pwc-archive/papers-with-abstracts huggingface dataset:
Improving Estimation of the Koopman Operator with Kolmogorov-Smirnov Indicator Functions
Authors: Van A. Ngo, Yen Ting Lin, Danny Perez
Date: 2023-06-09 00:00:00
Tasks: Time Series

It has become common to perform kinetic analysis using approximate Koopman operators that transforms high-dimensional time series of observables into ranked dynamical modes. Key to a practical success of the approach is the identification of a set of observables which form a good basis in which to expand the slow relaxation modes. Good observables are, however, difficult to identify {\em a priori} and sub-optimal choices can lead to significant underestimations of characteristic timescales. Leveraging the representation of slow dynamics in terms of Hidden Markov Model (HMM), we propose a simple and computationally efficient clustering procedure to infer surrogate observables that form a good basis for slow modes. We apply the approach to an analytically solvable model system, as well as on three protein systems of different complexities. We consistently demonstrate that the inferred indicator functions can significantly improve the estimation of the leading eigenvalues of the Koopman operators and correctly identify key states and transition timescales of stochastic systems, even when good observables are not known {\em a priori}.
One-step corrected projected stochastic gradient descent for statistical estimation
Authors: Alexandre Brouste, Youssef Esstafa
Date: 2023-06-09 00:00:00

A generic, fast and asymptotically efficient method for parametric estimation is described. It is based on the projected stochastic gradient descent on the log-likelihood function corrected by a single step of the Fisher scoring algorithm. We show theoretically and by simulations that it is an interesting alternative to the usual stochastic gradient descent with averaging or the adaptative stochastic gradient descent.
Deterministic equivalent of the Conjugate Kernel matrix associated to Artificial Neural Networks
Authors: Clément Chouard
Date: 2023-06-09 00:00:00

We study the Conjugate Kernel associated to a multi-layer linear-width feed-forward neural network with random weights, biases and data. We show that the empirical spectral distribution of the Conjugate Kernel converges to a deterministic limit. More precisely we obtain a deterministic equivalent for its Stieltjes transform and its resolvent, with quantitative bounds involving both the dimension and the spectral parameter. The limiting equivalent objects are described by iterating free convolution of measures and classical matrix operations involving the parameters of the model.
Bayes optimal learning in high-dimensional linear regression with network side information
Authors: Sagnik Nandy, Subhabrata Sen
Date: 2023-06-09 00:00:00
Tasks: regression

Supervised learning problems with side information in the form of a network arise frequently in applications in genomics, proteomics and neuroscience. For example, in genetic applications, the network side information can accurately capture background biological information on the intricate relations among the relevant genes. In this paper, we initiate a study of Bayes optimal learning in high-dimensional linear regression with network side information. To this end, we first introduce a simple generative model (called the Reg-Graph model) which posits a joint distribution for the supervised data and the observed network through a common set of latent parameters. Next, we introduce an iterative algorithm based on Approximate Message Passing (AMP) which is provably Bayes optimal under very general conditions. In addition, we characterize the limiting mutual information between the latent signal and the data observed, and thus precisely quantify the statistical impact of the network side information. Finally, supporting numerical experiments suggest that the introduced algorithm has excellent performance in finite samples.
Maximally Machine-Learnable Portfolios
Authors: Philippe Goulet Coulombe, Maximilian Goebel
Date: 2023-06-08 00:00:00

When it comes to stock returns, any form of predictability can bolster risk-adjusted profitability. We develop a collaborative machine learning algorithm that optimizes portfolio weights so that the resulting synthetic security is maximally predictable. Precisely, we introduce MACE, a multivariate extension of Alternating Conditional Expectations that achieves the aforementioned goal by wielding a Random Forest on one side of the equation, and a constrained Ridge Regression on the other. There are two key improvements with respect to Lo and MacKinlay's original maximally predictable portfolio approach. First, it accommodates for any (nonlinear) forecasting algorithm and predictor set. Second, it handles large portfolios. We conduct exercises at the daily and monthly frequency and report significant increases in predictability and profitability using very little conditioning information. Interestingly, predictability is found in bad as well as good times, and MACE successfully navigates the debacle of 2022.
Monte Carlo inference for semiparametric Bayesian regression
Authors: Daniel R. Kowal, Bohan Wu
Date: 2023-06-08 00:00:00
Tasks: Gaussian Processes, quantile regression, regression

