pwc-archive/papers-with-abstracts huggingface dataset:
DataInf: Efficiently Estimating Data Influence in LoRA-tuned LLMs and Diffusion Models
Authors: Yongchan Kwon, Eric Wu, Kevin Wu, James Zou
Date: 2023-10-02 00:00:00
Tasks: Influence Approximation, parameter-efficient fine-tuning

Quantifying the impact of training data points is crucial for understanding the outputs of machine learning models and for improving the transparency of the AI pipeline. The influence function is a principled and popular data attribution method, but its computational cost often makes it challenging to use. This issue becomes more pronounced in the setting of large language models and text-to-image models. In this work, we propose DataInf, an efficient influence approximation method that is practical for large-scale generative AI models. Leveraging an easy-to-compute closed-form expression, DataInf outperforms existing influence computation algorithms in terms of computational and memory efficiency. Our theoretical analysis shows that DataInf is particularly well-suited for parameter-efficient fine-tuning techniques such as LoRA. Through systematic empirical evaluations, we show that DataInf accurately approximates influence scores and is orders of magnitude faster than existing methods. In applications to RoBERTa-large, Llama-2-13B-chat, and stable-diffusion-v1.5 models, DataInf effectively identifies the most influential fine-tuning examples better than other approximate influence scores. Moreover, it can help to identify which data points are mislabeled.
Improved Variational Bayesian Phylogenetic Inference using Mixtures
Authors: Oskar Kviman, Ricky Molén, Jens Lagergren
Date: 2023-10-02 00:00:00
Tasks: Density Estimation, Variational Inference

We present VBPI-Mixtures, an algorithm designed to enhance the accuracy of phylogenetic posterior distributions, particularly for tree-topology and branch-length approximations. Despite the Variational Bayesian Phylogenetic Inference (VBPI), a leading-edge black-box variational inference (BBVI) framework, achieving remarkable approximations of these distributions, the multimodality of the tree-topology posterior presents a formidable challenge to sampling-based learning techniques such as BBVI. Advanced deep learning methodologies such as normalizing flows and graph neural networks have been explored to refine the branch-length posterior approximation, yet efforts to ameliorate the posterior approximation over tree topologies have been lacking. Our novel VBPI-Mixtures algorithm bridges this gap by harnessing the latest breakthroughs in mixture learning within the BBVI domain. As a result, VBPI-Mixtures is capable of capturing distributions over tree-topologies that VBPI fails to model. We deliver state-of-the-art performance on difficult density estimation tasks across numerous real phylogenetic datasets.
Variance-Aware Regret Bounds for Stochastic Contextual Dueling Bandits
Authors: Qiwei Di, Tao Jin, Yue Wu, Heyang Zhao, Farzad Farnoud, Quanquan Gu
Date: 2023-10-02 00:00:00
Tasks: Computational Efficiency, Decision Making, Information Retrieval, Recommendation Systems

Dueling bandits is a prominent framework for decision-making involving preferential feedback, a valuable feature that fits various applications involving human interaction, such as ranking, information retrieval, and recommendation systems. While substantial efforts have been made to minimize the cumulative regret in dueling bandits, a notable gap in the current research is the absence of regret bounds that account for the inherent uncertainty in pairwise comparisons between the dueling arms. Intuitively, greater uncertainty suggests a higher level of difficulty in the problem. To bridge this gap, this paper studies the problem of contextual dueling bandits, where the binary comparison of dueling arms is generated from a generalized linear model (GLM). We propose a new SupLinUCB-type algorithm that enjoys computational efficiency and a variance-aware regret bound $\tilde O\big(d\sqrt{\sum_{t=1}^T\sigma_t^2} + d\big)$, where $\sigma_t$ is the variance of the pairwise comparison in round $t$, $d$ is the dimension of the context vectors, and $T$ is the time horizon. Our regret bound naturally aligns with the intuitive expectation in scenarios where the comparison is deterministic, the algorithm only suffers from an $\tilde O(d)$ regret. We perform empirical experiments on synthetic data to confirm the advantage of our method over previous variance-agnostic algorithms.
A Theoretical Analysis of the Test Error of Finite-Rank Kernel Ridge Regression
Date: 2023-10-02 00:00:00
Proceeding: NeurIPS 2023 11
Tasks: regression, Transfer Learning, valid

Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a pre-trained deep neural network's last layer to adapt it to a novel task when performing transfer learning. We address this gap for finite-rank kernel ridge regression (KRR) by deriving sharp non-asymptotic upper and lower bounds for the KRR test error of any finite-rank KRR. Our bounds are tighter than previously derived bounds on finite-rank KRR, and unlike comparable results, they also remain valid for any regularization parameters.
Energy-Guided Continuous Entropic Barycenter Estimation for General Costs
Authors: Alexander Kolesov, Petr Mokrov, Igor Udovichenko, Milena Gazdieva, Gudmund Pammer, Anastasis Kratsios, Evgeny Burnaev, Alexander Korotin
Date: 2023-10-02 00:00:00

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability distributions w.r.t. given OT discrepancies. We propose a novel algorithm for approximating the continuous Entropic OT (EOT) barycenter for arbitrary OT cost functions. Our approach is built upon the dual reformulation of the EOT problem based on weak OT, which has recently gained the attention of the ML community. Beyond its novelty, our method enjoys several advantageous properties: (i) we establish quality bounds for the recovered solution; (ii) this approach seamlessly interconnects with the Energy-Based Models (EBMs) learning procedure enabling the use of well-tuned algorithms for the problem of interest; (iii) it provides an intuitive optimization scheme avoiding min-max, reinforce and other intricate technical tricks. For validation, we consider several low-dimensional scenarios and image-space setups, including non-Euclidean cost functions. Furthermore, we investigate the practical task of learning the barycenter on an image manifold generated by a pretrained generative model, opening up new directions for real-world applications. Our code is available at https://github.com/justkolesov/EnergyGuidedBarycenters.
Parallel-in-Time Probabilistic Numerical ODE Solvers
Authors: Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi, Filip Tronarp, Philipp Hennig, Simo Särkkä
Date: 2023-10-02 00:00:00
Tasks: State Estimation

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and thereby quantifying the numerical approximation error of the method itself, one less-often noted advantage of this formalism is the algorithmic flexibility gained by formulating numerical simulation in the framework of Bayesian filtering and smoothing. In this paper, we leverage this flexibility and build on the time-parallel formulation of iterated extended Kalman smoothers to formulate a parallel-in-time probabilistic numerical ODE solver. Instead of simulating the dynamical system sequentially in time, as done by current probabilistic solvers, the proposed method processes all time steps in parallel and thereby reduces the span cost from linear to logarithmic in the number of time steps. We demonstrate the effectiveness of our approach on a variety of ODEs and compare it to a range of both classic and probabilistic numerical ODE solvers.
SWoTTeD: An Extension of Tensor Decomposition to Temporal Phenotyping
Authors: Hana Sebia, Thomas Guyet, Etienne Audureau
Date: 2023-10-02 00:00:00
Tasks: Tensor Decomposition

Tensor decomposition has recently been gaining attention in the machine learning community for the analysis of individual traces, such as Electronic Health Records (EHR). However, this task becomes significantly more difficult when the data follows complex temporal patterns. This paper introduces the notion of a temporal phenotype as an arrangement of features over time and it proposes SWoTTeD (Sliding Window for Temporal Tensor Decomposition), a novel method to discover hidden temporal patterns. SWoTTeD integrates several constraints and regularizations to enhance the interpretability of the extracted phenotypes. We validate our proposal using both synthetic and real-world datasets, and we present an original usecase using data from the Greater Paris University Hospital. The results show that SWoTTeD achieves at least as accurate reconstruction as recent state-of-the-art tensor decomposition models, and extracts temporal phenotypes that are meaningful for clinicians.
Non-Exchangeable Conformal Risk Control
Authors: António Farinhas, Chrysoula Zerva, Dennis Ulmer, André F. T. Martins
Date: 2023-10-02 00:00:00
Tasks: Conformal Prediction, Time Series

