pwc-archive/papers-with-abstracts huggingface dataset:
Estimating Player Performance in Different Contexts Using Fine-tuned Large Events Models
Authors: Tiago Mendes-Neves, Luís Meireles, João Mendes-Moreira
Date: 2024-02-09 00:00:00

This paper introduces an innovative application of Large Event Models (LEMs), akin to Large Language Models, to the domain of soccer analytics. By learning the language of soccer - predicting variables for subsequent events rather than words - LEMs facilitate the simulation of matches and offer various applications, including player performance prediction across different team contexts. We focus on fine-tuning LEMs with the WyScout dataset for the 2017-2018 Premier League season to derive specific insights into player contributions and team strategies. Our methodology involves adapting these models to reflect the nuanced dynamics of soccer, enabling the evaluation of hypothetical transfers. Our findings confirm the effectiveness and limitations of LEMs in soccer analytics, highlighting the model's capability to forecast teams' expected standings and explore high-profile scenarios, such as the potential effects of transferring Cristiano Ronaldo or Lionel Messi to different teams in the Premier League. This analysis underscores the importance of context in evaluating player quality. While general metrics may suggest significant differences between players, contextual analyses reveal narrower gaps in performance within specific team frameworks.
A Kalman Filter Based Framework for Monitoring the Performance of In-Hospital Mortality Prediction Models Over Time
Authors: Jiacheng Liu, Lisa Kirkland, Jaideep Srivastava
Date: 2024-02-09 00:00:00
Tasks: Mortality Prediction

Unlike in a clinical trial, where researchers get to determine the least number of positive and negative samples required, or in a machine learning study where the size and the class distribution of the validation set is static and known, in a real-world scenario, there is little control over the size and distribution of incoming patients. As a result, when measured during different time periods, evaluation metrics like Area under the Receiver Operating Curve (AUCROC) and Area Under the Precision-Recall Curve(AUCPR) may not be directly comparable. Therefore, in this study, for binary classifiers running in a long time period, we proposed to adjust these performance metrics for sample size and class distribution, so that a fair comparison can be made between two time periods. Note that the number of samples and the class distribution, namely the ratio of positive samples, are two robustness factors which affect the variance of AUCROC. To better estimate the mean of performance metrics and understand the change of performance over time, we propose a Kalman filter based framework with extrapolated variance adjusted for the total number of samples and the number of positive samples during different time periods. The efficacy of this method is demonstrated first on a synthetic dataset and then retrospectively applied to a 2-days ahead in-hospital mortality prediction model for COVID-19 patients during 2021 and 2022. Further, we conclude that our prediction model is not significantly affected by the evolution of the disease, improved treatments and changes in hospital operational plans.
Explain Variance of Prediction in Variational Time Series Models for Clinical Deterioration Prediction
Authors: Jiacheng Liu, Jaideep Srivastava
Date: 2024-02-09 00:00:00
Tasks: Attribute, Decision Making, Diagnostic, Imputation, Prediction, Time Series

Missingness and measurement frequency are two sides of the same coin. How frequent should we measure clinical variables and conduct laboratory tests? It depends on many factors such as the stability of patient conditions, diagnostic process, treatment plan and measurement costs. The utility of measurements varies disease by disease, patient by patient. In this study we propose a novel view of clinical variable measurement frequency from a predictive modeling perspective, namely the measurements of clinical variables reduce uncertainty in model predictions. To achieve this goal, we propose variance SHAP with variational time series models, an application of Shapley Additive Expanation(SHAP) algorithm to attribute epistemic prediction uncertainty. The prediction variance is estimated by sampling the conditional hidden space in variational models and can be approximated deterministically by delta's method. This approach works with variational time series models such as variational recurrent neural networks and variational transformers. Since SHAP values are additive, the variance SHAP of binary data imputation masks can be directly interpreted as the contribution to prediction variance by measurements. We tested our ideas on a public ICU dataset with deterioration prediction task and study the relation between variance SHAP and measurement time intervals.
Systematic Assessment of Tabular Data Synthesis Algorithms
Authors: Yuntao Du, Ninghui Li
Date: 2024-02-09 00:00:00
Tasks: Privacy Preserving

