pwc-archive/papers-with-abstracts huggingface dataset:
A Bayesian cluster validity index
Authors: Nathakhun Wiroonsri, Onthada Preedasawakul
Date: 2024-02-03 00:00:00
Tasks: Clustering

Selecting the appropriate number of clusters is a critical step in applying clustering algorithms. To assist in this process, various cluster validity indices (CVIs) have been developed. These indices are designed to identify the optimal number of clusters within a dataset. However, users may not always seek the absolute optimal number of clusters but rather a secondary option that better aligns with their specific applications. This realization has led us to introduce a Bayesian cluster validity index (BCVI), which builds upon existing indices. The BCVI utilizes either Dirichlet or generalized Dirichlet priors, resulting in the same posterior distribution. We evaluate our BCVI using the Wiroonsri index for hard clustering and the Wiroonsri-Preedasawakul index for soft clustering as underlying indices. We compare the performance of our proposed BCVI with that of the original underlying indices and several other existing CVIs, including Davies-Bouldin, Starczewski, Xie-Beni, and KWON2 indices. Our BCVI offers clear advantages in situations where user expertise is valuable, allowing users to specify their desired range for the final number of clusters. To illustrate this, we conduct experiments classified into three different scenarios. Additionally, we showcase the practical applicability of our approach through real-world datasets, such as MRI brain tumor images. These tools will be published as a new R package 'BayesCVI'.
Position Paper: Why the Shooting in the Dark Method Dominates Recommender Systems Practice; A Call to Abandon Anti-Utopian Thinking
Authors: David Rohde
Date: 2024-02-03 00:00:00
Tasks: Position, Recommendation Systems

Applied recommender systems research is in a curious position. While there is a very rigorous protocol for measuring performance by A/B testing, best practice for finding a `B' to test does not explicitly target performance but rather targets a proxy measure. The success or failure of a given A/B test then depends entirely on if the proposed proxy is better correlated to performance than the previous proxy. No principle exists to identify if one proxy is better than another offline, leaving the practitioners shooting in the dark. The purpose of this position paper is to question this anti-Utopian thinking and argue that a non-standard use of the deep learning stacks actually has the potential to unlock reward optimizing recommendation.
Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need
Authors: Shangda Yang, Vitaly Zankin, Maximilian Balandat, Stefan Scherer, Kevin Carlberg, Neil Walton, Kody J. H. Law
Date: 2024-02-03 00:00:00
Tasks: All, Bayesian Optimization

We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo (MC). The complexity rate of naive MC degrades for nested operations, whereas MLMC is capable of achieving the canonical MC convergence rate for this type of problem, independently of dimension and without any smoothness assumptions. Our theoretical study focuses on the approximation improvements for twoand three-step look-ahead acquisition functions, but, as we discuss, the approach is generalizable in various ways, including beyond the context of BO. Our findings are verified numerically and the benefits of MLMC for BO are illustrated on several benchmark examples. Code is available at https://github.com/Shangda-Yang/MLMCBO .
Self-attention Networks Localize When QK-eigenspectrum Concentrates
Authors: Han Bao, Ryuichiro Hataya, Ryo Karakida
Date: 2024-02-03 00:00:00

The self-attention mechanism prevails in modern machine learning. It has an interesting functionality of adaptively selecting tokens from an input sequence by modulating the degree of attention localization, which many researchers speculate is the basis of the powerful model performance but complicates the underlying mechanism of the learning dynamics. In recent years, mainly two arguments have connected attention localization to the model performances. One is the rank collapse, where the embedded tokens by a self-attention block become very similar across different tokens, leading to a less expressive network. The other is the entropy collapse, where the attention probability approaches non-uniform and entails low entropy, making the learning dynamics more likely to be trapped in plateaus. These two failure modes may apparently contradict each other because the rank and entropy collapses are relevant to uniform and non-uniform attention, respectively. To this end, we characterize the notion of attention localization by the eigenspectrum of query-key parameter matrices and reveal that a small eigenspectrum variance leads attention to be localized. Interestingly, the small eigenspectrum variance prevents both rank and entropy collapse, leading to better model expressivity and trainability.
Alpha-divergence loss function for neural density ratio estimation
Authors: Yoshiaki Kitazawa
Date: 2024-02-03 00:00:00
Tasks: Density Ratio Estimation

