pwc-archive/papers-with-abstracts huggingface dataset:
Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlow
Authors: Victor Picheny, Joel Berkeley, Henry B. Moss, Hrvoje Stojic, Uri Granta, Sebastian W. Ober, Artem Artemev, Khurram Ghani, Alexander Goodall, Andrei Paleyes, Sattar Vakili, Sergio Pascual-Diaz, Stratis Markou, Jixiang Qing, Nasrulloh R. B. S Loka, Ivo Couckuyt
Date: 2023-02-16 00:00:00
Tasks: Active Learning, Bayesian Optimization, Decision Making, Gaussian Processes, Sequential Decision Making

We present Trieste, an open-source Python package for Bayesian optimization and active learning benefiting from the scalability and efficiency of TensorFlow. Our library enables the plug-and-play of popular TensorFlow-based models within sequential decision-making loops, e.g. Gaussian processes from GPflow or GPflux, or neural networks from Keras. This modular mindset is central to the package and extends to our acquisition functions and the internal dynamics of the decision-making loop, both of which can be tailored and extended by researchers or engineers when tackling custom use cases. Trieste is a research-friendly and production-ready toolkit backed by a comprehensive test suite, extensive documentation, and available at https://github.com/secondmind-labs/trieste.
On marginal feature attributions of tree-based models
Authors: Khashayar Filom, Alexey Miroshnikov, Konstandinos Kotsiopoulos, Arjun Ravi Kannan
Date: 2023-02-16 00:00:00

Due to their power and ease of use, tree-based machine learning models, such as random forests and gradient-boosted tree ensembles, have become very popular. To interpret them, local feature attributions based on marginal expectations, e.g. marginal (interventional) Shapley, Owen or Banzhaf values, may be employed. Such methods are true to the model and implementation invariant, i.e. dependent only on the input-output function of the model. We contrast this with the popular TreeSHAP algorithm by presenting two (statistically similar) decision trees that compute the exact same function for which the "path-dependent" TreeSHAP yields different rankings of features, whereas the marginal Shapley values coincide. Furthermore, we discuss how the internal structure of tree-based models may be leveraged to help with computing their marginal feature attributions according to a linear game value. One important observation is that these are simple (piecewise-constant) functions with respect to a certain grid partition of the input space determined by the trained model. Another crucial observation, showcased by experiments with XGBoost, LightGBM and CatBoost libraries, is that only a portion of all features appears in a tree from the ensemble. Thus, the complexity of computing marginal Shapley (or Owen or Banzhaf) feature attributions may be reduced. This remains valid for a broader class of game values which we shall axiomatically characterize. A prime example is the case of CatBoost models where the trees are oblivious (symmetric) and the number of features in each of them is no larger than the depth. We exploit the symmetry to derive an explicit formula, with improved complexity and only in terms of the internal model parameters, for marginal Shapley (and Banzhaf and Owen) values of CatBoost models. This results in a fast, accurate algorithm for estimating these feature attributions.
From Contextual Data to Newsvendor Decisions: On the Actual Performance of Data-Driven Algorithms
Authors: Omar Besbes, Will Ma, Omar Mouchtaki
Date: 2023-02-16 00:00:00
Tasks: Decision Making

