pwc-archive/papers-with-abstracts huggingface dataset:
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
Authors: Jasin Machkour, Daniel P. Palomar, Michael Muma
Date: 2024-01-26 00:00:00
Tasks: Portfolio Optimization

In high-dimensional data analysis, such as financial index tracking or biomedical applications, it is crucial to select the few relevant variables while maintaining control over the false discovery rate (FDR). In these applications, strong dependencies often exist among the variables (e.g., stock returns), which can undermine the FDR control property of existing methods like the model-X knockoff method or the T-Rex selector. To address this issue, we have expanded the T-Rex framework to accommodate overlapping groups of highly correlated variables. This is achieved by integrating a nearest neighbors penalization mechanism into the framework, which provably controls the FDR at the user-defined target level. A real-world example of sparse index tracking demonstrates the proposed method's ability to accurately track the S&P 500 index over the past 20 years based on a small number of stocks. An open-source implementation is provided within the R package TRexSelector on CRAN.
MEA-Defender: A Robust Watermark against Model Extraction Attack
Authors: Peizhuo Lv, Hualong Ma, Kai Chen, Jiachen Zhou, Shengzhi Zhang, Ruigang Liang, Shenchen Zhu, Pan Li, Yingjun Zhang
Date: 2024-01-26 00:00:00
Tasks: Model extraction, Self-Supervised Learning

Recently, numerous highly-valuable Deep Neural Networks (DNNs) have been trained using deep learning algorithms. To protect the Intellectual Property (IP) of the original owners over such DNN models, backdoor-based watermarks have been extensively studied. However, most of such watermarks fail upon model extraction attack, which utilizes input samples to query the target model and obtains the corresponding outputs, thus training a substitute model using such input-output pairs. In this paper, we propose a novel watermark to protect IP of DNN models against model extraction, named MEA-Defender. In particular, we obtain the watermark by combining two samples from two source classes in the input domain and design a watermark loss function that makes the output domain of the watermark within that of the main task samples. Since both the input domain and the output domain of our watermark are indispensable parts of those of the main task samples, the watermark will be extracted into the stolen model along with the main task during model extraction. We conduct extensive experiments on four model extraction attacks, using five datasets and six models trained based on supervised learning and self-supervised learning algorithms. The experimental results demonstrate that MEA-Defender is highly robust against different model extraction attacks, and various watermark removal/detection approaches.
Finite Sample Confidence Regions for Linear Regression Parameters Using Arbitrary Predictors
Authors: Charles Guille-Escuret, Eugene Ndiaye
Date: 2024-01-27 00:00:00
Tasks: regression

We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions deviating from strict linearity up to some adjustable threshold, thereby accommodating a comprehensive and pragmatically relevant set of functions. The derived confidence regions can be cast as constraints within a Mixed Integer Linear Programming framework, enabling optimisation of linear objectives. This representation enables robust optimization and the extraction of confidence intervals for specific parameter coordinates. Unlike previous methods, the confidence region can be empty, which can be used for hypothesis testing. Finally, we validate the empirical applicability of our method on synthetic data.
Asymptotic Behavior of Adversarial Training Estimator under $\ell_\infty$-Perturbation
Authors: Yiling Xie, Xiaoming Huo
Date: 2024-01-27 00:00:00
Tasks: Variable Selection

Adversarial training has been proposed to protect machine learning models against adversarial attacks. This paper focuses on adversarial training under $\ell_\infty$-perturbation, which has recently attracted much research attention. The asymptotic behavior of the adversarial training estimator is investigated in the generalized linear model. The results imply that the asymptotic distribution of the adversarial training estimator under $\ell_\infty$-perturbation could put a positive probability mass at $0$ when the true parameter is $0$, providing a theoretical guarantee of the associated sparsity-recovery ability. Alternatively, a two-step procedure is proposed -- adaptive adversarial training, which could further improve the performance of adversarial training under $\ell_\infty$-perturbation. Specifically, the proposed procedure could achieve asymptotic variable-selection consistency and unbiasedness. Numerical experiments are conducted to show the sparsity-recovery ability of adversarial training under $\ell_\infty$-perturbation and to compare the empirical performance between classic adversarial training and adaptive adversarial training.
Ransomware threat mitigation through network traffic analysis and machine learning techniques
Authors: Ali Mehrban, Shirin Karimi Geransayeh
Date: 2024-01-27 00:00:00

