pwc-archive/papers-with-abstracts huggingface dataset:
Extreme Measures in Continuous Time Conic Finace
Authors: Yoshihiro Shirai
Date: 2022-10-25 00:00:00

Dynamic spectral risk measures define a claim's valuation bounds as supremum and infimum of expectations of the claim's payoff over a dominated set of measures. The measures at which such extrema are attained are called extreme measures. We determine explicit expressions for their Radon-Nykodim derivatives with respect to the common dominating measure. Based on the formulas found, we estimate the extreme measures in two cases. First, the dominating measure is calibrated to mid prices of options and valuation bounds are given by options bid and ask prices. Second, the dominating measure is estimated from historical mid equity prices and valuation bounds are given by historical 5-day high and low prices. In both experiments, we find that the market determines upper bounds by testing scenarios in which losses are significantly lower than expected under the dominating measure, while lower bounds by ones in which gains are only slightly lower than in the base case.
Real-time regional seismic damage assessment framework based on long short-term memory neural network
Authors: Yongjia Xu；Xinzheng Lu；Barbaros Cetiner；Ertugrul Taciroglu
Date: 2020-10-01 00:00:00
Proceeding: INDUSTRIAL APPLICATION 2020 10

Effective post-earthquake response requires a prompt and accurate assessment
of earthquake-induced damage. However, existing damage assessment methods
cannot simultaneously meet these requirements. This study proposes a frame-
work for real-time regional seismic damage assessment that is based on a Long
Short-Term Memory (LSTM) neural network architecture. The proposed frame-
work is not specially designed for individual structural types, but offers rapid
estimates at regional scale. The framework is built around a workflow that estab-
lishes high-performance mapping rules between ground motions and structural
damage via region-specific models. This workflow comprises three main parts—
namely, region-specific database generation, LSTM model training and verifica-
tion, andmodel utilization for damage prediction. The influence ofvarious LSTM
architectures, hyperparameter selection, and dataset resampling procedures are
systematically analyzed. As a testbed for the established framework, a case study
is performed on the Tsinghua University campus buildings. The results demon-
strate that the developed LSTM framework can perform damage assessment in
real time at regional scalewith high prediction accuracy and acceptable variance.
FreeVC: Towards High-Quality Text-Free One-Shot Voice Conversion
Authors: Jingyi Li, Weiping tu, Li Xiao
Date: 2022-10-27 00:00:00
Tasks: Data Augmentation, text annotation, Vocal Bursts Intensity Prediction, Voice Conversion

Voice conversion (VC) can be achieved by first extracting source content information and target speaker information, and then reconstructing waveform with these information. However, current approaches normally either extract dirty content information with speaker information leaked in, or demand a large amount of annotated data for training. Besides, the quality of reconstructed waveform can be degraded by the mismatch between conversion model and vocoder. In this paper, we adopt the end-to-end framework of VITS for high-quality waveform reconstruction, and propose strategies for clean content information extraction without text annotation. We disentangle content information by imposing an information bottleneck to WavLM features, and propose the spectrogram-resize based data augmentation to improve the purity of extracted content information. Experimental results show that the proposed method outperforms the latest VC models trained with annotated data and has greater robustness.
MorphTE: Injecting Morphology in Tensorized Embeddings
Authors: Guobing Gan, Peng Zhang, Sunzhu Li, Xiuqing Lu, Benyou Wang
Date: 2022-10-27 00:00:00
Tasks: Learning Word Embeddings, Machine Translation, Question Answering, Translation, Word Embeddings

In the era of deep learning, word embeddings are essential when dealing with text tasks. However, storing and accessing these embeddings requires a large amount of space. This is not conducive to the deployment of these models on resource-limited devices. Combining the powerful compression capability of tensor products, we propose a word embedding compression method with morphological augmentation, Morphologically-enhanced Tensorized Embeddings (MorphTE). A word consists of one or more morphemes, the smallest units that bear meaning or have a grammatical function. MorphTE represents a word embedding as an entangled form of its morpheme vectors via the tensor product, which injects prior semantic and grammatical knowledge into the learning of embeddings. Furthermore, the dimensionality of the morpheme vector and the number of morphemes are much smaller than those of words, which greatly reduces the parameters of the word embeddings. We conduct experiments on tasks such as machine translation and question answering. Experimental results on four translation datasets of different languages show that MorphTE can compress word embedding parameters by about 20 times without performance loss and significantly outperforms related embedding compression methods.
Provable Sim-to-real Transfer in Continuous Domain with Partial Observations
Authors: Jiachen Hu, Han Zhong, Chi Jin, LiWei Wang
Date: 2022-10-27 00:00:00