In this work, we explore a framework for contextual decision-making to study how the relevance and quantity of past data affects the performance of a data-driven policy. We analyze a contextual Newsvendor problem in which a decision-maker needs to trade-off between an underage and an overage cost in the face of uncertain demand. We consider a setting in which past demands observed under ``close by'' contexts come from close by distributions and analyze the performance of data-driven algorithms through a notion of context-dependent worst-case expected regret. We analyze the broad class of Weighted Empirical Risk Minimization (WERM) policies which weigh past data according to their similarity in the contextual space. This class includes classical policies such as ERM, k-Nearest Neighbors and kernel-based policies. Our main methodological contribution is to characterize exactly the worst-case regret of any WERM policy on any given configuration of contexts. To the best of our knowledge, this provides the first understanding of tight performance guarantees in any contextual decision-making problem, with past literature focusing on upper bounds via concentration inequalities. We instead take an optimization approach, and isolate a structure in the Newsvendor loss function that allows to reduce the infinite-dimensional optimization problem over worst-case distributions to a simple line search. This in turn allows us to unveil fundamental insights that were obfuscated by previous general-purpose bounds. We characterize actual guaranteed performance as a function of the contexts, as well as granular insights on the learning curve of algorithms.
A Bayesian Perspective for Determinant Minimization Based Robust Structured Matrix Factorizatio
Authors: Gokcan Tatli, Alper T. Erdogan
Date: 2023-02-16 00:00:00

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data vectors as linear transformations of latent vectors drawn from a distribution uniform over a particular domain reflecting structural assumptions, such as the probability simplex in Nonnegative Matrix Factorization and polytopes in Polytopic Matrix Factorization. We represent the rows of the linear transformation matrix as vectors generated independently from a normal distribution whose covariance matrix is inverse Wishart distributed. We show that the corresponding maximum a posteriori estimation problem boils down to the robust determinant minimization approach for structured matrix factorization, providing insights about parameter selections and potential algorithmic extensions.
Temporal Graph Neural Networks for Irregular Data
Authors: Joel Oskarsson, Per Sidén, Fredrik Lindsten
Date: 2023-02-16 00:00:00
Tasks: Graph Neural Network, Time Series, Time Series Analysis

This paper proposes a temporal graph neural network model for forecasting of graph-structured irregularly observed time series. Our TGNN4I model is designed to handle both irregular time steps and partial observations of the graph. This is achieved by introducing a time-continuous latent state in each node, following a linear Ordinary Differential Equation (ODE) defined by the output of a Gated Recurrent Unit (GRU). The ODE has an explicit solution as a combination of exponential decay and periodic dynamics. Observations in the graph neighborhood are taken into account by integrating graph neural network layers in both the GRU state update and predictive model. The time-continuous dynamics additionally enable the model to make predictions at arbitrary time steps. We propose a loss function that leverages this and allows for training the model for forecasting over different time horizons. Experiments on simulated data and real-world data from traffic and climate modeling validate the usefulness of both the graph structure and time-continuous dynamics in settings with irregular observations.
On the Limit Performance of Floating Gossip
Authors: Gianluca Rizzo, Noelia Perez Palma, Marco Ajmone Marsan, Vincenzo Mancuso
Date: 2023-02-16 00:00:00

In this paper we investigate the limit performance of Floating Gossip, a new, fully distributed Gossip Learning scheme which relies on Floating Content to implement location-based probabilistic evolution of machine learning models in an infrastructure-less manner. We consider dynamic scenarios where continuous learning is necessary, and we adopt a mean field approach to investigate the limit performance of Floating Gossip in terms of amount of data that users can incorporate into their models, as a function of the main system parameters. Different from existing approaches in which either communication or computing aspects of Gossip Learning are analyzed and optimized, our approach accounts for the compound impact of both aspects. We validate our results through detailed simulations, proving good accuracy. Our model shows that Floating Gossip can be very effective in implementing continuous training and update of machine learning models in a cooperative manner, based on opportunistic exchanges among moving users.
Entity Aware Modelling: A Survey
Authors: Rahul Ghosh, HaoYu Yang, Ankush Khandelwal, Erhu He, Arvind Renganathan, Somya Sharma, Xiaowei Jia, Vipin Kumar
Date: 2023-02-16 00:00:00
Tasks: Fairness, Prediction, Survey, Uncertainty Quantification

