pwc-archive/papers-with-abstracts huggingface dataset:
What deep reinforcement learning tells us about human motor learning and vice-versa
Authors: Michele Garibbo, Casimir Ludwig, Nathan Lepora, Laurence Aitchison
Date: 2022-08-23 00:00:00
Tasks: Decision Making, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning (RL)

Machine learning and specifically reinforcement learning (RL) has been extremely successful in helping us to understand neural decision making processes. However, RL's role in understanding other neural processes especially motor learning is much less well explored. To explore this connection, we investigated how recent deep RL methods correspond to the dominant motor learning framework in neuroscience, error-based learning. Error-based learning can be probed using a mirror reversal adaptation paradigm, where it produces distinctive qualitative predictions that are observed in humans. We therefore tested three major families of modern deep RL algorithm on a mirror reversal perturbation. Surprisingly, all of the algorithms failed to mimic human behaviour and indeed displayed qualitatively different behaviour from that predicted by error-based learning. To fill this gap, we introduce a novel deep RL algorithm: model-based deterministic policy gradients (MB-DPG). MB-DPG draws inspiration from error-based learning by explicitly relying on the observed outcome of actions. We show MB-DPG captures (human) error-based learning under mirror-reversal and rotational perturbation. Next, we demonstrate error-based learning in the form of MB-DPG learns faster than canonical model-free algorithms on complex arm-based reaching tasks, while being more robust to (forward) model misspecification than model-based RL. These findings highlight the gap between current deep RL methods and human motor adaptation and offer a route to closing this gap, facilitating future beneficial interaction between between the two fields.
Joint Privacy Enhancement and Quantization in Federated Learning
Authors: Natalie Lang, Elad Sofer, Tomer Shaked, Nir Shlezinger
Date: 2022-08-23 00:00:00
Tasks: Federated Learning, Privacy Preserving, Quantization

Federated learning (FL) is an emerging paradigm for training machine learning models using possibly private data available at edge devices. The distributed operation of FL gives rise to challenges that are not encountered in centralized machine learning, including the need to preserve the privacy of the local datasets, and the communication load due to the repeated exchange of updated models. These challenges are often tackled individually via techniques that induce some distortion on the updated models, e.g., local differential privacy (LDP) mechanisms and lossy compression. In this work we propose a method coined joint privacy enhancement and quantization (JoPEQ), which jointly implements lossy compression and privacy enhancement in FL settings. In particular, JoPEQ utilizes vector quantization based on random lattice, a universal compression technique whose byproduct distortion is statistically equivalent to additive noise. This distortion is leveraged to enhance privacy by augmenting the model updates with dedicated multivariate privacy preserving noise. We show that JoPEQ simultaneously quantizes data according to a required bit-rate while holding a desired privacy level, without notably affecting the utility of the learned model. This is shown via analytical LDP guarantees, distortion and convergence bounds derivation, and numerical studies. Finally, we empirically assert that JoPEQ demolishes common attacks known to exploit privacy leakage.
A differentiable short-time Fourier transform with respect to the window length
Authors: Maxime Leiber, Axel Barrau, Yosra Marnissi, Dany Abboud
Date: 2022-08-23 00:00:00
Tasks: Position

In this paper, we revisit the use of spectrograms in neural networks, by making the window length a continuous parameter optimizable by gradient descent instead of an empirically tuned integer-valued hyperparameter. The contribution is mostly theoretical at this point, but plugging the modified STFT into any existing neural network is straightforward. We first define a differentiable version of the STFT in the case where local bins centers are fixed and independent of the window length parameter. We then discuss the more difficult case where the window length affects the position and number of bins. We illustrate the benefits of this new tool on an estimation and a classification problems, showing it can be of interest not only to neural networks but to any STFT-based signal processing algorithm.
Transferability Ranking of Adversarial Examples
Authors: Mosh Levy, Guy Amit, Yuval Elovici, Yisroel Mirsky
Date: 2022-08-23 00:00:00