Data transformations are essential for broad applicability of parametric regression models. However, for Bayesian analysis, joint inference of the transformation and model parameters typically involves restrictive parametric transformations or nonparametric representations that are computationally inefficient and cumbersome for implementation and theoretical analysis, which limits their usability in practice. This paper introduces a simple, general, and efficient strategy for joint posterior inference of an unknown transformation and all regression model parameters. The proposed approach directly targets the posterior distribution of the transformation by linking it with the marginal distributions of the independent and dependent variables, and then deploys a Bayesian nonparametric model via the Bayesian bootstrap. Crucially, this approach delivers (1) joint posterior consistency under general conditions, including multiple model misspecifications, and (2) efficient Monte Carlo (not Markov chain Monte Carlo) inference for the transformation and all parameters for important special cases. These tools apply across a variety of data domains, including real-valued, positive, and compactly-supported data. Simulation studies and an empirical application demonstrate the effectiveness and efficiency of this strategy for semiparametric Bayesian analysis with linear models, quantile regression, and Gaussian processes. The R package SeBR is available on CRAN.
Bayesian Knowledge-driven Critiquing with Indirect Evidence
Authors: Armin Toroghi, Griffin Floto, Zhenwei Tang, Scott Sanner
Date: 2023-06-09 00:00:00
Tasks: Bayesian Inference, Knowledge Graphs, Recommendation Systems

Conversational recommender systems (CRS) enhance the expressivity and personalization of recommendations through multiple turns of user-system interaction. Critiquing is a well-known paradigm for CRS that allows users to iteratively refine recommendations by providing feedback about attributes of recommended items. While existing critiquing methodologies utilize direct attributes of items to address user requests such as 'I prefer Western movies', the opportunity of incorporating richer contextual and side information about items stored in Knowledge Graphs (KG) into the critiquing paradigm has been overlooked. Employing this substantial knowledge together with a well-established reasoning methodology paves the way for critique-based recommenders to allow for complex knowledge-based feedback (e.g., 'I like movies featuring war side effects on veterans') which may arise in natural user-system conversations. In this work, we aim to increase the flexibility of critique-based recommendation by integrating KGs and propose a novel Bayesian inference framework that enables reasoning with relational knowledge-based feedback. We study and formulate the framework considering a Gaussian likelihood and evaluate it on two well-known recommendation datasets with KGs. Our evaluations demonstrate the effectiveness of our framework in leveraging indirect KG-based feedback (i.e., preferred relational properties of items rather than preferred items themselves), often improving personalized recommendations over a one-shot recommender by more than 15%. This work enables a new paradigm for using rich knowledge content and reasoning over indirect evidence as a mechanism for critiquing interactions with CRS.
MConv: An Environment for Multimodal Conversational Search across Multiple Domains
Authors: Lizi Liao, Le Hong Long, Zheng Zhang, Minlie Huang, Tat-Seng Chua
Date: 2021-07-11 00:00:00
Proceeding: SIGIR 2021 7
Tasks: Conversational Recommendation, Conversational Search, Dialogue State Tracking, Response Generation

