pwc-archive/papers-with-abstracts huggingface dataset:
On Stability and Generalization of Bilevel Optimization Problem
Authors: Meng Ding, Mingxi Lei, Yunwen Lei, Di Wang, Jinhui Xu
Date: 2022-10-03 00:00:00
Tasks: Bilevel Optimization, Meta-Learning

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on this problem only focused on analyzing the convergence or improving the convergence rate, while little effort has been devoted to understanding its generalization behaviors. In this paper, we conduct a thorough analysis on the generalization of first-order (gradient-based) methods for the bilevel optimization problem. We first establish a fundamental connection between algorithmic stability and generalization error in different forms and give a high probability generalization bound which improves the previous best one from $\bigO(\sqrt{n})$ to $\bigO(\log n)$, where $n$ is the sample size. We then provide the first stability bounds for the general case where both inner and outer level parameters are subject to continuous update, while existing work allows only the outer level parameter to be updated. Our analysis can be applied in various standard settings such as strongly-convex-strongly-convex (SC-SC), convex-convex (C-C), and nonconvex-nonconvex (NC-NC). Our analysis for the NC-NC setting can also be extended to a particular nonconvex-strongly-convex (NC-SC) setting that is commonly encountered in practice. Finally, we corroborate our theoretical analysis and demonstrate how iterations can affect the generalization error by experiments on meta-learning and hyper-parameter optimization.
Generating Hidden Markov Models from Process Models Through Nonnegative Tensor Factorization
Authors: Erik Skau, Andrew Hollis, Stephan Eidenbenz, Kim Rasmussen, Boian Alexandrov
Date: 2022-10-03 00:00:00
Tasks: Model Selection

Monitoring of industrial processes is a critical capability in industry and in government to ensure reliability of production cycles, quick emergency response, and national security. Process monitoring allows users to gauge the progress of an organization in an industrial process or predict the degradation or aging of machine parts in processes taking place at a remote location. Similar to many data science applications, we usually only have access to limited raw data, such as satellite imagery, short video clips, event logs, and signatures captured by a small set of sensors. To combat data scarcity, we leverage the knowledge of Subject Matter Experts (SMEs) who are familiar with the actions of interest. SMEs provide expert knowledge of the essential activities required for task completion and the resources necessary to carry out each of these activities. Various process mining techniques have been developed for this type of analysis; typically such approaches combine theoretical process models built based on domain expert insights with ad-hoc integration of available pieces of raw data. Here, we introduce a novel mathematically sound method that integrates theoretical process models (as proposed by SMEs) with interrelated minimal Hidden Markov Models (HMM), built via nonnegative tensor factorization. Our method consolidates: (a) theoretical process models, (b) HMMs, (c) coupled nonnegative matrix-tensor factorizations, and (d) custom model selection. To demonstrate our methodology and its abilities, we apply it on simple synthetic and real world process models.
A New Hip Fracture Risk Index Derived from FEA-Computed Proximal Femur Fracture Loads and Energies-to-Failure
Authors: Xuewei Cao, Joyce H Keyak, Sigurdur Sigurdsson, Chen Zhao, Weihua Zhou, Anqi Liu, Thomas Lang, Hong-Wen Deng, Vilmundur Gudnason, Qiuying Sha
Date: 2022-10-03 00:00:00

Hip fracture risk assessment is an important but challenging task. Quantitative CT-based patient specific finite element analysis (FEA) computes the force (fracture load) to break the proximal femur in a particular loading condition. It provides different structural information about the proximal femur that can influence a subject overall fracture risk. To obtain a more robust measure of fracture risk, we used principal component analysis (PCA) to develop a global FEA computed fracture risk index that incorporates the FEA-computed yield and ultimate failure loads and energies to failure in four loading conditions (single-limb stance and impact from a fall onto the posterior, posterolateral, and lateral aspects of the greater trochanter) of 110 hip fracture subjects and 235 age and sex matched control subjects from the AGES-Reykjavik study. We found that the first PC (PC1) of the FE parameters was the only significant predictor of hip fracture. Using a logistic regression model, we determined if prediction performance for hip fracture using PC1 differed from that using FE parameters combined by stratified random resampling with respect to hip fracture status. The results showed that the average of the area under the receive operating characteristic curve (AUC) using PC1 was always higher than that using all FE parameters combined in the male subjects. The AUC of PC1 and AUC of the FE parameters combined were not significantly different than that in the female subjects or in all subjects
WaveFit: An Iterative and Non-autoregressive Neural Vocoder based on Fixed-Point Iteration
Authors: Yuma Koizumi, Kohei Yatabe, Heiga Zen, Michiel Bacchiani
Date: 2022-10-03 00:00:00
Tasks: Denoising

