pwc-archive/papers-with-abstracts huggingface dataset:
Conformal prediction for multi-dimensional time series by ellipsoidal sets
Authors: Chen Xu, Hanyang Jiang, Yao Xie
Date: 2024-03-06 00:00:00
Tasks: Conformal Prediction, Prediction, Prediction Intervals, Time Series, Uncertainty Quantification, valid

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building prediction intervals for univariate responses. In this work, we develop a sequential CP method called $\texttt{MultiDimSPCI}$ that builds prediction $\textit{regions}$ for a multivariate response, especially in the context of multivariate time series, which are not exchangeable. Theoretically, we estimate $\textit{finite-sample}$ high-probability bounds on the conditional coverage gap. Empirically, we demonstrate that $\texttt{MultiDimSPCI}$ maintains valid coverage on a wide range of multivariate time series while producing smaller prediction regions than CP and non-CP baselines.
Dexterous Legged Locomotion in Confined 3D Spaces with Reinforcement Learning
Authors: Zifan Xu, Amir Hossain Raj, Xuesu Xiao, Peter Stone
Date: 2024-03-06 00:00:00
Tasks: Deep Reinforcement Learning, Navigate, reinforcement-learning, Reinforcement Learning (RL)

Recent advances of locomotion controllers utilizing deep reinforcement learning (RL) have yielded impressive results in terms of achieving rapid and robust locomotion across challenging terrain, such as rugged rocks, non-rigid ground, and slippery surfaces. However, while these controllers primarily address challenges underneath the robot, relatively little research has investigated legged mobility through confined 3D spaces, such as narrow tunnels or irregular voids, which impose all-around constraints. The cyclic gait patterns resulted from existing RL-based methods to learn parameterized locomotion skills characterized by motion parameters, such as velocity and body height, may not be adequate to navigate robots through challenging confined 3D spaces, requiring both agile 3D obstacle avoidance and robust legged locomotion. Instead, we propose to learn locomotion skills end-to-end from goal-oriented navigation in confined 3D spaces. To address the inefficiency of tracking distant navigation goals, we introduce a hierarchical locomotion controller that combines a classical planner tasked with planning waypoints to reach a faraway global goal location, and an RL-based policy trained to follow these waypoints by generating low-level motion commands. This approach allows the policy to explore its own locomotion skills within the entire solution space and facilitates smooth transitions between local goals, enabling long-term navigation towards distant goals. In simulation, our hierarchical approach succeeds at navigating through demanding confined 3D environments, outperforming both pure end-to-end learning approaches and parameterized locomotion skills. We further demonstrate the successful real-world deployment of our simulation-trained controller on a real robot.
On the Effectiveness of Distillation in Mitigating Backdoors in Pre-trained Encoder
Authors: Tingxu Han, Shenghan Huang, Ziqi Ding, Weisong Sun, Yebo Feng, Chunrong Fang, Jun Li, Hanwei Qian, Cong Wu, Quanjun Zhang, Yang Liu, Zhenyu Chen
Date: 2024-03-06 00:00:00
Tasks: image-classification, Image Classification

In this paper, we study a defense against poisoned encoders in SSL called distillation, which is a defense used in supervised learning originally. Distillation aims to distill knowledge from a given model (a.k.a the teacher net) and transfer it to another (a.k.a the student net). Now, we use it to distill benign knowledge from poisoned pre-trained encoders and transfer it to a new encoder, resulting in a clean pre-trained encoder. In particular, we conduct an empirical study on the effectiveness and performance of distillation against poisoned encoders. Using two state-of-the-art backdoor attacks against pre-trained image encoders and four commonly used image classification datasets, our experimental results show that distillation can reduce attack success rate from 80.87% to 27.51% while suffering a 6.35% loss in accuracy. Moreover, we investigate the impact of three core components of distillation on performance: teacher net, student net, and distillation loss. By comparing 4 different teacher nets, 3 student nets, and 6 distillation losses, we find that fine-tuned teacher nets, warm-up-training-based student nets, and attention-based distillation loss perform best, respectively.
Feature Selection as Deep Sequential Generative Learning
Authors: Wangyang Ying, Dongjie Wang, Haifeng Chen, Yanjie Fu
Date: 2024-03-06 00:00:00
Tasks: feature selection

