pwc-archive/papers-with-abstracts huggingface dataset:
Efficient Large-Scale Simulation of Fish Schooling Behavior Using Voronoi Tessellations and Fuzzy Clustering
Authors: Salah Alrabeei, Talal Rahman, Sam Subbey
Date: 2023-11-04 00:00:00

This paper introduces an efficient approach to reduce the computational cost of simulating collective behaviors, such as fish schooling, using Individual-Based Models (IBMs). The proposed technique employs adaptive and dynamic load-balancing domain partitioning, which utilizes unsupervised machine-learning models to cluster a large number of simulated individuals into sub-schools based on their spatial-temporal locations. It also utilizes Voronoi tessellations to construct non-overlapping simulation subdomains. This approach minimizes agent-to-agent communication and balances the load both spatially and temporally, ultimately resulting in reduced computational complexity. Experimental simulations demonstrate that this partitioning approach outperforms the standard regular grid-based domain decomposition, achieving a reduction in computational cost while maintaining spatial and temporal load balance. The approach presented in this paper has the potential to be applied to other collective behavior simulations requiring large-scale simulations with a substantial number of individuals.
The Case for Controls: Identifying outbreak risk factors through case-control comparisons
Authors: Nina H. Fefferman, Michael J. Blum, Lydia Bourouiba, Nathaniel L. Gibson, Qiang He, Debra L. Miller, Monica Papes, Dana K. Pasquale, Connor Verheyen, Sadie J. Ryan
Date: 2023-11-03 00:00:00
Tasks: Decision Making

Investigations of infectious disease outbreaks often focus on identifying place- and context-dependent factors responsible for emergence and spread, resulting in phenomenological narratives ill-suited to developing generalizable predictive and preventive measures. We contend that case-control hypothesis testing is a more powerful framework for epidemiological investigation. The approach, widely used in medical research, involves identifying counterfactuals, with case-control comparisons drawn to test hypotheses about the conditions that manifest outbreaks. Here we outline the merits of applying a case-control framework as epidemiological study design. We first describe a framework for iterative multidisciplinary interrogation to discover minimally sufficient sets of factors that can lead to disease outbreaks. We then lay out how case-control comparisons can respectively center on pathogen(s), factor(s), or landscape(s) with vignettes focusing on pathogen transmission. Finally, we consider how adopting case-control approaches can promote evidence-based decision making for responding to and preventing outbreaks.
A Primer for the Walsh Transform
Authors: Devin Greene
Date: 2023-11-03 00:00:00

A mathematical development of the Walsh transform, Walsh basis, and Walsh coefficients is given. The author was prompted to write this by a wish to give a unified treatment of epistatic coordinates as they are used in evolutionary biology. At the end of the article, opinions are expressed regarding the usefulness of these concepts for the practical researcher.
An algorithmic framework for synthetic cost-aware decision making in molecular design
Authors: Jenna C. Fromer, Connor W. Coley
Date: 2023-11-03 00:00:00
Tasks: Decision Making, Property Prediction

Small molecules exhibiting desirable property profiles are often discovered through an iterative process of designing, synthesizing, and testing sets of molecules. The selection of molecules to synthesize from all possible candidates is a complex decision-making process that typically relies on expert chemist intuition. We propose a quantitative decision-making framework, SPARROW, that prioritizes molecules for evaluation by balancing expected information gain and synthetic cost. SPARROW integrates molecular design, property prediction, and retrosynthetic planning to balance the utility of testing a molecule with the cost of batch synthesis. We demonstrate through three case studies that the developed algorithm captures the non-additive costs inherent to batch synthesis, leverages common reaction steps and intermediates, and scales to hundreds of molecules. SPARROW is open source and can be found at http://github.com/coleygroup/sparrow.
On an Optimal Stopping Problem with a Discontinuous Reward
Authors: Anne MacKay, Marie-Claude Vachon
Date: 2023-11-06 00:00:00

