pwc-archive/papers-with-abstracts huggingface dataset:
SYMBA: Symbolic Computation of Squared Amplitudes in High Energy Physics with Machine Learning
Authors: Abdulhakim Alnuqaydan, Sergei Gleyzer, Harrison Prosper
Date: 2022-06-17 00:00:00
Tasks: BIG-bench Machine Learning

The cross section is one of the most important physical quantities in high-energy physics and the most time consuming to compute. While machine learning has proven to be highly successful in numerical calculations in high-energy physics, analytical calculations using machine learning are still in their infancy. In this work, we use a sequence-to-sequence model, specifically, a transformer, to compute a key element of the cross section calculation, namely, the squared amplitude of an interaction. We show that a transformer model is able to predict correctly 97.6% and 99% of squared amplitudes of QCD and QED processes, respectively, at a speed that is up to orders of magnitude faster than current symbolic computation frameworks. We discuss the performance of the current model, its limitations and possible future directions for this work.
Popular decision tree algorithms are provably noise tolerant
Authors: Guy Blanc, Jane Lange, Ali Malik, Li-Yang Tan
Date: 2022-06-17 00:00:00

Using the framework of boosting, we prove that all impurity-based decision tree learning algorithms, including the classic ID3, C4.5, and CART, are highly noise tolerant. Our guarantees hold under the strongest noise model of nasty noise, and we provide near-matching upper and lower bounds on the allowable noise rate. We further show that these algorithms, which are simple and have long been central to everyday machine learning, enjoy provable guarantees in the noisy setting that are unmatched by existing algorithms in the theoretical literature on decision tree learning. Taken together, our results add to an ongoing line of research that seeks to place the empirical success of these practical decision tree algorithms on firm theoretical footing.
Scaling multi-species occupancy models to large citizen science datasets
Authors: Martin Ingram, Damjan Vukcevic, Nick Golding
Date: 2022-06-17 00:00:00
Tasks: Bayesian Inference, Variational Inference

Citizen science datasets can be very large and promise to improve species distribution modelling, but detection is imperfect, risking bias when fitting models. In particular, observers may not detect species that are actually present. Occupancy models can estimate and correct for this observation process, and multi-species occupancy models exploit similarities in the observation process, which can improve estimates for rare species. However, the computational methods currently used to fit these models do not scale to large datasets. We develop approximate Bayesian inference methods and use graphics processing units (GPUs) to scale multi-species occupancy models to very large citizen science data. We fit multi-species occupancy models to one month of data from the eBird project consisting of 186,811 checklist records comprising 430 bird species. We evaluate the predictions on a spatially separated test set of 59,338 records, comparing two different inference methods -- Markov chain Monte Carlo (MCMC) and variational inference (VI) -- to occupancy models fitted to each species separately using maximum likelihood. We fitted models to the entire dataset using VI, and up to 32,000 records with MCMC. VI fitted to the entire dataset performed best, outperforming single-species models on both AUC (90.4% compared to 88.7%) and on log likelihood (-0.080 compared to -0.085). We also evaluate how well range maps predicted by the model agree with expert maps. We find that modelling the detection process greatly improves agreement and that the resulting maps agree as closely with expert maps as ones estimated using high quality survey data. Our results demonstrate that multi-species occupancy models are a compelling approach to model large citizen science datasets, and that, once the observation process is taken into account, they can model species distributions accurately.
Lossy Compression with Gaussian Diffusion
Authors: Lucas Theis, Tim Salimans, Matthew D. Hoffman, Fabian Mentzer
Date: 2022-06-17 00:00:00
Tasks: Quantization

We consider a novel lossy compression approach based on unconditional diffusion generative models, which we call DiffC. Unlike modern compression schemes which rely on transform coding and quantization to restrict the transmitted information, DiffC relies on the efficient communication of pixels corrupted by Gaussian noise. We implement a proof of concept and find that it works surprisingly well despite the lack of an encoder transform, outperforming the state-of-the-art generative compression method HiFiC on ImageNet 64x64. DiffC only uses a single model to encode and denoise corrupted pixels at arbitrary bitrates. The approach further provides support for progressive coding, that is, decoding from partial bit streams. We perform a rate-distortion analysis to gain a deeper understanding of its performance, providing analytical results for multivariate Gaussian data as well as theoretic bounds for general distributions. Furthermore, we prove that a flow-based reconstruction achieves a 3 dB gain over ancestral sampling at high bitrates.
Mirror Descent with Relative Smoothness in Measure Spaces, with application to Sinkhorn and EM
Authors: Pierre-Cyril Aubin-Frankowski, Anna Korba, Flavien Léger
Date: 2022-06-17 00:00:00