Feature selection aims to identify the most pattern-discriminative feature subset. In prior literature, filter (e.g., backward elimination) and embedded (e.g., Lasso) methods have hyperparameters (e.g., top-K, score thresholding) and tie to specific models, thus, hard to generalize; wrapper methods search a feature subset in a huge discrete space and is computationally costly. To transform the way of feature selection, we regard a selected feature subset as a selection decision token sequence and reformulate feature selection as a deep sequential generative learning task that distills feature knowledge and generates decision sequences. Our method includes three steps: (1) We develop a deep variational transformer model over a joint of sequential reconstruction, variational, and performance evaluator losses. Our model can distill feature selection knowledge and learn a continuous embedding space to map feature selection decision sequences into embedding vectors associated with utility scores. (2) We leverage the trained feature subset utility evaluator as a gradient provider to guide the identification of the optimal feature subset embedding;(3) We decode the optimal feature subset embedding to autoregressively generate the best feature selection decision sequence with autostop. Extensive experimental results show this generative perspective is effective and generic, without large discrete search space and expert-specific hyperparameters.
An L-BFGS-B approach for linear and nonlinear system identification under $\ell_1$ and group-Lasso regularization
Authors: Alberto Bemporad
Date: 2024-03-06 00:00:00
Tasks: State Space Models, subspace methods

In this paper, we propose a very efficient numerical method based on the L-BFGS-B algorithm for identifying linear and nonlinear discrete-time state-space models, possibly under $\ell_1$ and group-Lasso regularization for reducing model complexity. For the identification of linear models, we show that, compared to classical linear subspace methods, the approach often provides better results, is much more general in terms of the loss and regularization terms used (such as penalties for enforcing system stability), and is also more stable from a numerical point of view. The proposed method not only enriches the existing set of linear system identification tools but can also be applied to identifying a very broad class of parametric nonlinear state-space models, including recurrent neural networks. We illustrate the approach on synthetic and experimental datasets and apply it to solve a challenging industrial robot benchmark for nonlinear multi-input/multi-output system identification. A Python implementation of the proposed identification method is available in the package jax-sysid, available at https://github.com/bemporad/jax-sysid.
Targeted Variance Reduction: Robust Bayesian Optimization of Black-Box Simulators with Noise Parameters
Authors: John Joshua Miller, Simon Mak
Date: 2024-03-06 00:00:00
Tasks: Bayesian Optimization, Robust Design

The optimization of a black-box simulator over control parameters $\mathbf{x}$ arises in a myriad of scientific applications. In such applications, the simulator often takes the form $f(\mathbf{x},\boldsymbol{\theta})$, where $\boldsymbol{\theta}$ are parameters that are uncertain in practice. Robust optimization aims to optimize the objective $\mathbb{E}[f(\mathbf{x},\boldsymbol{\Theta})]$, where $\boldsymbol{\Theta} \sim \mathcal{P}$ is a random variable that models uncertainty on $\boldsymbol{\theta}$. For this, existing black-box methods typically employ a two-stage approach for selecting the next point $(\mathbf{x},\boldsymbol{\theta})$, where $\mathbf{x}$ and $\boldsymbol{\theta}$ are optimized separately via different acquisition functions. As such, these approaches do not employ a joint acquisition over $(\mathbf{x},\boldsymbol{\theta})$, and thus may fail to fully exploit control-to-noise interactions for effective robust optimization. To address this, we propose a new Bayesian optimization method called Targeted Variance Reduction (TVR). The TVR leverages a novel joint acquisition function over $(\mathbf{x},\boldsymbol{\theta})$, which targets variance reduction on the objective within the desired region of improvement. Under a Gaussian process surrogate on $f$, the TVR acquisition can be evaluated in closed form, and reveals an insightful exploration-exploitation-precision trade-off for robust black-box optimization. The TVR can further accommodate a broad class of non-Gaussian distributions on $\mathcal{P}$ via a careful integration of normalizing flows. We demonstrate the improved performance of TVR over the state-of-the-art in a suite of numerical experiments and an application to the robust design of automobile brake discs under operational uncertainty.
Incentivized Learning in Principal-Agent Bandit Games
Authors: Antoine Scheid, Daniil Tiapkin, Etienne Boursier, Aymeric Capitaine, El Mahdi El Mhamdi, Eric Moulines, Michael I. Jordan, Alain Durmus
Date: 2024-03-06 00:00:00

