pwc-archive/papers-with-abstracts huggingface dataset:
An Empirical Study of Challenges in Converting Deep Learning Models
Authors: Moses Openja, Amin Nikanjam, Ahmed Haj Yahmed, Foutse khomh, Zhen Ming, Jiang
Date: 2022-06-28 00:00:00
Tasks: Deep Learning

There is an increase in deploying Deep Learning (DL)-based software systems in real-world applications. Usually DL models are developed and trained using DL frameworks that have their own internal mechanisms/formats to represent and train DL models, and usually those formats cannot be recognized by other frameworks. Moreover, trained models are usually deployed in environments different from where they were developed. To solve the interoperability issue and make DL models compatible with different frameworks/environments, some exchange formats are introduced for DL models, like ONNX and CoreML. However, ONNX and CoreML were never empirically evaluated by the community to reveal their prediction accuracy, performance, and robustness after conversion. Poor accuracy or non-robust behavior of converted models may lead to poor quality of deployed DL-based software systems. We conduct, in this paper, the first empirical study to assess ONNX and CoreML for converting trained DL models. In our systematic approach, two popular DL frameworks, Keras and PyTorch, are used to train five widely used DL models on three popular datasets. The trained models are then converted to ONNX and CoreML and transferred to two runtime environments designated for such formats, to be evaluated. We investigate the prediction accuracy before and after conversion. Our results unveil that the prediction accuracy of converted models are at the same level of originals. The performance (time cost and memory consumption) of converted models are studied as well. The size of models are reduced after conversion, which can result in optimized DL-based software deployment. Converted models are generally assessed as robust at the same level of originals. However, obtained results show that CoreML models are more vulnerable to adversarial attacks compared to ONNX.
Bottleneck Low-rank Transformers for Low-resource Spoken Language Understanding
Authors: Pu Wang, Hugo Van hamme
Date: 2022-06-28 00:00:00
Tasks: Spoken Language Understanding

End-to-end spoken language understanding (SLU) systems benefit from pretraining on large corpora, followed by fine-tuning on application-specific data. The resulting models are too large for on-edge applications. For instance, BERT-based systems contain over 110M parameters. Observing the model is overparameterized, we propose lean transformer structure where the dimension of the attention mechanism is automatically reduced using group sparsity. We propose a variant where the learned attention subspace is transferred to an attention bottleneck layer. In a low-resource setting and without pre-training, the resulting compact SLU model achieves accuracies competitive with pre-trained large models.
Learning Time Delay Systems with Neural Ordinary Differential Equations
Authors: Xunbi A. Ji, Gabor Orosz
Date: 2022-06-28 00:00:00

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate the delay differential equation to an ordinary differential equation by discretizing the time history and train the corresponding neural ordinary differential equation (NODE) to learn the dynamics. An example on learning the dynamics of the Mackey-Glass equation using data from chaotic behavior is given. After learning both the nonlinearity and the time delay, we demonstrate that the bifurcation diagram of the neural network matches that of the original system.
TPU-KNN: K Nearest Neighbor Search at Peak FLOP/s
Authors: Felix Chern, Blake Hechtman, Andy Davis, Ruiqi Guo, David Majnemer, Sanjiv Kumar
Date: 2022-06-28 00:00:00
Tasks: GPU

This paper presents a novel nearest neighbor search algorithm achieving TPU (Google Tensor Processing Unit) peak performance, outperforming state-of-the-art GPU algorithms with similar level of recall. The design of the proposed algorithm is motivated by an accurate accelerator performance model that takes into account both the memory and instruction bottlenecks. Our algorithm comes with an analytical guarantee of recall in expectation and does not require maintaining sophisticated index data structure or tuning, making it suitable for applications with frequent updates. Our work is available in the open-source package of Jax and Tensorflow on TPU.
Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
Authors: Florian Krach, Marc Nübel, Josef Teichmann
Date: 2022-06-28 00:00:00
Tasks: Time Series, Time Series Analysis

