pwc-archive/papers-with-abstracts huggingface dataset:
A benchmark for computational analysis of animal behavior, using animal-borne tags
Authors: Benjamin Hoffman, Maddie Cusimano, Vittorio Baglione, Daniela Canestrari, Damien Chevallier, Dominic L. DeSantis, Lorène Jeantet, Monique A. Ladds, Takuya Maekawa, Vicente Mata-Silva, Víctor Moreno-González, Anthony Pagano, Eva Trapote, Outi Vainio, Antti Vehkaoja, Ken Yoda, Katherine Zacarian, Ari Friedlaender
Date: 2023-05-18 00:00:00
Tasks: Self-Supervised Learning

Animal-borne sensors (`bio-loggers') can record a suite of kinematic and environmental data, which are used to elucidate animal ecophysiology and improve conservation efforts. Machine learning techniques are used for interpreting the large amounts of data recorded by bio-loggers, but there exists no common framework for comparing the different machine learning techniques in this domain. This makes it difficult to, for example, identify patterns in what works well for machine learning-based analysis of bio-logger data. It also makes it difficult to evaluate the effectiveness of novel methods developed by the machine learning community. To address this, we present the Bio-logger Ethogram Benchmark (BEBE), a collection of datasets with behavioral annotations, as well as a modeling task and evaluation metrics. BEBE is to date the largest, most taxonomically diverse, publicly available benchmark of this type. Using BEBE, we compare the performance of deep and classical machine learning methods for identifying animal behaviors based on bio-logger data. As an example usage of BEBE, we test an approach based on self-supervised learning. To apply this approach to animal behavior classification, we adapt a deep neural network pre-trained with 700,000 hours of data collected from human wrist-worn accelerometers. We find that deep neural networks out-perform the classical machine learning methods we tested across all nine datasets in BEBE. We additionally find that the approach based on self-supervised learning out-performs the alternatives we tested, especially in settings when there is a low amount of training data available. In light of this, we are able to make concrete suggestions for designing studies that rely on machine learning to infer behavior from bio-logger data. Datasets and code are available at https://github.com/earthspecies/BEBE.
Is Aggregation the Only Choice? Federated Learning via Layer-wise Model Recombination
Authors: Ming Hu, Zhihao Yue, Xiaofei Xie, Cheng Chen, Yihao Huang, Xian Wei, Xiang Lian, Yang Liu, Mingsong Chen
Date: 2023-05-18 00:00:00
Tasks: Federated Learning

Although Federated Learning (FL) enables global model training across clients without compromising their raw data, due to the unevenly distributed data among clients, existing Federated Averaging (FedAvg)-based methods suffer from the problem of low inference performance. Specifically, different data distributions among clients lead to various optimization directions of local models. Aggregating local models usually results in a low-generalized global model, which performs worse on most of the clients. To address the above issue, inspired by the observation from a geometric perspective that a well-generalized solution is located in a flat area rather than a sharp area, we propose a novel and heuristic FL paradigm named FedMR (Federated Model Recombination). The goal of FedMR is to guide the recombined models to be trained towards a flat area. Unlike conventional FedAvg-based methods, in FedMR, the cloud server recombines collected local models by shuffling each layer of them to generate multiple recombined models for local training on clients rather than an aggregated global model. Since the area of the flat area is larger than the sharp area, when local models are located in different areas, recombined models have a higher probability of locating in a flat area. When all recombined models are located in the same flat area, they are optimized towards the same direction. We theoretically analyze the convergence of model recombination. Experimental results show that, compared with state-of-the-art FL methods, FedMR can significantly improve the inference accuracy without exposing the privacy of each client.
Discounted Thompson Sampling for Non-Stationary Bandit Problems
Authors: Han Qi, Yue Wang, Li Zhu
Date: 2023-05-18 00:00:00
Tasks: Thompson Sampling