Sim-to-real transfer trains RL agents in the simulated environments and then deploys them in the real world. Sim-to-real transfer has been widely used in practice because it is often cheaper, safer and much faster to collect samples in simulation than in the real world. Despite the empirical success of the sim-to-real transfer, its theoretical foundation is much less understood. In this paper, we study the sim-to-real transfer in continuous domain with partial observations, where the simulated environments and real-world environments are modeled by linear quadratic Gaussian (LQG) systems. We show that a popular robust adversarial training algorithm is capable of learning a policy from the simulated environment that is competitive to the optimal policy in the real-world environment. To achieve our results, we design a new algorithm for infinite-horizon average-cost LQGs and establish a regret bound that depends on the intrinsic complexity of the model class. Our algorithm crucially relies on a novel history clipping scheme, which might be of independent interest.
LP-BFGS attack: An adversarial attack based on the Hessian with limited pixels
Authors: Jiebao Zhang, Wenhua Qian, Rencan Nie, Jinde Cao, Dan Xu
Date: 2022-10-26 00:00:00
Tasks: Adversarial Attack

Deep neural networks are vulnerable to adversarial attacks. Most $L_{0}$-norm based white-box attacks craft perturbations by the gradient of models to the input. Since the computation cost and memory limitation of calculating the Hessian matrix, the application of Hessian or approximate Hessian in white-box attacks is gradually shelved. In this work, we note that the sparsity requirement on perturbations naturally lends itself to the usage of Hessian information. We study the attack performance and computation cost of the attack method based on the Hessian with a limited number of perturbation pixels. Specifically, we propose the Limited Pixel BFGS (LP-BFGS) attack method by incorporating the perturbation pixel selection strategy and the BFGS algorithm. Pixels with top-k attribution scores calculated by the Integrated Gradient method are regarded as optimization variables of the LP-BFGS attack. Experimental results across different networks and datasets demonstrate that our approach has comparable attack ability with reasonable computation in different numbers of perturbation pixels compared with existing solutions.
AN IMPROVED IMAGE MATCHING METHOD BASED ON SURF ALGORITHM
Authors: S. J. Chen; S. Z. Zheng; Z. G. Xu; C. C. Guo; X. L. Ma
Date: 2018-04-30 00:00:00
Proceeding: Copernicus Journal 2018 4

Many state-of-the-art image matching methods, based on the feature matching, have been widely studied in the remote sensing field.These methods of feature matching which get highly operating efficiency, have a disadvantage of low accuracy and robustness. This paper proposes an improved image matching method which based on the SURF algorithm. The proposed method introduces color invariant transformation, information entropy theory and a series of constraint conditions to increase feature points detection and matching accuracy. First, the model of color invariant transformation is introduced for two matching images aiming at obtaining more color information during the matching process and information entropy theory is used to obtain the most information of two matching images. Then SURF algorithm is applied to detect and describe points from the images. Finally, constraint conditions which including Delaunay triangulation construction, similarity function and projective invariant are employed to eliminate the mismatches so as to improve matching precision. The proposed method has been validated on the remote sensing images and theresult benefits from its high precision and robustness.
LyricJam Sonic: A Generative System for Real-Time Composition and Musical Improvisation
Authors: Olga Vechtomova, Gaurav Sahu
Date: 2022-10-27 00:00:00
Tasks: Information Retrieval, Music Information Retrieval, Retrieval

