pwc-archive/papers-with-abstracts huggingface dataset:
Network Momentum across Asset Classes
Authors: Xingyue, Pu, Stephen Roberts, Xiaowen Dong, Stefan Zohren
Date: 2023-08-22 00:00:00
Tasks: Graph Learning

We investigate the concept of network momentum, a novel trading signal derived from momentum spillover across assets. Initially observed within the confines of pairwise economic and fundamental ties, such as the stock-bond connection of the same company and stocks linked through supply-demand chains, momentum spillover implies a propagation of momentum risk premium from one asset to another. The similarity of momentum risk premium, exemplified by co-movement patterns, has been spotted across multiple asset classes including commodities, equities, bonds and currencies. However, studying the network effect of momentum spillover across these classes has been challenging due to a lack of readily available common characteristics or economic ties beyond the company level. In this paper, we explore the interconnections of momentum features across a diverse range of 64 continuous future contracts spanning these four classes. We utilise a linear and interpretable graph learning model with minimal assumptions to reveal the intricacies of the momentum spillover network. By leveraging the learned networks, we construct a network momentum strategy that exhibits a Sharpe ratio of 1.5 and an annual return of 22%, after volatility scaling, from 2000 to 2022. This paper pioneers the examination of momentum spillover across multiple asset classes using only pricing data, presents a multi-asset investment strategy based on network momentum, and underscores the effectiveness of this strategy through robust empirical analysis.
Test Time Embedding Normalization for Popularity Bias Mitigation
Authors: Dain Kim, Jinhyeok Park, Dongwoo Kim
Date: 2023-08-22 00:00:00
Tasks: Recommendation Systems

Popularity bias is a widespread problem in the field of recommender systems, where popular items tend to dominate recommendation results. In this work, we propose 'Test Time Embedding Normalization' as a simple yet effective strategy for mitigating popularity bias, which surpasses the performance of the previous mitigation approaches by a significant margin. Our approach utilizes the normalized item embedding during the inference stage to control the influence of embedding magnitude, which is highly correlated with item popularity. Through extensive experiments, we show that our method combined with the sampled softmax loss effectively reduces popularity bias compare to previous approaches for bias mitigation. We further investigate the relationship between user and item embeddings and find that the angular similarity between embeddings distinguishes preferable and non-preferable items regardless of their popularity. The analysis explains the mechanism behind the success of our approach in eliminating the impact of popularity bias. Our code is available at https://github.com/ml-postech/TTEN.
FoX: Formation-aware exploration in multi-agent reinforcement learning
Authors: Yonghyeon Jo, Sunwoo Lee, Junghyuk Yeom, Seungyul Han
Date: 2023-08-22 00:00:00
Tasks: Multi-agent Reinforcement Learning, reinforcement-learning, Reinforcement Learning, SMAC, SMAC+, Starcraft, Starcraft II

Recently, deep multi-agent reinforcement learning (MARL) has gained significant popularity due to its success in various cooperative multi-agent tasks. However, exploration still remains a challenging problem in MARL due to the partial observability of the agents and the exploration space that can grow exponentially as the number of agents increases. Firstly, in order to address the scalability issue of the exploration space, we define a formation-based equivalence relation on the exploration space and aim to reduce the search space by exploring only meaningful states in different formations. Then, we propose a novel formation-aware exploration (FoX) framework that encourages partially observable agents to visit the states in diverse formations by guiding them to be well aware of their current formation solely based on their own observations. Numerical results show that the proposed FoX framework significantly outperforms the state-of-the-art MARL algorithms on Google Research Football (GRF) and sparse Starcraft II multi-agent challenge (SMAC) tasks.
Quantum-Inspired Machine Learning: a Survey
Authors: Larry Huynh, Jin Hong, Ajmal Mian, Hajime Suzuki, Yanqiu Wu, Seyit Camtepe
Date: 2023-08-22 00:00:00
Tasks: Quantum Machine Learning, Survey