We study an optimal stopping problem with an unbounded, time-dependent and discontinuous reward function.This problem is motivated by the pricing of a variable annuity contract with guaranteed minimum maturity benefit, under the assumption that the policyholder's surrender behaviour maximizes the risk-neutral value of the contract. We consider a general fee and surrender charge function, and give a condition under which optimal stopping always occurs at maturity. Using an alternative representation for the value function of the optimization problem, we study its analytical properties and the resulting surrender (or exercise) region. In particular, we show that the non-emptiness and the shape of the surrender region are fully characterized by the fee and the surrender charge functions, which provides a powerful tool to understand their interrelation and how it affects early surrenders and the optimal surrender boundary. Under certain conditions on these two functions, we develop three representations for the value function; two are analogous to their American option counterpart, and one is new to the actuarial and American option pricing literature.
Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
Authors: Koti S. Jaddu, Paul A. Bilokon
Date: 2023-10-24 00:00:00
Proceeding: SSRN 2023 10

High-frequency trading is prevalent, where automated decisions must be made quickly to take advantage of price imbalances and patterns in price action that forecast near-future movements. While many algorithms have been explored and tested, analytical methods fail to harness the whole nature of the market environment by focusing on a limited domain. With the evergrowing machine learning field, many large-scale end-to-end studies on raw data have been successfully employed to increase the domain scope for profitable trading but are very difficult to replicate. Combining deep learning on the order books with reinforcement learning is one way of breaking down large-scale end-to-end learning into more manageable and lightweight components for reproducibility, suitable for retail trading. The following work focuses on forecasting returns across multiple horizons using order flow imbalance and training three temporal-difference learning models for five financial instruments to provide trading signals. The instruments used are two foreign exchange pairs (GBPUSD and EURUSD), two indices (DE40 and FTSE100), and one commodity (XAUUSD). The performances of these 15 agents are evaluated through backtesting simulation, and successful models proceed through to forward testing on a retail trading platform. The results prove potential but require further minimal modifications for consistently profitable trading to fully handle retail trading costs, slippage, and spread fluctuation.
Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance
Authors: Kirill Kolmykov
Date: 2023-11-04 00:00:00

Currently, the advantages of decentralization through blockchain technology in the financial sector are actively discussed. In this article, we investigate the decentralization in the governance of Decentralized Autonomous Organizations (DAO) using the Gini coefficient as an indicator of inequality among the token owners. This metric is analyzed in the context of Return on Investment (ROI) for companies in the decentralized finance (DeFi) sector. Our goal is to understand whether the level of "real" decentralization in blockchain-based governance affects financial efficiency, and to explore the benefits and possible limitations of such an approach. This analysis allows for a deeper understanding of the significance and impact of decentralization on the functioning and productivity of organizations in the DeFi sector, and to determine the extent to which this impact is positively or negatively reflected in their success and profitability. Additionally, the results of this analysis will provide a fuller understanding of the dynamics and potential of blockchain for organization governance.
Can We Trust the Similarity Measurement in Federated Learning?
Authors: Zhilin Wang, Qin Hu, Xukai Zou
Date: 2023-10-20 00:00:00
Tasks: Federated Learning, Model Poisoning

Is it secure to measure the reliability of local models by similarity in federated learning (FL)? This paper delves into an unexplored security threat concerning applying similarity metrics, such as the L_2 norm, Euclidean distance, and cosine similarity, in protecting FL. We first uncover the deficiencies of similarity metrics that high-dimensional local models, including benign and poisoned models, may be evaluated to have the same similarity while being significantly different in the parameter values. We then leverage this finding to devise a novel untargeted model poisoning attack, Faker, which launches the attack by simultaneously maximizing the evaluated similarity of the poisoned local model and the difference in the parameter values. Experimental results based on seven datasets and eight defenses show that Faker outperforms the state-of-the-art benchmark attacks by 1.1-9.0X in reducing accuracy and 1.2-8.0X in saving time cost, which even holds for the case of a single malicious client with limited knowledge about the FL system. Moreover, Faker can degrade the performance of the global model by attacking only once. We also preliminarily explore extending Faker to other attacks, such as backdoor attacks and Sybil attacks. Lastly, we provide a model evaluation strategy, called the similarity of partial parameters (SPP), to defend against Faker. Given that numerous mechanisms in FL utilize similarity metrics to assess local models, this work suggests that we should be vigilant regarding the potential risks of using these metrics.
Leveraging Generative AI: Improving Software Metadata Classification with Generated Code-Comment Pairs
Authors: Samah Syed, Angel Deborah S
Date: 2023-10-14 00:00:00
Tasks: Language Modelling, Large Language Model