Density ratio estimation (DRE) is a fundamental machine learning technique for capturing relationships between two probability distributions. State-of-the-art DRE methods estimate the density ratio using neural networks trained with loss functions derived from variational representations of $f$-divergences. However, existing methods face optimization challenges, such as overfitting due to lower-unbounded loss functions, biased mini-batch gradients, vanishing training loss gradients, and high sample requirements for Kullback--Leibler (KL) divergence loss functions. To address these issues, we focus on $\alpha$-divergence, which provides a suitable variational representation of $f$-divergence. Subsequently, a novel loss function for DRE, the $\alpha$-divergence loss function ($\alpha$-Div), is derived. $\alpha$-Div is concise but offers stable and effective optimization for DRE. The boundedness of $\alpha$-divergence provides the potential for successful DRE with data exhibiting high KL-divergence. Our numerical experiments demonstrate the effectiveness of $\alpha$-Div in optimization. However, the experiments also show that the proposed loss function offers no significant advantage over the KL-divergence loss function in terms of RMSE for DRE. This indicates that the accuracy of DRE is primarily determined by the amount of KL-divergence in the data and is less dependent on $\alpha$-divergence.
GenFormer: A Deep-Learning-Based Approach for Generating Multivariate Stochastic Processes
Authors: Haoran Zhao, Wayne Isaac Tan Uy
Date: 2024-02-03 00:00:00
Tasks: Management, Time Series

Stochastic generators are essential to produce synthetic realizations that preserve target statistical properties. We propose GenFormer, a stochastic generator for spatio-temporal multivariate stochastic processes. It is constructed using a Transformer-based deep learning model that learns a mapping between a Markov state sequence and time series values. The synthetic data generated by the GenFormer model preserves the target marginal distributions and approximately captures other desired statistical properties even in challenging applications involving a large number of spatial locations and a long simulation horizon. The GenFormer model is applied to simulate synthetic wind speed data at various stations in Florida to calculate exceedance probabilities for risk management.
Combining T-learning and DR-learning: a framework for oracle-efficient estimation of causal contrasts
Authors: Lars van der Laan, Marco Carone, Alex Luedtke
Date: 2024-02-03 00:00:00

We introduce efficient plug-in (EP) learning, a novel framework for the estimation of heterogeneous causal contrasts, such as the conditional average treatment effect and conditional relative risk. The EP-learning framework enjoys the same oracle-efficiency as Neyman-orthogonal learning strategies, such as DR-learning and R-learning, while addressing some of their primary drawbacks, including that (i) their practical applicability can be hindered by loss function non-convexity; and (ii) they may suffer from poor performance and instability due to inverse probability weighting and pseudo-outcomes that violate bounds. To avoid these drawbacks, EP-learner constructs an efficient plug-in estimator of the population risk function for the causal contrast, thereby inheriting the stability and robustness properties of plug-in estimation strategies like T-learning. Under reasonable conditions, EP-learners based on empirical risk minimization are oracle-efficient, exhibiting asymptotic equivalence to the minimizer of an oracle-efficient one-step debiased estimator of the population risk function. In simulation experiments, we illustrate that EP-learners of the conditional average treatment effect and conditional relative risk outperform state-of-the-art competitors, including T-learner, R-learner, and DR-learner. Open-source implementations of the proposed methods are available in our R package hte3.
Distributional Off-policy Evaluation with Bellman Residual Minimization
Authors: Sungee Hong, Zhengling Qi, Raymond K. W. Wong
Date: 2024-02-02 00:00:00
Tasks: Distributional Reinforcement Learning, Off-policy evaluation