Quantum-inspired Machine Learning (QiML) is a burgeoning field, receiving global attention from researchers for its potential to leverage principles of quantum mechanics within classical computational frameworks. However, current review literature often presents a superficial exploration of QiML, focusing instead on the broader Quantum Machine Learning (QML) field. In response to this gap, this survey provides an integrated and comprehensive examination of QiML, exploring QiML's diverse research domains including tensor network simulations, dequantized algorithms, and others, showcasing recent advancements, practical applications, and illuminating potential future research avenues. Further, a concrete definition of QiML is established by analyzing various prior interpretations of the term and their inherent ambiguities. As QiML continues to evolve, we anticipate a wealth of future developments drawing from quantum mechanics, quantum computing, and classical machine learning, enriching the field further. This survey serves as a guide for researchers and practitioners alike, providing a holistic understanding of QiML's current landscape and future directions.
An Effective Transformer-based Contextual Model and Temporal Gate Pooling for Speaker Identification
Authors: Harunori Kawano, Sota Shimizu
Date: 2023-08-22 00:00:00
Tasks: Self-Supervised Learning, Speaker Identification, speech-recognition, Speech Recognition

Wav2vec2 has achieved success in applying Transformer architecture and self-supervised learning to speech recognition. Recently, these have come to be used not only for speech recognition but also for the entire speech processing. This paper introduces an effective end-to-end speaker identification model applied Transformer-based contextual model. We explored the relationship between the hyper-parameters and the performance in order to discern the structure of an effective model. Furthermore, we propose a pooling method, Temporal Gate Pooling, with powerful learning ability for speaker identification. We applied Conformer as encoder and BEST-RQ for pre-training and conducted an evaluation utilizing the speaker identification of VoxCeleb1. The proposed method has achieved an accuracy of 87.1% with 28.5M parameters, demonstrating comparable precision to wav2vec2 with 317.7M parameters. Code is available at https://github.com/HarunoriKawano/speaker-identification-with-tgp.
Minwise-Independent Permutations with Insertion and Deletion of Features
Authors: Rameshwar Pratap, Raghav Kulkarni
Date: 2023-08-22 00:00:00

In their seminal work, Broder \textit{et. al.}~\citep{BroderCFM98} introduces the $\mathrm{minHash}$ algorithm that computes a low-dimensional sketch of high-dimensional binary data that closely approximates pairwise Jaccard similarity. Since its invention, $\mathrm{minHash}$ has been commonly used by practitioners in various big data applications. Further, the data is dynamic in many real-life scenarios, and their feature sets evolve over time. We consider the case when features are dynamically inserted and deleted in the dataset. We note that a naive solution to this problem is to repeatedly recompute $\mathrm{minHash}$ with respect to the updated dimension. However, this is an expensive task as it requires generating fresh random permutations. To the best of our knowledge, no systematic study of $\mathrm{minHash}$ is recorded in the context of dynamic insertion and deletion of features. In this work, we initiate this study and suggest algorithms that make the $\mathrm{minHash}$ sketches adaptable to the dynamic insertion and deletion of features. We show a rigorous theoretical analysis of our algorithms and complement it with extensive experiments on several real-world datasets. Empirically we observe a significant speed-up in the running time while simultaneously offering comparable performance with respect to running $\mathrm{minHash}$ from scratch. Our proposal is efficient, accurate, and easy to implement in practice.
Hamiltonian GAN
Authors: Christine Allen-Blanchette
Date: 2023-08-22 00:00:00
Tasks: Inductive Bias, Video Generation

A growing body of work leverages the Hamiltonian formalism as an inductive bias for physically plausible neural network based video generation. The structure of the Hamiltonian ensures conservation of a learned quantity (e.g., energy) and imposes a phase-space interpretation on the low-dimensional manifold underlying the input video. While this interpretation has the potential to facilitate the integration of learned representations in downstream tasks, existing methods are limited in their applicability as they require a structural prior for the configuration space at design time. In this work, we present a GAN-based video generation pipeline with a learned configuration space map and Hamiltonian neural network motion model, to learn a representation of the configuration space from data. We train our model with a physics-inspired cyclic-coordinate loss function which encourages a minimal representation of the configuration space and improves interpretability. We demonstrate the efficacy and advantages of our approach on the Hamiltonian Dynamics Suite Toy Physics dataset.
A Simple Framework for Multi-mode Spatial-Temporal Data Modeling
Authors: Zihang Liu, Le Yu, Tongyu Zhu, Leiei Sun
Date: 2023-08-22 00:00:00