In software development, code comments play a crucial role in enhancing code comprehension and collaboration. This research paper addresses the challenge of objectively classifying code comments as "Useful" or "Not Useful." We propose a novel solution that harnesses contextualized embeddings, particularly BERT, to automate this classification process. We address this task by incorporating generated code and comment pairs. The initial dataset comprised 9048 pairs of code and comments written in C, labeled as either Useful or Not Useful. To augment this dataset, we sourced an additional 739 lines of code-comment pairs and generated labels using a Large Language Model Architecture, specifically BERT. The primary objective was to build classification models that can effectively differentiate between useful and not useful code comments. Various machine learning algorithms were employed, including Logistic Regression, Decision Tree, K-Nearest Neighbors (KNN), Support Vector Machine (SVM), Gradient Boosting, Random Forest, and a Neural Network. Each algorithm was evaluated using precision, recall, and F1-score metrics, both with the original seed dataset and the augmented dataset. This study showcases the potential of generative AI for enhancing binary code comment quality classification models, providing valuable insights for software developers and researchers in the field of natural language processing and software engineering.
Functional Overlap Reranking for Neural Code Generation
Authors: Hung Quoc To, Minh Huynh Nguyen, Nghi D. Q. Bui
Date: 2023-10-16 00:00:00
Tasks: Code Generation, Reranking

Code Large Language Models (CodeLLMs) have ushered in a new era in code generation advancements. However, selecting the best code solutions from all possible CodeLLM outputs remains a challenge. Previous methods often overlooked the intricate functional similarities and interactions between solution clusters. We introduce SRank, a novel reranking strategy for selecting the best solutions from code generation, focusing on modeling the relationships between clusters of solutions. By quantifying the functional overlap between solution clusters, our approach provides a better ranking strategy for code solutions. Empirical results show that our method achieves remarkable results on the pass@1 score. For instance, on the Human-Eval benchmark, we achieve 69.66% in pass@1 with Codex002, 75.31% with WizardCoder, 53.99% with StarCoder, and 60.55% with CodeGen, surpassing state-of-the-art code generation reranking methods such as CodeT and Coder-Reviewer on the same CodeLLM by a significant margin (approximately 6.1% improvement on average). Even in scenarios with a limited number of sampled solutions and test cases, our approach demonstrates robustness and superiority, marking a new benchmark in code generation reranking. Our implementation can be found at https://github.com/FSoft-AI4Code/SRank-CodeRanker.
Unscrambling the Rectification of Adversarial Attacks Transferability across Computer Networks
Authors: Ehsan Nowroozi, Samaneh Ghelichkhani, Imran Haider, Ali Dehghantanha
Date: 2023-10-26 00:00:00

Convolutional neural networks (CNNs) models play a vital role in achieving state-of-the-art performances in various technological fields. CNNs are not limited to Natural Language Processing (NLP) or Computer Vision (CV) but also have substantial applications in other technological domains, particularly in cybersecurity. The reliability of CNN's models can be compromised because of their susceptibility to adversarial attacks, which can be generated effortlessly, easily applied, and transferred in real-world scenarios. In this paper, we present a novel and comprehensive method to improve the strength of attacks and assess the transferability of adversarial examples in CNNs when such strength changes, as well as whether the transferability property issue exists in computer network applications. In the context of our study, we initially examined six distinct modes of attack: the Carlini and Wagner (C&W), Fast Gradient Sign Method (FGSM), Iterative Fast Gradient Sign Method (I-FGSM), Jacobian-based Saliency Map (JSMA), Limited-memory Broyden fletcher Goldfarb Shanno (L-BFGS), and Projected Gradient Descent (PGD) attack. We applied these attack techniques on two popular datasets: the CIC and UNSW datasets. The outcomes of our experiment demonstrate that an improvement in transferability occurs in the targeted scenarios for FGSM, JSMA, LBFGS, and other attacks. Our findings further indicate that the threats to security posed by adversarial examples, even in computer network applications, necessitate the development of novel defense mechanisms to enhance the security of DL-based techniques.
Hebbian learning inspired estimation of the linear regression parameters from queries
Authors: Johannes Schmidt-Hieber, Wouter M Koolen
Date: 2023-09-26 00:00:00
Tasks: regression