Data synthesis has been advocated as an important approach for utilizing data while protecting data privacy. A large number of tabular data synthesis algorithms (which we call synthesizers) have been proposed. Some synthesizers satisfy Differential Privacy, while others aim to provide privacy in a heuristic fashion. A comprehensive understanding of the strengths and weaknesses of these synthesizers remains elusive due to drawbacks in evaluation metrics and missing head-to-head comparisons of newly developed synthesizers that take advantage of diffusion models and large language models with state-of-the-art marginal-based synthesizers. In this paper, we present a systematic evaluation framework for assessing tabular data synthesis algorithms. Specifically, we examine and critique existing evaluation metrics, and introduce a set of new metrics in terms of fidelity, privacy, and utility to address their limitations. Based on the proposed metrics, we also devise a unified objective for tuning, which can consistently improve the quality of synthetic data for all methods. We conducted extensive evaluations of 8 different types of synthesizers on 12 real-world datasets and identified some interesting findings, which offer new directions for privacy-preserving data synthesis.
Generative Nowcasting of Marine Fog Visibility in the Grand Banks area and Sable Island in Canada
Authors: Eren Gultepe, Sen Wang, Byron Blomquist, Harindra J. S. Fernando, O. Patrick Kreidl, David J. Delene, Ismail Gultepe
Date: 2024-02-09 00:00:00
Tasks: Time Series

This study presents the application of generative deep learning techniques to evaluate marine fog visibility nowcasting using the FATIMA (Fog and turbulence interactions in the marine atmosphere) campaign observations collected during July 2022 in the North Atlantic in the Grand Banks area and vicinity of Sable Island (SI), northeast of Canada. The measurements were collected using the Vaisala Forward Scatter Sensor model FD70 and Weather Transmitter model WXT50, and Gill R3A ultrasonic anemometer mounted on the Research Vessel Atlantic Condor. To perform nowcasting, the time series of fog visibility (Vis), wind speed, dew point depression, and relative humidity with respect to water were preprocessed to have lagged time step features. Generative nowcasting of Vis time series for lead times of 30 and 60 minutes were performed using conditional generative adversarial networks (cGAN) regression at visibility thresholds of Vis < 1 km and < 10 km. Extreme gradient boosting (XGBoost) was used as a baseline method for comparison against cGAN. At the 30 min lead time, Vis was best predicted with cGAN at Vis < 1 km (RMSE = 0.151 km) and with XGBoost at Vis < 10 km (RMSE = 2.821 km). At the 60 min lead time, Vis was best predicted with XGBoost at Vis < 1 km (RMSE = 0.167 km) and Vis < 10 km (RMSE = 3.508 km), but the cGAN RMSE was similar to XGBoost. Despite nowcasting Vis at 30 min being quite difficult, the ability of the cGAN model to track the variation in Vis at 1 km suggests that there is potential for generative analysis of marine fog visibility using observational meteorological parameters.
ForestColl: Throughput-Optimal Collective Communications on Heterogeneous Network Fabrics
Authors: Liangyu Zhao, Saeed Maleki, Ziyue Yang, Hossein Pourreza, Arvind Krishnamurthy
Date: 2024-02-09 00:00:00

As modern DNN models grow ever larger, collective communications between the accelerators (allreduce, etc.) emerge as a significant performance bottleneck. Designing efficient communication schedules is challenging, given today's heterogeneous and diverse network fabrics. We present ForestColl, a tool that generates throughput-optimal schedules for any network topology. ForestColl constructs broadcast/aggregation spanning trees as the communication schedule, achieving theoretical optimality. Its schedule generation runs in strongly polynomial time and is highly scalable. ForestColl supports any network fabrics, including both switching fabrics and direct accelerator connections. We evaluated ForestColl on multi-box AMD MI250 and NVIDIA DGX A100 platforms. ForestColl showed significant improvements over the vendors' own optimized communication libraries, RCCL and NCCL, across various settings and in LLM training. ForestColl also outperformed other state-of-the-art schedule generation techniques with both more efficient generated schedules and substantially faster schedule generation speed.
Learn to Teach: Sample-Efficient Privileged Learning for Humanoid Locomotion over Diverse Terrains
Authors: Feiyang Wu, Xavier Nal, Jaehwi Jang, Wei Zhu, Zhaoyuan Gu, Anqi Wu, Ye Zhao
Date: 2024-02-09 00:00:00
Tasks: Depth Estimation, MuJoCo, reinforcement-learning, Reinforcement Learning (RL)