Personalized prediction of responses for individual entities caused by external drivers is vital across many disciplines. Recent machine learning (ML) advances have led to new state-of-the-art response prediction models. Models built at a population level often lead to sub-optimal performance in many personalized prediction settings due to heterogeneity in data across entities (tasks). In personalized prediction, the goal is to incorporate inherent characteristics of different entities to improve prediction performance. In this survey, we focus on the recent developments in the ML community for such entity-aware modeling approaches. ML algorithms often modulate the network using these entity characteristics when they are readily available. However, these entity characteristics are not readily available in many real-world scenarios, and different ML methods have been proposed to infer these characteristics from the data. In this survey, we have organized the current literature on entity-aware modeling based on the availability of these characteristics as well as the amount of training data. We highlight how recent innovations in other disciplines, such as uncertainty quantification, fairness, and knowledge-guided machine learning, can improve entity-aware modeling.
Adaptive Selective Sampling for Online Prediction with Experts
Date: 2023-02-16 00:00:00
Proceeding: NeurIPS 2023 11
Tasks: Active Learning, Prediction

We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard procedures, while still retaining optimal worst-case regret guarantees. These algorithms are based on exponentially weighted forecasters, suitable for settings with and without a perfect expert. For a scenario where one expert is strictly better than the others in expectation, we show that the label complexity of the label-efficient forecaster scales roughly as the square root of the number of rounds. Finally, we present numerical experiments empirically showing that the normalized regret of the label-efficient forecaster can asymptotically match known minimax rates for pool-based active learning, suggesting it can optimally adapt to benign settings.
Fast evaluation of spherical harmonics with sphericart
Authors: Filippo Bigi, Guillaume Fraux, Nicholas J. Browning, Michele Ceriotti
Date: 2023-02-16 00:00:00
Tasks: GPU

Spherical harmonics provide a smooth, orthogonal, and symmetry-adapted basis to expand functions on a sphere, and they are used routinely in physical and theoretical chemistry as well as in different fields of science and technology, from geology and atmospheric sciences to signal processing and computer graphics. More recently, they have become a key component of rotationally equivariant models in geometric machine learning, including applications to atomic-scale modeling of molecules and materials. We present an elegant and efficient algorithm for the evaluation of the real-valued spherical harmonics. Our construction features many of the desirable properties of existing schemes and allows to compute Cartesian derivatives in a numerically stable and computationally efficient manner. To facilitate usage, we implement this algorithm in sphericart, a fast C++ library which also provides C bindings, a Python API, and a PyTorch implementation that includes a GPU kernel.
The autoregressive neural network architecture of the Boltzmann distribution of pairwise interacting spins systems
Authors: Indaco Biazzo
Date: 2023-02-16 00:00:00
Tasks: Text Generation

Generative Autoregressive Neural Networks (ARNNs) have recently demonstrated exceptional results in image and language generation tasks, contributing to the growing popularity of generative models in both scientific and commercial applications. This work presents an exact mapping of the Boltzmann distribution of binary pairwise interacting systems into autoregressive form. The resulting ARNN architecture has weights and biases of its first layer corresponding to the Hamiltonian's couplings and external fields, featuring widely used structures such as the residual connections and a recurrent architecture with clear physical meanings. Moreover, its architecture's explicit formulation enables the use of statistical physics techniques to derive new ARNNs for specific systems. As examples, new effective ARNN architectures are derived from two well-known mean-field systems, the Curie-Weiss and Sherrington-Kirkpatrick models, showing superior performance in approximating the Boltzmann distributions of the corresponding physics model compared to other commonly used architectures. The connection established between the physics of the system and the neural network architecture provides a means to derive new architectures for different interacting systems and interpret existing ones from a physical perspective.
Linear Bandits with Memory: from Rotting to Rising
Authors: Giulia Clerici, Pierre Laforgue, Nicolò Cesa-Bianchi
Date: 2023-02-16 00:00:00
Tasks: Decision Making, Model Selection