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work relies on the supremum-extended statistical distances such as supremum-Wasserstein distance, which are hard to estimate. In contrast, we study the more manageable expectation-extended statistical distances and provide a novel theoretical justification on their validity for learning the return distribution. Based on this attractive property, we propose a new method called Energy Bellman Residual Minimizer (EBRM) for distributional OPE. We provide corresponding in-depth theoretical analyses. We establish a finite-sample error bound for the EBRM estimator under the realizability assumption. Furthermore, we introduce a variant of our method based on a multi-step extension which improves the error bound for non-realizable settings. Notably, unlike prior distributional OPE methods, the theoretical guarantees of our method do not require the completeness assumption.
On $f$-Divergence Principled Domain Adaptation: An Improved Framework
Authors: Ziqiao Wang, Yongyi Mao
Date: 2024-02-02 00:00:00
Tasks: Domain Adaptation, Unsupervised Domain Adaptation

Unsupervised domain adaptation (UDA) plays a crucial role in addressing distribution shifts in machine learning. In this work, we improve the theoretical foundations of UDA proposed in Acuna et al. (2021) by refining their $f$-divergence-based discrepancy and additionally introducing a new measure, $f$-domain discrepancy ($f$-DD). By removing the absolute value function and incorporating a scaling parameter, $f$-DD obtains novel target error and sample complexity bounds, allowing us to recover previous KL-based results and bridging the gap between algorithms and theory presented in Acuna et al. (2021). Using a localization technique, we also develop a fast-rate generalization bound. Empirical results demonstrate the superior performance of $f$-DD-based learning algorithms over previous works in popular UDA benchmarks.
Challenges in Training PINNs: A Loss Landscape Perspective
Authors: Pratik Rathore, Weimu Lei, Zachary Frangella, Lu Lu, Madeleine Udell
Date: 2024-02-02 00:00:00

This paper explores challenges in training Physics-Informed Neural Networks (PINNs), emphasizing the role of the loss landscape in the training process. We examine difficulties in minimizing the PINN loss function, particularly due to ill-conditioning caused by differential operators in the residual term. We compare gradient-based optimizers Adam, L-BFGS, and their combination Adam+L-BFGS, showing the superiority of Adam+L-BFGS, and introduce a novel second-order optimizer, NysNewton-CG (NNCG), which significantly improves PINN performance. Theoretically, our work elucidates the connection between ill-conditioned differential operators and ill-conditioning in the PINN loss and shows the benefits of combining first- and second-order optimization methods. Our work presents valuable insights and more powerful optimization strategies for training PINNs, which could improve the utility of PINNs for solving difficult partial differential equations.
Neural variational Data Assimilation with Uncertainty Quantification using SPDE priors
Authors: Maxime Beauchamp, Ronan Fablet, Simon Benaichouche, Pierre Tandeo, Nicolas Desassis, Bertrand Chapron
Date: 2024-02-02 00:00:00
Tasks: Gaussian Processes, parameter estimation, State Estimation, Uncertainty Quantification

The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the deep learning community enables to address the interpolation problem through a neural architecture incorporating a variational data assimilation framework. The reconstruction task is seen as a joint learning problem of the prior involved in the variational inner cost, seen as a projection operator of the state, and the gradient-based minimization of the latter. Both prior models and solvers are stated as neural networks with automatic differentiation which can be trained by minimizing a loss function, typically the mean squared error between some ground truth and the reconstruction. Such a strategy turns out to be very efficient to improve the mean state estimation, but still needs complementary developments to quantify its related uncertainty. In this work, we use the theory of Stochastic Partial Differential Equations (SPDE) and Gaussian Processes (GP) to estimate both space-and time-varying covariance of the state. Our neural variational scheme is modified to embed an augmented state formulation with both state and SPDE parametrization to estimate. We demonstrate the potential of the proposed framework on a spatio-temporal GP driven by diffusion-based anisotropies and on realistic Sea Surface Height (SSH) datasets. We show how our solution reaches the OI baseline in the Gaussian case. For nonlinear dynamics, as almost always stated in DA, our solution outperforms OI, while allowing for fast and interpretable online parameter estimation.
Multi-Armed Bandits with Interference
Authors: Su Jia, Peter Frazier, Nathan Kallus
Date: 2024-02-02 00:00:00
Tasks: Multi-Armed Bandits

