pwc-archive/papers-with-abstracts huggingface dataset:
Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT
Authors: Jiashu Lou
Date: 2023-09-21 00:00:00
Tasks: regression, Sentiment Analysis, Sentiment Classification

With the rapid development of big data and computing devices, low-latency automatic trading platforms based on real-time information acquisition have become the main components of the stock trading market, so the topic of quantitative trading has received widespread attention. And for non-strongly efficient trading markets, human emotions and expectations always dominate market trends and trading decisions. Therefore, this paper starts from the theory of emotion, taking East Money as an example, crawling user comment titles data from its corresponding stock bar and performing data cleaning. Subsequently, a natural language processing model BERT was constructed, and the BERT model was fine-tuned using existing annotated data sets. The experimental results show that the fine-tuned model has different degrees of performance improvement compared to the original model and the baseline model. Subsequently, based on the above model, the user comment data crawled is labeled with emotional polarity, and the obtained label information is combined with the Alpha191 model to participate in regression, and significant regression results are obtained. Subsequently, the regression model is used to predict the average price change for the next five days, and use it as a signal to guide automatic trading. The experimental results show that the incorporation of emotional factors increased the return rate by 73.8\% compared to the baseline during the trading period, and by 32.41\% compared to the original alpha191 model. Finally, we discuss the advantages and disadvantages of incorporating emotional factors into quantitative trading, and give possible directions for further research in the future.
Generating Hierarchical Structures for Improved Time Series Classification Using Stochastic Splitting Functions
Authors: Celal Alagoz
Date: 2023-09-21 00:00:00
Tasks: Classification, Time Series, Time Series Classification

This study introduces a novel hierarchical divisive clustering approach with stochastic splitting functions (SSFs) to enhance classification performance in multi-class datasets through hierarchical classification (HC). The method has the unique capability of generating hierarchy without requiring explicit information, making it suitable for datasets lacking prior knowledge of hierarchy. By systematically dividing classes into two subsets based on their discriminability according to the classifier, the proposed approach constructs a binary tree representation of hierarchical classes. The approach is evaluated on 46 multi-class time series datasets using popular classifiers (svm and rocket) and SSFs (potr, srtr, and lsoo). The results reveal that the approach significantly improves classification performance in approximately half and a third of the datasets when using rocket and svm as the classifier, respectively. The study also explores the relationship between dataset features and HC performance. While the number of classes and flat classification (FC) score show consistent significance, variations are observed with different splitting functions. Overall, the proposed approach presents a promising strategy for enhancing classification by generating hierarchical structure in multi-class time series datasets. Future research directions involve exploring different splitting functions, classifiers, and hierarchy structures, as well as applying the approach to diverse domains beyond time series data. The source code is made openly available to facilitate reproducibility and further exploration of the method.
On the Probability of Immunity
Authors: Jose M. Peña
Date: 2023-09-21 00:00:00

This work is devoted to the study of the probability of immunity, i.e. the effect occurs whether exposed or not. We derive necessary and sufficient conditions for non-immunity and $\epsilon$-bounded immunity, i.e. the probability of immunity is zero and $\epsilon$-bounded, respectively. The former allows us to estimate the probability of benefit (i.e., the effect occurs if and only if exposed) from a randomized controlled trial, and the latter allows us to produce bounds of the probability of benefit that are tighter than the existing ones. We also introduce the concept of indirect immunity (i.e., through a mediator) and repeat our previous analysis for it. Finally, we propose a method for sensitivity analysis of the probability of immunity under unmeasured confounding.
A Machine Learning-oriented Survey on Tiny Machine Learning
Authors: Luigi Capogrosso, Federico Cunico, Dong Seon Cheng, Franco Fummi, Marco Cristani
Date: 2023-09-21 00:00:00
Tasks: Model Optimization, Survey

The emergence of Tiny Machine Learning (TinyML) has positively revolutionized the field of Artificial Intelligence by promoting the joint design of resource-constrained IoT hardware devices and their learning-based software architectures. TinyML carries an essential role within the fourth and fifth industrial revolutions in helping societies, economies, and individuals employ effective AI-infused computing technologies (e.g., smart cities, automotive, and medical robotics). Given its multidisciplinary nature, the field of TinyML has been approached from many different angles: this comprehensive survey wishes to provide an up-to-date overview focused on all the learning algorithms within TinyML-based solutions. The survey is based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) methodological flow, allowing for a systematic and complete literature survey. In particular, firstly we will examine the three different workflows for implementing a TinyML-based system, i.e., ML-oriented, HW-oriented, and co-design. Secondly, we propose a taxonomy that covers the learning panorama under the TinyML lens, examining in detail the different families of model optimization and design, as well as the state-of-the-art learning techniques. Thirdly, this survey will present the distinct features of hardware devices and software tools that represent the current state-of-the-art for TinyML intelligent edge applications. Finally, we discuss the challenges and future directions.
Activation Compression of Graph Neural Networks using Block-wise Quantization with Improved Variance Minimization
Authors: Sebastian Eliassen, Raghavendra Selvan
Date: 2023-09-21 00:00:00
Tasks: GPU, Quantization