Humanoid robots promise transformative capabilities for industrial and service applications. While recent advances in Reinforcement Learning (RL) yield impressive results in locomotion, manipulation, and navigation, the proposed methods typically require enormous simulation samples to account for real-world variability. This work proposes a novel one-stage training framework-Learn to Teach (L2T)-which unifies teacher and student policy learning. Our approach recycles simulator samples and synchronizes the learning trajectories through shared dynamics, significantly reducing sample complexities and training time while achieving state-of-the-art performance. Furthermore, we validate the RL variant (L2T-RL) through extensive simulations and hardware tests on the Digit robot, demonstrating zero-shot sim-to-real transfer and robust performance over 12+ challenging terrains without depth estimation modules.
Scalable Kernel Logistic Regression with Nyström Approximation: Theoretical Analysis and Application to Discrete Choice Modelling
Authors: José Ángel Martín-Baos, Ricardo García-Ródenas, Luis Rodriguez-Benitez, Michel Bierlaire
Date: 2024-02-09 00:00:00

The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This complexity hampers the efficient training of large-scale models. This paper addresses these problems of scalability by introducing the Nystr\"om approximation for Kernel Logistic Regression (KLR) on large datasets. The study begins by presenting a theoretical analysis in which: i) the set of KLR solutions is characterised, ii) an upper bound to the solution of KLR with Nystr\"om approximation is provided, and finally iii) a specialisation of the optimisation algorithms to Nystr\"om KLR is described. After this, the Nystr\"om KLR is computationally validated. Four landmark selection methods are tested, including basic uniform sampling, a k-means sampling strategy, and two non-uniform methods grounded in leverage scores. The performance of these strategies is evaluated using large-scale transport mode choice datasets and is compared with traditional methods such as Multinomial Logit (MNL) and contemporary ML techniques. The study also assesses the efficiency of various optimisation techniques for the proposed Nystr\"om KLR model. The performance of gradient descent, Momentum, Adam, and L-BFGS-B optimisation methods is examined on these datasets. Among these strategies, the k-means Nystr\"om KLR approach emerges as a successful solution for applying KLR to large datasets, particularly when combined with the L-BFGS-B and Adam optimisation methods. The results highlight the ability of this strategy to handle datasets exceeding 200,000 observations while maintaining robust performance.
Embedding Compression for Teacher-to-Student Knowledge Transfer
Authors: Yiwei Ding, Alexander Lerch
Date: 2024-02-09 00:00:00
Tasks: Knowledge Distillation, Transfer Learning

Common knowledge distillation methods require the teacher model and the student model to be trained on the same task. However, the usage of embeddings as teachers has also been proposed for different source tasks and target tasks. Prior work that uses embeddings as teachers ignores the fact that the teacher embeddings are likely to contain irrelevant knowledge for the target task. To address this problem, we propose to use an embedding compression module with a trainable teacher transformation to obtain a compact teacher embedding. Results show that adding the embedding compression module improves the classification performance, especially for unsupervised teacher embeddings. Moreover, student models trained with the guidance of embeddings show stronger generalizability.
Convergence of Gradient Descent with Small Initialization for Unregularized Matrix Completion
Authors: Jianhao Ma, Salar Fattahi
Date: 2024-02-09 00:00:00
Tasks: Matrix Completion