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while equally crucial, is less well understood. To address this gap, we introduce the problem of {\em Multi-armed Bandits with Interference} (MABI), where the learner assigns an arm to each of $N$ experimental units over a time horizon of $T$ rounds. The reward of each unit in each round depends on the treatments of {\em all} units, where the influence of a unit decays in the spatial distance between units. Furthermore, we employ a general setup wherein the reward functions are chosen by an adversary and may vary arbitrarily across rounds and units. We first show that switchback policies achieve an optimal {\em expected} regret $\tilde O(\sqrt T)$ against the best fixed-arm policy. Nonetheless, the regret (as a random variable) for any switchback policy suffers a high variance, as it does not account for $N$. We propose a cluster randomization policy whose regret (i) is optimal in {\em expectation} and (ii) admits a high probability bound that vanishes in $N$.
Parameter uncertainties for imperfect surrogate models in the low-noise regime
Authors: Thomas D Swinburne, Danny Perez
Date: 2024-02-02 00:00:00
Tasks: regression

Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian regression are thus significantly underestimated and vanish in the large data limit. This is particularly problematic when building models of low-noise, or near-deterministic, calculations, as the main source of uncertainty is neglected. We analyze the generalization error of misspecified, near-deterministic surrogate models, a regime of broad relevance in science and engineering. We show posterior distributions must cover every training point to avoid a divergent generalization error and design an ansatz that respects this constraint, which for linear models incurs minimal overhead. This is demonstrated on model problems before application to thousand dimensional datasets in atomistic machine learning. Our efficient misspecification-aware scheme gives accurate prediction and bounding of test errors where existing schemes fail, allowing this important source of uncertainty to be incorporated in computational workflows.
Event-based Product Carousel Recommendation with Query-Click Graph
Authors: Luyi Ma, Nimesh Sinha, Parth Vajge, Jason HD Cho, Sushant Kumar, Kannan Achan
Date: 2024-02-05 00:00:00
Tasks: Recommendation Systems

Many current recommender systems mainly focus on the product-to-product recommendations and user-to-product recommendations even during the time of events rather than modeling the typical recommendations for the target event (e.g., festivals, seasonal activities, or social activities) without addressing the multiple aspects of the shopping demands for the target event. Product recommendations for the multiple aspects of the target event are usually generated by human curators who manually identify the aspects and select a list of aspect-related products (i.e., product carousel) for each aspect as recommendations. However, building a recommender system with machine learning is non-trivial due to the lack of both the ground truth of event-related aspects and the aspect-related products. To fill this gap, we define the novel problem as the event-based product carousel recommendations in e-commerce and propose an effective recommender system based on the query-click bipartite graph. We apply the iterative clustering algorithm over the query-click bipartite graph and infer the event-related aspects by the clusters of queries. The aspect-related recommendations are powered by the click-through rate of products regarding each aspect. We show through experiments that this approach effectively mines product carousels for the target event.
Diffusion Cross-domain Recommendation
Authors: Yuner Xuan
Date: 2024-02-03 00:00:00
Tasks: Image Generation, Recommendation Systems

