pwc-archive/papers-with-abstracts huggingface dataset:
Machine Learning for Socially Responsible Portfolio Optimisation
Authors: Taeisha Nundlall, Terence L van Zyl
Date: 2023-05-21 00:00:00

Socially responsible investors build investment portfolios intending to incite social and environmental advancement alongside a financial return. Although Mean-Variance (MV) models successfully generate the highest possible return based on an investor's risk tolerance, MV models do not make provisions for additional constraints relevant to socially responsible (SR) investors. In response to this problem, the MV model must consider Environmental, Social, and Governance (ESG) scores in optimisation. Based on the prominent MV model, this study implements portfolio optimisation for socially responsible investors. The amended MV model allows SR investors to enter markets with competitive SR portfolios despite facing a trade-off between their investment Sharpe Ratio and the average ESG score of the portfolio.
Data-driven Mixed Integer Optimization through Probabilistic Multi-variable Branching
Authors: Yanguang Chen, Wenzhi Gao, Wanyu Zhang, Dongdong Ge, Huikang Liu, Yinyu Ye
Date: 2023-05-21 00:00:00
Tasks: Learning Theory

In this paper, we propose a Pre-trained Mixed Integer Optimization framework (PreMIO) that accelerates online mixed integer program (MIP) solving with offline datasets and machine learning models. Our method is based on a data-driven multi-variable cardinality branching procedure that splits the MIP feasible region using hyperplanes chosen by the concentration inequalities. Unlike most previous ML+MIP approaches that either require complicated implementation or suffer from a lack of theoretical justification, our method is simple, flexible, provable, and explainable. Numerical experiments on both classical OR benchmark datasets and real-life instances validate the efficiency of our proposed method.
Are Your Explanations Reliable? Investigating the Stability of LIME in Explaining Text Classifiers by Marrying XAI and Adversarial Attack
Authors: Christopher Burger, Lingwei Chen, Thai Le
Date: 2023-05-21 00:00:00
Tasks: Adversarial Attack

LIME has emerged as one of the most commonly referenced tools in explainable AI (XAI) frameworks that is integrated into critical machine learning applications--e.g., healthcare and finance. However, its stability remains little explored, especially in the context of text data, due to the unique text-space constraints. To address these challenges, in this paper, we first evaluate the inherent instability of LIME on text data to establish a baseline, and then propose a novel algorithm XAIFooler to perturb text inputs and manipulate explanations that casts investigation on the stability of LIME as a text perturbation optimization problem. XAIFooler conforms to the constraints to preserve text semantics and original prediction with small perturbations, and introduces Rank-biased Overlap (RBO) as a key part to guide the optimization of XAIFooler that satisfies all the requirements for explanation similarity measure. Extensive experiments on real-world text datasets demonstrate that XAIFooler significantly outperforms all baselines by large margins in its ability to manipulate LIME's explanations with high semantic preservability.
PINA: Leveraging Side Information in eXtreme Multi-label Classification via Predicted Instance Neighborhood Aggregation
Authors: Eli Chien, Jiong Zhang, Cho-Jui Hsieh, Jyun-Yu Jiang, Wei-Cheng Chang, Olgica Milenkovic, Hsiang-Fu Yu
Date: 2023-05-21 00:00:00
Tasks: Extreme Multi-Label Classification, Multi-Label Classification, MUlTI-LABEL-ClASSIFICATION, Recommendation Systems