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman divergences through directional derivatives, we derive the convergence of the scheme for relatively smooth and convex pairs of functionals. Such assumptions allow to handle non-smooth functionals such as the Kullback--Leibler (KL) divergence. Applying our result to joint distributions and KL, we show that Sinkhorn's primal iterations for entropic optimal transport in the continuous setting correspond to a mirror descent, and we obtain a new proof of its (sub)linear convergence. We also show that Expectation Maximization (EM) can always formally be written as a mirror descent. When optimizing only on the latent distribution while fixing the mixtures parameters -- which corresponds to the Richardson--Lucy deconvolution scheme in signal processing -- we derive sublinear rates of convergence.
How Robust is Unsupervised Representation Learning to Distribution Shift?
Authors: Yuge Shi, Imant Daunhawer, Julia E. Vogt, Philip H. S. Torr, Amartya Sanyal
Date: 2022-06-17 00:00:00
Tasks: Representation Learning, Self-Supervised Learning

The robustness of machine learning algorithms to distributions shift is primarily discussed in the context of supervised learning (SL). As such, there is a lack of insight on the robustness of the representations learned from unsupervised methods, such as self-supervised learning (SSL) and auto-encoder based algorithms (AE), to distribution shift. We posit that the input-driven objectives of unsupervised algorithms lead to representations that are more robust to distribution shift than the target-driven objective of SL. We verify this by extensively evaluating the performance of SSL and AE on both synthetic and realistic distribution shift datasets. Following observations that the linear layer used for classification itself can be susceptible to spurious correlations, we evaluate the representations using a linear head trained on a small amount of out-of-distribution (OOD) data, to isolate the robustness of the learned representations from that of the linear head. We also develop "controllable" versions of existing realistic domain generalisation datasets with adjustable degrees of distribution shifts. This allows us to study the robustness of different learning algorithms under versatile yet realistic distribution shift conditions. Our experiments show that representations learned from unsupervised learning algorithms generalise better than SL under a wide variety of extreme as well as realistic distribution shifts.
Plotly-Resampler: Effective Visual Analytics for Large Time Series
Authors: Jonas Van Der Donckt, Jeroen Van Der Donckt, Emiel Deprost, Sofie Van Hoecke
Date: 2022-06-17 00:00:00
Tasks: Data Visualization, Time Series, Time Series Analysis

Visual analytics is arguably the most important step in getting acquainted with your data. This is especially the case for time series, as this data type is hard to describe and cannot be fully understood when using for example summary statistics. To realize effective time series visualization, four requirements have to be met; a tool should be (1) interactive, (2) scalable to millions of data points, (3) integrable in conventional data science environments, and (4) highly configurable. We observe that open source Python visualization toolkits empower data scientists in most visual analytics tasks, but lack the combination of scalability and interactivity to realize effective time series visualization. As a means to facilitate these requirements, we created Plotly-Resampler, an open source Python library. Plotly-Resampler is an add-on for Plotly's Python bindings, enhancing line chart scalability on top of an interactive toolkit by aggregating the underlying data depending on the current graph view. Plotly-Resampler is built to be snappy, as the reactivity of a tool qualitatively affects how analysts visually explore and analyze data. A benchmark task highlights how our toolkit scales better than alternatives in terms of number of samples and time series. Additionally, Plotly-Resampler's flexible data aggregation functionality paves the path towards researching novel aggregation techniques. Plotly-Resampler's integrability, together with its configurability, convenience, and high scalability, allows to effectively analyze high-frequency data in your day-to-day Python environment.
A Conditional Gradient-based Method for Simple Bilevel Optimization with Convex Lower-level Problem
Authors: Ruichen Jiang, Nazanin Abolfazli, Aryan Mokhtari, Erfan Yazdandoost Hamedani
Date: 2022-06-17 00:00:00
Tasks: Bilevel Optimization

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem. Several iterative methods have been developed for tackling this class of problems. Alas, their convergence guarantees are either asymptotic for the upper-level objective, or the convergence rates are slow and sub-optimal. To address this issue, in this paper, we introduce a novel bilevel optimization method that locally approximates the solution set of the lower-level problem via a cutting plane, and then runs a conditional gradient update to decrease the upper-level objective. When the upper-level objective is convex, we show that our method requires ${\mathcal{O}}(\max\{1/\epsilon_f,1/\epsilon_g\})$ iterations to find a solution that is $\epsilon_f$-optimal for the upper-level objective and $\epsilon_g$-optimal for the lower-level objective. Moreover, when the upper-level objective is non-convex, our method requires ${\mathcal{O}}(\max\{1/\epsilon_f^2,1/(\epsilon_f\epsilon_g)\})$ iterations to find an $(\epsilon_f,\epsilon_g)$-optimal solution. We also prove stronger convergence guarantees under the H\"olderian error bound assumption on the lower-level problem. To the best of our knowledge, our method achieves the best-known iteration complexity for the considered class of bilevel problems.
Avoid Overfitting User Specific Information in Federated Keyword Spotting
Authors: Xin-Chun Li, Jin-Lin Tang, Shaoming Song, Bingshuai Li, Yinchuan Li, Yunfeng Shao, Le Gan, De-Chuan Zhan
Date: 2022-06-17 00:00:00
Tasks: Keyword Spotting