Efficient training of large-scale graph neural networks (GNNs) has been studied with a specific focus on reducing their memory consumption. Work by Liu et al. (2022) proposed extreme activation compression (EXACT) which demonstrated drastic reduction in memory consumption by performing quantization of the intermediate activation maps down to using INT2 precision. They showed little to no reduction in performance while achieving large reductions in GPU memory consumption. In this work, we present an improvement to the EXACT strategy by using block-wise quantization of the intermediate activation maps. We experimentally analyze different block sizes and show further reduction in memory consumption (>15%), and runtime speedup per epoch (about 5%) even when performing extreme extents of quantization with similar performance trade-offs as with the original EXACT. Further, we present a correction to the assumptions on the distribution of intermediate activation maps in EXACT (assumed to be uniform) and show improved variance estimations of the quantization and dequantization steps.
TMac: Temporal Multi-Modal Graph Learning for Acoustic Event Classification
Authors: Meng Liu, Ke Liang, Dayu Hu, Hao Yu, Yue Liu, Lingyuan Meng, Wenxuan Tu, Sihang Zhou, Xinwang Liu
Date: 2023-09-21 00:00:00
Tasks: Graph Learning

Audiovisual data is everywhere in this digital age, which raises higher requirements for the deep learning models developed on them. To well handle the information of the multi-modal data is the key to a better audiovisual modal. We observe that these audiovisual data naturally have temporal attributes, such as the time information for each frame in the video. More concretely, such data is inherently multi-modal according to both audio and visual cues, which proceed in a strict chronological order. It indicates that temporal information is important in multi-modal acoustic event modeling for both intra- and inter-modal. However, existing methods deal with each modal feature independently and simply fuse them together, which neglects the mining of temporal relation and thus leads to sub-optimal performance. With this motivation, we propose a Temporal Multi-modal graph learning method for Acoustic event Classification, called TMac, by modeling such temporal information via graph learning techniques. In particular, we construct a temporal graph for each acoustic event, dividing its audio data and video data into multiple segments. Each segment can be considered as a node, and the temporal relationships between nodes can be considered as timestamps on their edges. In this case, we can smoothly capture the dynamic information in intra-modal and inter-modal. Several experiments are conducted to demonstrate TMac outperforms other SOTA models in performance. Our code is available at https://github.com/MGitHubL/TMac.
Weakly supervised learning for pattern classification in serial femtosecond crystallography
Authors: Jianan Xie, Ji Liu, Chi Zhang, Xihui Chen, Ping Huai, Jie Zheng, Xiaofeng Zhang
Date: 2023-07-30 00:00:00
Tasks: Weakly-supervised Learning

Serial femtosecond crystallography at X-ray free electron laser facilities opens a new era for the determination of crystal structure. However, the data processing of those experiments is facing unprecedented challenge, because the total number of diffraction patterns needed to determinate a high-resolution structure is huge. Machine learning methods are very likely to play important roles in dealing with such a large volume of data. Convolutional neural networks have made a great success in the field of pattern classification, however, training of the networks need very large datasets with labels. Th is heavy dependence on labeled datasets will seriously restrict the application of networks, because it is very costly to annotate a large number of diffraction patterns. In this article we present our job on the classification of diffraction pattern by weakly supervised algorithms, with the aim of reducing as much as possible the size of the labeled dataset required for training. Our result shows that weakly supervised methods can significantly reduce the need for the number of labeled patterns while achieving comparable accuracy to fully supervised methods.
Privacy-Preserving In-Context Learning with Differentially Private Few-Shot Generation
Authors: Xinyu Tang, Richard Shin, Huseyin A. Inan, Andre Manoel, FatemehSadat Mireshghallah, Zinan Lin, Sivakanth Gopi, Janardhan Kulkarni, Robert Sim
Date: 2023-09-21 00:00:00
Tasks: In-Context Learning, Privacy Preserving