The eXtreme Multi-label Classification~(XMC) problem seeks to find relevant labels from an exceptionally large label space. Most of the existing XMC learners focus on the extraction of semantic features from input query text. However, conventional XMC studies usually neglect the side information of instances and labels, which can be of use in many real-world applications such as recommendation systems and e-commerce product search. We propose Predicted Instance Neighborhood Aggregation (PINA), a data enhancement method for the general XMC problem that leverages beneficial side information. Unlike most existing XMC frameworks that treat labels and input instances as featureless indicators and independent entries, PINA extracts information from the label metadata and the correlations among training instances. Extensive experimental results demonstrate the consistent gain of PINA on various XMC tasks compared to the state-of-the-art methods: PINA offers a gain in accuracy compared to standard XR-Transformers on five public benchmark datasets. Moreover, PINA achieves a $\sim 5\%$ gain in accuracy on the largest dataset LF-AmazonTitles-1.3M. Our implementation is publicly available.
Learning Joint 2D & 3D Diffusion Models for Complete Molecule Generation
Authors: Han Huang, Leilei Sun, Bowen Du, Weifeng Lv
Date: 2023-05-21 00:00:00
Tasks: 3D Molecule Generation, Drug Discovery, Graph Generation, Molecular Graph Generation

Designing new molecules is essential for drug discovery and material science. Recently, deep generative models that aim to model molecule distribution have made promising progress in narrowing down the chemical research space and generating high-fidelity molecules. However, current generative models only focus on modeling either 2D bonding graphs or 3D geometries, which are two complementary descriptors for molecules. The lack of ability to jointly model both limits the improvement of generation quality and further downstream applications. In this paper, we propose a new joint 2D and 3D diffusion model (JODO) that generates complete molecules with atom types, formal charges, bond information, and 3D coordinates. To capture the correlation between molecular graphs and geometries in the diffusion process, we develop a Diffusion Graph Transformer to parameterize the data prediction model that recovers the original data from noisy data. The Diffusion Graph Transformer interacts node and edge representations based on our relational attention mechanism, while simultaneously propagating and updating scalar features and geometric vectors. Our model can also be extended for inverse molecular design targeting single or multiple quantum properties. In our comprehensive evaluation pipeline for unconditional joint generation, the results of the experiment show that JODO remarkably outperforms the baselines on the QM9 and GEOM-Drugs datasets. Furthermore, our model excels in few-step fast sampling, as well as in inverse molecule design and molecular graph generation. Our code is provided in https://github.com/GRAPH-0/JODO.
Temporal Fusion Transformers for Streamflow Prediction: Value of Combining Attention with Recurrence
Authors: Sinan Rasiya Koya, Tirthankar Roy
Date: 2023-05-21 00:00:00
Tasks: Prediction

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long Short-Term Memory (LSTM) networks, have become popular due to their capacity to create precise forecasts and realistically mimic the system dynamics. Attention-based models, such as Transformers, can learn from the entire data sequence concurrently, a feature that LSTM does not have. This work tests the hypothesis that combining recurrence with attention can improve streamflow prediction. We set up the Temporal Fusion Transformer (TFT) architecture, a model that combines both of these aspects and has never been applied in hydrology before. We compare the performance of LSTM, Transformers, and TFT over 2,610 globally distributed catchments from the recently available Caravan dataset. Our results demonstrate that TFT indeed exceeds the performance benchmark set by the LSTM and Transformers for streamflow prediction. Additionally, being an explainable AI method, TFT helps in gaining insights into the streamflow generation processes.
Towards Complex Dynamic Physics System Simulation with Graph Neural ODEs
Authors: Guangsi Shi, Daokun Zhang, Ming Jin, Shirui Pan, Philip S. Yu
Date: 2023-05-21 00:00:00

The great learning ability of deep learning models facilitates us to comprehend the real physical world, making learning to simulate complicated particle systems a promising endeavour. However, the complex laws of the physical world pose significant challenges to the learning based simulations, such as the varying spatial dependencies between interacting particles and varying temporal dependencies between particle system states in different time stamps, which dominate particles' interacting behaviour and the physical systems' evolution patterns. Existing learning based simulation methods fail to fully account for the complexities, making them unable to yield satisfactory simulations. To better comprehend the complex physical laws, this paper proposes a novel learning based simulation model- Graph Networks with Spatial-Temporal neural Ordinary Equations (GNSTODE)- that characterizes the varying spatial and temporal dependencies in particle systems using a united end-to-end framework. Through training with real-world particle-particle interaction observations, GNSTODE is able to simulate any possible particle systems with high precisions. We empirically evaluate GNSTODE's simulation performance on two real-world particle systems, Gravity and Coulomb, with varying levels of spatial and temporal dependencies. The results show that the proposed GNSTODE yields significantly better simulations than state-of-the-art learning based simulation methods, which proves that GNSTODE can serve as an effective solution to particle simulations in real-world application.
Anomaly Detection Using One-Class SVM for Logs of Juniper Router Devices
Authors: Tat-Bao-Thien Nguyen, Teh-Lu Liao, Tuan-Anh Vu
Date: 2023-05-21 00:00:00
Tasks: Anomaly Detection