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing the actual ground truth. While the original formulation assumes data exchangeability, some extensions handle non-exchangeable data, which is often the case in many real-world scenarios. In parallel, some progress has been made in conformal methods that provide statistical guarantees for a broader range of objectives, such as bounding the best $F_1$-score or minimizing the false negative rate in expectation. In this paper, we leverage and extend these two lines of work by proposing non-exchangeable conformal risk control, which allows controlling the expected value of any monotone loss function when the data is not exchangeable. Our framework is flexible, makes very few assumptions, and allows weighting the data based on its relevance for a given test example; a careful choice of weights may result on tighter bounds, making our framework useful in the presence of change points, time series, or other forms of distribution drift. Experiments with both synthetic and real world data show the usefulness of our method.
Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
Authors: Qinmeng Luan, James Hamp
Date: 2023-10-02 00:00:00
Tasks: Clustering, Time Series

Recent work has proposed Wasserstein k-means (Wk-means) clustering as a powerful method to identify regimes in time series data, and one-dimensional asset returns in particular. In this paper, we begin by studying in detail the behaviour of the Wasserstein k-means clustering algorithm applied to synthetic one-dimensional time series data. We study the dynamics of the algorithm and investigate how varying different hyperparameters impacts the performance of the clustering algorithm for different random initialisations. We compute simple metrics that we find are useful in identifying high-quality clusterings. Then, we extend the technique of Wasserstein k-means clustering to multidimensional time series data by approximating the multidimensional Wasserstein distance as a sliced Wasserstein distance, resulting in a method we call `sliced Wasserstein k-means (sWk-means) clustering'. We apply the sWk-means clustering method to the problem of automated regime detection in multidimensional time series data, using synthetic data to demonstrate the validity of the approach. Finally, we show that the sWk-means method is effective in identifying distinct market regimes in real multidimensional financial time series, using publicly available foreign exchange spot rate data as a case study. We conclude with remarks about some limitations of our approach and potential complementary or alternative approaches.
Corrected generalized cross-validation for finite ensembles of penalized estimators
Authors: Pierre C. Bellec, Jin-Hong Du, Takuya Koriyama, Pratik Patil, Kai Tan
Date: 2023-10-02 00:00:00

Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this paper, we examine the consistency of GCV for estimating the prediction risk of arbitrary ensembles of penalized least-squares estimators. We show that GCV is inconsistent for any finite ensemble of size greater than one. Towards repairing this shortcoming, we identify a correction that involves an additional scalar correction (in an additive sense) based on degrees of freedom adjusted training errors from each ensemble component. The proposed estimator (termed CGCV) maintains the computational advantages of GCV and requires neither sample splitting, model refitting, or out-of-bag risk estimation. The estimator stems from a finer inspection of the ensemble risk decomposition and two intermediate risk estimators for the components in this decomposition. We provide a non-asymptotic analysis of the CGCV and the two intermediate risk estimators for ensembles of convex penalized estimators under Gaussian features and a linear response model. Furthermore, in the special case of ridge regression, we extend the analysis to general feature and response distributions using random matrix theory, which establishes model-free uniform consistency of CGCV.
Pessimistic Nonlinear Least-Squares Value Iteration for Offline Reinforcement Learning
Authors: Qiwei Di, Heyang Zhao, Jiafan He, Quanquan Gu
Date: 2023-10-02 00:00:00
Tasks: Offline RL, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