Adversarial transferability in black-box scenarios presents a unique challenge: while attackers can employ surrogate models to craft adversarial examples, they lack assurance on whether these examples will successfully compromise the target model. Until now, the prevalent method to ascertain success has been trial and error-testing crafted samples directly on the victim model. This approach, however, risks detection with every attempt, forcing attackers to either perfect their first try or face exposure. Our paper introduces a ranking strategy that refines the transfer attack process, enabling the attacker to estimate the likelihood of success without repeated trials on the victim's system. By leveraging a set of diverse surrogate models, our method can predict transferability of adversarial examples. This strategy can be used to either select the best sample to use in an attack or the best perturbation to apply to a specific sample. Using our strategy, we were able to raise the transferability of adversarial examples from a mere 20% - akin to random selection-up to near upper-bound levels, with some scenarios even witnessing a 100% success rate. This substantial improvement not only sheds light on the shared susceptibilities across diverse architectures but also demonstrates that attackers can forego the detectable trial-and-error tactics raising increasing the threat of surrogate-based attacks.
Bayesian Floor Field: Transferring people flow predictions across environments
Authors: Francesco Verdoja, Tomasz Piotr Kucner, Ville Kyrki
Date: 2022-08-23 00:00:00
Tasks: Bayesian Inference

Mapping people dynamics is a crucial skill for robots, because it enables them to coexist in human-inhabited environments. However, learning a model of people dynamics is a time consuming process which requires observation of large amount of people moving in an environment. Moreover, approaches for mapping dynamics are unable to transfer the learned models across environments: each model is only able to describe the dynamics of the environment it has been built in. However, the impact of architectural geometry on people's movement can be used to anticipate their patterns of dynamics, and recent work has looked into learning maps of dynamics from occupancy. So far however, approaches based on trajectories and those based on geometry have not been combined. In this work we propose a novel Bayesian approach to learn people dynamics able to combine knowledge about the environment geometry with observations from human trajectories. An occupancy-based deep prior is used to build an initial transition model without requiring any observations of pedestrian; the model is then updated when observations become available using Bayesian inference. We demonstrate the ability of our model to increase data efficiency and to generalize across real large-scale environments, which is unprecedented for maps of dynamics.
Latent Variable Models in the Era of Industrial Big Data: Extension and Beyond
Authors: Xiangyin Kong, Xiaoyu Jiang, Bingxin Zhang, Jinsong Yuan, Zhiqiang Ge
Date: 2022-08-23 00:00:00

A rich supply of data and innovative algorithms have made data-driven modeling a popular technique in modern industry. Among various data-driven methods, latent variable models (LVMs) and their counterparts account for a major share and play a vital role in many industrial modeling areas. LVM can be generally divided into statistical learning-based classic LVM and neural networks-based deep LVM (DLVM). We first discuss the definitions, theories and applications of classic LVMs in detail, which serves as both a comprehensive tutorial and a brief application survey on classic LVMs. Then we present a thorough introduction to current mainstream DLVMs with emphasis on their theories and model architectures, soon afterwards provide a detailed survey on industrial applications of DLVMs. The aforementioned two types of LVM have obvious advantages and disadvantages. Specifically, classic LVMs have concise principles and good interpretability, but their model capacity cannot address complicated tasks. Neural networks-based DLVMs have sufficient model capacity to achieve satisfactory performance in complex scenarios, but it comes at sacrifices in model interpretability and efficiency. Aiming at combining the virtues and mitigating the drawbacks of these two types of LVMs, as well as exploring non-neural-network manners to build deep models, we propose a novel concept called lightweight deep LVM (LDLVM). After proposing this new idea, the article first elaborates the motivation and connotation of LDLVM, then provides two novel LDLVMs, along with thorough descriptions on their principles, architectures and merits. Finally, outlooks and opportunities are discussed, including important open questions and possible research directions.
Evaluating Machine Unlearning via Epistemic Uncertainty
Authors: Alexander Becker, Thomas Liebig
Date: 2022-08-23 00:00:00
Tasks: Machine Unlearning

