pwc-archive/papers-with-abstracts huggingface dataset:
Applying statistical learning theory to deep learning
Authors: Cédric Gerbelot, Avetik Karagulyan, Stefani Karp, Kavya Ravichandran, Menachem Stern, Nathan Srebro
Date: 2023-11-26 00:00:00
Tasks: Deep Learning, Inductive Bias, Learning Theory, Stochastic Optimization

Although statistical learning theory provides a robust framework to understand supervised learning, many theoretical aspects of deep learning remain unclear, in particular how different architectures may lead to inductive bias when trained using gradient based methods. The goal of these lectures is to provide an overview of some of the main questions that arise when attempting to understand deep learning from a learning theory perspective. After a brief reminder on statistical learning theory and stochastic optimization, we discuss implicit bias in the context of benign overfitting. We then move to a general description of the mirror descent algorithm, showing how we may go back and forth between a parameter space and the corresponding function space for a given learning problem, as well as how the geometry of the learning problem may be represented by a metric tensor. Building on this framework, we provide a detailed study of the implicit bias of gradient descent on linear diagonal networks for various regression tasks, showing how the loss function, scale of parameters at initialization and depth of the network may lead to various forms of implicit bias, in particular transitioning between kernel or feature learning.
Local Convergence of Approximate Newton Method for Two Layer Nonlinear Regression
Authors: Zhihang Li, Zhao Song, Zifan Wang, Junze Yin
Date: 2023-11-26 00:00:00
Tasks: Question Answering, regression, Sentiment Analysis, Text Generation

There have been significant advancements made by large language models (LLMs) in various aspects of our daily lives. LLMs serve as a transformative force in natural language processing, finding applications in text generation, translation, sentiment analysis, and question-answering. The accomplishments of LLMs have led to a substantial increase in research efforts in this domain. One specific two-layer regression problem has been well-studied in prior works, where the first layer is activated by a ReLU unit, and the second layer is activated by a softmax unit. While previous works provide a solid analysis of building a two-layer regression, there is still a gap in the analysis of constructing regression problems with more than two layers. In this paper, we take a crucial step toward addressing this problem: we provide an analysis of a two-layer regression problem. In contrast to previous works, our first layer is activated by a softmax unit. This sets the stage for future analyses of creating more activation functions based on the softmax function. Rearranging the softmax function leads to significantly different analyses. Our main results involve analyzing the convergence properties of an approximate Newton method used to minimize the regularized training loss. We prove that the loss function for the Hessian matrix is positive definite and Lipschitz continuous under certain assumptions. This enables us to establish local convergence guarantees for the proposed training algorithm. Specifically, with an appropriate initialization and after $O(\log(1/\epsilon))$ iterations, our algorithm can find an $\epsilon$-approximate minimizer of the training loss with high probability. Each iteration requires approximately $O(\mathrm{nnz}(C) + d^\omega)$ time, where $d$ is the model size, $C$ is the input matrix, and $\omega < 2.374$ is the matrix multiplication exponent.
Spectro-ViT: A Vision Transformer Model for GABA-edited MRS Reconstruction Using Spectrograms
Authors: Gabriel Dias, Rodrigo Pommot Berto, Mateus Oliveira, Lucas Ueda, Sergio Dertkigil, Paula D. P. Costa, Amirmohammad Shamaei, Roberto Souza, Ashley Harris, Leticia Rittner
Date: 2023-11-26 00:00:00