Although conversational search has become a hot topic in both dialogue research and IR community, the real breakthrough has been limited by the scale and quality of datasets available. To address this fundamental obstacle, we introduce the Multimodal Multi-domain Conversational dataset (MMConv), a fully annotated collection of human-to-human role-playing dialogues spanning over multiple domains and tasks. The contribution is two-fold. First, beyond the task-oriented multimodal dialogues among user and agent pairs, dialogues are fully annotated with dialogue belief states and dialogue acts. More importantly, we create a relatively comprehensive environment for conducting multimodal conversational search with real user settings, structured venue database, annotated image repository as well as crowd-sourced knowledge database. A detailed description of the data collection procedure along with a summary of data structure and analysis is provided. Second, a set of benchmark results for dialogue state tracking, conversational recommendation, response generation as well as a unified model for multiple tasks are reported. We adopt the state-of-the-art methods for these tasks respectively to demonstrate the usability of the data, discuss limitations of current methods and set baselines for future studies.
O-GNN: Incorporating Ring Priors into Molecular Modeling
Authors: Jinhua Zhu, Kehan Wu, Bohan Wang, Yingce Xia, Shufang Xie, Qi Meng, Lijun Wu, Tao Qin, Wengang Zhou, Houqiang Li, Tie-Yan Liu
Date: 2023-05-01 00:00:00
Proceeding: ICLR 2023 5
Tasks: Drug Design, Graph Regression, Molecular Property Prediction, Prediction, Property Prediction, Retrosynthesis, Single-step retrosynthesis

Cyclic compounds that contain at least one ring play an important role in drug design. Despite the recent success of molecular modeling with graph neural networks (GNNs), few models explicitly take rings in compounds into consideration, consequently limiting the expressiveness of the models. In this work, we design a new variant of GNN, ring-enhanced GNN (O-GNN), that explicitly models rings in addition to atoms and bonds in compounds. In O-GNN,  each ring is represented by a latent vector, which contributes to and is iteratively updated by atom and bond representations. Theoretical analysis shows that O-GNN is able to distinguish two isomorphic subgraphs lying on different rings using only one layer while conventional graph convolutional neural networks require multiple layers to distinguish, demonstrating that O-GNN is more expressive. Through experiments, O-GNN shows good performance on public datasets. In particular, it achieves state-of-the-art validation result on the PCQM4Mv1 benchmark (outperforming the previous KDDCup champion solution) and the drug-drug interaction prediction task on DrugBank. Furthermore, O-GNN outperforms strong baselines (without modeling rings) on the molecular property prediction and retrosynthesis prediction tasks.
Towards Resilient and Secure Smart Grids against PMU Adversarial Attacks: A Deep Learning-Based Robust Data Engineering Approach
Authors: Tarek Berghout, Mohamed Benbouzid, Yassine Amirat
Date: 2023-06-06 00:00:00
Proceeding: MDPI Electronics 2023 6
Tasks: Adversarial Attack, Color Image Denoising, Feature Engineering, Image Segmentation

In an attempt to provide reliable power distribution, smart grids integrate monitoring, communication, and control technologies for better energy consumption and management. As a result of such cyberphysical links, smart grids become vulnerable to cyberattacks, highlighting the significance of detecting and monitoring such attacks to uphold their security and dependability. Accordingly, the use of phasor measurement units (PMUs) enables real-time monitoring and control, providing informed-decisions data and making it possible to sense abnormal behavior indicative of cyberattacks. Similar to the ways it dominates other fields, deep learning has brought a lot of interest to the realm of cybersecurity. A common formulation for this issue is learning under data complexity, unavailability, and drift connected to increasing cardinality, imbalance brought on by data scarcity, and fast change in data characteristics, respectively. To address these challenges, this paper suggests a deep learning monitoring method based on robust feature engineering, using PMU data with greater accuracy, even within the presence of cyberattacks. The model is initially investigated using condition monitoring data to identify various disturbances in smart grids free from adversarial attacks. Then, a minimally disruptive experiment using adversarial attack injection with various reality-imitating techniques is conducted, inadvertently damaging the original data and using it to retrain the deep network, boosting its resistance to manipulations. Compared to previous studies, the proposed method demonstrated promising results and better accuracy, making it a potential option for smart grid condition monitoring. The full set of experimental scenarios performed in this study is available online.
Time Series Segmentation Applied to a New Data Set for Mobile Sensing of Human Activities
Authors: Arik Ermshaus, Sunita Singh, Ulf Leser
Date: 2023-03-28 00:00:00
Proceeding: Data Analytics solutions for Real-LIfe APplications 2023 3
Tasks: Activity Recognition, Change Point Detection, Human Activity Recognition, Semantic Segmentation, Time Series, Time Series Analysis