In recent years, there has been a noticeable increase in cyberattacks using ransomware. Attackers use this malicious software to break into networks and harm computer systems. This has caused significant and lasting damage to various organizations, including government, private companies, and regular users. These attacks often lead to the loss or exposure of sensitive information, disruptions in normal operations, and persistent vulnerabilities. This paper focuses on a method for recognizing and identifying ransomware in computer networks. The approach relies on using machine learning algorithms and analyzing the patterns of network traffic. By collecting and studying this traffic, and then applying machine learning models, we can accurately identify and detect ransomware. The results of implementing this method show that machine learning algorithms can effectively pinpoint ransomware based on network traffic, achieving high levels of precision and accuracy.
Integral Operator Approaches for Scattered Data Fitting on Spheres
Authors: Shao-Bo Lin
Date: 2024-01-27 00:00:00

This paper focuses on scattered data fitting problems on spheres. We study the approximation performance of a class of weighted spectral filter algorithms, including Tikhonov regularization, Landaweber iteration, spectral cut-off, and iterated Tikhonov, in fitting noisy data with possibly unbounded random noise. For the analysis, we develop an integral operator approach that can be regarded as an extension of the widely used sampling inequality approach and norming set method in the community of scattered data fitting. After providing an equivalence between the operator differences and quadrature rules, we succeed in deriving optimal Sobolev-type error estimates of weighted spectral filter algorithms. Our derived error estimates do not suffer from the saturation phenomenon for Tikhonov regularization in the literature, native-space-barrier for existing error analysis and adapts to different embedding spaces. We also propose a divide-and-conquer scheme to equip weighted spectral filter algorithms to reduce their computational burden and present the optimal approximation error bounds.
A Practical Probabilistic Benchmark for AI Weather Models
Authors: Noah D. Brenowitz, Yair Cohen, Jaideep Pathak, Ankur Mahesh, Boris Bonev, Thorsten Kurth, Dale R. Durran, Peter Harrington, Michael S. Pritchard
Date: 2024-01-27 00:00:00
Tasks: Diagnostic, Weather Forecasting

Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have mostly been benchmarked using deterministic skill scores, and little is known about their probabilistic skill. Unfortunately, it is hard to fairly compare AI weather models in a probabilistic sense, since variations in choice of ensemble initialization, definition of state, and noise injection methodology become confounding. Moreover, even obtaining ensemble forecast baselines is a substantial engineering challenge given the data volumes involved. We sidestep both problems by applying a decades-old idea -- lagged ensembles -- whereby an ensemble can be constructed from a moderately-sized library of deterministic forecasts. This allows the first parameter-free intercomparison of leading AI weather models' probabilistic skill against an operational baseline. The results reveal that two leading AI weather models, i.e. GraphCast and Pangu, are tied on the probabilistic CRPS metric even though the former outperforms the latter in deterministic scoring. We also reveal how multiple time-step loss functions, which many data-driven weather models have employed, are counter-productive: they improve deterministic metrics at the cost of increased dissipation, deteriorating probabilistic skill. This is confirmed through ablations applied to a spherical Fourier Neural Operator (SFNO) approach to AI weather forecasting. Separate SFNO ablations modulating effective resolution reveal it has a useful effect on ensemble dispersion relevant to achieving good ensemble calibration. We hope these and forthcoming insights from lagged ensembles can help guide the development of AI weather forecasts and have thus shared the diagnostic code.
Localization of Dummy Data Injection Attacks in Power Systems Considering Incomplete Topological Information: A Spatio-Temporal Graph Wavelet Convolutional Neural Network Approach
Authors: Zhaoyang Qu, Yunchang Dong, Yang Li, Siqi Song, Tao Jiang, Min Li, Qiming Wang, Lei Wang, Xiaoyong Bo, Jiye Zang, Qi Xu
Date: 2024-01-27 00:00:00
Tasks: State Estimation

