pwc-archive/papers-with-abstracts huggingface dataset:
Sparse Dynamical Features generation, application to Parkinson's Disease diagnosis
Authors: Houssem Meghnoudj, Bogdan Robu, Mazen Alamir
Date: 2022-10-20 00:00:00
Tasks: EEG, Electroencephalogram (EEG), Specificity

In this study we focus on the diagnosis of Parkinson's Disease (PD) based on electroencephalogram (EEG) signals. We propose a new approach inspired by the functioning of the brain that uses the dynamics, frequency and temporal content of EEGs to extract new demarcating features of the disease. The method was evaluated on a publicly available dataset containing EEG signals recorded during a 3-oddball auditory task involving N = 50 subjects, of whom 25 suffer from PD. By extracting two features, and separating them with a straight line using a Linear Discriminant Analysis (LDA) classifier, we can separate the healthy from the unhealthy subjects with an accuracy of 90 % $(p < 0.03)$ using a single channel. By aggregating the information from three channels and making them vote, we obtain an accuracy of 94 %, a sensitivity of 96 % and a specificity of 92 %. The evaluation was carried out using a nested Leave-One-Out cross-validation procedure, thus preventing data leakage problems and giving a less biased evaluation. Several tests were carried out to assess the validity and robustness of our approach, including the test where we use only half the available data for training. Under this constraint, the model achieves an accuracy of 83.8 %.
LOT: Layer-wise Orthogonal Training on Improving $\ell_2$ Certified Robustness
Authors: Xiaojun Xu, Linyi Li, Bo Li
Date: 2022-10-20 00:00:00
Tasks: Adversarial Robustness

Recent studies show that training deep neural networks (DNNs) with Lipschitz constraints are able to enhance adversarial robustness and other model properties such as stability. In this paper, we propose a layer-wise orthogonal training method (LOT) to effectively train 1-Lipschitz convolution layers via parametrizing an orthogonal matrix with an unconstrained matrix. We then efficiently compute the inverse square root of a convolution kernel by transforming the input domain to the Fourier frequency domain. On the other hand, as existing works show that semi-supervised training helps improve empirical robustness, we aim to bridge the gap and prove that semi-supervised learning also improves the certified robustness of Lipschitz-bounded models. We conduct comprehensive evaluations for LOT under different settings. We show that LOT significantly outperforms baselines regarding deterministic l2 certified robustness, and scales to deeper neural networks. Under the supervised scenario, we improve the state-of-the-art certified robustness for all architectures (e.g. from 59.04% to 63.50% on CIFAR-10 and from 32.57% to 34.59% on CIFAR-100 at radius rho = 36/255 for 40-layer networks). With semi-supervised learning over unlabelled data, we are able to improve state-of-the-art certified robustness on CIFAR-10 at rho = 108/255 from 36.04% to 42.39%. In addition, LOT consistently outperforms baselines on different model architectures with only 1/3 evaluation time.
Boosting Natural Language Generation from Instructions with Meta-Learning
Authors: Budhaditya Deb, Guoqing Zheng, Ahmed Hassan Awadallah
Date: 2022-10-20 00:00:00
Tasks: Meta-Learning, Text Generation

Recent work has shown that language models (LMs) trained with multi-task \textit{instructional learning} (MTIL) can solve diverse NLP tasks in zero- and few-shot settings with improved performance compared to prompt tuning. MTIL illustrates that LMs can extract and use information about the task from instructions beyond the surface patterns of the inputs and outputs. This suggests that meta-learning may further enhance the utilization of instructions for effective task transfer. In this paper we investigate whether meta-learning applied to MTIL can further improve generalization to unseen tasks in a zero-shot setting. Specifically, we propose to adapt meta-learning to MTIL in three directions: 1) Model Agnostic Meta Learning (MAML), 2) Hyper-Network (HNet) based adaptation to generate task specific parameters conditioned on instructions, and 3) an approach combining HNet and MAML. Through extensive experiments on the large scale Natural Instructions V2 dataset, we show that our proposed approaches significantly improve over strong baselines in zero-shot settings. In particular, meta-learning improves the effectiveness of instructions and is most impactful when the test tasks are strictly zero-shot (i.e. no similar tasks in the training set) and are "hard" for LMs, illustrating the potential of meta-learning for MTIL for out-of-distribution tasks.
Generalized Reciprocal Perspective
Authors: Kevin Dick, Daniel G. Kyrollos, James R. Green
Date: 2022-10-20 00:00:00
Tasks: Link Prediction, Prediction