Nonstationary phenomena, such as satiation effects in recommendations, have mostly been modeled using bandits with finitely many arms. However, the richer action space provided by linear bandits is often preferred in practice. In this work, we introduce a novel nonstationary linear bandit model, where current rewards are influenced by the learner's past actions in a fixed-size window. Our model, which recovers stationary linear bandits as a special case, leverages two parameters: the window size $m \ge 0$, and an exponent $\gamma$ that captures the rotting ($\gamma < 0)$ or rising ($\gamma > 0$) nature of the phenomenon. When both $m$ and $\gamma$ are known, we propose and analyze a variant of OFUL which minimizes regret against cycling policies. By choosing the cycle length so as to trade-off approximation and estimation errors, we then prove a bound of order $\sqrt{d}\,(m+1)^{\frac{1}{2}+\max\{\gamma,0\}}\,T^{3/4}$ (ignoring log factors) on the regret against the optimal sequence of actions, where $T$ is the horizon and $d$ is the dimension of the linear action space. Through a bandit model selection approach, our results are extended to the case where $m$ and $\gamma$ are unknown. Finally, we complement our theoretical results with experiments against natural baselines.
Deterministic Nonsmooth Nonconvex Optimization
Authors: Michael I. Jordan, Guy Kornowski, Tianyi Lin, Ohad Shamir, Manolis Zampetakis
Date: 2023-02-16 00:00:00
Tasks: Open-Ended Question Answering

We study the complexity of optimizing nonsmooth nonconvex Lipschitz functions by producing $(\delta,\epsilon)$-stationary points. Several recent works have presented randomized algorithms that produce such points using $\tilde O(\delta^{-1}\epsilon^{-3})$ first-order oracle calls, independent of the dimension $d$. It has been an open problem as to whether a similar result can be obtained via a deterministic algorithm. We resolve this open problem, showing that randomization is necessary to obtain a dimension-free rate. In particular, we prove a lower bound of $\Omega(d)$ for any deterministic algorithm. Moreover, we show that unlike smooth or convex optimization, access to function values is required for any deterministic algorithm to halt within any finite time. On the other hand, we prove that if the function is even slightly smooth, then the dimension-free rate of $\tilde O(\delta^{-1}\epsilon^{-3})$ can be obtained by a deterministic algorithm with merely a logarithmic dependence on the smoothness parameter. Motivated by these findings, we turn to study the complexity of deterministically smoothing Lipschitz functions. Though there are efficient black-box randomized smoothings, we start by showing that no such deterministic procedure can smooth functions in a meaningful manner, resolving an open question. We then bypass this impossibility result for the structured case of ReLU neural networks. To that end, in a practical white-box setting in which the optimizer is granted access to the network's architecture, we propose a simple, dimension-free, deterministic smoothing that provably preserves $(\delta,\epsilon)$-stationary points. Our method applies to a variety of architectures of arbitrary depth, including ResNets and ConvNets. Combined with our algorithm, this yields the first deterministic dimension-free algorithm for optimizing ReLU networks, circumventing our lower bound.
Unleashing the Potential of Acquisition Functions in High-Dimensional Bayesian Optimization
Authors: Jiayu Zhao, Renyu Yang, Shenghao Qiu, Zheng Wang
Date: 2023-02-16 00:00:00
Tasks: Bayesian Optimization

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by maximizing an acquisition function (AF) based on the surrogate model. However, when dealing with high-dimensional problems, finding the global maximum of the AF becomes increasingly challenging. In such cases, the initialization of the AF maximizer plays a pivotal role, as an inadequate setup can severely hinder the effectiveness of the AF. This paper investigates a largely understudied problem concerning the impact of AF maximizer initialization on exploiting AFs' capability. Our large-scale empirical study shows that the widely used random initialization strategy often fails to harness the potential of an AF. In light of this, we propose a better initialization approach by employing multiple heuristic optimizers to leverage the historical data of black-box optimization to generate initial points for the AF maximize. We evaluate our approach with a range of heavily studied synthetic functions and real-world applications. Experimental results show that our techniques, while simple, can significantly enhance the standard BO and outperform state-of-the-art methods by a large margin in most test cases.
Theory and Implementation of Complex-Valued Neural Networks
Authors: Jose Agustin Barrachina, Chengfang Ren, Gilles Vieillard, Christele Morisseau, Jean-Philippe Ovarlez
Date: 2023-02-16 00:00:00