It is always a challenge for recommender systems to give high-quality outcomes to cold-start users. One potential solution to alleviate the data sparsity problem for cold-start users in the target domain is to add data from the auxiliary domain. Finding a proper way to extract knowledge from an auxiliary domain and transfer it into a target domain is one of the main objectives for cross-domain recommendation (CDR) research. Among the existing methods, mapping approach is a popular one to implement cross-domain recommendation models (CDRs). For models of this type, a mapping module plays the role of transforming data from one domain to another. It primarily determines the performance of mapping approach CDRs. Recently, diffusion probability models (DPMs) have achieved impressive success for image synthesis related tasks. They involve recovering images from noise-added samples, which can be viewed as a data transformation process with outstanding performance. To further enhance the performance of CDRs, we first reveal the potential connection between DPMs and mapping modules of CDRs, and then propose a novel CDR model named Diffusion Cross-domain Recommendation (DiffCDR). More specifically, we first adopt the theory of DPM and design a Diffusion Module (DIM), which generates user's embedding in target domain. To reduce the negative impact of randomness introduced in DIM and improve the stability, we employ an Alignment Module to produce the aligned user embeddings. In addition, we consider the label data of the target domain and form the task-oriented loss function, which enables our DiffCDR to adapt to specific tasks. By conducting extensive experiments on datasets collected from reality, we demonstrate the effectiveness and adaptability of DiffCDR to outperform baseline models on various CDR tasks in both cold-start and warm-start scenarios.
PatSTEG: Modeling Formation Dynamics of Patent Citation Networks via The Semantic-Topological Evolutionary Graph
Authors: Ran Miao, Xueyu Chen, Liang Hu, Zhifei Zhang, Minghua Wan, Qi Zhang, Cairong Zhao
Date: 2024-02-03 00:00:00
Tasks: Graph Learning

Patent documents in the patent database (PatDB) are crucial for research, development, and innovation as they contain valuable technical information. However, PatDB presents a multifaceted challenge compared to publicly available preprocessed databases due to the intricate nature of the patent text and the inherent sparsity within the patent citation network. Although patent text analysis and citation analysis bring new opportunities to explore patent data mining, no existing work exploits the complementation of them. To this end, we propose a joint semantic-topological evolutionary graph learning approach (PatSTEG) to model the formation dynamics of patent citation networks. More specifically, we first create a real-world dataset of Chinese patents named CNPat and leverage its patent texts and citations to construct a patent citation network. Then, PatSTEG is modeled to study the evolutionary dynamics of patent citation formation by considering the semantic and topological information jointly. Extensive experiments are conducted on CNPat and public datasets to prove the superiority of PatSTEG over other state-of-the-art methods. All the results provide valuable references for patent literature research and technical exploration.
Locally-Adaptive Quantization for Streaming Vector Search
Authors: Cecilia Aguerrebere, Mark Hildebrand, Ishwar Singh Bhati, Theodore Willke, Mariano Tepper
Date: 2024-02-03 00:00:00
Tasks: Quantization, Retrieval, Retrieval-augmented Generation

Retrieving the most similar vector embeddings to a given query among a massive collection of vectors has long been a key component of countless real-world applications. The recently introduced Retrieval-Augmented Generation is one of the most prominent examples. For many of these applications, the database evolves over time by inserting new data and removing outdated data. In these cases, the retrieval problem is known as streaming similarity search. While Locally-Adaptive Vector Quantization (LVQ), a highly efficient vector compression method, yields state-of-the-art search performance for non-evolving databases, its usefulness in the streaming setting has not been yet established. In this work, we study LVQ in streaming similarity search. In support of our evaluation, we introduce two improvements of LVQ: Turbo LVQ and multi-means LVQ that boost its search performance by up to 28% and 27%, respectively. Our studies show that LVQ and its new variants enable blazing fast vector search, outperforming its closest competitor by up to 9.4x for identically distributed data and by up to 8.8x under the challenging scenario of data distribution shifts (i.e., where the statistical distribution of the data changes over time). We release our contributions as part of Scalable Vector Search, an open-source library for high-performance similarity search.