Spatial-temporal data modeling aims to mine the underlying spatial relationships and temporal dependencies of objects in a system. However, most existing methods focus on the modeling of spatial-temporal data in a single mode, lacking the understanding of multiple modes. Though very few methods have been presented to learn the multi-mode relationships recently, they are built on complicated components with higher model complexities. In this paper, we propose a simple framework for multi-mode spatial-temporal data modeling to bring both effectiveness and efficiency together. Specifically, we design a general cross-mode spatial relationships learning component to adaptively establish connections between multiple modes and propagate information along the learned connections. Moreover, we employ multi-layer perceptrons to capture the temporal dependencies and channel correlations, which are conceptually and technically succinct. Experiments on three real-world datasets show that our model can consistently outperform the baselines with lower space and time complexity, opening up a promising direction for modeling spatial-temporal data. The generalizability of the cross-mode spatial relationships learning module is also validated.
SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting
Authors: Shengsheng Lin, Weiwei Lin, Wentai Wu, Feiyu Zhao, Ruichao Mo, Haotong Zhang
Date: 2023-08-22 00:00:00
Tasks: Time Series, Time Series Forecasting

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards Transformer, MLP, and CNN approaches. The substantial number of recurrent iterations are the fundamental reasons behind the limitations of RNNs in LTSF. To address these issues, we propose two novel strategies to reduce the number of iterations in RNNs for LTSF tasks: Segment-wise Iterations and Parallel Multi-step Forecasting (PMF). RNNs that combine these strategies, namely SegRNN, significantly reduce the required recurrent iterations for LTSF, resulting in notable improvements in forecast accuracy and inference speed. Extensive experiments demonstrate that SegRNN not only outperforms SOTA Transformer-based models but also reduces runtime and memory usage by more than 78%. These achievements provide strong evidence that RNNs continue to excel in LTSF tasks and encourage further exploration of this domain with more RNN-based approaches. The source code is coming soon.
Toward Generalizable Machine Learning Models in Speech, Language, and Hearing Sciences: Estimating Sample Size and Reducing Overfitting
Authors: Hamzeh Ghasemzadeh, Robert E. Hillman, Daryush D. Mehta
Date: 2023-08-22 00:00:00

This study's first purpose is to provide quantitative evidence that would incentivize researchers to instead use the more robust method of nested cross-validation. The second purpose is to present methods and MATLAB codes for doing power analysis for ML-based analysis during the design of a study. Monte Carlo simulations were used to quantify the interactions between the employed cross-validation method, the discriminative power of features, the dimensionality of the feature space, and the dimensionality of the model. Four different cross-validations (single holdout, 10-fold, train-validation-test, and nested 10-fold) were compared based on the statistical power and statistical confidence of the ML models. Distributions of the null and alternative hypotheses were used to determine the minimum required sample size for obtaining a statistically significant outcome ({\alpha}=0.05, 1-\b{eta}=0.8). Statistical confidence of the model was defined as the probability of correct features being selected and hence being included in the final model. Our analysis showed that the model generated based on the single holdout method had very low statistical power and statistical confidence and that it significantly overestimated the accuracy. Conversely, the nested 10-fold cross-validation resulted in the highest statistical confidence and the highest statistical power, while providing an unbiased estimate of the accuracy. The required sample size with a single holdout could be 50% higher than what would be needed if nested cross-validation were used. Confidence in the model based on nested cross-validation was as much as four times higher than the confidence in the single holdout-based model. A computational model, MATLAB codes, and lookup tables are provided to assist researchers with estimating the sample size during the design of their future studies.
Automatic Task Parallelization of Dataflow Graphs in ML/DL models
Authors: Srinjoy Das, Lawrence Rauchwerger
Date: 2023-08-22 00:00:00