Electronic music artists and sound designers have unique workflow practices that necessitate specialized approaches for developing music information retrieval and creativity support tools. Furthermore, electronic music instruments, such as modular synthesizers, have near-infinite possibilities for sound creation and can be combined to create unique and complex audio paths. The process of discovering interesting sounds is often serendipitous and impossible to replicate. For this reason, many musicians in electronic genres record audio output at all times while they work in the studio. Subsequently, it is difficult for artists to rediscover audio segments that might be suitable for use in their compositions from thousands of hours of recordings. In this paper, we describe LyricJam Sonic -- a novel creative tool for musicians to rediscover their previous recordings, re-contextualize them with other recordings, and create original live music compositions in real-time. A bi-modal AI-driven approach uses generated lyric lines to find matching audio clips from the artist's past studio recordings, and uses them to generate new lyric lines, which in turn are used to find other clips, thus creating a continuous and evolving stream of music and lyrics. The intent is to keep the artists in a state of creative flow conducive to music creation rather than taking them into an analytical/critical state of deliberately searching for past audio segments. The system can run in either a fully autonomous mode without user input, or in a live performance mode, where the artist plays live music, while the system "listens" and creates a continuous stream of music and lyrics in response.
Towards Correlated Sequential Rules
Authors: Lili Chen, Wensheng Gan, Chien-Ming Chen
Date: 2022-10-27 00:00:00
Tasks: Product Recommendation, Sequential Pattern Mining

The goal of high-utility sequential pattern mining (HUSPM) is to efficiently discover profitable or useful sequential patterns in a large number of sequences. However, simply being aware of utility-eligible patterns is insufficient for making predictions. To compensate for this deficiency, high-utility sequential rule mining (HUSRM) is designed to explore the confidence or probability of predicting the occurrence of consequence sequential patterns based on the appearance of premise sequential patterns. It has numerous applications, such as product recommendation and weather prediction. However, the existing algorithm, known as HUSRM, is limited to extracting all eligible rules while neglecting the correlation between the generated sequential rules. To address this issue, we propose a novel algorithm called correlated high-utility sequential rule miner (CoUSR) to integrate the concept of correlation into HUSRM. The proposed algorithm requires not only that each rule be correlated but also that the patterns in the antecedent and consequent of the high-utility sequential rule be correlated. The algorithm adopts a utility-list structure to avoid multiple database scans. Additionally, several pruning strategies are used to improve the algorithm's efficiency and performance. Based on several real-world datasets, subsequent experiments demonstrated that CoUSR is effective and efficient in terms of operation time and memory consumption.
Language Control Diffusion: Efficiently Scaling through Space, Time, and Tasks
Authors: Edwin Zhang, Yujie Lu, Shinda Huang, William Wang, Amy Zhang
Date: 2022-10-27 00:00:00
Tasks: reinforcement-learning, Reinforcement Learning (RL)

Training generalist agents is difficult across several axes, requiring us to deal with high-dimensional inputs (space), long horizons (time), and generalization to novel tasks. Recent advances with architectures have allowed for improved scaling along one or two of these axes, but are still computationally prohibitive to use. In this paper, we propose to address all three axes by leveraging \textbf{L}anguage to \textbf{C}ontrol \textbf{D}iffusion models as a hierarchical planner conditioned on language (LCD). We effectively and efficiently scale diffusion models for planning in extended temporal, state, and task dimensions to tackle long horizon control problems conditioned on natural language instructions, as a step towards generalist agents. Comparing LCD with other state-of-the-art models on the CALVIN language robotics benchmark finds that LCD outperforms other SOTA methods in multi-task success rates, whilst improving inference speed over other comparable diffusion models by 3.3x~15x. We show that LCD can successfully leverage the unique strength of diffusion models to produce coherent long range plans while addressing their weakness in generating low-level details and control.
Private and Reliable Neural Network Inference
Authors: Nikola Jovanović, Marc Fischer, Samuel Steffen, Martin Vechev
Date: 2022-10-27 00:00:00
Tasks: Fairness, Privacy Preserving

