pwc-archive/papers-with-abstracts huggingface dataset:
DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data
Authors: Yancheng Liang, Jiajie Zhang, Hui Li, Xiaochen Liu, Yi Hu, Yong Wu, Jinyao Zhang, Yongyan Liu, Yi Wu
Date: 2023-08-07 00:00:00
Tasks: Deep Learning, Prediction

Despite the tremendous advances achieved over the past years by deep learning techniques, the latest risk prediction models for industrial applications still rely on highly handtuned stage-wised statistical learning tools, such as gradient boosting and random forest methods. Different from images or languages, real-world financial data are high-dimensional, sparse, noisy and extremely imbalanced, which makes deep neural network models particularly challenging to train and fragile in practice. In this work, we propose DeRisk, an effective deep learning risk prediction framework for credit risk prediction on real-world financial data. DeRisk is the first deep risk prediction model that outperforms statistical learning approaches deployed in our company's production system. We also perform extensive ablation studies on our method to present the most critical factors for the empirical success of DeRisk.
Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization
Authors: Frank E. Curtis, Xin Jiang, Qi Wang
Date: 2023-08-07 00:00:00

Stochastic sequential quadratic optimization (SQP) methods for solving continuous optimization problems with nonlinear equality constraints have attracted attention recently, such as for solving large-scale data-fitting problems subject to nonconvex constraints. However, for a recently proposed subclass of such methods that is built on the popular stochastic-gradient methodology from the unconstrained setting, convergence guarantees have been limited to the asymptotic convergence of the expected value of a stationarity measure to zero. This is in contrast to the unconstrained setting in which almost-sure convergence guarantees (of the gradient of the objective to zero) can be proved for stochastic-gradient-based methods. In this paper, new almost-sure convergence guarantees for the primal iterates, Lagrange multipliers, and stationarity measures generated by a stochastic SQP algorithm in this subclass of methods are proved. It is shown that the error in the Lagrange multipliers can be bounded by the distance of the primal iterate to a primal stationary point plus the error in the latest stochastic gradient estimate. It is further shown that, subject to certain assumptions, this latter error can be made to vanish by employing a running average of the Lagrange multipliers that are computed during the run of the algorithm. The results of numerical experiments are provided to demonstrate the proved theoretical guarantees.
Nearly $d$-Linear Convergence Bounds for Diffusion Models via Stochastic Localization
Authors: Joe Benton, Valentin De Bortoli, Arnaud Doucet, George Deligiannidis
Date: 2023-08-07 00:00:00
Tasks: Denoising

Denoising diffusions are a powerful method to generate approximate samples from high-dimensional data distributions. Recent results provide polynomial bounds on their convergence rate, assuming $L^2$-accurate scores. Until now, the tightest bounds were either superlinear in the data dimension or required strong smoothness assumptions. We provide the first convergence bounds which are linear in the data dimension (up to logarithmic factors) assuming only finite second moments of the data distribution. We show that diffusion models require at most $\tilde O(\frac{d \log^2(1/\delta)}{\varepsilon^2})$ steps to approximate an arbitrary distribution on $\mathbb{R}^d$ corrupted with Gaussian noise of variance $\delta$ to within $\varepsilon^2$ in KL divergence. Our proof extends the Girsanov-based methods of previous works. We introduce a refined treatment of the error from discretizing the reverse SDE inspired by stochastic localization.
Bridging Trustworthiness and Open-World Learning: An Exploratory Neural Approach for Enhancing Interpretability, Generalization, and Robustness
Authors: Shide Du, Zihan Fang, Shiyang Lan, Yanchao Tan, Manuel Günther, Shiping Wang, Wenzhong Guo
Date: 2023-08-07 00:00:00