The article deals with anomaly detection of Juniper router logs. Abnormal Juniper router logs include logs that are usually different from the normal operation, and they often reflect the abnormal operation of router devices. To prevent router devices from being damaged and help administrator to grasp the situation of error quickly, detecting abnormal operation soon is very important. In this work, we present a new way to get important features from log data of Juniper router devices and use machine learning method (basing on One-Class SVM model) for anomaly detection. One-Class SVM model requires some knowledge and comprehension about logs of Juniper router devices so that it can analyze, interpret, and test the knowledge ac-quired. We collect log data from a lot of real Juniper router devices and clas-sify them based on our knowledge. Before these logs are used for training and testing the One-Class SVM model, the feature extraction phase for these data was carried out. Finally, with the proposed method, the system errors of the routers were dectected quickly and accurately. This may help our com-pany to reduce the operation cost for the router systems.
Random Relabeling for Efficient Machine Unlearning
Authors: Junde Li, Swaroop Ghosh
Date: 2023-05-21 00:00:00
Tasks: Machine Unlearning

Learning algorithms and data are the driving forces for machine learning to bring about tremendous transformation of industrial intelligence. However, individuals' right to retract their personal data and relevant data privacy regulations pose great challenges to machine learning: how to design an efficient mechanism to support certified data removals. Removal of previously seen data known as machine unlearning is challenging as these data points were implicitly memorized in training process of learning algorithms. Retraining remaining data from scratch straightforwardly serves such deletion requests, however, this naive method is not often computationally feasible. We propose the unlearning scheme random relabeling, which is applicable to generic supervised learning algorithms, to efficiently deal with sequential data removal requests in the online setting. A less constraining removal certification method based on probability distribution similarity with naive unlearning is further developed for logit-based classifiers.
One-Shot Federated Learning for LEO Constellations that Reduces Convergence Time from Days to 90 Minutes
Authors: Mohamed Elmahallawy, Tie Luo
Date: 2023-05-21 00:00:00
Tasks: Federated Learning, Knowledge Distillation, Synthetic Data Generation

A Low Earth orbit (LEO) satellite constellation consists of a large number of small satellites traveling in space with high mobility and collecting vast amounts of mobility data such as cloud movement for weather forecast, large herds of animals migrating across geo-regions, spreading of forest fires, and aircraft tracking. Machine learning can be utilized to analyze these mobility data to address global challenges, and Federated Learning (FL) is a promising approach because it eliminates the need for transmitting raw data and hence is both bandwidth and privacy-friendly. However, FL requires many communication rounds between clients (satellites) and the parameter server (PS), leading to substantial delays of up to several days in LEO constellations. In this paper, we propose a novel one-shot FL approach for LEO satellites, called LEOShot, that needs only a single communication round to complete the entire learning process. LEOShot comprises three processes: (i) synthetic data generation, (ii) knowledge distillation, and (iii) virtual model retraining. We evaluate and benchmark LEOShot against the state of the art and the results show that it drastically expedites FL convergence by more than an order of magnitude. Also surprisingly, despite the one-shot nature, its model accuracy is on par with or even outperforms regular iterative FL schemes by a large margin
When are ensembles really effective?
Date: 2023-05-21 00:00:00
Proceeding: NeurIPS 2023 11