This work explains in detail the theory behind Complex-Valued Neural Network (CVNN), including Wirtinger calculus, complex backpropagation, and basic modules such as complex layers, complex activation functions, or complex weight initialization. We also show the impact of not adapting the weight initialization correctly to the complex domain. This work presents a strong focus on the implementation of such modules on Python using cvnn toolbox. We also perform simulations on real-valued data, casting to the complex domain by means of the Hilbert Transform, and verifying the potential interest of CVNN even for non-complex data.
ClaPIM: Scalable Sequence CLAssification using Processing-In-Memory
Authors: Marcel Khalifa, Barak Hoffer, Orian Leitersdorf, Robert Hanhan, Ben Perach, Leonid Yavits, Shahar Kvatinsky
Date: 2023-02-16 00:00:00
Tasks: Classification, Drug Design

DNA sequence classification is a fundamental task in computational biology with vast implications for applications such as disease prevention and drug design. Therefore, fast high-quality sequence classifiers are significantly important. This paper introduces ClaPIM, a scalable DNA sequence classification architecture based on the emerging concept of hybrid in-crossbar and near-crossbar memristive processing-in-memory (PIM). We enable efficient and high-quality classification by uniting the filter and search stages within a single algorithm. Specifically, we propose a custom filtering technique that drastically narrows the search space and a search approach that facilitates approximate string matching through a distance function. ClaPIM is the first PIM architecture for scalable approximate string matching that benefits from the high density of memristive crossbar arrays and the massive computational parallelism of PIM. Compared with Kraken2, a state-of-the-art software classifier, ClaPIM provides significantly higher classification quality (up to 20x improvement in F1 score) and also demonstrates a 1.8x throughput improvement. Compared with EDAM, a recently-proposed SRAM-based accelerator that is restricted to small datasets, we observe both a 30.4x improvement in normalized throughput per area and a 7% increase in classification precision.
Knowledge-augmented Graph Machine Learning for Drug Discovery: A Survey
Authors: Zhiqiang Zhong, Anastasia Barkova, Davide Mottin
Date: 2023-02-16 00:00:00
Tasks: Drug Discovery, Survey

The integration of Artificial Intelligence (AI) into the field of drug discovery has been a growing area of interdisciplinary scientific research. However, conventional AI models are heavily limited in handling complex biomedical structures (such as 2D or 3D protein and molecule structures) and providing interpretations for outputs, which hinders their practical application. As of late, Graph Machine Learning (GML) has gained considerable attention for its exceptional ability to model graph-structured biomedical data and investigate their properties and functional relationships. Despite extensive efforts, GML methods still suffer from several deficiencies, such as the limited ability to handle supervision sparsity and provide interpretability in learning and inference processes, and their ineffectiveness in utilising relevant domain knowledge. In response, recent studies have proposed integrating external biomedical knowledge into the GML pipeline to realise more precise and interpretable drug discovery with limited training instances. However, a systematic definition for this burgeoning research direction is yet to be established. This survey presents a comprehensive overview of long-standing drug discovery principles, provides the foundational concepts and cutting-edge techniques for graph-structured data and knowledge databases, and formally summarises Knowledge-augmented Graph Machine Learning (KaGML) for drug discovery. we propose a thorough review of related KaGML works, collected following a carefully designed search methodology, and organise them into four categories following a novel-defined taxonomy. To facilitate research in this promptly emerging field, we also share collected practical resources that are valuable for intelligent drug discovery and provide an in-depth discussion of the potential avenues for future advancements.