Purpose: To investigate the use of a Vision Transformer (ViT) to reconstruct/denoise GABA-edited magnetic resonance spectroscopy (MRS) from a quarter of the typically acquired number of transients using spectrograms. Theory and Methods: A quarter of the typically acquired number of transients collected in GABA-edited MRS scans are pre-processed and converted to a spectrogram image representation using the Short-Time Fourier Transform (STFT). The image representation of the data allows the adaptation of a pre-trained ViT for reconstructing GABA-edited MRS spectra (Spectro-ViT). The Spectro-ViT is fine-tuned and then tested using \textit{in vivo} GABA-edited MRS data. The Spectro-ViT performance is compared against other models in the literature using spectral quality metrics and estimated metabolite concentration values. Results: The Spectro-ViT model significantly outperformed all other models in four out of five quantitative metrics (mean squared error, shape score, GABA+/water fit error, and full width at half maximum). The metabolite concentrations estimated (GABA+/water, GABA+/Cr, and Glx/water) were consistent with the metabolite concentrations estimated using typical GABA-edited MRS scans reconstructed with the full amount of typically collected transients. Conclusion: The proposed Spectro-ViT model achieved state-of-the-art results in reconstructing GABA-edited MRS, and the results indicate these scans could be up to four times faster.
Dirichlet Process-based Robust Clustering using the Median-of-Means Estimator
Authors: Supratik Basu, Jyotishka Ray Choudhury, Debolina Paul, Swagatam Das
Date: 2023-11-26 00:00:00
Tasks: Clustering

Clustering stands as one of the most prominent challenges in unsupervised machine learning. Among centroid-based methods, the classic $k$-means algorithm, based on Lloyd's heuristic, is widely used. Nonetheless, it is a well-known fact that $k$-means and its variants face several challenges, including heavy reliance on initial cluster centroids, susceptibility to converging into local minima of the objective function, and sensitivity to outliers and noise in the data. When data contains noise or outliers, the Median-of-Means (MoM) estimator offers a robust alternative for stabilizing centroid-based methods. On a different note, another limitation in many commonly used clustering methods is the need to specify the number of clusters beforehand. Model-based approaches, such as Bayesian nonparametric models, address this issue by incorporating infinite mixture models, which eliminate the requirement for predefined cluster counts. Motivated by these facts, in this article, we propose an efficient and automatic clustering technique by integrating the strengths of model-based and centroid-based methodologies. Our method mitigates the effect of noise on the quality of clustering; while at the same time, estimates the number of clusters. Statistical guarantees on an upper bound of clustering error, and rigorous assessment through simulated and real datasets, suggest the advantages of our proposed method over existing state-of-the-art clustering algorithms.
Evaluating Multi-Global Server Architecture for Federated Learning
Authors: Asfia Kawnine, Hung Cao, Atah Nuh Mih, Monica Wachowicz
Date: 2023-11-26 00:00:00
Tasks: Federated Learning

Federated learning (FL) with a single global server framework is currently a popular approach for training machine learning models on decentralized environment, such as mobile devices and edge devices. However, the centralized server architecture poses a risk as any challenge on the central/global server would result in the failure of the entire system. To minimize this risk, we propose a novel federated learning framework that leverages the deployment of multiple global servers. We posit that implementing multiple global servers in federated learning can enhance efficiency by capitalizing on local collaborations and aggregating knowledge, and the error tolerance in regard to communication failure in the single server framework would be handled. We therefore propose a novel framework that leverages the deployment of multiple global servers. We conducted a series of experiments using a dataset containing the event history of electric vehicle (EV) charging at numerous stations. We deployed a federated learning setup with multiple global servers and client servers, where each client-server strategically represented a different region and a global server was responsible for aggregating local updates from those devices. Our preliminary results of the global models demonstrate that the difference in performance attributed to multiple servers is less than 1%. While the hypothesis of enhanced model efficiency was not as expected, the rule for handling communication challenges added to the algorithm could resolve the error tolerance issue. Future research can focus on identifying specific uses for the deployment of multiple global servers.
Untargeted Code Authorship Evasion with Seq2Seq Transformation
Authors: Soohyeon Choi, RhongHo Jang, DaeHun Nyang, David Mohaisen
Date: 2023-11-26 00:00:00
Tasks: Authorship Attribution, Code Translation, Transfer Learning