Ensembling has a long history in statistical data analysis, with many impactful applications. However, in many modern machine learning settings, the benefits of ensembling are less ubiquitous and less obvious. We study, both theoretically and empirically, the fundamental question of when ensembling yields significant performance improvements in classification tasks. Theoretically, we prove new results relating the \emph{ensemble improvement rate} (a measure of how much ensembling decreases the error rate versus a single model, on a relative scale) to the \emph{disagreement-error ratio}. We show that ensembling improves performance significantly whenever the disagreement rate is large relative to the average error rate; and that, conversely, one classifier is often enough whenever the disagreement rate is low relative to the average error rate. On the way to proving these results, we derive, under a mild condition called \emph{competence}, improved upper and lower bounds on the average test error rate of the majority vote classifier. To complement this theory, we study ensembling empirically in a variety of settings, verifying the predictions made by our theory, and identifying practical scenarios where ensembling does and does not result in large performance improvements. Perhaps most notably, we demonstrate a distinct difference in behavior between interpolating models (popular in current practice) and non-interpolating models (such as tree-based methods, where ensembling is popular), demonstrating that ensembling helps considerably more in the latter case than in the former.
Disjunctive Branch-And-Bound for Certifiably Optimal Low-Rank Matrix Completion
Authors: Dimitris Bertsimas, Ryan Cory-Wright, Sean Lo, Jean Pauphilet
Date: 2023-05-20 00:00:00
Tasks: Low-Rank Matrix Completion, Matrix Completion, Product Recommendation

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly scalable and often identifying high-quality solutions, do not possess any optimality guarantees. We reexamine matrix completion with an optimality-oriented eye. We reformulate low-rank matrix completion problems as convex problems over the non-convex set of projection matrices and implement a disjunctive branch-and-bound scheme that solves them to certifiable optimality. Further, we derive a novel and often near-exact class of convex relaxations by decomposing a low-rank matrix as a sum of rank-one matrices and incentivizing that two-by-two minors in each rank-one matrix have determinant zero. In numerical experiments, our new convex relaxations decrease the optimality gap by two orders of magnitude compared to existing attempts, and our disjunctive branch-and-bound scheme solves $n \times m$ rank-$r$ matrix completion problems to certifiable optimality or near optimality in hours for $\max \{m, n\} \leq 2500$ and $r \leq 5$. Moreover, this improvement in the training error translates into an average $2\%$--$50\%$ improvement in the test set error.
Contrastive inverse regression for dimension reduction
Authors: Sam Hawke, Hengrui Luo, Didong Li
Date: 2023-05-20 00:00:00
Tasks: Dimensionality Reduction, regression

Supervised dimension reduction (SDR) has been a topic of growing interest in data science, as it enables the reduction of high-dimensional covariates while preserving the functional relation with certain response variables of interest. However, existing SDR methods are not suitable for analyzing datasets collected from case-control studies. In this setting, the goal is to learn and exploit the low-dimensional structure unique to or enriched by the case group, also known as the foreground group. While some unsupervised techniques such as the contrastive latent variable model and its variants have been developed for this purpose, they fail to preserve the functional relationship between the dimension-reduced covariates and the response variable. In this paper, we propose a supervised dimension reduction method called contrastive inverse regression (CIR) specifically designed for the contrastive setting. CIR introduces an optimization problem defined on the Stiefel manifold with a non-standard loss function. We prove the convergence of CIR to a local optimum using a gradient descent-based algorithm, and our numerical study empirically demonstrates the improved performance over competing methods for high-dimensional data.
Safely Learning Dynamical Systems
Authors: Amir Ali Ahmadi, Abraar Chaudhry, Vikas Sindhwani, Stephen Tu
Date: 2023-05-20 00:00:00