Human activity recognition (HAR) systems implement workflows that automatically detect activities from motion data,
captured e.g. by wearable devices such as smartphones. These devices contain multiple sensors that record human motion as
acceleration, rotation and orientation in long time series (TS) data. As a first step, HAR methods typically partition such
recordings into smaller subsequences before applying feature extraction and classification. In this study, we evaluate the
performance of 6 classical and recently published TS segmentation (TSS) algorithms on a new large HAR benchmark of 126
TS with up to 13 different activities, called MOSAD, recorded with 6 participants using ordinary smartphone sensors. Our
results show that the ClaSP algorithm achieves significantly more accurate results compared to the other methods, scoring
the best segmentations in 57 out of 126 TS. The FLOSS algorithm also shows promising results, particularly for long TS with
many segments. MOSAD is freely available at https://github.com/ermshaua/mobile-sensing-human-activity-data-set.
Differential Privacy for Class-based Data: A Practical Gaussian Mechanism
Authors: Raksha Ramakrishna, Anna Scaglione, Tong Wu, Nikhil Ravi, Sean Peisert
Date: 2023-06-08 00:00:00

In this paper, we present a notion of differential privacy (DP) for data that comes from different classes. Here, the class-membership is private information that needs to be protected. The proposed method is an output perturbation mechanism that adds noise to the release of query response such that the analyst is unable to infer the underlying class-label. The proposed DP method is capable of not only protecting the privacy of class-based data but also meets quality metrics of accuracy and is computationally efficient and practical. We illustrate the efficacy of the proposed method empirically while outperforming the baseline additive Gaussian noise mechanism. We also examine a real-world application and apply the proposed DP method to the autoregression and moving average (ARMA) forecasting method, protecting the privacy of the underlying data source. Case studies on the real-world advanced metering infrastructure (AMI) measurements of household power consumption validate the excellent performance of the proposed DP method while also satisfying the accuracy of forecasted power consumption measurements.
FACTIFY3M: A Benchmark for Multimodal Fact Verification with Explainability through 5W Question-Answering
Authors: Megha Chakraborty, Khushbu Pahwa, Anku Rani, Shreyas Chatterjee, Dwip Dalal, Harshit Dave, Ritvik G, Preethi Gurumurthy, Adarsh Mahor, Samahriti Mukherjee, Aditya Pakala, Ishan Paul, Janvita Reddy, Arghya Sarkar, Kinjal Sensharma, Aman Chadha, Amit P. Sheth, Amitava Das
Date: 2023-05-22 00:00:00
Tasks: Fact Verification, Question Answering

Combating disinformation is one of the burning societal crises -- about 67% of the American population believes that disinformation produces a lot of uncertainty, and 10% of them knowingly propagate disinformation. Evidence shows that disinformation can manipulate democratic processes and public opinion, causing disruption in the share market, panic and anxiety in society, and even death during crises. Therefore, disinformation should be identified promptly and, if possible, mitigated. With approximately 3.2 billion images and 720,000 hours of video shared online daily on social media platforms, scalable detection of multimodal disinformation requires efficient fact verification. Despite progress in automatic text-based fact verification (e.g., FEVER, LIAR), the research community lacks substantial effort in multimodal fact verification. To address this gap, we introduce FACTIFY 3M, a dataset of 3 million samples that pushes the boundaries of the domain of fact verification via a multimodal fake news dataset, in addition to offering explainability through the concept of 5W question-answering. Salient features of the dataset include: (i) textual claims, (ii) ChatGPT-generated paraphrased claims, (iii) associated images, (iv) stable diffusion-generated additional images (i.e., visual paraphrases), (v) pixel-level image heatmap to foster image-text explainability of the claim, (vi) 5W QA pairs, and (vii) adversarial fake news stories.
Digital Twin-Assisted Resource Demand Prediction for Multicast Short Video Streaming
Authors: Xinyu Huang, Wen Wu, Xuemin Sherman Shen
Date: 2023-06-09 00:00:00
Tasks: Prediction