Across many domains, real-world problems can be represented as a network. Nodes represent domain-specific elements and edges capture the relationship between elements. Leveraging high-performance computing and optimized link prediction algorithms, it is increasingly possible to evaluate every possible combination of nodal pairs enabling the generation of a comprehensive prediction matrix (CPM) that places an individual link prediction score in the context of all possible links involving either node (providing data-driven context). Historically, this contextual information has been ignored given exponentially growing problem sizes resulting in computational intractability; however, we demonstrate that expending high-performance compute resources to generate CPMs is a worthwhile investment given the improvement in predictive performance. In this work, we generalize for all pairwise link-prediction tasks our novel semi-supervised machine learning method, denoted Reciprocal Perspective (RP). We demonstrate that RP significantly improves link prediction accuracy by leveraging the wealth of information in a CPM. Context-based features are extracted from the CPM for use in a stacked classifier and we demonstrate that the application of RP in a cascade almost always results in significantly (p < 0.05) improved predictions. These results on RS-type problems suggest that RP is applicable to a broad range of link prediction problems.
Horizon-Free and Variance-Dependent Reinforcement Learning for Latent Markov Decision Processes
Authors: Runlong Zhou, Ruosong Wang, Simon S. Du
Date: 2022-10-20 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning (RL)

We study regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic and a value-optimistic solver. We prove an $\tilde{O}(\sqrt{\mathsf{Var}^\star M \Gamma S A K})$ regret bound where $\tilde{O}$ hides logarithm factors, $M$ is the number of contexts, $S$ is the number of states, $A$ is the number of actions, $K$ is the number of episodes, $\Gamma \le S$ is the maximum transition degree of any state-action pair, and $\mathsf{Var}^\star$ is a variance quantity describing the determinism of the LMDP. The regret bound only scales logarithmically with the planning horizon, thus yielding the first (nearly) horizon-free regret bound for LMDP. This is also the first problem-dependent regret bound for LMDP. Key in our proof is an analysis of the total variance of alpha vectors (a generalization of value functions), which is handled with a truncation method. We complement our positive result with a novel $\Omega(\sqrt{\mathsf{Var}^\star M S A K})$ regret lower bound with $\Gamma = 2$, which shows our upper bound minimax optimal when $\Gamma$ is a constant for the class of variance-bounded LMDPs. Our lower bound relies on new constructions of hard instances and an argument inspired by the symmetrization technique from theoretical computer science, both of which are technically different from existing lower bound proof for MDPs, and thus can be of independent interest.
gSuite: A Flexible and Framework Independent Benchmark Suite for Graph Neural Network Inference on GPUs
Authors: Taha Tekdoğan, Serkan Göktaş, Ayse Yilmazer-Metin
Date: 2022-10-20 00:00:00
Tasks: Benchmarking, Computational Efficiency, GPU, Graph Neural Network

As the interest to Graph Neural Networks (GNNs) is growing, the importance of benchmarking and performance characterization studies of GNNs is increasing. So far, we have seen many studies that investigate and present the performance and computational efficiency of GNNs. However, the work done so far has been carried out using a few high-level GNN frameworks. Although these frameworks provide ease of use, they contain too many dependencies to other existing libraries. The layers of implementation details and the dependencies complicate the performance analysis of GNN models that are built on top of these frameworks, especially while using architectural simulators. Furthermore, different approaches on GNN computation are generally overlooked in prior characterization studies, and merely one of the common computational models is evaluated. Based on these shortcomings and needs that we observed, we developed a benchmark suite that is framework independent, supporting versatile computational models, easily configurable and can be used with architectural simulators without additional effort. Our benchmark suite, which we call gSuite, makes use of only hardware vendor's libraries and therefore it is independent of any other frameworks. gSuite enables performing detailed performance characterization studies on GNN Inference using both contemporary GPU profilers and architectural GPU simulators. To illustrate the benefits of our new benchmark suite, we perform a detailed characterization study with a set of well-known GNN models with various datasets; running gSuite both on a real GPU card and a timing-detailed GPU simulator. We also implicate the effect of computational models on performance. We use several evaluation metrics to rigorously measure the performance of GNN computation.
Monotonic Risk Relationships under Distribution Shifts for Regularized Risk Minimization
Authors: Daniel LeJeune, Jiayu Liu, Reinhard Heckel
Date: 2022-10-20 00:00:00
Tasks: Relation