Keyword spotting (KWS) aims to discriminate a specific wake-up word from other signals precisely and efficiently for different users. Recent works utilize various deep networks to train KWS models with all users' speech data centralized without considering data privacy. Federated KWS (FedKWS) could serve as a solution without directly sharing users' data. However, the small amount of data, different user habits, and various accents could lead to fatal problems, e.g., overfitting or weight divergence. Hence, we propose several strategies to encourage the model not to overfit user-specific information in FedKWS. Specifically, we first propose an adversarial learning strategy, which updates the downloaded global model against an overfitted local model and explicitly encourages the global model to capture user-invariant information. Furthermore, we propose an adaptive local training strategy, letting clients with more training data and more uniform class distributions undertake more local update steps. Equivalently, this strategy could weaken the negative impacts of those users whose data is less qualified. Our proposed FedKWS-UI could explicitly and implicitly learn user-invariant information in FedKWS. Abundant experimental results on federated Google Speech Commands verify the effectiveness of FedKWS-UI.
Channel-wise Mixed-precision Assignment for DNN Inference on Constrained Edge Nodes
Authors: Matteo Risso, Alessio Burrello, Luca Benini, Enrico Macii, Massimo Poncino, Daniele Jahier Pagliari
Date: 2022-06-17 00:00:00
Tasks: Neural Architecture Search, Quantization

Quantization is widely employed in both cloud and edge systems to reduce the memory occupation, latency, and energy consumption of deep neural networks. In particular, mixed-precision quantization, i.e., the use of different bit-widths for different portions of the network, has been shown to provide excellent efficiency gains with limited accuracy drops, especially with optimized bit-width assignments determined by automated Neural Architecture Search (NAS) tools. State-of-the-art mixed-precision works layer-wise, i.e., it uses different bit-widths for the weights and activations tensors of each network layer. In this work, we widen the search space, proposing a novel NAS that selects the bit-width of each weight tensor channel independently. This gives the tool the additional flexibility of assigning a higher precision only to the weights associated with the most informative features. Testing on the MLPerf Tiny benchmark suite, we obtain a rich collection of Pareto-optimal models in the accuracy vs model size and accuracy vs energy spaces. When deployed on the MPIC RISC-V edge processor, our networks reduce the memory and energy for inference by up to 63% and 27% respectively compared to a layer-wise approach, for the same accuracy.
SMPL: Simulated Industrial Manufacturing and Process Control Learning Environments
Authors: Mohan Zhang, Xiaozhou Wang, Benjamin Decardi-Nelson, Song Bo, An Zhang, Jinfeng Liu, Sile Tao, Jiayi Cheng, Xiaohong Liu, Dengdeng Yu, Matthew Poon, Animesh Garg
Date: 2022-06-17 00:00:00
Tasks: Benchmarking, Deep Reinforcement Learning, Model Predictive Control, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Traditional biological and pharmaceutical manufacturing plants are controlled by human workers or pre-defined thresholds. Modernized factories have advanced process control algorithms such as model predictive control (MPC). However, there is little exploration of applying deep reinforcement learning to control manufacturing plants. One of the reasons is the lack of high fidelity simulations and standard APIs for benchmarking. To bridge this gap, we develop an easy-to-use library that includes five high-fidelity simulation environments: BeerFMTEnv, ReactorEnv, AtropineEnv, PenSimEnv and mAbEnv, which cover a wide range of manufacturing processes. We build these environments on published dynamics models. Furthermore, we benchmark online and offline, model-based and model-free reinforcement learning algorithms for comparisons of follow-up research.
AutoML Two-Sample Test
Authors: Jonas M. Kübler, Vincent Stimper, Simon Buchholz, Krikamol Muandet, Bernhard Schölkopf
Date: 2022-06-17 00:00:00
Tasks: AutoML, scientific discovery, Two-sample testing, Vocal Bursts Valence Prediction

Two-sample tests are important in statistics and machine learning, both as tools for scientific discovery as well as to detect distribution shifts. This led to the development of many sophisticated test procedures going beyond the standard supervised learning frameworks, whose usage can require specialized knowledge about two-sample testing. We use a simple test that takes the mean discrepancy of a witness function as the test statistic and prove that minimizing a squared loss leads to a witness with optimal testing power. This allows us to leverage recent advancements in AutoML. Without any user input about the problems at hand, and using the same method for all our experiments, our AutoML two-sample test achieves competitive performance on a diverse distribution shift benchmark as well as on challenging two-sample testing problems. We provide an implementation of the AutoML two-sample test in the Python package autotst.
Random projections and Kernelised Leave One Cluster Out Cross-Validation: Universal baselines and evaluation tools for supervised machine learning for materials properties
Authors: Samantha Durdy, Michael Gaultois, Vladimir Gusev, Danushka Bollegala, Matthew J. Rosseinsky
Date: 2022-06-17 00:00:00
Tasks: Band Gap, BIG-bench Machine Learning