The emergence of novel the dummy data injection attack (DDIA) poses a severe threat to the secure and stable operation of power systems. These attacks are particularly perilous due to the minimal Euclidean spatial separation between the injected malicious data and legitimate data, rendering their precise detection challenging using conventional distance-based methods. Furthermore, existing research predominantly focuses on various machine learning techniques, often analyzing the temporal data sequences post-attack or relying solely on Euclidean spatial characteristics. Unfortunately, this approach tends to overlook the inherent topological correlations within the non-Euclidean spatial attributes of power grid data, consequently leading to diminished accuracy in attack localization. To address this issue, this study takes a comprehensive approach. Initially, it examines the underlying principles of these new DDIAs on power systems. Here, an intricate mathematical model of the DDIA is designed, accounting for incomplete topological knowledge and alternating current (AC) state estimation from an attacker's perspective. Subsequently, by integrating a priori knowledge of grid topology and considering the temporal correlations within measurement data and the topology-dependent attributes of the power grid, this study introduces temporal and spatial attention matrices. These matrices adaptively capture the spatio-temporal correlations within the attacks. Leveraging gated stacked causal convolution and graph wavelet sparse convolution, the study jointly extracts spatio-temporal DDIA features. Finally, the research proposes a DDIA localization method based on spatio-temporal graph neural networks. The accuracy and effectiveness of the DDIA model are rigorously demonstrated through comprehensive analytical cases.
Product Manifold Representations for Learning on Biological Pathways
Authors: Daniel McNeela, Frederic Sala, Anthony Gitter
Date: 2024-01-27 00:00:00
Tasks: Graph Neural Network, Graph Representation Learning, Representation Learning

Machine learning models that embed graphs in non-Euclidean spaces have shown substantial benefits in a variety of contexts, but their application has not been studied extensively in the biological domain, particularly with respect to biological pathway graphs. Such graphs exhibit a variety of complex network structures, presenting challenges to existing embedding approaches. Learning high-quality embeddings for biological pathway graphs is important for researchers looking to understand the underpinnings of disease and train high-quality predictive models on these networks. In this work, we investigate the effects of embedding pathway graphs in non-Euclidean mixed-curvature spaces and compare against traditional Euclidean graph representation learning models. We then train a supervised model using the learned node embeddings to predict missing protein-protein interactions in pathway graphs. We find large reductions in distortion and boosts on in-distribution edge prediction performance as a result of using mixed-curvature embeddings and their corresponding graph neural network models. However, we find that mixed-curvature representations underperform existing baselines on out-of-distribution edge prediction performance suggesting that these representations may overfit to the training graph topology. We provide our Mixed-Curvature Product Graph Convolutional Network code at https://github.com/mcneela/Mixed-Curvature-GCN and our pathway analysis code at https://github.com/mcneela/Mixed-Curvature-Pathways.
Differentially private Bayesian tests
Authors: Abhisek Chakraborty, Saptati Datta
Date: 2024-01-27 00:00:00

Differential privacy has emerged as an significant cornerstone in the realm of scientific hypothesis testing utilizing confidential data. In reporting scientific discoveries, Bayesian tests are widely adopted since they effectively circumnavigate the key criticisms of P-values, namely, lack of interpretability and inability to quantify evidence in support of the competing hypotheses. We present a novel differentially private Bayesian hypotheses testing framework that arise naturally under a principled data generative mechanism, inherently maintaining the interpretability of the resulting inferences. Furthermore, by focusing on differentially private Bayes factors based on widely used test statistics, we circumvent the need to model the complete data generative mechanism and ensure substantial computational benefits. We also provide a set of sufficient conditions to establish results on Bayes factor consistency under the proposed framework. The utility of the devised technology is showcased via several numerical experiments.
Proto-MPC: An Encoder-Prototype-Decoder Approach for Quadrotor Control in Challenging Winds
Authors: Yuliang Gu, Sheng Cheng, Naira Hovakimyan
Date: 2024-01-27 00:00:00
Tasks: Decoder, Meta-Learning, Model Predictive Control