As researchers strive to narrow the gap between machine intelligence and human through the development of artificial intelligence technologies, it is imperative that we recognize the critical importance of trustworthiness in open-world, which has become ubiquitous in all aspects of daily life for everyone. However, several challenges may create a crisis of trust in current artificial intelligence systems that need to be bridged: 1) Insufficient explanation of predictive results; 2) Inadequate generalization for learning models; 3) Poor adaptability to uncertain environments. Consequently, we explore a neural program to bridge trustworthiness and open-world learning, extending from single-modal to multi-modal scenarios for readers. 1) To enhance design-level interpretability, we first customize trustworthy networks with specific physical meanings; 2) We then design environmental well-being task-interfaces via flexible learning regularizers for improving the generalization of trustworthy learning; 3) We propose to increase the robustness of trustworthy learning by integrating open-world recognition losses with agent mechanisms. Eventually, we enhance various trustworthy properties through the establishment of design-level explainability, environmental well-being task-interfaces and open-world recognition programs. These designed open-world protocols are applicable across a wide range of surroundings, under open-world multimedia recognition scenarios with significant performance improvements observed.
Two-stage Early Prediction Framework of Remaining Useful Life for Lithium-ion Batteries
Authors: Dhruv Mittal, Hymalai Bello, Bo Zhou, Mayank Shekhar Jha, Sungho Suh, Paul Lukowicz
Date: 2023-08-07 00:00:00
Tasks: Management, Prediction

Early prediction of remaining useful life (RUL) is crucial for effective battery management across various industries, ranging from household appliances to large-scale applications. Accurate RUL prediction improves the reliability and maintainability of battery technology. However, existing methods have limitations, including assumptions of data from the same sensors or distribution, foreknowledge of the end of life (EOL), and neglect to determine the first prediction cycle (FPC) to identify the start of the unhealthy stage. This paper proposes a novel method for RUL prediction of Lithium-ion batteries. The proposed framework comprises two stages: determining the FPC using a neural network-based model to divide the degradation data into distinct health states and predicting the degradation pattern after the FPC to estimate the remaining useful life as a percentage. Experimental results demonstrate that the proposed method outperforms conventional approaches in terms of RUL prediction. Furthermore, the proposed method shows promise for real-world scenarios, providing improved accuracy and applicability for battery management.
Matrix Completion in Almost-Verification Time
Authors: Jonathan A. Kelner, Jerry Li, Allen Liu, Aaron Sidford, Kevin Tian
Date: 2023-08-07 00:00:00
Tasks: Low-Rank Matrix Completion, Matrix Completion

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an algorithm which completes $\mathbf{M}$ on $99\%$ of rows and columns under no further assumptions on $\mathbf{M}$ from $\approx mr$ samples and using $\approx mr^2$ time. Then, assuming the row and column spans of $\mathbf{M}$ satisfy additional regularity properties, we show how to boost this partial completion guarantee to a full matrix completion algorithm by aggregating solutions to regression problems involving the observations. In the well-studied setting where $\mathbf{M}$ has incoherent row and column spans, our algorithms complete $\mathbf{M}$ to high precision from $mr^{2+o(1)}$ observations in $mr^{3 + o(1)}$ time (omitting logarithmic factors in problem parameters), improving upon the prior state-of-the-art [JN15] which used $\approx mr^5$ samples and $\approx mr^7$ time. Under an assumption on the row and column spans of $\mathbf{M}$ we introduce (which is satisfied by random subspaces with high probability), our sample complexity improves to an almost information-theoretically optimal $mr^{1 + o(1)}$, and our runtime improves to $mr^{2 + o(1)}$. Our runtimes have the appealing property of matching the best known runtime to verify that a rank-$r$ decomposition $\mathbf{U}\mathbf{V}^\top$ agrees with the sampled observations. We also provide robust variants of our algorithms that, given random observations from $\mathbf{M} + \mathbf{N}$ with $\|\mathbf{N}\|_{F} \le \Delta$, complete $\mathbf{M}$ to Frobenius norm distance $\approx r^{1.5}\Delta$ in the same runtimes as the noiseless setting. Prior noisy matrix completion algorithms [CP10] only guaranteed a distance of $\approx \sqrt{n}\Delta$.
Generative Forests
Authors: Richard Nock, Mathieu Guillame-Bert
Date: 2023-08-07 00:00:00
Tasks: Density Estimation, Imputation, Tabular Data Generation, Text Generation