Several methods exist today to accelerate Machine Learning(ML) or Deep-Learning(DL) model performance for training and inference. However, modern techniques that rely on various graph and operator parallelism methodologies rely on search space optimizations which are costly in terms of power and hardware usage. Especially in the case of inference, when the batch size is 1 and execution is on CPUs or for power-constrained edge devices, current techniques can become costly, complicated or inapplicable. To ameliorate this, we present a Critical-Path-based Linear Clustering approach to exploit inherent parallel paths in ML dataflow graphs. Our task parallelization approach further optimizes the structure of graphs via cloning and prunes them via constant propagation and dead-code elimination. Contrary to other work, we generate readable and executable parallel Pytorch+Python code from input ML models in ONNX format via a new tool that we have built called {\bf Ramiel}. This allows us to benefit from other downstream acceleration techniques like intra-op parallelism and potentially pipeline parallelism. Our preliminary results on several ML graphs demonstrate up to 1.9$\times$ speedup over serial execution and outperform some of the current mechanisms in both compile and runtimes. Lastly, our methods are lightweight and fast enough so that they can be used effectively for power and resource-constrained devices, while still enabling downstream optimizations.
Mobility-Aware Computation Offloading for Swarm Robotics using Deep Reinforcement Learning
Authors: Xiucheng Wang, Hongzhi Guo
Date: 2023-08-22 00:00:00
Tasks: Deep Reinforcement Learning, Edge-computing, reinforcement-learning, Scheduling

Swarm robotics is envisioned to automate a large number of dirty, dangerous, and dull tasks. Robots have limited energy, computation capability, and communication resources. Therefore, current swarm robotics have a small number of robots, which can only provide limited spatio-temporal information. In this paper, we propose to leverage the mobile edge computing to alleviate the computation burden. We develop an effective solution based on a mobility-aware deep reinforcement learning model at the edge server side for computing scheduling and resource. Our results show that the proposed approach can meet delay requirements and guarantee computation precision by using minimum robot energy.
Energy-Efficient On-Board Radio Resource Management for Satellite Communications via Neuromorphic Computing
Authors: Flor Ortiz, Nicolas Skatchkovsky, Eva Lagunas, Wallace A. Martins, Geoffrey Eappen, Saed Daoud, Osvaldo Simeone, Bipin Rajendran, Symeon Chatzinotas
Date: 2023-08-22 00:00:00
Tasks: Management

The latest satellite communication (SatCom) missions are characterized by a fully reconfigurable on-board software-defined payload, capable of adapting radio resources to the temporal and spatial variations of the system traffic. As pure optimization-based solutions have shown to be computationally tedious and to lack flexibility, machine learning (ML)-based methods have emerged as promising alternatives. We investigate the application of energy-efficient brain-inspired ML models for on-board radio resource management. Apart from software simulation, we report extensive experimental results leveraging the recently released Intel Loihi 2 chip. To benchmark the performance of the proposed model, we implement conventional convolutional neural networks (CNN) on a Xilinx Versal VCK5000, and provide a detailed comparison of accuracy, precision, recall, and energy efficiency for different traffic demands. Most notably, for relevant workloads, spiking neural networks (SNNs) implemented on Loihi 2 yield higher accuracy, while reducing power consumption by more than 100$\times$ as compared to the CNN-based reference platform. Our findings point to the significant potential of neuromorphic computing and SNNs in supporting on-board SatCom operations, paving the way for enhanced efficiency and sustainability in future SatCom systems.
LLaMA-Reviewer: Advancing Code Review Automation with Large Language Models through Parameter-Efficient Fine-Tuning
Authors: Junyi Lu, Lei Yu, Xiaojia Li, Li Yang, Chun Zuo
Date: 2023-08-22 00:00:00
Tasks: parameter-efficient fine-tuning