We study the problem of symmetric matrix completion, where the goal is to reconstruct a positive semidefinite matrix $\rm{X}^\star \in \mathbb{R}^{d\times d}$ of rank-$r$, parameterized by $\rm{U}\rm{U}^{\top}$, from only a subset of its observed entries. We show that the vanilla gradient descent (GD) with small initialization provably converges to the ground truth $\rm{X}^\star$ without requiring any explicit regularization. This convergence result holds true even in the over-parameterized scenario, where the true rank $r$ is unknown and conservatively over-estimated by a search rank $r'\gg r$. The existing results for this problem either require explicit regularization, a sufficiently accurate initial point, or exact knowledge of the true rank $r$. In the over-parameterized regime where $r'\geq r$, we show that, with $\widetilde\Omega(dr^9)$ observations, GD with an initial point $\|\rm{U}_0\| \leq \epsilon$ converges near-linearly to an $\epsilon$-neighborhood of $\rm{X}^\star$. Consequently, smaller initial points result in increasingly accurate solutions. Surprisingly, neither the convergence rate nor the final accuracy depends on the over-parameterized search rank $r'$, and they are only governed by the true rank $r$. In the exactly-parameterized regime where $r'=r$, we further enhance this result by proving that GD converges at a faster rate to achieve an arbitrarily small accuracy $\epsilon>0$, provided the initial point satisfies $\|\rm{U}_0\| = O(1/d)$. At the crux of our method lies a novel weakly-coupled leave-one-out analysis, which allows us to establish the global convergence of GD, extending beyond what was previously possible using the classical leave-one-out analysis.
Low-Rank Learning by Design: the Role of Network Architecture and Activation Linearity in Gradient Rank Collapse
Authors: Bradley T. Baker, Barak A. Pearlmutter, Robyn Miller, Vince D. Calhoun, Sergey M. Plis
Date: 2024-02-09 00:00:00

Our understanding of learning dynamics of deep neural networks (DNNs) remains incomplete. Recent research has begun to uncover the mathematical principles underlying these networks, including the phenomenon of "Neural Collapse", where linear classifiers within DNNs converge to specific geometrical structures during late-stage training. However, the role of geometric constraints in learning extends beyond this terminal phase. For instance, gradients in fully-connected layers naturally develop a low-rank structure due to the accumulation of rank-one outer products over a training batch. Despite the attention given to methods that exploit this structure for memory saving or regularization, the emergence of low-rank learning as an inherent aspect of certain DNN architectures has been under-explored. In this paper, we conduct a comprehensive study of gradient rank in DNNs, examining how architectural choices and structure of the data effect gradient rank bounds. Our theoretical analysis provides these bounds for training fully-connected, recurrent, and convolutional neural networks. We also demonstrate, both theoretically and empirically, how design choices like activation function linearity, bottleneck layer introduction, convolutional stride, and sequence truncation influence these bounds. Our findings not only contribute to the understanding of learning dynamics in DNNs, but also provide practical guidance for deep learning engineers to make informed design decisions.
A Scalable Algorithm for Individually Fair K-means Clustering
Authors: Mohammadhossein Bateni, Vincent Cohen-Addad, Alessandro Epasto, Silvio Lattanzi
Date: 2024-02-09 00:00:00
Tasks: Clustering

We present a scalable algorithm for the individually fair ($p$, $k$)-clustering problem introduced by Jung et al. and Mahabadi et al. Given $n$ points $P$ in a metric space, let $\delta(x)$ for $x\in P$ be the radius of the smallest ball around $x$ containing at least $n / k$ points. A clustering is then called individually fair if it has centers within distance $\delta(x)$ of $x$ for each $x\in P$. While good approximation algorithms are known for this problem no efficient practical algorithms with good theoretical guarantees have been presented. We design the first fast local-search algorithm that runs in ~$O(nk^2)$ time and obtains a bicriteria $(O(1), 6)$ approximation. Then we show empirically that not only is our algorithm much faster than prior work, but it also produces lower-cost solutions.
Learning-augmented Online Algorithm for Two-level Ski-rental Problem
Authors: Keyuan Zhang, Zhongdong Liu, Nakjung Choi, Bo Ji
Date: 2024-02-09 00:00:00