We focus on generative AI for a type of data that still represent one of the most prevalent form of data: tabular data. Our paper introduces two key contributions: a new powerful class of forest-based models fit for such tasks and a simple training algorithm with strong convergence guarantees in a boosting model that parallels that of the original weak / strong supervised learning setting. This algorithm can be implemented by a few tweaks to the most popular induction scheme for decision tree induction (i.e. supervised learning) with two classes. Experiments on the quality of generated data display substantial improvements compared to the state of the art. The losses our algorithm minimize and the structure of our models make them practical for related tasks that require fast estimation of a density given a generative model and an observation (even partially specified): such tasks include missing data imputation and density estimation. Additional experiments on these tasks reveal that our models can be notably good contenders to diverse state of the art methods, relying on models as diverse as (or mixing elements of) trees, neural nets, kernels or graphical models.
Generalized Early Stopping in Evolutionary Direct Policy Search
Authors: Etor Arza, Leni K. Le Goff, Emma Hart
Date: 2023-08-07 00:00:00

Lengthy evaluation times are common in many optimization problems such as direct policy search tasks, especially when they involve conducting evaluations in the physical world, e.g. in robotics applications. Often when evaluating solution over a fixed time period it becomes clear that the objective value will not increase with additional computation time (for example when a two wheeled robot continuously spins on the spot). In such cases, it makes sense to stop the evaluation early to save computation time. However, most approaches to stop the evaluation are problem specific and need to be specifically designed for the task at hand. Therefore, we propose an early stopping method for direct policy search. The proposed method only looks at the objective value at each time step and requires no problem specific knowledge. We test the introduced stopping criterion in five direct policy search environments drawn from games, robotics and classic control domains, and show that it can save up to 75% of the computation time. We also compare it with problem specific stopping criteria and show that it performs comparably, while being more generally applicable.
When Federated Learning meets Watermarking: A Comprehensive Overview of Techniques for Intellectual Property Protection
Authors: Mohammed Lansari, Reda Bellafqira, Katarzyna Kapusta, Vincent Thouvenot, Olivier Bettan, Gouenou Coatrieux
Date: 2023-08-07 00:00:00
Tasks: Federated Learning, Privacy Preserving

Federated Learning (FL) is a technique that allows multiple participants to collaboratively train a Deep Neural Network (DNN) without the need of centralizing their data. Among other advantages, it comes with privacy-preserving properties making it attractive for application in sensitive contexts, such as health care or the military. Although the data are not explicitly exchanged, the training procedure requires sharing information about participants' models. This makes the individual models vulnerable to theft or unauthorized distribution by malicious actors. To address the issue of ownership rights protection in the context of Machine Learning (ML), DNN Watermarking methods have been developed during the last five years. Most existing works have focused on watermarking in a centralized manner, but only a few methods have been designed for FL and its unique constraints. In this paper, we provide an overview of recent advancements in Federated Learning watermarking, shedding light on the new challenges and opportunities that arise in this field.
Partial identification of kernel based two sample tests with mismeasured data
Authors: Ron Nafshi, Maggie Makar
Date: 2023-08-07 00:00:00

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free samples from the two distributions of interest are available.We relax this assumption and study the estimation of the MMD under $\epsilon$-contamination, where a possibly non-random $\epsilon$ proportion of one distribution is erroneously grouped with the other. We show that under $\epsilon$-contamination, the typical estimate of the MMD is unreliable. Instead, we study partial identification of the MMD, and characterize sharp upper and lower bounds that contain the true, unknown MMD. We propose a method to estimate these bounds, and show that it gives estimates that converge to the sharpest possible bounds on the MMD as sample size increases, with a convergence rate that is faster than alternative approaches. Using three datasets, we empirically validate that our approach is superior to the alternatives: it gives tight bounds with a low false coverage rate.
A Transfer Learning Framework for Proactive Ramp Metering Performance Assessment
Authors: Xiaobo Ma, Adrian Cottam, Mohammad Razaur Rahman Shaon, Yao-Jan Wu
Date: 2023-08-07 00:00:00
Tasks: Transfer Learning