This paper studies the problem of forecasting general stochastic processes using a path-dependent extension of the Neural Jump ODE (NJ-ODE) framework \citep{herrera2021neural}. While NJ-ODE was the first framework to establish convergence guarantees for the prediction of irregularly observed time series, these results were limited to data stemming from It\^o-diffusions with complete observations, in particular Markov processes, where all coordinates are observed simultaneously. In this work, we generalise these results to generic, possibly non-Markovian or discontinuous, stochastic processes with incomplete observations, by utilising the reconstruction properties of the signature transform. These theoretical results are supported by empirical studies, where it is shown that the path-dependent NJ-ODE outperforms the original NJ-ODE framework in the case of non-Markovian data. Moreover, we show that PD-NJ-ODE can be applied successfully to classical stochastic filtering problems and to limit order book (LOB) data.
Neural Integro-Differential Equations
Authors: Emanuele Zappala, Antonio Henrique de Oliveira Fonseca, Andrew Henry Moberly, Michael James Higley, Chadi Abdallah, Jessica Cardin, David van Dijk
Date: 2022-06-28 00:00:00

Modeling continuous dynamical systems from discretely sampled observations is a fundamental problem in data science. Often, such dynamics are the result of non-local processes that present an integral over time. As such, these systems are modeled with Integro-Differential Equations (IDEs); generalizations of differential equations that comprise both an integral and a differential component. For example, brain dynamics are not accurately modeled by differential equations since their behavior is non-Markovian, i.e. dynamics are in part dictated by history. Here, we introduce the Neural IDE (NIDE), a novel deep learning framework based on the theory of IDEs where integral operators are learned using neural networks. We test NIDE on several toy and brain activity datasets and demonstrate that NIDE outperforms other models. These tasks include time extrapolation as well as predicting dynamics from unseen initial conditions, which we test on whole-cortex activity recordings in freely behaving mice. Further, we show that NIDE can decompose dynamics into their Markovian and non-Markovian constituents via the learned integral operator, which we test on fMRI brain activity recordings of people on ketamine. Finally, the integrand of the integral operator provides a latent space that gives insight into the underlying dynamics, which we demonstrate on wide-field brain imaging recordings. Altogether, NIDE is a novel approach that enables modeling of complex non-local dynamics with neural networks.
A Perturbation Bound on the Subspace Estimator from Canonical Projections
Authors: Karan Srivastava, Daniel L. Pimentel-Alarcón
Date: 2022-06-28 00:00:00
Tasks: Clustering, Matrix Completion

This paper derives a perturbation bound on the optimal subspace estimator obtained from a subset of its canonical projections contaminated by noise. This fundamental result has important implications in matrix completion, subspace clustering, and related problems.
NumS: Scalable Array Programming for the Cloud
Authors: Melih Elibol, Vinamra Benara, Samyu Yagati, Lianmin Zheng, Alvin Cheung, Michael I. Jordan, Ion Stoica
Date: 2022-06-28 00:00:00
Tasks: regression, Scheduling

Scientists increasingly rely on Python tools to perform scalable distributed memory array operations using rich, NumPy-like expressions. However, many of these tools rely on dynamic schedulers optimized for abstract task graphs, which often encounter memory and network bandwidth-related bottlenecks due to sub-optimal data and operator placement decisions. Tools built on the message passing interface (MPI), such as ScaLAPACK and SLATE, have better scaling properties, but these solutions require specialized knowledge to use. In this work, we present NumS, an array programming library which optimizes NumPy-like expressions on task-based distributed systems. This is achieved through a novel scheduler called Load Simulated Hierarchical Scheduling (LSHS). LSHS is a local search method which optimizes operator placement by minimizing maximum memory and network load on any given node within a distributed system. Coupled with a heuristic for load balanced data layouts, our approach is capable of attaining communication lower bounds on some common numerical operations, and our empirical study shows that LSHS enhances performance on Ray by decreasing network load by a factor of 2x, requiring 4x less memory, and reducing execution time by 10x on the logistic regression problem. On terabyte-scale data, NumS achieves competitive performance to SLATE on DGEMM, up to 20x speedup over Dask on a key operation for tensor factorization, and a 2x speedup on logistic regression compared to Dask ML and Spark's MLlib.
Collecting high-quality adversarial data for machine reading comprehension tasks with humans and models in the loop
Authors: Damian Y. Romero Diaz, Magdalena Anioł, John Culnan
Date: 2022-06-28 00:00:00
Proceeding: NAACL (DADC) 2022 7
Tasks: Machine Reading Comprehension, Reading Comprehension