In this paper, we propose a digital twin (DT)-assisted resource demand prediction scheme to enhance prediction accuracy for multicast short video streaming. Particularly, we construct user DTs (UDTs) for collecting real-time user status, including channel condition, location, watching duration, and preference. A reinforcement learning-empowered K-means++ algorithm is developed to cluster users based on the collected user status in UDTs, which can effectively employ the mined users' intrinsic correlation to improve the accuracy of user clustering. We then analyze users' video watching duration and preferences in each multicast group to obtain the swiping probability distribution and recommended videos, respectively. The obtained information is utilized to predict radio and computing resource demand of each multicast group. Initial results demonstrate that the proposed scheme can effectively abstract multicast groups' swiping probability distributions for accurate resource demand prediction.
Domestic Activities Classification from Audio Recordings Using Multi-scale Dilated Depthwise Separable Convolutional Network
Authors: Yufei Zeng, Yanxiong Li, Zhenfeng Zhou, Ruiqi Wang, Difeng Lu
Date: 2023-06-09 00:00:00

Domestic activities classification (DAC) from audio recordings aims at classifying audio recordings into pre-defined categories of domestic activities, which is an effective way for estimation of daily activities performed in home environment. In this paper, we propose a method for DAC from audio recordings using a multi-scale dilated depthwise separable convolutional network (DSCN). The DSCN is a lightweight neural network with small size of parameters and thus suitable to be deployed in portable terminals with limited computing resources. To expand the receptive field with the same size of DSCN's parameters, dilated convolution, instead of normal convolution, is used in the DSCN for further improving the DSCN's performance. In addition, the embeddings of various scales learned by the dilated DSCN are concatenated as a multi-scale embedding for representing property differences among various classes of domestic activities. Evaluated on a public dataset of the Task 5 of the 2018 challenge on Detection and Classification of Acoustic Scenes and Events (DCASE-2018), the results show that: both dilated convolution and multi-scale embedding contribute to the performance improvement of the proposed method; and the proposed method outperforms the methods based on state-of-the-art lightweight network in terms of classification accuracy.
Acoustic Scene Clustering Using Joint Optimization of Deep Embedding Learning and Clustering Iteration
Authors: Yanxiong Li, Mingle Liu, Wucheng Wang, Yuhan Zhang, Qianhua He
Date: 2023-06-09 00:00:00
Tasks: Acoustic Scene Classification, Audio Signal Processing, Clustering, Scene Classification

Recent efforts have been made on acoustic scene classification in the audio signal processing community. In contrast, few studies have been conducted on acoustic scene clustering, which is a newly emerging problem. Acoustic scene clustering aims at merging the audio recordings of the same class of acoustic scene into a single cluster without using prior information and training classifiers. In this study, we propose a method for acoustic scene clustering that jointly optimizes the procedures of feature learning and clustering iteration. In the proposed method, the learned feature is a deep embedding that is extracted from a deep convolutional neural network (CNN), while the clustering algorithm is the agglomerative hierarchical clustering (AHC). We formulate a unified loss function for integrating and optimizing these two procedures. Various features and methods are compared. The experimental results demonstrate that the proposed method outperforms other unsupervised methods in terms of the normalized mutual information and the clustering accuracy. In addition, the deep embedding outperforms many state-of-the-art features.