Quadrotors are increasingly used in the evolving field of aerial robotics for their agility and mechanical simplicity. However, inherent uncertainties, such as aerodynamic effects coupled with quadrotors' operation in dynamically changing environments, pose significant challenges for traditional, nominal model-based control designs. We propose a multi-task meta-learning method called Encoder-Prototype-Decoder (EPD), which has the advantage of effectively balancing shared and distinctive representations across diverse training tasks. Subsequently, we integrate the EPD model into a model predictive control problem (Proto-MPC) to enhance the quadrotor's ability to adapt and operate across a spectrum of dynamically changing tasks with an efficient online implementation. We validate the proposed method in simulations, which demonstrates Proto-MPC's robust performance in trajectory tracking of a quadrotor being subject to static and spatially varying side winds.
Stitching Satellites to the Edge: Pervasive and Efficient Federated LEO Satellite Learning
Authors: Mohamed Elmahallawy, Tie Luo
Date: 2024-01-28 00:00:00
Tasks: Binary Classification, Edge-computing, Federated Learning, Multi-class Classification

In the ambitious realm of space AI, the integration of federated learning (FL) with low Earth orbit (LEO) satellite constellations holds immense promise. However, many challenges persist in terms of feasibility, learning efficiency, and convergence. These hurdles stem from the bottleneck in communication, characterized by sporadic and irregular connectivity between LEO satellites and ground stations, coupled with the limited computation capability of satellite edge computing (SEC). This paper proposes a novel FL-SEC framework that empowers LEO satellites to execute large-scale machine learning (ML) tasks onboard efficiently. Its key components include i) personalized learning via divide-and-conquer, which identifies and eliminates redundant satellite images and converts complex multi-class classification problems to simple binary classification, enabling rapid and energy-efficient training of lightweight ML models suitable for IoT/edge devices on satellites; ii) orbital model retraining, which generates an aggregated "orbital model" per orbit and retrains it before sending to the ground station, significantly reducing the required communication rounds. We conducted experiments using Jetson Nano, an edge device closely mimicking the limited compute on LEO satellites, and a real satellite dataset. The results underscore the effectiveness of our approach, highlighting SEC's ability to run lightweight ML models on real and high-resolution satellite imagery. Our approach dramatically reduces FL convergence time by nearly 30 times, and satellite energy consumption down to as low as 1.38 watts, all while maintaining an exceptional accuracy of up to 96%.
On the Robustness of Cross-Concentrated Sampling for Matrix Completion
Authors: HanQin Cai, Longxiu Huang, Chandra Kundu, Bowen Su
Date: 2024-01-28 00:00:00
Tasks: Matrix Completion

Matrix completion is one of the crucial tools in modern data science research. Recently, a novel sampling model for matrix completion coined cross-concentrated sampling (CCS) has caught much attention. However, the robustness of the CCS model against sparse outliers remains unclear in the existing studies. In this paper, we aim to answer this question by exploring a novel Robust CCS Completion problem. A highly efficient non-convex iterative algorithm, dubbed Robust CUR Completion (RCURC), is proposed. The empirical performance of the proposed algorithm, in terms of both efficiency and robustness, is verified in synthetic and real datasets.
GT-PCA: Effective and Interpretable Dimensionality Reduction with General Transform-Invariant Principal Component Analysis
Authors: Florian Heinrichs
Date: 2024-01-28 00:00:00
Tasks: Dimensionality Reduction, Time Series