Reliable neural networks (NNs) provide important inference-time reliability guarantees such as fairness and robustness. Complementarily, privacy-preserving NN inference protects the privacy of client data. So far these two emerging areas have been largely disconnected, yet their combination will be increasingly important. In this work, we present the first system which enables privacy-preserving inference on reliable NNs. Our key idea is to design efficient fully homomorphic encryption (FHE) counterparts for the core algorithmic building blocks of randomized smoothing, a state-of-the-art technique for obtaining reliable models. The lack of required control flow in FHE makes this a demanding task, as na\"ive solutions lead to unacceptable runtime. We employ these building blocks to enable privacy-preserving NN inference with robustness and fairness guarantees in a system called Phoenix. Experimentally, we demonstrate that Phoenix achieves its goals without incurring prohibitive latencies. To our knowledge, this is the first work which bridges the areas of client data privacy and reliability guarantees for NNs.
Working Alliance Transformer for Psychotherapy Dialogue Classification
Authors: Baihan Lin, Guillermo Cecchi, Djallel Bouneffouf
Date: 2022-10-27 00:00:00
Tasks: Classification

As a predictive measure of the treatment outcome in psychotherapy, the working alliance measures the agreement of the patient and the therapist in terms of their bond, task and goal. Long been a clinical quantity estimated by the patients' and therapists' self-evaluative reports, we believe that the working alliance can be better characterized using natural language processing technique directly in the dialogue transcribed in each therapy session. In this work, we propose the Working Alliance Transformer (WAT), a Transformer-based classification model that has a psychological state encoder which infers the working alliance scores by projecting the embedding of the dialogues turns onto the embedding space of the clinical inventory for working alliance. We evaluate our method in a real-world dataset with over 950 therapy sessions with anxiety, depression, schizophrenia and suicidal patients and demonstrate an empirical advantage of using information about the therapeutic states in this sequence classification task of psychotherapy dialogues.
GammaE: Gamma Embeddings for Logical Queries on Knowledge Graphs
Authors: Dong Yang, Peijun Qing, Yang Li, Haonan Lu, Xiaodong Lin
Date: 2022-10-27 00:00:00
Tasks: Knowledge Graphs, Logical Reasoning, Negation

Embedding knowledge graphs (KGs) for multi-hop logical reasoning is a challenging problem due to massive and complicated structures in many KGs. Recently, many promising works projected entities and queries into a geometric space to efficiently find answers. However, it remains challenging to model the negation and union operator. The negation operator has no strict boundaries, which generates overlapped embeddings and leads to obtaining ambiguous answers. An additional limitation is that the union operator is non-closure, which undermines the model to handle a series of union operators. To address these problems, we propose a novel probabilistic embedding model, namely Gamma Embeddings (GammaE), for encoding entities and queries to answer different types of FOL queries on KGs. We utilize the linear property and strong boundary support of the Gamma distribution to capture more features of entities and queries, which dramatically reduces model uncertainty. Furthermore, GammaE implements the Gamma mixture method to design the closed union operator. The performance of GammaE is validated on three large logical query datasets. Experimental results show that GammaE significantly outperforms state-of-the-art models on public benchmarks.
A Graph Is More Than Its Nodes: Towards Structured Uncertainty-Aware Learning on Graphs
Authors: Hans Hao-Hsun Hsu, Yuesong Shen, Daniel Cremers
Date: 2022-10-27 00:00:00
Tasks: Node Classification, Structured Prediction

Current graph neural networks (GNNs) that tackle node classification on graphs tend to only focus on nodewise scores and are solely evaluated by nodewise metrics. This limits uncertainty estimation on graphs since nodewise marginals do not fully characterize the joint distribution given the graph structure. In this work, we propose novel edgewise metrics, namely the edgewise expected calibration error (ECE) and the agree/disagree ECEs, which provide criteria for uncertainty estimation on graphs beyond the nodewise setting. Our experiments demonstrate that the proposed edgewise metrics can complement the nodewise results and yield additional insights. Moreover, we show that GNN models which consider the structured prediction problem on graphs tend to have better uncertainty estimations, which illustrates the benefit of going beyond the nodewise setting.
Efficient few-shot learning for pixel-precise handwritten document layout analysis
Authors: Axel De Nardin, Silvia Zottin, Matteo Paier, Gian Luca Foresti, Emanuela Colombi, Claudio Piciarelli
Date: 2022-10-27 00:00:00
Tasks: Document Layout Analysis, Few-Shot Learning, Optical Character Recognition, Optical Character Recognition (OCR), Semantic Segmentation