Denoising diffusion probabilistic models (DDPMs) and generative adversarial networks (GANs) are popular generative models for neural vocoders. The DDPMs and GANs can be characterized by the iterative denoising framework and adversarial training, respectively. This study proposes a fast and high-quality neural vocoder called \textit{WaveFit}, which integrates the essence of GANs into a DDPM-like iterative framework based on fixed-point iteration. WaveFit iteratively denoises an input signal, and trains a deep neural network (DNN) for minimizing an adversarial loss calculated from intermediate outputs at all iterations. Subjective (side-by-side) listening tests showed no statistically significant differences in naturalness between human natural speech and those synthesized by WaveFit with five iterations. Furthermore, the inference speed of WaveFit was more than 240 times faster than WaveRNN. Audio demos are available at \url{google.github.io/df-conformer/wavefit/}.
The Long Tail of Context: Does it Exist and Matter?
Authors: Konstantin Bauman, Alexey Vasilev, Alexander Tuzhilin
Date: 2022-10-03 00:00:00
Tasks: Recommendation Systems

Context has been an important topic in recommender systems over the past two decades. A standard representational approach to context assumes that contextual variables and their structures are known in an application. Most of the prior CARS papers following representational approach manually selected and considered only a few crucial contextual variables in an application, such as time, location, and company of a person. This prior work demonstrated significant recommendation performance improvements when various CARS-based methods have been deployed in numerous applications. However, some recommender systems applications deal with a much bigger and broader types of contexts, and manually identifying and capturing a few contextual variables is not sufficient in such cases. In this paper, we study such ``context-rich'' applications dealing with a large variety of different types of contexts. We demonstrate that supporting only a few most important contextual variables, although useful, is not sufficient. In our study, we focus on the application that recommends various banking products to commercial customers within the context of dialogues initiated by customer service representatives. In this application, we managed to identify over two hundred types of contextual variables. Sorting those variables by their importance forms the Long Tail of Context (LTC). In this paper, we empirically demonstrate that LTC matters and using all these contextual variables from the Long Tail leads to significant improvements in recommendation performance.
Budget-Aware Sequential Brick Assembly with Efficient Constraint Satisfaction
Authors: Seokjun Ahn, Jungtaek Kim, Minsu Cho, Jaesik Park
Date: 2022-10-03 00:00:00
Tasks: Bayesian Optimization, Combinatorial Optimization, Position

We tackle the problem of sequential brick assembly with LEGO bricks to create combinatorial 3D structures. This problem is challenging since this brick assembly task encompasses the characteristics of combinatorial optimization problems. In particular, the number of assemblable structures increases exponentially as the number of bricks used increases. To solve this problem, we propose a new method to predict the scores of the next brick position by employing a U-shaped sparse 3D convolutional neural network. Along with the 3D convolutional network, a one-initialized brick-sized convolution filter is used to efficiently validate assembly constraints between bricks without training itself. By the nature of this one-initialized convolution filter, we can readily consider several different brick types by benefiting from modern implementation of convolution operations. To generate a novel structure, we devise a sampling strategy to determine the next brick position considering the satisfaction of assembly constraints. Moreover, our method is designed for either budget-free or budget-aware scenario where a budget may confine the number of bricks and their types. We demonstrate that our method successfully generates a variety of brick structures and outperforms existing methods with Bayesian optimization, deep graph generative model, and reinforcement learning.
Plateau in Monotonic Linear Interpolation -- A "Biased" View of Loss Landscape for Deep Networks
Authors: Xiang Wang, Annie N. Wang, Mo Zhou, Rong Ge
Date: 2022-10-03 00:00:00

Monotonic linear interpolation (MLI) - on the line connecting a random initialization with the minimizer it converges to, the loss and accuracy are monotonic - is a phenomenon that is commonly observed in the training of neural networks. Such a phenomenon may seem to suggest that optimization of neural networks is easy. In this paper, we show that the MLI property is not necessarily related to the hardness of optimization problems, and empirical observations on MLI for deep neural networks depend heavily on biases. In particular, we show that interpolating both weights and biases linearly leads to very different influences on the final output, and when different classes have different last-layer biases on a deep network, there will be a long plateau in both the loss and accuracy interpolation (which existing theory of MLI cannot explain). We also show how the last-layer biases for different classes can be different even on a perfectly balanced dataset using a simple model. Empirically we demonstrate that similar intuitions hold on practical networks and realistic datasets.
Neural network for determining an asteroid mineral composition from reflectance spectra
Authors: David Korda, Antti Penttilä, Arto Klami, Tomáš Kohout
Date: 2022-10-03 00:00:00
Tasks: Diagnostic, Vocal Bursts Type Prediction