Code authorship attribution is the problem of identifying authors of programming language codes through the stylistic features in their codes, a topic that recently witnessed significant interest with outstanding performance. In this work, we present SCAE, a code authorship obfuscation technique that leverages a Seq2Seq code transformer called StructCoder. SCAE customizes StructCoder, a system designed initially for function-level code translation from one language to another (e.g., Java to C#), using transfer learning. SCAE improved the efficiency at a slight accuracy degradation compared to existing work. We also reduced the processing time by about 68% while maintaining an 85% transformation success rate and up to 95.77% evasion success rate in the untargeted setting.
A convergence result of a continuous model of deep learning via Łojasiewicz--Simon inequality
Authors: Noboru Isobe
Date: 2023-11-26 00:00:00

This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under $L^2$-regularization. Subsequently, we show the existence of a curve of maximal slope of the loss. Our main result is the convergence of flow to a critical point of the loss as time goes to infinity. An essential aspect of proving this result involves the establishment of the \L{}ojasiewicz--Simon gradient inequality for the loss. We derive this inequality by assuming the analyticity of NNs and loss functions. Our proofs offer a new approach for analyzing the asymptotic behavior of Wasserstein-type gradient flows for nonconvex functionals.
FRAC-Q-Learning: A Reinforcement Learning with Boredom Avoidance Processes for Social Robots
Authors: Akinari Onishi
Date: 2023-11-26 00:00:00
Tasks: Q-Learning, reinforcement-learning, Reinforcement Learning

The reinforcement learning algorithms have often been applied to social robots. However, most reinforcement learning algorithms were not optimized for the use of social robots, and consequently they may bore users. We proposed a new reinforcement learning method specialized for the social robot, the FRAC-Q-learning, that can avoid user boredom. The proposed algorithm consists of a forgetting process in addition to randomizing and categorizing processes. This study evaluated interest and boredom hardness scores of the FRAC-Q-learning by a comparison with the traditional Q-learning. The FRAC-Q-learning showed significantly higher trend of interest score, and indicated significantly harder to bore users compared to the traditional Q-learning. Therefore, the FRAC-Q-learning can contribute to develop a social robot that will not bore users. The proposed algorithm has a potential to apply for Web-based communication and educational systems. This paper presents the entire process, detailed implementation and a detailed evaluation method of the of the FRAC-Q-learning for the first time.
Generalized Graph Prompt: Toward a Unification of Pre-Training and Downstream Tasks on Graphs
Authors: Xingtong Yu, Zhenghao Liu, Yuan Fang, Zemin Liu, Sihong Chen, Xinming Zhang
Date: 2023-11-26 00:00:00
Tasks: Graph Representation Learning, Link Prediction, Representation Learning

Graph neural networks have emerged as a powerful tool for graph representation learning, but their performance heavily relies on abundant task-specific supervision. To reduce labeling requirement, the "pre-train, prompt" paradigms have become increasingly common. However, existing study of prompting on graphs is limited, lacking a universal treatment to appeal to different downstream tasks. In this paper, we propose GraphPrompt, a novel pre-training and prompting framework on graphs. GraphPrompt not only unifies pre-training and downstream tasks into a common task template but also employs a learnable prompt to assist a downstream task in locating the most relevant knowledge from the pre-trained model in a task-specific manner. To further enhance GraphPrompt in these two stages, we extend it into GraphPrompt+ with two major enhancements. First, we generalize several popular graph pre-training tasks beyond simple link prediction to broaden the compatibility with our task template. Second, we propose a more generalized prompt design that incorporates a series of prompt vectors within every layer of the pre-trained graph encoder, in order to capitalize on the hierarchical information across different layers beyond just the readout layer. Finally, we conduct extensive experiments on five public datasets to evaluate and analyze GraphPrompt and GraphPrompt+.
Secure and Verifiable Data Collaboration with Low-Cost Zero-Knowledge Proofs
Authors: Yizheng Zhu, Yuncheng Wu, Zhaojing Luo, Beng Chin Ooi, Xiaokui Xiao
Date: 2023-11-26 00:00:00
Tasks: Federated Learning