We study the problem of in-context learning (ICL) with large language models (LLMs) on private datasets. This scenario poses privacy risks, as LLMs may leak or regurgitate the private examples demonstrated in the prompt. We propose a novel algorithm that generates synthetic few-shot demonstrations from the private dataset with formal differential privacy (DP) guarantees, and show empirically that it can achieve effective ICL. We conduct extensive experiments on standard benchmarks and compare our algorithm with non-private ICL and zero-shot solutions. Our results demonstrate that our algorithm can achieve competitive performance with strong privacy levels. These results open up new possibilities for ICL with privacy protection for a broad range of applications.
Unveiling Optimal SDG Pathways: An Innovative Approach Leveraging Graph Pruning and Intent Graph for Effective Recommendations
Authors: Zhihang Yu, Shu Wang, Yunqiang Zhu, Wen Yuan, Xiaoliang Dai, Zhiqiang Zou
Date: 2023-09-21 00:00:00

The recommendation of appropriate development pathways, also known as ecological civilization patterns for achieving Sustainable Development Goals (namely, sustainable development patterns), are of utmost importance for promoting ecological, economic, social, and resource sustainability in a specific region. To achieve this, the recommendation process must carefully consider the region's natural, environmental, resource, and economic characteristics. However, current recommendation algorithms in the field of computer science fall short in adequately addressing the spatial heterogeneity related to environment and sparsity of regional historical interaction data, which limits their effectiveness in recommending sustainable development patterns. To overcome these challenges, this paper proposes a method called User Graph after Pruning and Intent Graph (UGPIG). Firstly, we utilize the high-density linking capability of the pruned User Graph to address the issue of spatial heterogeneity neglect in recommendation algorithms. Secondly, we construct an Intent Graph by incorporating the intent network, which captures the preferences for attributes including environmental elements of target regions. This approach effectively alleviates the problem of sparse historical interaction data in the region. Through extensive experiments, we demonstrate that UGPIG outperforms state-of-the-art recommendation algorithms like KGCN, KGAT, and KGIN in sustainable development pattern recommendations, with a maximum improvement of 9.61% in Top-3 recommendation performance.
Turaco: Complexity-Guided Data Sampling for Training Neural Surrogates of Programs
Authors: Alex Renda, Yi Ding, Michael Carbin
Date: 2023-09-21 00:00:00

Programmers and researchers are increasingly developing surrogates of programs, models of a subset of the observable behavior of a given program, to solve a variety of software development challenges. Programmers train surrogates from measurements of the behavior of a program on a dataset of input examples. A key challenge of surrogate construction is determining what training data to use to train a surrogate of a given program. We present a methodology for sampling datasets to train neural-network-based surrogates of programs. We first characterize the proportion of data to sample from each region of a program's input space (corresponding to different execution paths of the program) based on the complexity of learning a surrogate of the corresponding execution path. We next provide a program analysis to determine the complexity of different paths in a program. We evaluate these results on a range of real-world programs, demonstrating that complexity-guided sampling results in empirical improvements in accuracy.
Efficient Core-selecting Incentive Mechanism for Data Sharing in Federated Learning
Authors: Mengda Ji, Genjiu Xu, Jianjun Ge, Mingqiang Li
Date: 2023-09-21 00:00:00
Tasks: Federated Learning

Federated learning is a distributed machine learning system that uses participants' data to train an improved global model. In federated learning, participants cooperatively train a global model, and they will receive the global model and payments. Rational participants try to maximize their individual utility, and they will not input their high-quality data truthfully unless they are provided with satisfactory payments based on their data quality. Furthermore, federated learning benefits from the cooperative contributions of participants. Accordingly, how to establish an incentive mechanism that both incentivizes inputting data truthfully and promotes stable cooperation has become an important issue to consider. In this paper, we introduce a data sharing game model for federated learning and employ game-theoretic approaches to design a core-selecting incentive mechanism by utilizing a popular concept in cooperative games, the core. In federated learning, the core can be empty, resulting in the core-selecting mechanism becoming infeasible. To address this, our core-selecting mechanism employs a relaxation method and simultaneously minimizes the benefits of inputting false data for all participants. However, this mechanism is computationally expensive because it requires aggregating exponential models for all possible coalitions, which is infeasible in federated learning. To address this, we propose an efficient core-selecting mechanism based on sampling approximation that only aggregates models on sampled coalitions to approximate the exact result. Extensive experiments verify that the efficient core-selecting mechanism can incentivize inputting high-quality data and stable cooperation, while it reduces computational overhead compared to the core-selecting mechanism.
Quasi-Monte Carlo for 3D Sliced Wasserstein
Authors: Khai Nguyen, Nicola Bariletto, Nhat Ho
Date: 2023-09-21 00:00:00
Tasks: Stochastic Optimization, Style Transfer

Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms of absolute approximation error. To provide a better class of empirical SW, we propose quasi-sliced Wasserstein (QSW) approximations that rely on Quasi-Monte Carlo (QMC) methods. For a comprehensive investigation of QMC for SW, we focus on the 3D setting, specifically computing the SW between probability measures in three dimensions. In greater detail, we empirically evaluate various methods to construct QMC point sets on the 3D unit-hypersphere, including the Gaussian-based and equal area mappings, generalized spiral points, and optimizing discrepancy energies. Furthermore, to obtain an unbiased estimator for stochastic optimization, we extend QSW to Randomized Quasi-Sliced Wasserstein (RQSW) by introducing randomness in the discussed point sets. Theoretically, we prove the asymptotic convergence of QSW and the unbiasedness of RQSW. Finally, we conduct experiments on various 3D tasks, such as point-cloud comparison, point-cloud interpolation, image style transfer, and training deep point-cloud autoencoders, to demonstrate the favorable performance of the proposed QSW and RQSW variants.
Incentivized Communication for Federated Bandits
Date: 2023-09-21 00:00:00
Proceeding: NeurIPS 2023 11

Most existing works on federated bandits take it for granted that all clients are altruistic about sharing their data with the server for the collective good whenever needed. Despite their compelling theoretical guarantee on performance and communication efficiency, this assumption is overly idealistic and oftentimes violated in practice, especially when the algorithm is operated over self-interested clients, who are reluctant to share data without explicit benefits. Negligence of such self-interested behaviors can significantly affect the learning efficiency and even the practical operability of federated bandit learning. In light of this, we aim to spark new insights into this under-explored research area by formally introducing an incentivized communication problem for federated bandits, where the server shall motivate clients to share data by providing incentives. Without loss of generality, we instantiate this bandit problem with the contextual linear setting and propose the first incentivized communication protocol, namely, Inc-FedUCB, that achieves near-optimal regret with provable communication and incentive cost guarantees. Extensive empirical experiments on both synthetic and real-world datasets further validate the effectiveness of the proposed method across various environments.
Large-scale Pretraining Improves Sample Efficiency of Active Learning based Molecule Virtual Screening
Authors: Zhonglin Cao, Simone Sciabola, Ye Wang
Date: 2023-09-20 00:00:00
Tasks: Active Learning, Bayesian Optimization, Drug Discovery, Graph Neural Network, Language Modelling

Virtual screening of large compound libraries to identify potential hit candidates is one of the earliest steps in drug discovery. As the size of commercially available compound collections grows exponentially to the scale of billions, brute-force virtual screening using traditional tools such as docking becomes infeasible in terms of time and computational resources. Active learning and Bayesian optimization has recently been proven as effective methods of narrowing down the search space. An essential component in those methods is a surrogate machine learning model that is trained with a small subset of the library to predict the desired properties of compounds. Accurate model can achieve high sample efficiency by finding the most promising compounds with only a fraction of the whole library being virtually screened. In this study, we examined the performance of pretrained transformer-based language model and graph neural network in Bayesian optimization active learning framework. The best pretrained models identifies 58.97% of the top-50000 by docking score after screening only 0.6% of an ultra-large library containing 99.5 million compounds, improving 8% over previous state-of-the-art baseline. Through extensive benchmarks, we show that the superior performance of pretrained models persists in both structure-based and ligand-based drug discovery. Such model can serve as a boost to the accuracy and sample efficiency of active learning based molecule virtual screening.
Popularity Degradation Bias in Local Music Recommendation
Authors: April Trainor, Douglas Turnbull
Date: 2023-09-20 00:00:00
Tasks: Music Recommendation

In this paper, we study the effect of popularity degradation bias in the context of local music recommendations. Specifically, we examine how accurate two top-performing recommendation algorithms, Weight Relevance Matrix Factorization (WRMF) and Multinomial Variational Autoencoder (Mult-VAE), are at recommending artists as a function of artist popularity. We find that both algorithms improve recommendation performance for more popular artists and, as such, exhibit popularity degradation bias. While both algorithms produce a similar level of performance for more popular artists, Mult-VAE shows better relative performance for less popular artists. This suggests that this algorithm should be preferred for local (long-tail) music artist recommendation.