We present our experience as annotators in the creation of high-quality, adversarial machine-reading-comprehension data for extractive QA for Task 1 of the First Workshop on Dynamic Adversarial Data Collection (DADC). DADC is an emergent data collection paradigm with both models and humans in the loop. We set up a quasi-experimental annotation design and perform quantitative analyses across groups with different numbers of annotators focusing on successful adversarial attacks, cost analysis, and annotator confidence correlation. We further perform a qualitative analysis of our perceived difficulty of the task given the different topics of the passages in our dataset and conclude with recommendations and suggestions that might be of value to people working on future DADC tasks and related annotation interfaces.
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Authors: Frensi Zejnullahu, Maurice Moser, Joerg Osterrieder
Date: 2022-06-28 00:00:00
Tasks: Reinforcement Learning (RL)

This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of our trading agent are constantly being expanded to include additional assets such as commodities, resulting in four models. We also respond to environmental conditions, including costs and crises. Our trading agent is first trained for a specific time period and tested on new data and compared with the long-and-hold strategy as a benchmark (market). We analyze the differences between the various models and the in-sample/out-of-sample performance with respect to the environment. The experimental results show that the trading agent follows an appropriate behavior. It can adjust its policy to different circumstances, such as more extensive use of the neutral position when trading costs are present. Furthermore, the net asset value exceeded that of the benchmark, and the agent outperformed the market in the test set. We provide initial insights into the behavior of an agent in a financial domain using a DDQN algorithm. The results of this study can be used for further development.
Online Anomaly Detection Based On Reservoir Sampling and LOF for IoT devices
Authors: Tomasz Szydlo
Date: 2022-06-28 00:00:00
Tasks: Anomaly Detection

The growing number of IoT devices and their use to monitor the operation of machines and equipment increases interest in anomaly detection algorithms running on devices. However, the difficulty is the limitations of the available computational and memory resources on the devices. In the case of microcontrollers (MCUs), these are single megabytes of program and several hundred kilobytes of working memory. Consequently, algorithms must be appropriately matched to the capabilities of the devices. In the paper, we analyse the processing pipeline for anomaly detection and implementation of the Local Outliner Factor (LOF) algorithm on a MCU. We also show that it is possible to train such an algorithm directly on the device, which gives great potential to use the solution in real devices.
Supervised Training of Conditional Monge Maps
Authors: Charlotte Bunne, Andreas Krause, Marco Cuturi
Date: 2022-06-28 00:00:00

Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of source and target probability measures $(\mu, \nu)$, a parameterized map $T_\theta$ that can efficiently map $\mu$ onto $\nu$. In many applications, such as predicting cell responses to treatments, pairs of input/output data measures $(\mu, \nu)$ that define optimal transport problems do not arise in isolation but are associated with a context $c$, as for instance a treatment when comparing populations of untreated and treated cells. To account for that context in OT estimation, we introduce CondOT, a multi-task approach to estimate a family of OT maps conditioned on a context variable, using several pairs of measures $\left(\mu_i, \nu_i\right)$ tagged with a context label $c_i$. CondOT learns a global map $\mathcal{T}_\theta$ conditioned on context that is not only expected to fit all labeled pairs in the dataset $\left\{\left(c_i,\left(\mu_i, \nu_i\right)\right)\right\}$, i.e., $\mathcal{T}_\theta\left(c_i\right) \sharp \mu_i \approx \nu_i$, but should also generalize to produce meaningful maps $\mathcal{T}_\theta\left(c_{\text {new }}\right)$ when conditioned on unseen contexts $c_{\text {new }}$. Our approach harnesses and provides a novel usage for partially input convex neural networks, for which we introduce a robust and efficient initialization strategy inspired by Gaussian approximations. We demonstrate the ability of CondOT to infer the effect of an arbitrary combination of genetic or therapeutic perturbations on single cells, using only observations of the effects of said perturbations separately.
Target alignment in truncated kernel ridge regression
Authors: Arash A. Amini, Richard Baumgartner, Dai Feng
Date: 2022-06-28 00:00:00
Tasks: regression

Kernel ridge regression (KRR) has recently attracted renewed interest due to its potential for explaining the transient effects, such as double descent, that emerge during neural network training. In this work, we study how the alignment between the target function and the kernel affects the performance of the KRR. We focus on the truncated KRR (TKRR) which utilizes an additional parameter that controls the spectral truncation of the kernel matrix. We show that for polynomial alignment, there is an \emph{over-aligned} regime, in which TKRR can achieve a faster rate than what is achievable by full KRR. The rate of TKRR can improve all the way to the parametric rate, while that of full KRR is capped at a sub-optimal value. This shows that target alignemnt can be better leveraged by utilizing spectral truncation in kernel methods. We also consider the bandlimited alignment setting and show that the regularization surface of TKRR can exhibit transient effects including multiple descent and non-monotonic behavior. Our results show that there is a strong and quantifable relation between the shape of the \emph{alignment spectrum} and the generalization performance of kernel methods, both in terms of rates and in finite samples.
No imputation without representation
Authors: Oliver Urs Lenz, Daniel Peralta, Chris Cornelis
Date: 2022-06-28 00:00:00
Tasks: Attribute, Imputation, Missing Values

By filling in missing values in datasets, imputation allows these datasets to be used with algorithms that cannot handle missing values by themselves. However, missing values may in principle contribute useful information that is lost through imputation. The missing-indicator approach can be used in combination with imputation to instead represent this information as a part of the dataset. There are several theoretical considerations why missing-indicators may or may not be beneficial, but there has not been any large-scale practical experiment on real-life datasets to test this question for machine learning predictions. We perform this experiment for three imputation strategies and a range of different classification algorithms, on the basis of twenty real-life datasets. In a follow-up experiment, we determine attribute-specific missingness thresholds for each classifier above which missing-indicators are more likely than not to increase classification performance. And in a second follow-up experiment, we evaluate numerical imputation of one-hot encoded categorical attributes. We reach the following conclusions. Firstly, missing-indicators generally increase classification performance. Secondly, with missing-indicators, nearest neighbour and iterative imputation do not lead to better performance than simple mean/mode imputation. Thirdly, for decision trees, pruning is necessary to prevent overfitting. Fourthly, the thresholds above which missing-indicators are more likely than not to improve performance are lower for categorical attributes than for numerical attributes. Lastly, mean imputation of numerical attributes preserves some of the information from missing values. Consequently, when not using missing-indicators it can be advantageous to apply mean imputation to one-hot encoded categorical attributes instead of mode imputation.
PyEPO: A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming
Authors: Bo Tang, Elias B. Khalil
Date: 2022-06-28 00:00:00