With machine learning being a popular topic in current computational materials science literature, creating representations for compounds has become common place. These representations are rarely compared, as evaluating their performance - and the performance of the algorithms that they are used with - is non-trivial. With many materials datasets containing bias and skew caused by the research process, leave one cluster out cross validation (LOCO-CV) has been introduced as a way of measuring the performance of an algorithm in predicting previously unseen groups of materials. This raises the question of the impact, and control, of the range of cluster sizes on the LOCO-CV measurement outcomes. We present a thorough comparison between composition-based representations, and investigate how kernel approximation functions can be used to better separate data to enhance LOCO-CV applications. We find that domain knowledge does not improve machine learning performance in most tasks tested, with band gap prediction being the notable exception. We also find that the radial basis function improves the linear separability of chemical datasets in all 10 datasets tested and provide a framework for the application of this function in the LOCO-CV process to improve the outcome of LOCO-CV measurements regardless of machine learning algorithm, choice of metric, and choice of compound representation. We recommend kernelised LOCO-CV as a training paradigm for those looking to measure the extrapolatory power of an algorithm on materials data.
Decentralized adaptive clustering of deep nets is beneficial for client collaboration
Authors: Edvin Listo Zec, Ebba Ekblom, Martin Willbo, Olof Mogren, Sarunas Girdzijauskas
Date: 2022-06-17 00:00:00
Tasks: Clustering

We study the problem of training personalized deep learning models in a decentralized peer-to-peer setting, focusing on the setting where data distributions differ between the clients and where different clients have different local learning tasks. We study both covariate and label shift, and our contribution is an algorithm which for each client finds beneficial collaborations based on a similarity estimate for the local task. Our method does not rely on hyperparameters which are hard to estimate, such as the number of client clusters, but rather continuously adapts to the network topology using soft cluster assignment based on a novel adaptive gossip algorithm. We test the proposed method in various settings where data is not independent and identically distributed among the clients. The experimental evaluation shows that the proposed method performs better than previous state-of-the-art algorithms for this problem setting, and handles situations well where previous methods fail.
Prediction of Solar Radiation Based on Spatial and Temporal Embeddings for Solar Generation Forecast
Authors: Mohammad Alqudah, Tatjana Dokic, Mladen Kezunovic, Zoran Obradovic
Date: 2022-06-17 00:00:00

A novel method for real-time solar generation forecast using weather data, while exploiting both spatial and temporal structural dependencies is proposed. The network observed over time is projected to a lower-dimensional representation where a variety of weather measurements are used to train a structured regression model while weather forecast is used at the inference stage. Experiments were conducted at 288 locations in the San Antonio, TX area on obtained from the National Solar Radiation Database. The model predicts solar irradiance with a good accuracy (R2 0.91 for the summer, 0.85 for the winter, and 0.89 for the global model). The best accuracy was obtained by the Random Forest Regressor. Multiple experiments were conducted to characterize influence of missing data and different time horizons providing evidence that the new algorithm is robust for data missing not only completely at random but also when the mechanism is spatial, and temporal.
FedNew: A Communication-Efficient and Privacy-Preserving Newton-Type Method for Federated Learning
Authors: Anis Elgabli, Chaouki Ben Issaid, Amrit S. Bedi, Ketan Rajawat, Mehdi Bennis, Vaneet Aggarwal
Date: 2022-06-17 00:00:00
Tasks: Federated Learning, Privacy Preserving, Quantization

Newton-type methods are popular in federated learning due to their fast convergence. Still, they suffer from two main issues, namely: low communication efficiency and low privacy due to the requirement of sending Hessian information from clients to parameter server (PS). In this work, we introduced a novel framework called FedNew in which there is no need to transmit Hessian information from clients to PS, hence resolving the bottleneck to improve communication efficiency. In addition, FedNew hides the gradient information and results in a privacy-preserving approach compared to the existing state-of-the-art. The core novel idea in FedNew is to introduce a two level framework, and alternate between updating the inverse Hessian-gradient product using only one alternating direction method of multipliers (ADMM) step and then performing the global model update using Newton's method. Though only one ADMM pass is used to approximate the inverse Hessian-gradient product at each iteration, we develop a novel theoretical approach to show the converging behavior of FedNew for convex problems. Additionally, a significant reduction in communication overhead is achieved by utilizing stochastic quantization. Numerical results using real datasets show the superiority of FedNew compared to existing methods in terms of communication costs.