Non-stationary multi-armed bandit (NS-MAB) problems have recently received significant attention. NS-MAB are typically modelled in two scenarios: abruptly changing, where reward distributions remain constant for a certain period and change at unknown time steps, and smoothly changing, where reward distributions evolve smoothly based on unknown dynamics. In this paper, we propose Discounted Thompson Sampling (DS-TS) with Gaussian priors to address both non-stationary settings. Our algorithm passively adapts to changes by incorporating a discounted factor into Thompson Sampling. DS-TS method has been experimentally validated, but analysis of the regret upper bound is currently lacking. Under mild assumptions, we show that DS-TS with Gaussian priors can achieve nearly optimal regret bound on the order of $\tilde{O}(\sqrt{TB_T})$ for abruptly changing and $\tilde{O}(T^{\beta})$ for smoothly changing, where $T$ is the number of time steps, $B_T$ is the number of breakpoints, $\beta$ is associated with the smoothly changing environment and $\tilde{O}$ hides the parameters independent of $T$ as well as logarithmic terms. Furthermore, empirical comparisons between DS-TS and other non-stationary bandit algorithms demonstrate its competitive performance. Specifically, when prior knowledge of the maximum expected reward is available, DS-TS has the potential to outperform state-of-the-art algorithms.
Flatness-Aware Prompt Selection Improves Accuracy and Sample Efficiency
Authors: Lingfeng Shen, Weiting Tan, Boyuan Zheng, Daniel Khashabi
Date: 2023-05-18 00:00:00

With growing capabilities of large language models, prompting them has become the dominant way to access them. This has motivated the development of strategies for automatically selecting effective language prompts. In this paper, we introduce prompt flatness, a new metric to quantify the expected utility of a language prompt. This metric is inspired by flatness regularization in statistical learning that quantifies the robustness of the model towards its parameter perturbations. We provide theoretical foundations for this metric and its relationship with other prompt selection metrics, providing a comprehensive understanding of existing methods. Empirically, we show that combining prompt flatness with existing metrics improves both performance and sample efficiency. Our metric outperforms the previous prompt selection metrics with an average increase of 5% in accuracy and 10% in Pearson correlation across 6 classification benchmarks.
A Framework Based on Symbolic Regression Coupled with eXtended Physics-Informed Neural Networks for Gray-Box Learning of Equations of Motion from Data
Authors: Elham Kiyani, Khemraj Shukla, George Em Karniadakis, Mikko Karttunen
Date: 2023-05-18 00:00:00
Tasks: Symbolic Regression

We propose a framework and an algorithm to uncover the unknown parts of nonlinear equations directly from data. The framework is based on eXtended Physics-Informed Neural Networks (X-PINNs), domain decomposition in space-time, but we augment the original X-PINN method by imposing flux continuity across the domain interfaces. The well-known Allen-Cahn equation is used to demonstrate the approach. The Frobenius matrix norm is used to evaluate the accuracy of the X-PINN predictions and the results show excellent performance. In addition, symbolic regression is employed to determine the closed form of the unknown part of the equation from the data, and the results confirm the accuracy of the X-PINNs based approach. To test the framework in a situation resembling real-world data, random noise is added to the datasets to mimic scenarios such as the presence of thermal noise or instrument errors. The results show that the framework is stable against significant amount of noise. As the final part, we determine the minimal amount of data required for training the neural network. The framework is able to predict the correct form and coefficients of the underlying dynamical equation when at least 50\% data is used for training.
Dirichlet Diffusion Score Model for Biological Sequence Generation
Authors: Pavel Avdeyev, Chenlai Shi, Yuhao Tan, Kseniia Dudnyk, Jian Zhou
Date: 2023-05-18 00:00:00
Tasks: model