Local learning rules in biological neural networks (BNNs) are commonly referred to as Hebbian learning. [26] links a biologically motivated Hebbian learning rule to a specific zeroth-order optimization method. In this work, we study a variation of this Hebbian learning rule to recover the regression vector in the linear regression model. Zeroth-order optimization methods are known to converge with suboptimal rate for large parameter dimension compared to first-order methods like gradient descent, and are therefore thought to be in general inferior. By establishing upper and lower bounds, we show, however, that such methods achieve near-optimal rates if only queries of the linear regression loss are available. Moreover, we prove that this Hebbian learning rule can achieve considerably faster rates than any non-adaptive method that selects the queries independently of the data.
Simulation-based Safety Assurance for an AVP System incorporating Learning-Enabled Components
Authors: Hasan Esen, Brian Hsuan-Cheng Liao
Date: 2023-09-28 00:00:00
Tasks: object-detection, Object Detection

There have been major developments in Automated Driving (AD) and Driving Assist Systems (ADAS) in recent years. However, their safety assurance, thus methodologies for testing, verification and validation AD/ADAS safety-critical applications remain as one the main challenges. Inevitably AI also penetrates into AD/ADAS applications, such as object detection. Despite important benefits, adoption of such learned-enabled components and systems in safety-critical scenarios causes that conventional testing approaches (e.g., distance-based testing in automotive) quickly become infeasible. Similarly, safety engineering approaches usually assume model-based components and do not handle learning-enabled ones well. The authors have participated in the public-funded project FOCETA , and developed an Automated Valet Parking (AVP) use case. As the nature of the baseline implementation is imperfect, it offers a space for continuous improvement based on modelling, verification, validation, and monitoring techniques. In this publication, we explain the simulation-based development platform that is designed to verify and validate safety-critical learning-enabled systems in continuous engineering loops.
Edge AI Inference in Heterogeneous Constrained Computing: Feasibility and Opportunities
Authors: Roberto Morabito, Mallik Tatipamula, Sasu Tarkoma, Mung Chiang
Date: 2023-10-27 00:00:00
Tasks: Diversity

The network edge's role in Artificial Intelligence (AI) inference processing is rapidly expanding, driven by a plethora of applications seeking computational advantages. These applications strive for data-driven efficiency, leveraging robust AI capabilities and prioritizing real-time responsiveness. However, as demand grows, so does system complexity. The proliferation of AI inference accelerators showcases innovation but also underscores challenges, particularly the varied software and hardware configurations of these devices. This diversity, while advantageous for certain tasks, introduces hurdles in device integration and coordination. In this paper, our objectives are three-fold. Firstly, we outline the requirements and components of a framework that accommodates hardware diversity. Next, we assess the impact of device heterogeneity on AI inference performance, identifying strategies to optimize outcomes without compromising service quality. Lastly, we shed light on the prevailing challenges and opportunities in this domain, offering insights for both the research community and industry stakeholders.
Multi-agent reinforcement learning algorithm to solve a partially-observable multi-agent problem in disaster response
Authors: Hyun-Rok Lee, Taesik Lee
Date: 2020-09-18 00:00:00
Proceeding: European  Journal  of  Operational  Research 2020 9
Tasks: Decision Making, Disaster Response, Multi-agent Reinforcement Learning