Offline reinforcement learning (RL), where the agent aims to learn the optimal policy based on the data collected by a behavior policy, has attracted increasing attention in recent years. While offline RL with linear function approximation has been extensively studied with optimal results achieved under certain assumptions, many works shift their interest to offline RL with non-linear function approximation. However, limited works on offline RL with non-linear function approximation have instance-dependent regret guarantees. In this paper, we propose an oracle-efficient algorithm, dubbed Pessimistic Nonlinear Least-Square Value Iteration (PNLSVI), for offline RL with non-linear function approximation. Our algorithmic design comprises three innovative components: (1) a variance-based weighted regression scheme that can be applied to a wide range of function classes, (2) a subroutine for variance estimation, and (3) a planning phase that utilizes a pessimistic value iteration approach. Our algorithm enjoys a regret bound that has a tight dependency on the function class complexity and achieves minimax optimal instance-dependent regret when specialized to linear function approximation. Our work extends the previous instance-dependent results within simpler function classes, such as linear and differentiable function to a more general framework.
DiskANN++: Efficient Page-based Search over Isomorphic Mapped Graph Index using Query-sensitivity Entry Vertex
Authors: Jiongkang Ni, Xiaoliang Xu, Yuxiang Wang, Can Li, Jiajie Yao, Shihai Xiao, Xuecang Zhang
Date: 2023-09-30 00:00:00
Tasks: Quantization, Sensitivity

Given a vector dataset $\mathcal{X}$ and a query vector $\vec{x}_q$, graph-based Approximate Nearest Neighbor Search (ANNS) aims to build a graph index $G$ and approximately return vectors with minimum distances to $\vec{x}_q$ by searching over $G$. The main drawback of graph-based ANNS is that a graph index would be too large to fit into the memory especially for a large-scale $\mathcal{X}$. To solve this, a Product Quantization (PQ)-based hybrid method called DiskANN is proposed to store a low-dimensional PQ index in memory and retain a graph index in SSD, thus reducing memory overhead while ensuring a high search accuracy. However, it suffers from two I/O issues that significantly affect the overall efficiency: (1) long routing path from an entry vertex to the query's neighborhood that results in large number of I/O requests and (2) redundant I/O requests during the routing process. We propose an optimized DiskANN++ to overcome above issues. Specifically, for the first issue, we present a query-sensitive entry vertex selection strategy to replace DiskANN's static graph-central entry vertex by a dynamically determined entry vertex that is close to the query. For the second I/O issue, we present an isomorphic mapping on DiskANN's graph index to optimize the SSD layout and propose an asynchronously optimized Pagesearch based on the optimized SSD layout as an alternative to DiskANN's beamsearch. Comprehensive experimental studies on eight real-world datasets demonstrate our DiskANN++'s superiority on efficiency. We achieve a notable 1.5 X to 2.2 X improvement on QPS compared to DiskANN, given the same accuracy constraint.
A Comparative Study of Training Objectives for Clarification Facet Generation
Authors: Shiyu Ni, Keping Bi, Jiafeng Guo, Xueqi Cheng
Date: 2023-10-01 00:00:00
Tasks: Diversity, Text Generation

Due to the ambiguity and vagueness of a user query, it is essential to identify the query facets for the clarification of user intents. Existing work on query facet generation has achieved compelling performance by sequentially predicting the next facet given previously generated facets based on pre-trained language generation models such as BART. Given a query, there are mainly two types of training objectives to guide the facet generation models. One is to generate the default sequence of ground-truth facets, and the other is to enumerate all the permutations of ground-truth facets and use the sequence that has the minimum loss for model updates. The second is permutation-invariant while the first is not. In this paper, we aim to conduct a systematic comparative study of various types of training objectives, with different properties of not only whether it is permutation-invariant but also whether it conducts sequential prediction and whether it can control the count of output facets. To this end, we propose another three training objectives of different aforementioned properties. For comprehensive comparisons, besides the commonly used evaluation that measures the matching with ground-truth facets, we also introduce two diversity metrics to measure the diversity of the generated facets. Based on an open-domain query facet dataset, i.e., MIMICS, we conduct extensive analyses and show the pros and cons of each method, which could shed light on model training for clarification facet generation. The code can be found at \url{https://github.com/ShiyuNee/Facet-Generation}
Dataset Condensation for Recommendation
Authors: Jiahao Wu, Wenqi Fan, Jingfan Chen, Shengcai Liu, Qijiong Liu, Rui He, Qing Li, Ke Tang
Date: 2023-10-02 00:00:00
Tasks: Dataset Condensation