In deterministic optimization, it is typically assumed that all problem parameters are fixed and known. In practice, however, some parameters may be a priori unknown but can be estimated from historical data. A typical predict-then-optimize approach separates predictions and optimization into two stages. Recently, end-to-end predict-then-optimize has become an attractive alternative. In this work, we present the PyEPO package, a PyTorchbased end-to-end predict-then-optimize library in Python. To the best of our knowledge, PyEPO (pronounced like pineapple with a silent "n") is the first such generic tool for linear and integer programming with predicted objective function coefficients. It provides four base algorithms: a convex surrogate loss function from the seminal work of Elmachtoub and Grigas [16], a differentiable black-box solver approach of Pogancic et al. [35], and two differentiable perturbation-based methods from Berthet et al. [6]. PyEPO provides a simple interface for the definition of new optimization problems, the implementation of state-of-the-art predict-then-optimize training algorithms, the use of custom neural network architectures, and the comparison of end-to-end approaches with the two-stage approach. PyEPO enables us to conduct a comprehensive set of experiments comparing a number of end-to-end and two-stage approaches along axes such as prediction accuracy, decision quality, and running time on problems such as Shortest Path, Multiple Knapsack, and the Traveling Salesperson Problem. We discuss some empirical insights from these experiments, which could guide future research. PyEPO and its documentation are available at https://github.com/khalil-research/PyEPO.
Gaussian Latent Dirichlet Allocation for Discrete Human State Discovery
Authors: Congyu Wu, Aaron Fisher, David Schnyer
Date: 2022-06-28 00:00:00
Tasks: Clustering

In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from multiple, inherently distinct, individuals. Psychology and medical research heavily involves measuring potentially related but individually inconclusive variables from a cohort of participants to derive diagnosis, necessitating clustering analysis. Traditional probabilistic clustering models such as Gaussian Mixture Model (GMM) assume a global mixture of component distributions, which may not be realistic for observations from different patients. The GLDA model borrows the individual-specific mixture structure from a popular topic model Latent Dirichlet Allocation (LDA) in Natural Language Processing and merges it with the Gaussian component distributions of GMM to suit continuous type data. We implemented GLDA using STAN (a probabilistic modeling language) and applied it on two datasets, one containing Ecological Momentary Assessments (EMA) and the other heart measures from electrocardiogram and impedance cardiograph. We found that in both datasets the GLDA-learned class weights achieved significantly higher correlations with clinically assessed depression, anxiety, and stress scores than those produced by the baseline GMM. Our findings demonstrate the advantage of GLDA over conventional finite mixture models for human state discovery from repeated multivariate data, likely due to better characterization of potential underlying between-participant differences. Future work is required to validate the utility of this model on a broader range of applications.
Building Matters: Spatial Variability in Machine Learning Based Thermal Comfort Prediction in Winters
Authors: Betty Lala, Srikant Manas Kala, Anmol Rastogi, Kunal Dahiya, Hirozumi Yamaguchi, Aya Hagishima
Date: 2022-06-28 00:00:00
Tasks: Feature Importance, Prediction

Thermal comfort in indoor environments has an enormous impact on the health, well-being, and performance of occupants. Given the focus on energy efficiency and Internet-of-Things enabled smart buildings, machine learning (ML) is being increasingly used for data-driven thermal comfort (TC) prediction. Generally, ML-based solutions are proposed for air-conditioned or HVAC ventilated buildings and the models are primarily designed for adults. On the other hand, naturally ventilated (NV) buildings are the norm in most countries. They are also ideal for energy conservation and long-term sustainability goals. However, the indoor environment of NV buildings lacks thermal regulation and varies significantly across spatial contexts. These factors make TC prediction extremely challenging. Thus, determining the impact of the building environment on the performance of TC models is important. Further, the generalization capability of TC prediction models across different NV indoor spaces needs to be studied. This work addresses these problems. Data is gathered through month-long field experiments conducted in 5 naturally ventilated school buildings, involving 512 primary school students. The impact of spatial variability on student comfort is demonstrated through variation in prediction accuracy (by as much as 71%). The influence of building environment on TC prediction is also demonstrated through variation in feature importance. Further, a comparative analysis of spatial variability in model performance is done for children (our dataset) and adults (ASHRAE-II database). Finally, the generalization capability of thermal comfort models in NV classrooms is assessed and major challenges are highlighted.