In this paper, we study the two-level ski-rental problem,where a user needs to fulfill a sequence of demands for multiple items by choosing one of the three payment options: paying for the on-demand usage (i.e., rent), buying individual items (i.e., single purchase), and buying all the items (i.e., combo purchase). Without knowing future demands, the user aims to minimize the total cost (i.e., the sum of the rental, single purchase, and combo purchase costs) by balancing the trade-off between the expensive upfront costs (for purchase) and the potential future expenses (for rent). We first design a robust online algorithm (RDTSR) that offers a worst-case performance guarantee. While online algorithms are robust against the worst-case scenarios, they are often overly cautious and thus suffer a poor average performance in typical scenarios. On the other hand, Machine Learning (ML) algorithms typically show promising average performance in various applications but lack worst-case performance guarantees. To harness the benefits of both methods, we develop a learning-augmented algorithm (LADTSR) by integrating ML predictions into the robust online algorithm, which outperforms the robust online algorithm under accurate predictions while ensuring worst-case performance guarantees even when predictions are inaccurate. Finally, we conduct numerical experiments on both synthetic and real-world trace data to corroborate the effectiveness of our approach.
Electricity Price Forecasting in the Irish Balancing Market
Authors: Ciaran O'Connor, Joseph Collins, Steven Prestwich, Andrea Visentin
Date: 2024-02-09 00:00:00

Short-term electricity markets are becoming more relevant due to less-predictable renewable energy sources, attracting considerable attention from the industry. The balancing market is the closest to real-time and the most volatile among them. Its price forecasting literature is limited, inconsistent and outdated, with few deep learning attempts and no public dataset. This work applies to the Irish balancing market a variety of price prediction techniques proven successful in the widely studied day-ahead market. We compare statistical, machine learning, and deep learning models using a framework that investigates the impact of different training sizes. The framework defines hyperparameters and calibration settings; the dataset and models are made public to ensure reproducibility and to be used as benchmarks for future works. An extensive numerical study shows that well-performing models in the day-ahead market do not perform well in the balancing one, highlighting that these markets are fundamentally different constructs. The best model is LEAR, a statistical approach based on LASSO, which outperforms more complex and computationally demanding approaches.
Suppressing Pink Elephants with Direct Principle Feedback
Authors: Louis Castricato, Nathan Lile, Suraj Anand, Hailey Schoelkopf, Siddharth Verma, Stella Biderman
Date: 2024-02-12 00:00:00
Tasks: Language Modeling, Language Modelling

Existing methods for controlling language models, such as RLHF and Constitutional AI, involve determining which LLM behaviors are desirable and training them into a language model. However, in many cases, it is desirable for LLMs to be controllable at inference time, so that they can be used in multiple contexts with diverse needs. We illustrate this with the Pink Elephant Problem: instructing an LLM to avoid discussing a certain entity (a ``Pink Elephant''), and instead discuss a preferred entity (``Grey Elephant''). We apply a novel simplification of Constitutional AI, Direct Principle Feedback, which skips the ranking of responses and uses DPO directly on critiques and revisions. Our results show that after DPF fine-tuning on our synthetic Pink Elephants dataset, our 13B fine-tuned LLaMA 2 model significantly outperforms Llama-2-13B-Chat and a prompted baseline, and performs as well as GPT-4 in on our curated test set assessing the Pink Elephant Problem.
Mercury: A Code Efficiency Benchmark for Code Large Language Models
Authors: Mingzhe Du, Anh Tuan Luu, Bin Ji, Qian Liu, See-Kiong Ng
Date: 2024-02-12 00:00:00
Tasks: Code Generation, Computational Efficiency

Amidst the recent strides in evaluating Large Language Models for Code (Code LLMs), existing benchmarks have mainly focused on the functional correctness of generated code, neglecting the importance of their computational efficiency. To fill the gap, we present Mercury, the first code efficiency benchmark for Code LLMs. It comprises 1,889 Python tasks, each accompanied by adequate solutions that serve as real-world efficiency baselines, enabling a comprehensive analysis of the runtime distribution. Based on the distribution, we introduce a new metric Beyond, which computes a runtime-percentile-weighted Pass score to reflect functional correctness and code efficiency simultaneously. On Mercury, leading Code LLMs can achieve 65% on Pass, while less than 50% on Beyond. Given that an ideal Beyond score would be aligned with the Pass score, it indicates that while Code LLMs exhibit impressive capabilities in generating functionally correct code, there remains a notable gap in their efficiency. Finally, our empirical experiments reveal that Direct Preference Optimization (DPO) serves as a robust baseline for enhancing code efficiency compared with Supervised Fine Tuning (SFT), which paves a promising avenue for future exploration of efficient code generation. Our code and data are available on GitHub: https://github.com/Elfsong/Mercury.