Training recommendation models on large datasets requires significant time and resources. It is desired to construct concise yet informative datasets for efficient training. Recent advances in dataset condensation show promise in addressing this problem by synthesizing small datasets. However, applying existing methods of dataset condensation to recommendation has limitations: (1) they fail to generate discrete user-item interactions, and (2) they could not preserve users' potential preferences. To address the limitations, we propose a lightweight condensation framework tailored for recommendation (DConRec), focusing on condensing user-item historical interaction sets. Specifically, we model the discrete user-item interactions via a probabilistic approach and design a pre-augmentation module to incorporate the potential preferences of users into the condensed datasets. While the substantial size of datasets leads to costly optimization, we propose a lightweight policy gradient estimation to accelerate the data synthesis. Experimental results on multiple real-world datasets have demonstrated the effectiveness and efficiency of our framework. Besides, we provide a theoretical analysis of the provable convergence of DConRec. Our implementation is available at: https://github.com/JiahaoWuGit/DConRec.
NewsRecLib: A PyTorch-Lightning Library for Neural News Recommendation
Authors: Andreea Iana, Goran Glavaš, Heiko Paulheim
Date: 2023-10-02 00:00:00
Tasks: Benchmarking, News Recommendation, Recommendation Systems

NewsRecLib is an open-source library based on Pytorch-Lightning and Hydra developed for training and evaluating neural news recommendation models. The foremost goals of NewsRecLib are to promote reproducible research and rigorous experimental evaluation by (i) providing a unified and highly configurable framework for exhaustive experimental studies and (ii) enabling a thorough analysis of the performance contribution of different model architecture components and training regimes. NewsRecLib is highly modular, allows specifying experiments in a single configuration file, and includes extensive logging facilities. Moreover, NewsRecLib provides out-of-the-box implementations of several prominent neural models, training methods, standard evaluation benchmarks, and evaluation metrics for news recommendation.
Open-Domain Dialogue Quality Evaluation: Deriving Nugget-level Scores from Turn-level Scores
Authors: Rikiya Takehi, Akihisa Watanabe, Tetsuya Sakai
Date: 2023-09-30 00:00:00

Existing dialogue quality evaluation systems can return a score for a given system turn from a particular viewpoint, e.g., engagingness. However, to improve dialogue systems by locating exactly where in a system turn potential problems lie, a more fine-grained evaluation may be necessary. We therefore propose an evaluation approach where a turn is decomposed into nuggets (i.e., expressions associated with a dialogue act), and nugget-level evaluation is enabled by leveraging an existing turn-level evaluation system. We demonstrate the potential effectiveness of our evaluation method through a case study.
Streamlining Attack Tree Generation: A Fragment-Based Approach
Authors: Irdin Pekaric, Markus Frick, Jubril Gbolahan Adigun, Raffaela Groner, Thomas Witte, Alexander Raschke, Michael Felderer, Matthias Tichy
Date: 2023-10-01 00:00:00
Tasks: Graph Generation

Attack graphs are a tool for analyzing security vulnerabilities that capture different and prospective attacks on a system. As a threat modeling tool, it shows possible paths that an attacker can exploit to achieve a particular goal. However, due to the large number of vulnerabilities that are published on a daily basis, they have the potential to rapidly expand in size. Consequently, this necessitates a significant amount of resources to generate attack graphs. In addition, generating composited attack models for complex systems such as self-adaptive or AI is very difficult due to their nature to continuously change. In this paper, we present a novel fragment-based attack graph generation approach that utilizes information from publicly available information security databases. Furthermore, we also propose a domain-specific language for attack modeling, which we employ in the proposed attack graph generation approach. Finally, we present a demonstrator example showcasing the attack generator's capability to replicate a verified attack chain, as previously confirmed by security experts.