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the agent. However, the principal can influence the agent's decisions by offering incentives which add up to his rewards. The principal aims to iteratively learn an incentive policy to maximize her own total utility. This framework extends usual bandit problems and is motivated by several practical applications, such as healthcare or ecological taxation, where traditionally used mechanism design theories often overlook the learning aspect of the problem. We present nearly optimal (with respect to a horizon $T$) learning algorithms for the principal's regret in both multi-armed and linear contextual settings. Finally, we support our theoretical guarantees through numerical experiments.
Neural Exec: Learning (and Learning from) Execution Triggers for Prompt Injection Attacks
Authors: Dario Pasquini, Martin Strohmeier, Carmela Troncoso
Date: 2024-03-06 00:00:00
Tasks: RAG, Retrieval, Retrieval-augmented Generation

We introduce a new family of prompt injection attacks, termed Neural Exec. Unlike known attacks that rely on handcrafted strings (e.g., "Ignore previous instructions and..."), we show that it is possible to conceptualize the creation of execution triggers as a differentiable search problem and use learning-based methods to autonomously generate them. Our results demonstrate that a motivated adversary can forge triggers that are not only drastically more effective than current handcrafted ones but also exhibit inherent flexibility in shape, properties, and functionality. In this direction, we show that an attacker can design and generate Neural Execs capable of persisting through multi-stage preprocessing pipelines, such as in the case of Retrieval-Augmented Generation (RAG)-based applications. More critically, our findings show that attackers can produce triggers that deviate markedly in form and shape from any known attack, sidestepping existing blacklist-based detection and sanitation approaches.
A machine learning workflow to address credit default prediction
Authors: Rambod Rahmani, Marco Parola, Mario G. C. A. Cimino
Date: 2024-03-06 00:00:00
Tasks: Hyperparameter Optimization, Missing Values, Prediction

Due to the recent increase in interest in Financial Technology (FinTech), applications like credit default prediction (CDP) are gaining significant industrial and academic attention. In this regard, CDP plays a crucial role in assessing the creditworthiness of individuals and businesses, enabling lenders to make informed decisions regarding loan approvals and risk management. In this paper, we propose a workflow-based approach to improve CDP, which refers to the task of assessing the probability that a borrower will default on his or her credit obligations. The workflow consists of multiple steps, each designed to leverage the strengths of different techniques featured in machine learning pipelines and, thus best solve the CDP task. We employ a comprehensive and systematic approach starting with data preprocessing using Weight of Evidence encoding, a technique that ensures in a single-shot data scaling by removing outliers, handling missing values, and making data uniform for models working with different data types. Next, we train several families of learning models, introducing ensemble techniques to build more robust models and hyperparameter optimization via multi-objective genetic algorithms to consider both predictive accuracy and financial aspects. Our research aims at contributing to the FinTech industry in providing a tool to move toward more accurate and reliable credit risk assessment, benefiting both lenders and borrowers.
Verified Training for Counterfactual Explanation Robustness under Data Shift
Authors: Anna P. Meyer, Yuhao Zhang, Aws Albarghouthi, Loris D'Antoni
Date: 2024-03-06 00:00:00
Tasks: counterfactual, Counterfactual Explanation