There has been a growing interest in Machine Unlearning recently, primarily due to legal requirements such as the General Data Protection Regulation (GDPR) and the California Consumer Privacy Act. Thus, multiple approaches were presented to remove the influence of specific target data points from a trained model. However, when evaluating the success of unlearning, current approaches either use adversarial attacks or compare their results to the optimal solution, which usually incorporates retraining from scratch. We argue that both ways are insufficient in practice. In this work, we present an evaluation metric for Machine Unlearning algorithms based on epistemic uncertainty. This is the first definition of a general evaluation metric for Machine Unlearning to our best knowledge.
Event-Triggered Time-Varying Bayesian Optimization
Authors: Paul Brunzema, Alexander von Rohr, Friedrich Solowjow, Sebastian Trimpe
Date: 2022-08-23 00:00:00
Tasks: Bayesian Optimization

We consider the problem of sequentially optimizing a time-varying objective function using time-varying Bayesian optimization (TVBO). To cope with stale data arising from time variations, current approaches to TVBO require prior knowledge of a constant rate of change. However, in practice, the rate of change is usually unknown. We propose an event-triggered algorithm, ET-GP-UCB, that treats the optimization problem as static until it detects changes in the objective function and then resets the dataset. This allows the algorithm to adapt online to realized temporal changes without the need for exact prior knowledge. The event trigger is based on probabilistic uniform error bounds used in Gaussian process regression. We derive regret bounds of adaptive resets without exact prior knowledge on the temporal changes, and show in numerical experiments that ET-GP-UCB outperforms state-of-the-art algorithms on both synthetic and real-world data. The results demonstrate that ET-GP-UCB is readily applicable to various settings without extensive hyperparameter tuning.
Building Robust Machine Learning Models for Small Chemical Science Data: The Case of Shear Viscosity
Authors: Nikhil V. S. Avula, Shivanand K. Veesam, Sudarshan Behera, Sundaram Balasubramanian
Date: 2022-08-23 00:00:00
Tasks: GPR, Model Selection, Uncertainty Quantification

Shear viscosity, though being a fundamental property of all liquids, is computationally expensive to estimate from equilibrium molecular dynamics simulations. Recently, Machine Learning (ML) methods have been used to augment molecular simulations in many contexts, thus showing promise to estimate viscosity too in a relatively inexpensive manner. However, ML methods face significant challenges like overfitting when the size of the data set is small, as is the case with viscosity. In this work, we train several ML models to predict the shear viscosity of a Lennard-Jones (LJ) fluid, with particular emphasis on addressing issues arising from a small data set. Specifically, the issues related to model selection, performance estimation and uncertainty quantification were investigated. First, we show that the widely used performance estimation procedure of using a single unseen data set shows a wide variability on small data sets. In this context, the common practice of using Cross validation (CV) to select the hyperparameters (model selection) can be adapted to estimate the generalization error (performance estimation) as well. We compare two simple CV procedures for their ability to do both model selection and performance estimation, and find that k-fold CV based procedure shows a lower variance of error estimates. We discuss the role of performance metrics in training and evaluation. Finally, Gaussian Process Regression (GPR) and ensemble methods were used to estimate the uncertainty on individual predictions. The uncertainty estimates from GPR were also used to construct an applicability domain using which the ML models provided more reliable predictions on another small data set generated in this work. Overall, the procedures prescribed in this work, together, lead to robust ML models for small data sets.
Survival Mixture Density Networks
Authors: Xintian Han, Mark Goldstein, Rajesh Ranganath
Date: 2022-08-23 00:00:00
Tasks: Survival Analysis