Chemical and mineral compositions of asteroids reflect the formation and history of our Solar System. This knowledge is also important for planetary defence and in-space resource utilisation. We aim to develop a fast and robust neural-network-based method for deriving the mineral modal and chemical compositions of silicate materials from their visible and near-infrared spectra. The method should be able to process raw spectra without significant pre-processing. We designed a convolutional neural network with two hidden layers for the analysis of the spectra, and trained it using labelled reflectance spectra. For the training, we used a dataset that consisted of reflectance spectra of real silicate samples stored in the RELAB and C-Tape databases, namely olivine, orthopyroxene, clinopyroxene, their mixtures, and olivine-pyroxene-rich meteorites. We used the model on two datasets. First, we evaluated the model reliability on a test dataset where we compared the model classification with known compositional reference values. The individual classification results are mostly within 10 percentage-point intervals around the correct values. Second, we classified the reflectance spectra of S-complex (Q-type and V-type, also including A-type) asteroids with known Bus-DeMeo taxonomy classes. The predicted mineral chemical composition of S-type and Q-type asteroids agree with the chemical composition of ordinary chondrites. The modal abundances of V-type and A-type asteroids show a dominant contribution of orthopyroxene and olivine, respectively. Additionally, our predictions of the mineral modal composition of S-type and Q-type asteroids show an apparent depletion of olivine related to the attenuation of its diagnostic absorptions with space weathering. This trend is consistent with previous results of the slower pyroxene response to space weathering relative to olivine.
Mutual Information Learned Classifiers: an Information-theoretic Viewpoint of Training Deep Learning Classification Systems
Authors: Jirong Yi, Qiaosheng Zhang, Zhen Chen, Qiao Liu, Wei Shao
Date: 2022-10-03 00:00:00
Tasks: Binary Classification, Data Augmentation

Deep learning systems have been reported to acheive state-of-the-art performances in many applications, and one of the keys for achieving this is the existence of well trained classifiers on benchmark datasets which can be used as backbone feature extractors in downstream tasks. As a main-stream loss function for training deep neural network (DNN) classifiers, the cross entropy loss can easily lead us to find models which demonstrate severe overfitting behavior when no other techniques are used for alleviating it such as data augmentation. In this paper, we prove that the existing cross entropy loss minimization for training DNN classifiers essentially learns the conditional entropy of the underlying data distribution of the dataset, i.e., the information or uncertainty remained in the labels after revealing the input. In this paper, we propose a mutual information learning framework where we train DNN classifiers via learning the mutual information between the label and input. Theoretically, we give the population error probability lower bound in terms of the mutual information. In addition, we derive the mutual information lower and upper bounds for a concrete binary classification data model in $\mbR^n$, and also the error probability lower bound in this scenario. Besides, we establish the sample complexity for accurately learning the mutual information from empirical data samples drawn from the underlying data distribution. Empirically, we conduct extensive experiments on several benchmark datasets to support our theory. Without whistles and bells, the proposed mutual information learned classifiers (MILCs) acheive far better generalization performances than the state-of-the-art classifiers with an improvement which can exceed more than 10\% in testing accuracy.
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States
Authors: Chung-En Tsai, Hao-Chung Cheng, Yen-Huan Li
Date: 2022-10-03 00:00:00

Consider an online convex optimization problem where the loss functions are self-concordant barriers, smooth relative to a convex function $h$, and possibly non-Lipschitz. We analyze the regret of online mirror descent with $h$. Then, based on the result, we prove the following in a unified manner. Denote by $T$ the time horizon and $d$ the parameter dimension. 1. For online portfolio selection, the regret of $\widetilde{\text{EG}}$, a variant of exponentiated gradient due to Helmbold et al., is $\tilde{O} ( T^{2/3} d^{1/3} )$ when $T > 4 d / \log d$. This improves on the original $\tilde{O} ( T^{3/4} d^{1/2} )$ regret bound for $\widetilde{\text{EG}}$. 2. For online portfolio selection, the regret of online mirror descent with the logarithmic barrier is $\tilde{O}(\sqrt{T d})$. The regret bound is the same as that of Soft-Bayes due to Orseau et al. up to logarithmic terms. 3. For online learning quantum states with the logarithmic loss, the regret of online mirror descent with the log-determinant function is also $\tilde{O} ( \sqrt{T d} )$. Its per-iteration time is shorter than all existing algorithms we know.
Policy Gradient for Reinforcement Learning with General Utilities
Authors: Navdeep Kumar, Kaixin Wang, Kfir Levy, Shie Mannor
Date: 2022-10-03 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

