Tukey, 1961). Our contributions in this paper span both the conceptual and theoretical frontiers: we discuss some of the unique properties of the Voronoigram in comparison to TV-regularized estimators that use other graph-based discretizations; we derive the asymptotic limit of the Voronoi TV functional; and we prove that the Voronoigram is minimax rate optimal (up to log factors) for estimating BV functions that are essentially bounded.
Relative Probability on Finite Outcome Spaces: A Systematic Examination of its Axiomatization, Properties, and Applications
Authors: Max Sklar
Date: 2022-12-30 00:00:00
Tasks: Bayesian Inference

This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative probability functions. We then provide a library of examples of these functions and a system for composing them. Additionally, we discuss a relative version of Bayesian inference and its digital implementation. Finally, we prove the topological closure of the relative probability space, highlighting its ability to preserve information under limits.
Heterogeneous Synthetic Learner for Panel Data
Authors: Ye Shen, Runzhe Wan, Hengrui Cai, Rui Song
Date: 2022-12-30 00:00:00

In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed observations and cannot handle the non-stationarity and temporal dependency in the common panel data setting. The treatment evaluators developed for panel data, on the other hand, typically ignore the individualized information. To fill the gap, in this paper, we initialize the study of HTE estimation in panel data. Under different assumptions for HTE identifiability, we propose the corresponding heterogeneous one-side and two-side synthetic learner, namely H1SL and H2SL, by leveraging the state-of-the-art HTE estimator for non-panel data and generalizing the synthetic control method that allows flexible data generating process. We establish the convergence rates of the proposed estimators. The superior performance of the proposed methods over existing ones is demonstrated by extensive numerical studies.
Posterior sampling with CNN-based, Plug-and-Play regularization with applications to Post-Stack Seismic Inversion
Authors: Muhammad Izzatullah, Tariq Alkhalifah, Juan Romero, Miguel Corrales, Nick Luiken, Matteo Ravasi
Date: 2022-12-30 00:00:00
Tasks: Decision Making, Seismic Inversion, Uncertainty Quantification, Variational Inference

Uncertainty quantification is crucial to inverse problems, as it could provide decision-makers with valuable information about the inversion results. For example, seismic inversion is a notoriously ill-posed inverse problem due to the band-limited and noisy nature of seismic data. It is therefore of paramount importance to quantify the uncertainties associated to the inversion process to ease the subsequent interpretation and decision making processes. Within this framework of reference, sampling from a target posterior provides a fundamental approach to quantifying the uncertainty in seismic inversion. However, selecting appropriate prior information in a probabilistic inversion is crucial, yet non-trivial, as it influences the ability of a sampling-based inference in providing geological realism in the posterior samples. To overcome such limitations, we present a regularized variational inference framework that performs posterior inference by implicitly regularizing the Kullback-Leibler divergence loss with a CNN-based denoiser by means of the Plug-and-Play methods. We call this new algorithm Plug-and-Play Stein Variational Gradient Descent (PnP-SVGD) and demonstrate its ability in producing high-resolution, trustworthy samples representative of the subsurface structures, which we argue could be used for post-inference tasks such as reservoir modelling and history matching. To validate the proposed method, numerical tests are performed on both synthetic and field post-stack seismic data.
An Entropy-Based Model for Hierarchical Learning
Authors: Amir R. Asadi
Date: 2022-12-30 00:00:00
Tasks: Learning Theory, model

Machine learning is the dominant approach to artificial intelligence, through which computers learn from data and experience. In the framework of supervised learning, a necessity for a computer to learn from data accurately and efficiently is to be provided with auxiliary information about the data distribution and target function through the learning model. This notion of auxiliary information relates to the concept of regularization in statistical learning theory. A common feature among real-world datasets is that data domains are multiscale and target functions are well-behaved and smooth. This paper proposes an entropy-based learning model that exploits this data structure and discusses its statistical and computational benefits. The hierarchical learning model is inspired by human beings' logical and progressive easy-to-hard learning mechanism and has interpretable levels. The model apportions computational resources according to the complexity of data instances and target functions. This property can have multiple benefits, including higher inference speed and computational savings in training a model for many users or when training is interrupted. We provide a statistical analysis of the learning mechanism using multiscale entropies and show that it can yield significantly stronger guarantees than uniform convergence bounds.
PAC-Bayesian-Like Error Bound for a Class of Linear Time-Invariant Stochastic State-Space Models
Authors: Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky
Date: 2022-12-30 00:00:00
Tasks: Econometrics, State Space Models

In this paper we derive a PAC-Bayesian-Like error bound for a class of stochastic dynamical systems with inputs, namely, for linear time-invariant stochastic state-space models (stochastic LTI systems for short). This class of systems is widely used in control engineering and econometrics, in particular, they represent a special case of recurrent neural networks. In this paper we 1) formalize the learning problem for stochastic LTI systems with inputs, 2) derive a PAC-Bayesian-Like error bound for such systems, 3) discuss various consequences of this error bound.
Online Statistical Inference for Contextual Bandits via Stochastic Gradient Descent
Authors: Xi Chen, Zehua Lai, He Li, Yichen Zhang
Date: 2022-12-30 00:00:00
Tasks: Decision Making, Multi-Armed Bandits, Sequential Decision Making

With the fast development of big data, it has been easier than before to learn the optimal decision rule by updating the decision rule recursively and making online decisions. We study the online statistical inference of model parameters in a contextual bandit framework of sequential decision-making. We propose a general framework for online and adaptive data collection environment that can update decision rules via weighted stochastic gradient descent. We allow different weighting schemes of the stochastic gradient and establish the asymptotic normality of the parameter estimator. Our proposed estimator significantly improves the asymptotic efficiency over the previous averaged SGD approach via inverse probability weights. We also conduct an optimality analysis on the weights in a linear regression setting. We provide a Bahadur representation of the proposed estimator and show that the remainder term in the Bahadur representation entails a slower convergence rate compared to classical SGD due to the adaptive data collection.