Designing biological sequences is an important challenge that requires satisfying complex constraints and thus is a natural problem to address with deep generative modeling. Diffusion generative models have achieved considerable success in many applications. Score-based generative stochastic differential equations (SDE) model is a continuous-time diffusion model framework that enjoys many benefits, but the originally proposed SDEs are not naturally designed for modeling discrete data. To develop generative SDE models for discrete data such as biological sequences, here we introduce a diffusion process defined in the probability simplex space with stationary distribution being the Dirichlet distribution. This makes diffusion in continuous space natural for modeling discrete data. We refer to this approach as Dirchlet diffusion score model. We demonstrate that this technique can generate samples that satisfy hard constraints using a Sudoku generation task. This generative model can also solve Sudoku, including hard puzzles, without additional training. Finally, we applied this approach to develop the first human promoter DNA sequence design model and showed that designed sequences share similar properties with natural promoter sequences.
Ranking the locations and predicting future crime occurrence by retrieving news from different Bangla online newspapers
Authors: Jumman Hossain, Rajib Chandra Das, Md. Ruhul Amin, Md. Saiful Islam
Date: 2023-05-18 00:00:00
Tasks: Crime Prediction, Keyword Extraction

There have thousands of crimes are happening daily all around. But people keep statistics only few of them, therefore crime rates are increasing day by day. The reason behind can be less concern or less statistics of previous crimes. It is much more important to observe the previous crime statistics for general people to make their outing decision and police for catching the criminals are taking steps to restrain the crimes and tourists to make their travelling decision. National institute of justice releases crime survey data for the country, but does not offer crime statistics up to Union or Thana level. Considering all of these cases we have come up with an approach which can give an approximation to people about the safety of a specific location with crime ranking of different areas locating the crimes on a map including a future crime occurrence prediction mechanism. Our approach relies on different online Bangla newspapers for crawling the crime data, stemming and keyword extraction, location finding algorithm, cosine similarity, naive Bayes classifier, and a custom crime prediction model
The Blessing of Heterogeneity in Federated Q-Learning: Linear Speedup and Beyond
Authors: Jiin Woo, Gauri Joshi, Yuejie Chi
Date: 2023-05-18 00:00:00
Tasks: Q-Learning, Reinforcement Learning (RL)

When the data used for reinforcement learning (RL) are collected by multiple agents in a distributed manner, federated versions of RL algorithms allow collaborative learning without the need for agents to share their local data. In this paper, we consider federated Q-learning, which aims to learn an optimal Q-function by periodically aggregating local Q-estimates trained on local data alone. Focusing on infinite-horizon tabular Markov decision processes, we provide sample complexity guarantees for both the synchronous and asynchronous variants of federated Q-learning. In both cases, our bounds exhibit a linear speedup with respect to the number of agents and near-optimal dependencies on other salient problem parameters. In the asynchronous setting, existing analyses of federated Q-learning, which adopt an equally weighted averaging of local Q-estimates, require that every agent covers the entire state-action space. In contrast, our improved sample complexity scales inverse proportionally to the minimum entry of the average stationary state-action occupancy distribution of all agents, thus only requiring the agents to collectively cover the entire state-action space, unveiling the blessing of heterogeneity in enabling collaborative learning by relaxing the coverage requirement of the single-agent case. However, its sample complexity still suffers when the local trajectories are highly heterogeneous. In response, we propose a novel federated Q-learning algorithm with importance averaging, giving larger weights to more frequently visited state-action pairs, which achieves a robust linear speedup as if all trajectories are centrally processed, regardless of the heterogeneity of local behavior policies.
Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance
Authors: Zheyu Zhang, Tianping Zhang, Jian Li
Date: 2023-05-18 00:00:00
Tasks: Feature Importance, feature selection