The automation of code review activities, a long-standing pursuit in software engineering, has been primarily addressed by numerous domain-specific pre-trained models. Despite their success, these models frequently demand extensive resources for pre-training from scratch. In contrast, Large Language Models (LLMs) provide an intriguing alternative, given their remarkable capabilities when supplemented with domain-specific knowledge. However, their potential for automating code review tasks remains largely unexplored. In response to this research gap, we present LLaMA-Reviewer, an innovative framework that leverages the capabilities of LLaMA, a popular LLM, in the realm of code review. Mindful of resource constraints, this framework employs parameter-efficient fine-tuning (PEFT) methods, delivering high performance while using less than 1% of trainable parameters. An extensive evaluation of LLaMA-Reviewer is conducted on two diverse, publicly available datasets. Notably, even with the smallest LLaMA base model consisting of 6.7B parameters and a limited number of tuning epochs, LLaMA-Reviewer equals the performance of existing code-review-focused models. The ablation experiments provide insights into the influence of various fine-tuning process components, including input representation, instruction tuning, and different PEFT methods. To foster continuous progress in this field, the code and all PEFT-weight plugins have been made open-source.
Graph Encoding and Neural Network Approaches for Volleyball Analytics: From Game Outcome to Individual Play Predictions
Authors: Rhys Tracy, Haotian Xia, Alex Rasla, Yuan-Fang Wang, Ambuj Singh
Date: 2023-08-22 00:00:00
Tasks: Prediction, Type prediction

This research aims to improve the accuracy of complex volleyball predictions and provide more meaningful insights to coaches and players. We introduce a specialized graph encoding technique to add additional contact-by-contact volleyball context to an already available volleyball dataset without any additional data gathering. We demonstrate the potential benefits of using graph neural networks (GNNs) on this enriched dataset for three different volleyball prediction tasks: rally outcome prediction, set location prediction, and hit type prediction. We compare the performance of our graph-based models to baseline models and analyze the results to better understand the underlying relationships in a volleyball rally. Our results show that the use of GNNs with our graph encoding yields a much more advanced analysis of the data, which noticeably improves prediction results overall. We also show that these baseline tasks can be significantly improved with simple adjustments, such as removing blocked hits. Lastly, we demonstrate the importance of choosing a model architecture that will better extract the important information for a certain task. Overall, our study showcases the potential strengths and weaknesses of using graph encodings in sports data analytics and hopefully will inspire future improvements in machine learning strategies across sports and applications by using graphbased encodings.
Towards Validating Long-Term User Feedbacks in Interactive Recommendation Systems
Authors: Hojoon Lee, Dongyoon Hwang, Kyushik Min, Jaegul Choo
Date: 2023-08-22 00:00:00
Tasks: Interactive Recommendation, Recommendation Systems, Reinforcement Learning (RL)

Interactive Recommender Systems (IRSs) have attracted a lot of attention, due to their ability to model interactive processes between users and recommender systems. Numerous approaches have adopted Reinforcement Learning (RL) algorithms, as these can directly maximize users' cumulative rewards. In IRS, researchers commonly utilize publicly available review datasets to compare and evaluate algorithms. However, user feedback provided in public datasets merely includes instant responses (e.g., a rating), with no inclusion of delayed responses (e.g., the dwell time and the lifetime value). Thus, the question remains whether these review datasets are an appropriate choice to evaluate the long-term effects of the IRS. In this work, we revisited experiments on IRS with review datasets and compared RL-based models with a simple reward model that greedily recommends the item with the highest one-step reward. Following extensive analysis, we can reveal three main findings: First, a simple greedy reward model consistently outperforms RL-based models in maximizing cumulative rewards. Second, applying higher weighting to long-term rewards leads to a degradation of recommendation performance. Third, user feedbacks have mere long-term effects on the benchmark datasets. Based on our findings, we conclude that a dataset has to be carefully verified and that a simple greedy baseline should be included for a proper evaluation of RL-based IRS approaches.