Survival analysis, the art of time-to-event modeling, plays an important role in clinical treatment decisions. Recently, continuous time models built from neural ODEs have been proposed for survival analysis. However, the training of neural ODEs is slow due to the high computational complexity of neural ODE solvers. Here, we propose an efficient alternative for flexible continuous time models, called Survival Mixture Density Networks (Survival MDNs). Survival MDN applies an invertible positive function to the output of Mixture Density Networks (MDNs). While MDNs produce flexible real-valued distributions, the invertible positive function maps the model into the time-domain while preserving a tractable density. Using four datasets, we show that Survival MDN performs better than, or similarly to continuous and discrete time baselines on concordance, integrated Brier score and integrated binomial log-likelihood. Meanwhile, Survival MDNs are also faster than ODE-based models and circumvent binning issues in discrete models.
Recursively Feasible Probabilistic Safe Online Learning with Control Barrier Functions
Authors: Fernando Castañeda, Jason J. Choi, Wonsuhk Jung, Bike Zhang, Claire J. Tomlin, Koushil Sreenath
Date: 2022-08-23 00:00:00
Tasks: Out-of-Distribution Detection, Safe Exploration

Learning-based control has recently shown great efficacy in performing complex tasks for various applications. However, to deploy it in real systems, it is of vital importance to guarantee the system will stay safe. Control Barrier Functions (CBFs) offer mathematical tools for designing safety-preserving controllers for systems with known dynamics. In this article, we first introduce a model-uncertainty-aware reformulation of CBF-based safety-critical controllers using Gaussian Process (GP) regression to close the gap between an approximate mathematical model and the real system, which results in a second-order cone program (SOCP)-based control design. We then present the pointwise feasibility conditions of the resulting safety controller, highlighting the level of richness that the available system information must meet to ensure safety. We use these conditions to devise an event-triggered online data collection strategy that ensures the recursive feasibility of the learned safety controller. Our method works by constantly reasoning about whether the current information is sufficient to ensure safety or if new measurements under active safe exploration are required to reduce the uncertainty. As a result, our proposed framework can guarantee the forward invariance of the safe set defined by the CBF with high probability, even if it contains a priori unexplored regions. We validate the proposed framework in two numerical simulation experiments.
FedMCSA: Personalized Federated Learning via Model Components Self-Attention
Authors: Qi Guo, Yong Qi, Saiyu Qi, Di wu, Qian Li
Date: 2022-08-23 00:00:00
Tasks: Federated Learning, Personalized Federated Learning

Federated learning (FL) facilitates multiple clients to jointly train a machine learning model without sharing their private data. However, Non-IID data of clients presents a tough challenge for FL. Existing personalized FL approaches rely heavily on the default treatment of one complete model as a basic unit and ignore the significance of different layers on Non-IID data of clients. In this work, we propose a new framework, federated model components self-attention (FedMCSA), to handle Non-IID data in FL, which employs model components self-attention mechanism to granularly promote cooperation between different clients. This mechanism facilitates collaboration between similar model components while reducing interference between model components with large differences. We conduct extensive experiments to demonstrate that FedMCSA outperforms the previous methods on four benchmark datasets. Furthermore, we empirically show the effectiveness of the model components self-attention mechanism, which is complementary to existing personalized FL and can significantly improve the performance of FL.
GANs and Closures: Micro-Macro Consistency in Multiscale Modeling
Authors: Ellis R. Crabtree, Juan M. Bello-Rivas, Andrew L. Ferguson, Ioannis G. Kevrekidis
Date: 2022-08-23 00:00:00
Tasks: Dimensionality Reduction, Protein Folding