Gradient Boosting Decision Tree (GBDT) has achieved remarkable success in a wide variety of applications. The split finding algorithm, which determines the tree construction process, is one of the most crucial components of GBDT. However, the split finding algorithm has long been criticized for its bias towards features with a large number of potential splits. This bias introduces severe interpretability and overfitting issues in GBDT. To this end, we provide a fine-grained analysis of bias in GBDT and demonstrate that the bias originates from 1) the systematic bias in the gain estimation of each split and 2) the bias in the split finding algorithm resulting from the use of the same data to evaluate the split improvement and determine the best split. Based on the analysis, we propose unbiased gain, a new unbiased measurement of gain importance using out-of-bag samples. Moreover, we incorporate the unbiased property into the split finding algorithm and develop UnbiasedGBM to solve the overfitting issue of GBDT. We assess the performance of UnbiasedGBM and unbiased gain in a large-scale empirical study comprising 60 datasets and show that: 1) UnbiasedGBM exhibits better performance than popular GBDT implementations such as LightGBM, XGBoost, and Catboost on average on the 60 datasets and 2) unbiased gain achieves better average performance in feature selection than popular feature importance methods. The codes are available at https://github.com/ZheyuAqaZhang/UnbiasedGBM.
Gated Deeper Models are Effective Factor Learners
Authors: Jingjing Guo
Date: 2023-05-18 00:00:00

Precisely forecasting the excess returns of an asset (e.g., Tesla stock) is beneficial to all investors. However, the unpredictability of market dynamics, influenced by human behaviors, makes this a challenging task. In prior research, researcher have manually crafted among of factors as signals to guide their investing process. In contrast, this paper view this problem in a different perspective that we align deep learning model to combine those human designed factors to predict the trend of excess returns. To this end, we present a 5-layer deep neural network that generates more meaningful factors in a 2048-dimensional space. Modern network design techniques are utilized to enhance robustness training and reduce overfitting. Additionally, we propose a gated network that dynamically filters out noise-learned features, resulting in improved performance. We evaluate our model over 2,000 stocks from the China market with their recent three years records. The experimental results show that the proposed gated activation layer and the deep neural network could effectively overcome the problem. Specifically, the proposed gated activation layer and deep neural network contribute to the superior performance of our model. In summary, the proposed model exhibits promising results and could potentially benefit investors seeking to optimize their investment strategies.
Sampling, Diffusions, and Stochastic Localization
Authors: Andrea Montanari
Date: 2023-05-18 00:00:00
Tasks: Denoising

Diffusions are a successful technique to sample from high-dimensional distributions can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a sample from the target distribution and whose drift is typically represented as a neural network. Stochastic localization is a successful technique to prove mixing of Markov Chains and other functional inequalities in high dimension. An algorithmic version of stochastic localization was introduced in [EAMS2022], to obtain an algorithm that samples from certain statistical mechanics models. This notes have three objectives: (i) Generalize the construction [EAMS2022] to other stochastic localization processes; (ii) Clarify the connection between diffusions and stochastic localization. In particular we show that standard denoising diffusions are stochastic localizations but other examples that are naturally suggested by the proposed viewpoint; (iii) Describe some insights that follow from this viewpoint.
Black-Box Targeted Reward Poisoning Attack Against Online Deep Reinforcement Learning
Authors: Yinglun Xu, Gagandeep Singh
Date: 2023-05-18 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning

We propose the first black-box targeted attack against online deep reinforcement learning through reward poisoning during training time. Our attack is applicable to general environments with unknown dynamics learned by unknown algorithms and requires limited attack budgets and computational resources. We leverage a general framework and find conditions to ensure efficient attack under a general assumption of the learning algorithms. We show that our attack is optimal in our framework under the conditions. We experimentally verify that with limited budgets, our attack efficiently leads the learning agent to various target policies under a diverse set of popular DRL environments and state-of-the-art learners.
Posterior Inference on Shallow Infinitely Wide Bayesian Neural Networks under Weights with Unbounded Variance
Authors: Jorge Loría, Anindya Bhadra
Date: 2023-05-18 00:00:00
Tasks: Gaussian Processes, Uncertainty Quantification