Organizations are increasingly recognizing the value of data collaboration for data analytics purposes. Yet, stringent data protection laws prohibit the direct exchange of raw data. To facilitate data collaboration, federated Learning (FL) emerges as a viable solution, which enables multiple clients to collaboratively train a machine learning (ML) model under the supervision of a central server while ensuring the confidentiality of their raw data. However, existing studies have unveiled two main risks: (i) the potential for the server to infer sensitive information from the client's uploaded updates (i.e., model gradients), compromising client input privacy, and (ii) the risk of malicious clients uploading malformed updates to poison the FL model, compromising input integrity. Recent works utilize secure aggregation with zero-knowledge proofs (ZKP) to guarantee input privacy and integrity in FL. Nevertheless, they suffer from extremely low efficiency and, thus, are impractical for real deployment. In this paper, we propose a novel and highly efficient solution RiseFL for secure and verifiable data collaboration, ensuring input privacy and integrity simultaneously.Firstly, we devise a probabilistic integrity check method that significantly reduces the cost of ZKP generation and verification. Secondly, we design a hybrid commitment scheme to satisfy Byzantine robustness with improved performance. Thirdly, we theoretically prove the security guarantee of the proposed solution. Extensive experiments on synthetic and real-world datasets suggest that our solution is effective and is highly efficient in both client computation and communication. For instance, RiseFL is up to 28x, 53x and 164x faster than three state-of-the-art baselines ACORN, RoFL and EIFFeL for the client computation.
Controllable Expensive Multi-objective Learning with Warm-starting Bayesian Optimization
Authors: Quang-Huy Nguyen, Long P. Hoang, Hoang V. Viet, Dung D. Le
Date: 2023-11-26 00:00:00
Tasks: Bayesian Optimization, Gaussian Processes

Pareto Set Learning (PSL) is a promising approach for approximating the entire Pareto front in multi-objective optimization (MOO) problems. However, existing derivative-free PSL methods are often unstable and inefficient, especially for expensive black-box MOO problems where objective function evaluations are costly. In this work, we propose to address the instability and inefficiency of existing PSL methods with a novel controllable PSL method, called Co-PSL. Particularly, Co-PSL consists of two stages: (1) warm-starting Bayesian optimization to obtain quality Gaussian Processes priors and (2) controllable Pareto set learning to accurately acquire a parametric mapping from preferences to the corresponding Pareto solutions. The former is to help stabilize the PSL process and reduce the number of expensive function evaluations. The latter is to support real-time trade-off control between conflicting objectives. Performances across synthesis and real-world MOO problems showcase the effectiveness of our Co-PSL for expensive multi-objective optimization tasks.
A Nearly Optimal and Low-Switching Algorithm for Reinforcement Learning with General Function Approximation
Authors: Heyang Zhao, Jiafan He, Quanquan Gu
Date: 2023-11-26 00:00:00
Tasks: Q-Learning, Reinforcement Learning (RL)

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with general function approximation. Our key algorithmic design includes (1) a general deterministic policy-switching strategy that achieves low switching cost, (2) a monotonic value function structure with carefully controlled function class complexity, and (3) a variance-weighted regression scheme that exploits historical trajectories with high data efficiency. MQL-UCB achieves minimax optimal regret of $\tilde{O}(d\sqrt{HK})$ when $K$ is sufficiently large and near-optimal policy switching cost of $\tilde{O}(dH)$, with $d$ being the eluder dimension of the function class, $H$ being the planning horizon, and $K$ being the number of episodes. Our work sheds light on designing provably sample-efficient and deployment-efficient Q-learning with nonlinear function approximation.
Decision Tree Psychological Risk Assessment in Currency Trading
Authors: Jai Pal
Date: 2023-11-26 00:00:00
Tasks: Decision Making