Counterfactual explanations (CEs) enhance the interpretability of machine learning models by describing what changes to an input are necessary to change its prediction to a desired class. These explanations are commonly used to guide users' actions, e.g., by describing how a user whose loan application was denied can be approved for a loan in the future. Existing approaches generate CEs by focusing on a single, fixed model, and do not provide any formal guarantees on the CEs' future validity. When models are updated periodically to account for data shift, if the generated CEs are not robust to the shifts, users' actions may no longer have the desired impacts on their predictions. This paper introduces VeriTraCER, an approach that jointly trains a classifier and an explainer to explicitly consider the robustness of the generated CEs to small model shifts. VeriTraCER optimizes over a carefully designed loss function that ensures the verifiable robustness of CEs to local model updates, thus providing deterministic guarantees to CE validity. Our empirical evaluation demonstrates that VeriTraCER generates CEs that (1) are verifiably robust to small model updates and (2) display competitive robustness to state-of-the-art approaches in handling empirical model updates including random initialization, leave-one-out, and distribution shifts.
AcceleratedLiNGAM: Learning Causal DAGs at the speed of GPUs
Authors: Victor Akinwande, J. Zico Kolter
Date: 2024-03-06 00:00:00
Tasks: Causal Discovery, Causal Inference, Combinatorial Optimization, GPU

Existing causal discovery methods based on combinatorial optimization or search are slow, prohibiting their application on large-scale datasets. In response, more recent methods attempt to address this limitation by formulating causal discovery as structure learning with continuous optimization but such approaches thus far provide no statistical guarantees. In this paper, we show that by efficiently parallelizing existing causal discovery methods, we can in fact scale them to thousands of dimensions, making them practical for substantially larger-scale problems. In particular, we parallelize the LiNGAM method, which is quadratic in the number of variables, obtaining up to a 32-fold speed-up on benchmark datasets when compared with existing sequential implementations. Specifically, we focus on the causal ordering subprocedure in DirectLiNGAM and implement GPU kernels to accelerate it. This allows us to apply DirectLiNGAM to causal inference on large-scale gene expression data with genetic interventions yielding competitive results compared with specialized continuous optimization methods, and Var-LiNGAM for causal discovery on U.S. stock data.
Joint Sparsity Pattern Learning Based Channel Estimation for Massive MIMO-OTFS Systems
Authors: Kuo Meng, Shaoshi Yang, Xiao-Yang Wang, Yan Bu, Yurong Tang, Jianhua Zhang, Lajos Hanzo
Date: 2024-03-06 00:00:00

We propose a channel estimation scheme based on joint sparsity pattern learning (JSPL) for massive multi-input multi-output (MIMO) orthogonal time-frequency-space (OTFS) modulation aided systems. By exploiting the potential joint sparsity of the delay-Doppler-angle (DDA) domain channel, the channel estimation problem is transformed into a sparse recovery problem. To solve it, we first apply the spike and slab prior model to iteratively estimate the support set of the channel matrix, and a higher-accuracy parameter update rule relying on the identified support set is introduced into the iteration. Then the specific values of the channel elements corresponding to the support set are estimated by the orthogonal matching pursuit (OMP) method. Both our simulation results and analysis demonstrate that the proposed JSPL channel estimation scheme achieves an improved performance over the representative state-of-the-art baseline schemes, despite its reduced pilot overhead.
Predicting the Temperature Dependence of Surfactant CMCs Using Graph Neural Networks
Authors: Christoforos Brozos, Jan G. Rittig, Sandip Bhattacharya, Elie Akanny, Christina Kohlmann, Alexander Mitsos
Date: 2024-03-06 00:00:00

The critical micelle concentration (CMC) of surfactant molecules is an essential property for surfactant applications in industry. Recently, classical QSPR and Graph Neural Networks (GNNs), a deep learning technique, have been successfully applied to predict the CMC of surfactants at room temperature. However, these models have not yet considered the temperature dependency of the CMC, which is highly relevant for practical applications. We herein develop a GNN model for temperature-dependent CMC prediction of surfactants. We collect about 1400 data points from public sources for all surfactant classes, i.e., ionic, nonionic, and zwitterionic, at multiple temperatures. We test the predictive quality of the model for following scenarios: i) when CMC data for surfactants are present in the training of the model in at least one different temperature, and ii) CMC data for surfactants are not present in the training, i.e., generalizing to unseen surfactants. In both test scenarios, our model exhibits a high predictive performance of R$^2 \geq $ 0.94 on test data. We also find that the model performance varies by surfactant class. Finally, we evaluate the model for sugar-based surfactants with complex molecular structures, as these represent a more sustainable alternative to synthetic surfactants and are therefore of great interest for future applications in the personal and home care industries.
Parameterized quantum comb and simpler circuits for reversing unknown qubit-unitary operations
Authors: Yin Mo, Lei Zhang, Yu-Ao Chen, Yingjian Liu, Tengxiang Lin, Xin Wang
Date: 2024-03-06 00:00:00
Tasks: Quantum Machine Learning