Machine learning systems are often applied to data that is drawn from a different distribution than the training distribution. Recent work has shown that for a variety of classification and signal reconstruction problems, the out-of-distribution performance is strongly linearly correlated with the in-distribution performance. If this relationship or more generally a monotonic one holds, it has important consequences. For example, it allows to optimize performance on one distribution as a proxy for performance on the other. In this paper, we study conditions under which a monotonic relationship between the performances of a model on two distributions is expected. We prove an exact asymptotic linear relation for squared error and a monotonic relation for misclassification error for ridge-regularized general linear models under covariate shift, as well as an approximate linear relation for linear inverse problems.
Model-based Lifelong Reinforcement Learning with Bayesian Exploration
Authors: Haotian Fu, Shangqun Yu, Michael Littman, George Konidaris
Date: 2022-10-20 00:00:00
Tasks: model, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian exploration procedure increases the sample efficiency of learning across a family of related tasks. We first derive an analysis of the relationship between the sample complexity and the initialization quality of the posterior in the finite MDP setting. We next scale the approach to continuous-state domains by introducing a Variational Bayesian Lifelong Reinforcement Learning algorithm that can be combined with recent model-based deep RL methods, and that exhibits backward transfer. Experimental results on several challenging domains show that our algorithms achieve both better forward and backward transfer performance than state-of-the-art lifelong RL methods.
Global Convergence of Direct Policy Search for State-Feedback $\mathcal{H}_\infty$ Robust Control: A Revisit of Nonsmooth Synthesis with Goldstein Subdifferential
Authors: Xingang Guo, Bin Hu
Date: 2022-10-20 00:00:00
Tasks: continuous-control, Continuous Control

Direct policy search has been widely applied in modern reinforcement learning and continuous control. However, the theoretical properties of direct policy search on nonsmooth robust control synthesis have not been fully understood. The optimal $\mathcal{H}_\infty$ control framework aims at designing a policy to minimize the closed-loop $\mathcal{H}_\infty$ norm, and is arguably the most fundamental robust control paradigm. In this work, we show that direct policy search is guaranteed to find the global solution of the robust $\mathcal{H}_\infty$ state-feedback control design problem. Notice that policy search for optimal $\mathcal{H}_\infty$ control leads to a constrained nonconvex nonsmooth optimization problem, where the nonconvex feasible set consists of all the policies stabilizing the closed-loop dynamics. We show that for this nonsmooth optimization problem, all Clarke stationary points are global minimum. Next, we identify the coerciveness of the closed-loop $\mathcal{H}_\infty$ objective function, and prove that all the sublevel sets of the resultant policy search problem are compact. Based on these properties, we show that Goldstein's subgradient method and its implementable variants can be guaranteed to stay in the nonconvex feasible set and eventually find the global optimal solution of the $\mathcal{H}_\infty$ state-feedback synthesis problem. Our work builds a new connection between nonconvex nonsmooth optimization theory and robust control, leading to an interesting global convergence result for direct policy search on optimal $\mathcal{H}_\infty$ synthesis.
Local SGD in Overparameterized Linear Regression
Authors: Mike Nguyen, Charly Kirst, Nicole Mücke
Date: 2022-10-20 00:00:00
Tasks: regression

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of overparameterized linear regression general upper bounds with matching lower bounds and derive learning rates for specific data generating distributions. We show that the excess risk is of order of the variance provided the number of local nodes grows not too large with the global sample size. We further compare the sample complexity of DSGD with the sample complexity of distributed ridge regression (DRR) and show that the excess SGD-risk is smaller than the excess RR-risk, where both sample complexities are of the same order.
Low-Rank Representations Towards Classification Problem of Complex Networks
Authors: Murat Çelik, Ali Baran Taşdemir, Lale Özkahya
Date: 2022-10-20 00:00:00
Tasks: Classification, Recommendation Systems

Complex networks representing social interactions, brain activities, molecular structures have been studied widely to be able to understand and predict their characteristics as graphs. Models and algorithms for these networks are used in real-life applications, such as search engines, and recommender systems. In general, such networks are modelled by constructing a low-dimensional Euclidean embedding of the vertices of the network, where proximity of the vertices in the Euclidean space hints the likelihood of an edge (link). In this work, we study the performance of such low-rank representations of real-life networks on a network classification problem.
An Improved Algorithm for Clustered Federated Learning
Authors: Harshvardhan, Avishek Ghosh, Arya Mazumdar
Date: 2022-10-20 00:00:00
Tasks: Clustering, Federated Learning