Layout analysis is a task of uttermost importance in ancient handwritten document analysis and represents a fundamental step toward the simplification of subsequent tasks such as optical character recognition and automatic transcription. However, many of the approaches adopted to solve this problem rely on a fully supervised learning paradigm. While these systems achieve very good performance on this task, the drawback is that pixel-precise text labeling of the entire training set is a very time-consuming process, which makes this type of information rarely available in a real-world scenario. In the present paper, we address this problem by proposing an efficient few-shot learning framework that achieves performances comparable to current state-of-the-art fully supervised methods on the publicly available DIVA-HisDB dataset.
Robust Monocular Localization of Drones by Adapting Domain Maps to Depth Prediction Inaccuracies
Authors: Priyesh Shukla, Sureshkumar S., Alex C. Stutts, Sathya Ravi, Theja Tulabandhula, Amit R. Trivedi
Date: 2022-10-27 00:00:00
Tasks: Deep Learning, Depth Estimation, Depth Prediction, Domain Adaptation

We present a novel monocular localization framework by jointly training deep learning-based depth prediction and Bayesian filtering-based pose reasoning. The proposed cross-modal framework significantly outperforms deep learning-only predictions with respect to model scalability and tolerance to environmental variations. Specifically, we show little-to-no degradation of pose accuracy even with extremely poor depth estimates from a lightweight depth predictor. Our framework also maintains high pose accuracy in extreme lighting variations compared to standard deep learning, even without explicit domain adaptation. By openly representing the map and intermediate feature maps (such as depth estimates), our framework also allows for faster updates and reusing intermediate predictions for other tasks, such as obstacle avoidance, resulting in much higher resource efficiency.
Improving abstractive summarization with energy-based re-ranking
Authors: Diogo Pernes, Afonso Mendes, André F. T. Martins
Date: 2022-10-27 00:00:00
Tasks: Abstractive Text Summarization, Re-Ranking

Current abstractive summarization systems present important weaknesses which prevent their deployment in real-world applications, such as the omission of relevant information and the generation of factual inconsistencies (also known as hallucinations). At the same time, automatic evaluation metrics such as CTC scores have been recently proposed that exhibit a higher correlation with human judgments than traditional lexical-overlap metrics such as ROUGE. In this work, we intend to close the loop by leveraging the recent advances in summarization metrics to create quality-aware abstractive summarizers. Namely, we propose an energy-based model that learns to re-rank summaries according to one or a combination of these metrics. We experiment using several metrics to train our energy-based re-ranker and show that it consistently improves the scores achieved by the predicted summaries. Nonetheless, human evaluation results show that the re-ranking approach should be used with care for highly abstractive summaries, as the available metrics are not yet sufficiently reliable for this purpose.
Beyond the Return: Off-policy Function Estimation under User-specified Error-measuring Distributions
Authors: Audrey Huang, Nan Jiang
Date: 2022-10-27 00:00:00
Tasks: Off-policy evaluation

Off-policy evaluation often refers to two related tasks: estimating the expected return of a policy and estimating its value function (or other functions of interest, such as density ratios). While recent works on marginalized importance sampling (MIS) show that the former can enjoy provable guarantees under realizable function approximation, the latter is only known to be feasible under much stronger assumptions such as prohibitively expressive discriminators. In this work, we provide guarantees for off-policy function estimation under only realizability, by imposing proper regularization on the MIS objectives. Compared to commonly used regularization in MIS, our regularizer is much more flexible and can account for an arbitrary user-specified distribution, under which the learned function will be close to the groundtruth. We provide exact characterization of the optimal dual solution that needs to be realized by the discriminator class, which determines the data-coverage assumption in the case of value-function learning. As another surprising observation, the regularizer can be altered to relax the data-coverage requirement, and completely eliminate it in the ideal case with strong side information.