This research paper focuses on the integration of Artificial Intelligence (AI) into the currency trading landscape, positing the development of personalized AI models, essentially functioning as intelligent personal assistants tailored to the idiosyncrasies of individual traders. The paper posits that AI models are capable of identifying nuanced patterns within the trader's historical data, facilitating a more accurate and insightful assessment of psychological risk dynamics in currency trading. The PRI is a dynamic metric that experiences fluctuations in response to market conditions that foster psychological fragility among traders. By employing sophisticated techniques, a classifying decision tree is crafted, enabling clearer decision-making boundaries within the tree structure. By incorporating the user's chronological trade entries, the model becomes adept at identifying critical junctures when psychological risks are heightened. The real-time nature of the calculations enhances the model's utility as a proactive tool, offering timely alerts to traders about impending moments of psychological risks. The implications of this research extend beyond the confines of currency trading, reaching into the realms of other industries where the judicious application of personalized modeling emerges as an efficient and strategic approach. This paper positions itself at the intersection of cutting-edge technology and the intricate nuances of human psychology, offering a transformative paradigm for decision making support in dynamic and high-pressure environments.
The Local Landscape of Phase Retrieval Under Limited Samples
Authors: Kaizhao Liu, ZiHao Wang, Lei Wu
Date: 2023-11-26 00:00:00
Tasks: Retrieval

In this paper, we present a fine-grained analysis of the local landscape of phase retrieval under the regime of limited samples. Specifically, we aim to ascertain the minimal sample size required to guarantee a benign local landscape surrounding global minima in high dimensions. Let $n$ and $d$ denote the sample size and input dimension, respectively. We first explore the local convexity and establish that when $n=o(d\log d)$, for almost every fixed point in the local ball, the Hessian matrix has negative eigenvalues, provided $d$ is sufficiently large. % Consequently, the local landscape is highly non-convex. We next consider the one-point convexity and show that, as long as $n=\omega(d)$, with high probability, the landscape is one-point strongly convex in the local annulus: $\{w\in\mathbb{R}^d: o_d(1)\leqslant \|w-w^*\|\leqslant c\}$, where $w^*$ is the ground truth and $c$ is an absolute constant. This implies that gradient descent, initialized from any point in this domain, can converge to an $o_d(1)$-loss solution exponentially fast. Furthermore, we show that when $n=o(d\log d)$, there is a radius of $\widetilde\Theta\left(\sqrt{1/d}\right)$ such that one-point convexity breaks down in the corresponding smaller local ball. This indicates an impossibility of establishing a convergence to the exact $w^*$ for gradient descent under limited samples by relying solely on one-point convexity.
Real-Time Online Stock Forecasting Utilizing Integrated Quantitative and Qualitative Analysis
Authors: Sai Akash Bathini, Dagli Cihan
Date: 2023-11-26 00:00:00
Tasks: Information Retrieval, Sentiment Analysis

The application of Machine learning to finance has become a familiar approach, even more so in stock market forecasting. The stock market is highly volatile, and huge amounts of data are generated every minute globally. The extraction of effective intelligence from this data is of critical importance. However, a collaboration of numerical stock data with qualitative text data can be a challenging task. In this work, we accomplish this by providing an unprecedented, publicly available dataset with technical and fundamental data and sentiment that we gathered from news archives, TV news captions, radio transcripts, tweets, daily financial newspapers, etc. The text data entries used for sentiment extraction total more than 1.4 Million. The dataset consists of daily entries from January 2018 to December 2022 for eight companies representing diverse industrial sectors and the Dow Jones Industrial Average (DJIA) as a whole. Holistic Fundamental and Technical data is provided training ready for Model learning and deployment. Most importantly, the data generated could be used for incremental online learning with real-time data points retrieved daily since no stagnant data was utilized. All the data was retired from APIs or self-designed robust information retrieval technologies with extremely low latency and zero monetary cost. These adaptable technologies facilitate data extraction for any stock. Moreover, the utilization of Spearman's rank correlation over real-time data, linking stock returns with sentiment analysis has produced noteworthy results for the DJIA and the eight other stocks, achieving accuracy levels surpassing 60%. The dataset is made available at https://github.com/batking24/Huge-Stock-Dataset.