Sampling the phase space of molecular systems -- and, more generally, of complex systems effectively modeled by stochastic differential equations -- is a crucial modeling step in many fields, from protein folding to materials discovery. These problems are often multiscale in nature: they can be described in terms of low-dimensional effective free energy surfaces parametrized by a small number of "slow" reaction coordinates; the remaining "fast" degrees of freedom populate an equilibrium measure on the reaction coordinate values. Sampling procedures for such problems are used to estimate effective free energy differences as well as ensemble averages with respect to the conditional equilibrium distributions; these latter averages lead to closures for effective reduced dynamic models. Over the years, enhanced sampling techniques coupled with molecular simulation have been developed. An intriguing analogy arises with the field of Machine Learning (ML), where Generative Adversarial Networks can produce high dimensional samples from low dimensional probability distributions. This sample generation returns plausible high dimensional space realizations of a model state, from information about its low-dimensional representation. In this work, we present an approach that couples physics-based simulations and biasing methods for sampling conditional distributions with ML-based conditional generative adversarial networks for the same task. The "coarse descriptors" on which we condition the fine scale realizations can either be known a priori, or learned through nonlinear dimensionality reduction. We suggest that this may bring out the best features of both approaches: we demonstrate that a framework that couples cGANs with physics-based enhanced sampling techniques can improve multiscale SDE dynamical systems sampling, and even shows promise for systems of increasing complexity.
Convolutional Neural Networks with A Topographic Representation Module for EEG-Based Brain-Computer Interfaces
Authors: Xinbin Liang, Yaru Liu, Yang Yu, Kaixuan Liu, Yadong Liu, Zongtan Zhou
Date: 2022-08-23 00:00:00
Tasks: Classification, EEG, Electroencephalogram (EEG)

Objective: Convolutional Neural Networks (CNNs) have shown great potential in the field of Brain-Computer Interfaces (BCIs). The raw Electroencephalogram (EEG) signal is usually represented as 2-Dimensional (2-D) matrix composed of channels and time points, which ignores the spatial topological information. Our goal is to make the CNN with the raw EEG signal as input have the ability to learn EEG spatial topological features, and improve its performance while essentially maintaining its original structure. Methods:We propose an EEG Topographic Representation Module (TRM). This module consists of (1) a mapping block from the raw EEG signal to a 3-D topographic map and (2) a convolution block from the topographic map to an output of the same size as input. According to the size of the kernel used in the convolution block, we design 2 types of TRMs, namely TRM-(5,5) and TRM-(3,3). We embed the TRM into 3 widely used CNNs, and tested them on 2 publicly available datasets (Emergency Braking During Simulated Driving Dataset (EBDSDD), and High Gamma Dataset (HGD)). Results: The results show that the classification accuracies of all 3 CNNs are improved on both datasets after using the TRM. With TRM-(5,5), the average accuracies of DeepConvNet, EEGNet and ShallowConvNet are improved by 6.54%, 1.72% and 2.07% on EBDSDD, and by 6.05%, 3.02% and 5.14% on HGD, respectively; with TRM-(3,3), they are improved by 7.76%, 1.71% and 2.17% on EBDSDD, and by 7.61%, 5.06% and 6.28% on HGD, respectively. Significance: We improve the classification performance of 3 CNNs on 2 datasets by the use of TRM, indicating that it has the capability to mine the EEG spatial topological information. In addition, since the output of TRM has the same size as the input, CNNs with the raw EEG signal as input can use this module without changing their original structures.
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm
Authors: Boyi Jin
Date: 2022-08-23 00:00:00
Tasks: Algorithmic Trading, Deep Reinforcement Learning, Portfolio Optimization, quantile regression, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of portfolio cumulative return. The proposed algorithm is based on actor-critic architecture, in which the main task of critical network is to learn the distribution of portfolio cumulative return using quantile regression, and actor network outputs the optimal portfolio weight by maximizing the objective function mentioned above. Meanwhile, we exploit a linear transformation function to realize asset short selling. Finally, A multi-process method is used, called Ape-x, to accelerate the speed of deep reinforcement learning training. To validate our proposed approach, we conduct backtesting for two representative portfolios and observe that the proposed model in this work is superior to the benchmark strategies.