Disaster response operations typically involve multiple decision-makers, and each decision-maker needs to make its decisions given only incomplete information on the current situation. To account for these characteristics – decision making by multiple decision-makers with partial observations to achieve a shared objective –, we formulate the decision problem as a decentralized-partially observable Markov decision process (dec-POMDP) model. To tackle a well-known difficulty of optimally solving a dec-POMDP model, multi-agent reinforcement learning (MARL) has been used as a solution technique. However, typical MARL algorithms are not always effective to solve dec-POMDP models. Motivated by evidence in single-agent RL cases, we propose a MARL algorithm augmented by pretraining. Specifically, we use behavioral cloning (BC) as a means to pretrain a neural network. We verify the effectiveness of the proposed method by solving a dec-POMDP model for a decentralized selective patient admission problem. Experimental results of three disaster scenarios show that the proposed method is a viable solution approach to solving dec-POMDP problems and that augmenting MARL with BC for its pretraining seems to offer advantages over plain MARL in terms of solution quality and computation time.
When All We Need is a Piece of the Pie: A Generic Framework for Optimizing Two-way Partial AUC.
Authors: Zhiyong Yang, Qianqian Xu, Shilong Bao, Yuan He, Xiaochun Cao, Qingming Huang
Date: 2021-07-18 00:00:00
Proceeding: ICML 2021 7
Tasks: All

The Area Under the ROC Curve (AUC) is a crucial metric for machine learning, which evaluates the average performance over all possible True Positive Rates (TPRs) and False Positive Rates (FPRs). Based on the knowledge that a skillful classifier should simultaneously embrace a high TPR and a low FPR, we turn to study a more general variant called Two-way Partial AUC (TPAUC), where only the region with TPR ≥α, FPR ≤ β is included in the area. Moreover, a recent work shows that the TPAUC is essentially inconsistent with the existing Partial AUC metrics where only the FPR range is restricted, opening a new problem to seek solutions to leverage high TPAUC. Motivated by this, we present the first trial in this paper to optimize this new metric. The critical challenge along this course lies in the difficulty of performing gradient-based optimization with end-to-end stochastic training, even with a proper choice of surrogate loss. To address this issue, we propose a generic framework to construct surrogate optimization problems, which supports efficient end-to-end training with deep-learning. Moreover, our theoretical analyses show that: 1) the objective function of the surrogate problems will achieve an upper bound of the original problem under mild conditions, and 2) optimizing the surrogate problems leads to good generalization performance in terms of TPAUC with a high probability. Finally, empirical studies over several benchmark datasets speak to the efficacy of our framework.
Revisiting AUC-oriented Adversarial Training with Loss-Agnostic Perturbations
Authors: Zhiyong Yang, Qianqian Xu, Wenzheng Hou, Shilong Bao, Yuan He, Xiaochun Cao, Qingming Huang
Date: 2023-08-10 00:00:00
Proceeding: TPAMI 2023 8

The Area Under the ROC curve (AUC) is a popular metric for long-tail classification. Many efforts have been devoted to AUC optimization methods in the past decades. However, little exploration has been done to make them survive adversarial attacks. Among the few exceptions, AdAUC presents an early trial for AUC-oriented adversarial training with a convergence guarantee. This algorithm generates the adversarial perturbations globally for all the training examples. However, it implicitly assumes that the attackers must know in advance that the victim is using an AUC-based loss function and training technique, which is too strong to be met in real-world scenarios. Moreover, whether a straightforward generalization bound for AdAUC exists is unclear due to the technical difficulties in decomposing each adversarial example. By carefully revisiting the AUC-orient adversarial training problem, we present three reformulations of the original objective function and propose an inducing algorithm. On top of this, we can show that: 1) Under mild conditions, AdAUC can be optimized equivalently with score-based or instance-wise-loss-based perturbations, which is compatible with most of the popular adversarial example generation methods. 2) AUC-oriented AT does have an explicit error bound to ensure its generalization ability. 3) One can construct a fast SVRG-based gradient descent-ascent algorithm to accelerate the AdAUC method. Finally, the extensive experimental results show the performance and robustness of our algorithm in five long-tail datasets.