Transportation agencies need to assess ramp metering performance when deploying or expanding a ramp metering system. The evaluation of a ramp metering strategy is primarily centered around examining its impact on freeway traffic mobility. One way these effects can be explored is by comparing traffic states, such as the speed before and after the ramp metering strategy has been altered. Predicting freeway traffic states for the after scenarios following the implementation of a new ramp metering control strategy could offer valuable insights into the potential effectiveness of the target strategy. However, the use of machine learning methods in predicting the freeway traffic state for the after scenarios and evaluating the effectiveness of transportation policies or traffic control strategies such as ramp metering is somewhat limited in the current literature. To bridge the research gap, this study presents a framework for predicting freeway traffic parameters (speed, occupancy, and flow rate) for the after situations when a new ramp metering control strategy is implemented. By learning the association between the spatial-temporal features of traffic states in before and after situations for known freeway segments, the proposed framework can transfer this learning to predict the traffic parameters for new freeway segments. The proposed framework is built upon a transfer learning model. Experimental results show that the proposed framework is feasible for use as an alternative for predicting freeway traffic parameters to proactively evaluate ramp metering performance.
On-ramp and Off-ramp Traffic Flows Estimation Based on A Data-driven Transfer Learning Framework
Authors: Xiaobo Ma, Abolfazl Karimpour, Yao-Jan Wu
Date: 2023-08-07 00:00:00
Tasks: Transfer Learning

To develop the most appropriate control strategy and monitor, maintain, and evaluate the traffic performance of the freeway weaving areas, state and local Departments of Transportation need to have access to traffic flows at each pair of on-ramp and off-ramp. However, ramp flows are not always readily available to transportation agencies and little effort has been made to estimate these missing flows in locations where no physical sensors are installed. To bridge this research gap, a data-driven framework is proposed that can accurately estimate the missing ramp flows by solely using data collected from loop detectors on freeway mainlines. The proposed framework employs a transfer learning model. The transfer learning model relaxes the assumption that the underlying data distributions of the source and target domains must be the same. Therefore, the proposed framework can guarantee high-accuracy estimation of on-ramp and off-ramp flows on freeways with different traffic patterns, distributions, and characteristics. Based on the experimental results, the flow estimation mean absolute errors range between 23.90 veh/h to 40.85 veh/h for on-ramps, and 31.58 veh/h to 45.31 veh/h for off-ramps; the flow estimation root mean square errors range between 34.55 veh/h to 57.77 veh/h for on-ramps, and 41.75 veh/h to 58.80 veh/h for off-ramps. Further, the comparison analysis shows that the proposed framework outperforms other conventional machine learning models. The estimated ramp flows based on the proposed method can help transportation agencies to enhance the operations of their ramp control strategies for locations where physical sensors are not installed.
Worker Activity Recognition in Manufacturing Line Using Near-body Electric Field
Authors: Sungho Suh, Vitor Fortes Rey, Sizhen Bian, Yu-Chi Huang, Jože M. Rožanec, Hooman Tavakoli Ghinani, Bo Zhou, Paul Lukowicz
Date: 2023-08-07 00:00:00
Tasks: Activity Recognition, Time Series