A fundamental challenge in learning an unknown dynamical system is to reduce model uncertainty by making measurements while maintaining safety. We formulate a mathematical definition of what it means to safely learn a dynamical system by sequentially deciding where to initialize trajectories. The state of the system must stay within a safety region for a horizon of $T$ time steps under the action of all dynamical systems that (i) belong to a given initial uncertainty set, and (ii) are consistent with information gathered so far. First, we consider safely learning a linear dynamical system involving $n$ states. For the case $T=1$, we present an LP-based algorithm that either safely recovers the true dynamics from at most $n$ trajectories, or certifies that safe learning is impossible. For $T=2$, we give an SDP representation of the set of safe initial conditions and show that $\lceil n/2 \rceil$ trajectories generically suffice for safe learning. For $T = \infty$, we provide SDP-representable inner approximations of the set of safe initial conditions and show that one trajectory generically suffices for safe learning. We extend a number of our results to the cases where the initial uncertainty set contains sparse, low-rank, or permutation matrices, or when the system has a control input. Second, we consider safely learning a general class of nonlinear dynamical systems. For the case $T=1$, we give an SOCP-based representation of the set of safe initial conditions. For $T=\infty$, we provide semidefinite representable inner approximations to the set of safe initial conditions. We show how one can safely collect trajectories and fit a polynomial model of the nonlinear dynamics that is consistent with the initial uncertainty set and best agrees with the observations. We also present some extensions to cases where the measurements are noisy or the dynamical system involves disturbances.
Lifelong Language Pretraining with Distribution-Specialized Experts
Authors: Wuyang Chen, Yanqi Zhou, Nan Du, Yanping Huang, James Laudon, Zhifeng Chen, Claire Cu
Date: 2023-05-20 00:00:00
Tasks: Lifelong learning, Mixture-of-Experts

Pretraining on a large-scale corpus has become a standard method to build general language models (LMs). Adapting a model to new data distributions targeting different downstream tasks poses significant challenges. Naive fine-tuning may incur catastrophic forgetting when the over-parameterized LMs overfit the new data but fail to preserve the pretrained features. Lifelong learning (LLL) aims to enable information systems to learn from a continuous data stream across time. However, most prior work modifies the training recipe assuming a static fixed network architecture. We find that additional model capacity and proper regularization are key elements to achieving strong LLL performance. Thus, we propose Lifelong-MoE, an extensible MoE (Mixture-of-Experts) architecture that dynamically adds model capacity via adding experts with regularized pretraining. Our results show that by only introducing a limited number of extra experts while keeping the computation cost constant, our model can steadily adapt to data distribution shifts while preserving the previous knowledge. Compared to existing lifelong learning approaches, Lifelong-MoE achieves better few-shot performance on 19 downstream NLP tasks.
Mitigating Catastrophic Forgetting in Task-Incremental Continual Learning with Adaptive Classification Criterion
Authors: Yun Luo, Xiaotian Lin, Zhen Yang, Fandong Meng, Jie zhou, Yue Zhang
Date: 2023-05-20 00:00:00
Tasks: Classification, Continual Learning, Contrastive Learning

Task-incremental continual learning refers to continually training a model in a sequence of tasks while overcoming the problem of catastrophic forgetting (CF). The issue arrives for the reason that the learned representations are forgotten for learning new tasks, and the decision boundary is destructed. Previous studies mostly consider how to recover the representations of learned tasks. It is seldom considered to adapt the decision boundary for new representations and in this paper we propose a Supervised Contrastive learning framework with adaptive classification criterion for Continual Learning (SCCL), In our method, a contrastive loss is used to directly learn representations for different tasks and a limited number of data samples are saved as the classification criterion. During inference, the saved data samples are fed into the current model to obtain updated representations, and a k Nearest Neighbour module is used for classification. In this way, the extensible model can solve the learned tasks with adaptive criteria of saved samples. To mitigate CF, we further use an instance-wise relation distillation regularization term and a memory replay module to maintain the information of previous tasks. Experiments show that SCCL achieves state-of-the-art performance and has a stronger ability to overcome CF compared with the classification baselines.