In Reinforcement Learning (RL), the goal of agents is to discover an optimal policy that maximizes the expected cumulative rewards. This objective may also be viewed as finding a policy that optimizes a linear function of its state-action occupancy measure, hereafter referred as Linear RL. However, many supervised and unsupervised RL problems are not covered in the Linear RL framework, such as apprenticeship learning, pure exploration and variational intrinsic control, where the objectives are non-linear functions of the occupancy measures. RL with non-linear utilities looks unwieldy, as methods like Bellman equation, value iteration, policy gradient, dynamic programming that had tremendous success in Linear RL, fail to trivially generalize. In this paper, we derive the policy gradient theorem for RL with general utilities. The policy gradient theorem proves to be a cornerstone in Linear RL due to its elegance and ease of implementability. Our policy gradient theorem for RL with general utilities shares the same elegance and ease of implementability. Based on the policy gradient theorem derived, we also present a simple sample-based algorithm. We believe our results will be of interest to the community and offer inspiration to future works in this generalized setting.
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
Authors: Jaydip Sen, Abhishek Dutta
Date: 2022-10-03 00:00:00
Tasks: Portfolio Optimization

Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task since it not only involves accurate forecasting of future stock returns and risks but also needs to optimize them. This paper presents a systematic approach to portfolio optimization using two approaches, the hierarchical risk parity algorithm and the Eigen portfolio on seven sectors of the Indian stock market. The portfolios are built following the two approaches to historical stock prices from Jan 1, 2016, to Dec 31, 2020. The portfolio performances are evaluated on the test data from Jan 1, 2021, to Nov 1, 2021. The backtesting results of the portfolios indicate that the performance of the HRP portfolio is superior to that of its Eigen counterpart on both training and test data for the majority of the sectors studied.
Dealing with Unknown Variances in Best-Arm Identification
Authors: Marc Jourdan, Rémy Degenne, Emilie Kaufmann
Date: 2022-10-03 00:00:00

The problem of identifying the best arm among a collection of items having Gaussian rewards distribution is well understood when the variances are known. Despite its practical relevance for many applications, few works studied it for unknown variances. In this paper we introduce and analyze two approaches to deal with unknown variances, either by plugging in the empirical variance or by adapting the transportation costs. In order to calibrate our two stopping rules, we derive new time-uniform concentration inequalities, which are of independent interest. Then, we illustrate the theoretical and empirical performances of our two sampling rule wrappers on Track-and-Stop and on a Top Two algorithm. Moreover, by quantifying the impact on the sample complexity of not knowing the variances, we reveal that it is rather small.
Membership Inference Attacks Against Text-to-image Generation Models
Authors: Yixin Wu, Ning Yu, Zheng Li, Michael Backes, Yang Zhang
Date: 2022-10-03 00:00:00
Tasks: image-classification, Image Classification, Image Generation, Text to Image Generation, Text-to-Image Generation

Text-to-image generation models have recently attracted unprecedented attention as they unlatch imaginative applications in all areas of life. However, developing such models requires huge amounts of data that might contain privacy-sensitive information, e.g., face identity. While privacy risks have been extensively demonstrated in the image classification and GAN generation domains, privacy risks in the text-to-image generation domain are largely unexplored. In this paper, we perform the first privacy analysis of text-to-image generation models through the lens of membership inference. Specifically, we propose three key intuitions about membership information and design four attack methodologies accordingly. We conduct comprehensive evaluations on two mainstream text-to-image generation models including sequence-to-sequence modeling and diffusion-based modeling. The empirical results show that all of the proposed attacks can achieve significant performance, in some cases even close to an accuracy of 1, and thus the corresponding risk is much more severe than that shown by existing membership inference attacks. We further conduct an extensive ablation study to analyze the factors that may affect the attack performance, which can guide developers and researchers to be alert to vulnerabilities in text-to-image generation models. All these findings indicate that our proposed attacks pose a realistic privacy threat to the text-to-image generation models.
Green Learning: Introduction, Examples and Outlook
Authors: C. -C. Jay Kuo, Azad M. Madni
Date: 2022-10-03 00:00:00
Tasks: Decision Making, feature selection, Representation Learning

Rapid advances in artificial intelligence (AI) in the last decade have largely been built upon the wide applications of deep learning (DL). However, the high carbon footprint yielded by larger and larger DL networks becomes a concern for sustainability. Furthermore, DL decision mechanism is somewhat obsecure and can only be verified by test data. Green learning (GL) has been proposed as an alternative paradigm to address these concerns. GL is characterized by low carbon footprints, small model sizes, low computational complexity, and logical transparency. It offers energy-effective solutions in cloud centers as well as mobile/edge devices. GL also provides a clear and logical decision-making process to gain people's trust. Several statistical tools have been developed to achieve this goal in recent years. They include subspace approximation, unsupervised and supervised representation learning, supervised discriminant feature selection, and feature space partitioning. We have seen a few successful GL examples with performance comparable with state-of-the-art DL solutions. This paper offers an introduction to GL, its demonstrated applications, and future outlook.