Manufacturing industries strive to improve production efficiency and product quality by deploying advanced sensing and control systems. Wearable sensors are emerging as a promising solution for achieving this goal, as they can provide continuous and unobtrusive monitoring of workers' activities in the manufacturing line. This paper presents a novel wearable sensing prototype that combines IMU and body capacitance sensing modules to recognize worker activities in the manufacturing line. To handle these multimodal sensor data, we propose and compare early, and late sensor data fusion approaches for multi-channel time-series convolutional neural networks and deep convolutional LSTM. We evaluate the proposed hardware and neural network model by collecting and annotating sensor data using the proposed sensing prototype and Apple Watches in the testbed of the manufacturing line. Experimental results demonstrate that our proposed methods achieve superior performance compared to the baseline methods, indicating the potential of the proposed approach for real-world applications in manufacturing industries. Furthermore, the proposed sensing prototype with a body capacitive sensor and feature fusion method improves by 6.35%, yielding a 9.38% higher macro F1 score than the proposed sensing prototype without a body capacitive sensor and Apple Watch data, respectively.
A data-driven approach to predict decision point choice during normal and evacuation wayfinding in multi-story buildings
Authors: Yan Feng, Panchamy Krishnakumari
Date: 2023-08-07 00:00:00

Understanding pedestrian route choice behavior in complex buildings is important to ensure pedestrian safety. Previous studies have mostly used traditional data collection methods and discrete choice modeling to understand the influence of different factors on pedestrian route and exit choice, particularly in simple indoor environments. However, research on pedestrian route choice in complex buildings is still limited. This paper presents a data-driven approach for understanding and predicting the pedestrian decision point choice during normal and emergency wayfinding in a multi-story building. For this, we first built an indoor network representation and proposed a data mapping technique to map VR coordinates to the indoor representation. We then used a well-established machine learning algorithm, namely the random forest (RF) model to predict pedestrian decision point choice along a route during four wayfinding tasks in a multi-story building. Pedestrian behavioral data in a multi-story building was collected by a Virtual Reality experiment. The results show a much higher prediction accuracy of decision points using the RF model (i.e., 93% on average) compared to the logistic regression model. The highest prediction accuracy was 96% for task 3. Additionally, we tested the model performance combining personal characteristics and we found that personal characteristics did not affect decision point choice. This paper demonstrates the potential of applying a machine learning algorithm to study pedestrian route choice behavior in complex indoor buildings.
Improving the forecast accuracy of wind power by leveraging multiple hierarchical structure
Authors: Lucas English, Mahdi Abolghasemi
Date: 2023-08-07 00:00:00
Tasks: Decision Making, regression, Time Series

Renewable energy generation is of utmost importance for global decarbonization. Forecasting renewable energies, particularly wind energy, is challenging due to the inherent uncertainty in wind energy generation, which depends on weather conditions. Recent advances in hierarchical forecasting through reconciliation have demonstrated a significant increase in the quality of wind energy forecasts for short-term periods. We leverage the cross-sectional and temporal hierarchical structure of turbines in wind farms and build cross-temporal hierarchies to further investigate how integrated cross-sectional and temporal dimensions can add value to forecast accuracy in wind farms. We found that cross-temporal reconciliation was superior to individual cross-sectional reconciliation at multiple temporal aggregations. Additionally, machine learning based forecasts that were cross-temporally reconciled demonstrated high accuracy at coarser temporal granularities, which may encourage adoption for short-term wind forecasts. Empirically, we provide insights for decision-makers on the best methods for forecasting high-frequency wind data across different forecasting horizons and levels.
PURL: Safe and Effective Sanitization of Link Decoration
Authors: Shaoor Munir, Patrick Lee, Umar Iqbal, Zubair Shafiq, Sandra Siby
Date: 2023-08-07 00:00:00

While privacy-focused browsers have taken steps to block third-party cookies and mitigate browser fingerprinting, novel tracking techniques that can bypass existing countermeasures continue to emerge. Since trackers need to share information from the client-side to the server-side through link decoration regardless of the tracking technique they employ, a promising orthogonal approach is to detect and sanitize tracking information in decorated links. To this end, we present PURL (pronounced purel-l), a machine-learning approach that leverages a cross-layer graph representation of webpage execution to safely and effectively sanitize link decoration. Our evaluation shows that PURL significantly outperforms existing countermeasures in terms of accuracy and reducing website breakage while being robust to common evasion techniques. PURL's deployment on a sample of top-million websites shows that link decoration is abused for tracking on nearly three-quarters of the websites, often to share cookies, email addresses, and fingerprinting information.