In this paper, we address the dichotomy between heterogeneous models and simultaneous training in Federated Learning (FL) via a clustering framework. We define a new clustering model for FL based on the (optimal) local models of the users: two users belong to the same cluster if their local models are close; otherwise they belong to different clusters. A standard algorithm for clustered FL is proposed in \cite{ghosh_efficient_2021}, called \texttt{IFCA}, which requires \emph{suitable} initialization and the knowledge of hyper-parameters like the number of clusters (which is often quite difficult to obtain in practical applications) to converge. We propose an improved algorithm, \emph{Successive Refine Federated Clustering Algorithm} (\texttt{SR-FCA}), which removes such restrictive assumptions. \texttt{SR-FCA} treats each user as a singleton cluster as an initialization, and then successively refine the cluster estimation via exploiting similar users belonging to the same cluster. In any intermediate step, \texttt{SR-FCA} uses a robust federated learning algorithm within each cluster to exploit simultaneous training and to correct clustering errors. Furthermore, \texttt{SR-FCA} does not require any \emph{good} initialization (warm start), both in theory and practice. We show that with proper choice of learning rate, \texttt{SR-FCA} incurs arbitrarily small clustering error. Additionally, we validate the performance of our algorithm on standard FL datasets in non-convex problems like neural nets, and we show the benefits of \texttt{SR-FCA} over baselines.
DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks
Authors: Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis, Abeer Dyoub
Date: 2022-10-20 00:00:00

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a new trading strategy, called DNN-forwardtesting, that determines the strategy to apply by testing it on the possible future predicted by a deep neural network that has been designed to perform stock price forecasts and trained with the market historical data. In order to generate such an historical dataset, we first perform an exploratory data analysis on a set of ten securities and, in particular, analize their volatility through a novel k-means-based procedure. Then, we restrict the dataset to a small number of assets with the same volatility coefficient and use such data to train a deep feed-forward neural network that forecasts the prices for the next 30 days of open stocks market. Finally, our trading system calculates the most effective technical indicator by applying it to the DNNs predictions and uses such indicator to guide its trades. The results confirm that neural networks outperform classical statistical techniques when performing such forecasts, and their predictions allow to select a trading strategy that, when applied to the real future, increases Expectancy, Sharpe, Sortino, and Calmar ratios with respect to the strategy selected through traditional backtesting.
Theoretical analysis of deep neural networks for temporally dependent observations
Authors: Mingliang Ma, Abolfazl Safikhani
Date: 2022-10-20 00:00:00
Tasks: Time Series, Time Series Analysis

Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption of independent observations, and theoretical results for temporally dependent observations are scarce. To bridge this gap, we study theoretical properties of deep neural networks on modeling non-linear time series data. Specifically, non-asymptotic bounds for prediction error of (sparse) feed-forward neural network with ReLU activation function is established under mixing-type assumptions. These assumptions are mild such that they include a wide range of time series models including auto-regressive models. Compared to independent observations, established convergence rates have additional logarithmic factors to compensate for additional complexity due to dependence among data points. The theoretical results are supported via various numerical simulation settings as well as an application to a macroeconomic data set.
Learning Sample Reweighting for Accuracy and Adversarial Robustness
Authors: Chester Holtz, Tsui-Wei Weng, Gal Mishne
Date: 2022-10-20 00:00:00
Tasks: Adversarial Robustness, Bilevel Optimization

There has been great interest in enhancing the robustness of neural network classifiers to defend against adversarial perturbations through adversarial training, while balancing the trade-off between robust accuracy and standard accuracy. We propose a novel adversarial training framework that learns to reweight the loss associated with individual training samples based on a notion of class-conditioned margin, with the goal of improving robust generalization. We formulate weighted adversarial training as a bilevel optimization problem with the upper-level problem corresponding to learning a robust classifier, and the lower-level problem corresponding to learning a parametric function that maps from a sample's \textit{multi-class margin} to an importance weight. Extensive experiments demonstrate that our approach consistently improves both clean and robust accuracy compared to related methods and state-of-the-art baselines.
Machine-Learning Compression for Particle Physics Discoveries
Authors: Jack H. Collins, Yifeng Huang, Simon Knapen, Benjamin Nachman, Daniel Whiteson
Date: 2022-10-20 00:00:00

In collider-based particle and nuclear physics experiments, data are produced at such extreme rates that only a subset can be recorded for later analysis. Typically, algorithms select individual collision events for preservation and store the complete experimental response. A relatively new alternative strategy is to additionally save a partial record for a larger subset of events, allowing for later specific analysis of a larger fraction of events. We propose a strategy that bridges these paradigms by compressing entire events for generic offline analysis but at a lower fidelity. An optimal-transport-based $\beta$ Variational Autoencoder (VAE) is used to automate the compression and the hyperparameter $\beta$ controls the compression fidelity. We introduce a new approach for multi-objective learning functions by simultaneously learning a VAE appropriate for all values of $\beta$ through parameterization. We present an example use case, a di-muon resonance search at the Large Hadron Collider (LHC), where we show that simulated data compressed by our $\beta$-VAE has enough fidelity to distinguish distinct signal morphologies.