From the classical and influential works of Neal (1996), it is known that the infinite width scaling limit of a Bayesian neural network with one hidden layer is a Gaussian process, when the network weights have bounded prior variance. Neal's result has been extended to networks with multiple hidden layers and to convolutional neural networks, also with Gaussian process scaling limits. The tractable properties of Gaussian processes then allow straightforward posterior inference and uncertainty quantification, considerably simplifying the study of the limit process compared to a network of finite width. Neural network weights with unbounded variance, however, pose unique challenges. In this case, the classical central limit theorem breaks down and it is well known that the scaling limit is an $\alpha$-stable process under suitable conditions. However, current literature is primarily limited to forward simulations under these processes and the problem of posterior inference under such a scaling limit remains largely unaddressed, unlike in the Gaussian process case. To this end, our contribution is an interpretable and computationally efficient procedure for posterior inference, using a conditionally Gaussian representation, that then allows full use of the Gaussian process machinery for tractable posterior inference and uncertainty quantification in the non-Gaussian regime.
Augmented Message Passing Stein Variational Gradient Descent
Authors: Jiankui Zhou, Yue Qiu
Date: 2023-05-18 00:00:00
Tasks: Bayesian Inference, Diversity

Stein Variational Gradient Descent (SVGD) is a popular particle-based method for Bayesian inference. However, its convergence suffers from the variance collapse, which reduces the accuracy and diversity of the estimation. In this paper, we study the isotropy property of finite particles during the convergence process and show that SVGD of finite particles cannot spread across the entire sample space. Instead, all particles tend to cluster around the particle center within a certain range and we provide an analytical bound for this cluster. To further improve the effectiveness of SVGD for high-dimensional problems, we propose the Augmented Message Passing SVGD (AUMP-SVGD) method, which is a two-stage optimization procedure that does not require sparsity of the target distribution, unlike the MP-SVGD method. Our algorithm achieves satisfactory accuracy and overcomes the variance collapse problem in various benchmark problems.
Modified Gauss-Newton Algorithms under Noise
Authors: Krishna Pillutla, Vincent Roulet, Sham Kakade, Zaid Harchaoui
Date: 2023-05-18 00:00:00
Tasks: Structured Prediction

Gauss-Newton methods and their stochastic version have been widely used in machine learning and signal processing. Their nonsmooth counterparts, modified Gauss-Newton or prox-linear algorithms, can lead to contrasting outcomes when compared to gradient descent in large-scale statistical settings. We explore the contrasting performance of these two classes of algorithms in theory on a stylized statistical example, and experimentally on learning problems including structured prediction. In theory, we delineate the regime where the quadratic convergence of the modified Gauss-Newton method is active under statistical noise. In the experiments, we underline the versatility of stochastic (sub)-gradient descent to minimize nonsmooth composite objectives.
Smoothing the Landscape Boosts the Signal for SGD: Optimal Sample Complexity for Learning Single Index Models
Date: 2023-05-18 00:00:00
Proceeding: NeurIPS 2023 11

We focus on the task of learning a single index model $\sigma(w^\star \cdot x)$ with respect to the isotropic Gaussian distribution in $d$ dimensions. Prior work has shown that the sample complexity of learning $w^\star$ is governed by the information exponent $k^\star$ of the link function $\sigma$, which is defined as the index of the first nonzero Hermite coefficient of $\sigma$. Ben Arous et al. (2021) showed that $n \gtrsim d^{k^\star-1}$ samples suffice for learning $w^\star$ and that this is tight for online SGD. However, the CSQ lower bound for gradient based methods only shows that $n \gtrsim d^{k^\star/2}$ samples are necessary. In this work, we close the gap between the upper and lower bounds by showing that online SGD on a smoothed loss learns $w^\star$ with $n \gtrsim d^{k^\star/2}$ samples. We also draw connections to statistical analyses of tensor PCA and to the implicit regularization effects of minibatch SGD on empirical losses.