Quantum combs play a vital role in characterizing and transforming quantum processes, with wide-ranging applications in quantum information processing. However, obtaining the explicit quantum circuit for the desired quantum comb remains a challenging problem. We propose PQComb, a novel framework that employs parameterized quantum circuits (PQCs) or quantum neural networks to harness the full potential of quantum combs for diverse quantum process transformation tasks. This method is well-suited for near-term quantum devices and can be applied to various tasks in quantum machine learning. As a notable application, we present two streamlined protocols for the time-reversal simulation of unknown qubit unitary evolutions, reducing the ancilla qubit overhead from six to three compared to the previous best-known method. We also extend PQComb to solve the problems of qutrit unitary transformation and channel discrimination. Furthermore, we demonstrate the hardware efficiency and robustness of our qubit unitary inversion protocol under realistic noise simulations of IBM-Q superconducting quantum hardware, yielding a significant improvement in average similarity over the previous protocol under practical regimes. PQComb's versatility and potential for broader applications in quantum machine learning pave the way for more efficient and practical solutions to complex quantum tasks.
Probabilistic Topic Modelling with Transformer Representations
Authors: Arik Reuter, Anton Thielmann, Christoph Weisser, Benjamin Säfken, Thomas Kneib
Date: 2024-03-06 00:00:00
Tasks: Diversity

Topic modelling was mostly dominated by Bayesian graphical models during the last decade. With the rise of transformers in Natural Language Processing, however, several successful models that rely on straightforward clustering approaches in transformer-based embedding spaces have emerged and consolidated the notion of topics as clusters of embedding vectors. We propose the Transformer-Representation Neural Topic Model (TNTM), which combines the benefits of topic representations in transformer-based embedding spaces and probabilistic modelling. Therefore, this approach unifies the powerful and versatile notion of topics based on transformer embeddings with fully probabilistic modelling, as in models such as Latent Dirichlet Allocation (LDA). We utilize the variational autoencoder (VAE) framework for improved inference speed and modelling flexibility. Experimental results show that our proposed model achieves results on par with various state-of-the-art approaches in terms of embedding coherence while maintaining almost perfect topic diversity. The corresponding source code is available at https://github.com/ArikReuter/TNTM.
Online model error correction with neural networks: application to the Integrated Forecasting System
Authors: Alban Farchi, Marcin Chrust, Marc Bocquet, Massimo Bonavita
Date: 2024-03-06 00:00:00
Tasks: Prediction

In recent years, there has been significant progress in the development of fully data-driven global numerical weather prediction models. These machine learning weather prediction models have their strength, notably accuracy and low computational requirements, but also their weakness: they struggle to represent fundamental dynamical balances, and they are far from being suitable for data assimilation experiments. Hybrid modelling emerges as a promising approach to address these limitations. Hybrid models integrate a physics-based core component with a statistical component, typically a neural network, to enhance prediction capabilities. In this article, we propose to develop a model error correction for the operational Integrated Forecasting System (IFS) of the European Centre for Medium-Range Weather Forecasts using a neural network. The neural network is initially pre-trained offline using a large dataset of operational analyses and analysis increments. Subsequently, the trained network is integrated into the IFS within the Object-Oriented Prediction System (OOPS) so as to be used in data assimilation and forecast experiments. It is then further trained online using a recently developed variant of weak-constraint 4D-Var. The results show that the pre-trained neural network already provides a reliable model error correction, which translates into reduced forecast errors in many conditions and that the online training further improves the accuracy of the hybrid model in many conditions.