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used dimension reduction technique, it lacks robustness with respect to these transformations. Modern alternatives, such as autoencoders, can be invariant with respect to specific transformations but are generally not interpretable. We introduce General Transform-Invariant Principal Component Analysis (GT-PCA) as an effective and interpretable alternative to PCA and autoencoders. We propose a neural network that efficiently estimates the components and show that GT-PCA significantly outperforms alternative methods in experiments based on synthetic and real data.
Deep Learning for Gamma-Ray Bursts: A data driven event framework for X/Gamma-Ray analysis in space telescopes
Authors: Riccardo Crupi
Date: 2024-01-28 00:00:00
Tasks: Anomaly Detection, Explainable artificial intelligence, Explainable Artificial Intelligence (XAI), Feature Importance, Pathfinder

This thesis comprises the first three chapters dedicated to providing an overview of Gamma Ray-Bursts (GRBs), their properties, the instrumentation used to detect them, and Artificial Intelligence (AI) applications in the context of GRBs, including a literature review and future prospects. Considering both the current and the next generation of high X-ray monitors, such as Fermi-GBM and HERMES Pathfinder (an in-orbit demonstration of six 3U nano-satellites), the research question revolves around the detection of long and faint high-energy transients, potentially GRBs, that might have been missed by previous detection algorithms. To address this, two chapters introduce a new data-driven framework, DeepGRB. In Chapter 4, a Neural Network (NN) is described for background count rate estimation for X/gamma-ray detectors, providing a performance evaluation in different periods, including both solar maxima, solar minima periods, and one containing an ultra-long GRB. The application of eXplainable Artificial Intelligence (XAI) is performed for global and local feature importance analysis to better understand the behavior of the NN. Chapter 5 employs FOCuS-Poisson for anomaly detection in count rate observations and estimation from the NN. DeepGRB demonstrates its capability to process Fermi-GBM data, confirming cataloged events and identifying new ones, providing further analysis with estimates for localization, duration, and classification. The chapter concludes with an automated classification method using Machine Learning techniques that incorporates XAI for eventual bias identification.
Ensemble-Based Annealed Importance Sampling
Authors: Haoxuan Chen, Lexing Ying
Date: 2024-01-28 00:00:00

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this paper, we propose an ensemble-based version of AIS by combining it with population-based Monte Carlo methods to improve its efficiency. By keeping track of an ensemble instead of a single particle along some continuation path between the starting distribution and the target distribution, we take advantage of the interaction within the ensemble to encourage the exploration of undiscovered modes. Specifically, our main idea is to utilize either the snooker algorithm or the genetic algorithm used in Evolutionary Monte Carlo. We discuss how the proposed algorithm can be implemented and derive a partial differential equation governing the evolution of the ensemble under the continuous time and mean-field limit. We also test the efficiency of the proposed algorithm on various continuous and discrete distributions.
HappyRouting: Learning Emotion-Aware Route Trajectories for Scalable In-The-Wild Navigation
Authors: David Bethge, Daniel Bulanda, Adam Kozlowski, Thomas Kosch, Albrecht Schmidt, Tobias Grosse-Puppendahl
Date: 2024-01-28 00:00:00

Routes represent an integral part of triggering emotions in drivers. Navigation systems allow users to choose a navigation strategy, such as the fastest or shortest route. However, they do not consider the driver's emotional well-being. We present HappyRouting, a novel navigation-based empathic car interface guiding drivers through real-world traffic while evoking positive emotions. We propose design considerations, derive a technical architecture, and implement a routing optimization framework. Our contribution is a machine learning-based generated emotion map layer, predicting emotions along routes based on static and dynamic contextual data. We evaluated HappyRouting in a real-world driving study (N=13), finding that happy routes increase subjectively perceived valence by 11% (p=.007). Although happy routes take 1.25 times longer on average, participants perceived the happy route as shorter, presenting an emotion-enhanced alternative to today's fastest routing mechanisms. We discuss how emotion-based routing can be integrated into navigation apps, promoting emotional well-being for mobility use.