pwc-archive/papers-with-abstracts huggingface dataset:
AirGapAgent: Protecting Privacy-Conscious Conversational Agents
Authors: Eugene Bagdasarian, Ren Yi, Sahra Ghalebikesabi, Peter Kairouz, Marco Gruteser, Sewoong Oh, Borja Balle, Daniel Ramage
Date: 2024-05-08 00:00:00
Tasks: Language Modeling, Language Modelling, Large Language Model

The growing use of large language model (LLM)-based conversational agents to manage sensitive user data raises significant privacy concerns. While these agents excel at understanding and acting on context, this capability can be exploited by malicious actors. We introduce a novel threat model where adversarial third-party apps manipulate the context of interaction to trick LLM-based agents into revealing private information not relevant to the task at hand. Grounded in the framework of contextual integrity, we introduce AirGapAgent, a privacy-conscious agent designed to prevent unintended data leakage by restricting the agent's access to only the data necessary for a specific task. Extensive experiments using Gemini, GPT, and Mistral models as agents validate our approach's effectiveness in mitigating this form of context hijacking while maintaining core agent functionality. For example, we show that a single-query context hijacking attack on a Gemini Ultra agent reduces its ability to protect user data from 94% to 45%, while an AirGapAgent achieves 97% protection, rendering the same attack ineffective.
Custom Gradient Estimators are Straight-Through Estimators in Disguise
Authors: Matt Schoenbauer, Daniele Moro, Lukasz Lew, Andrew Howard
Date: 2024-05-08 00:00:00
Tasks: Quantization

Quantization-aware training comes with a fundamental challenge: the derivative of quantization functions such as rounding are zero almost everywhere and nonexistent elsewhere. Various differentiable approximations of quantization functions have been proposed to address this issue. In this paper, we prove that when the learning rate is sufficiently small, a large class of weight gradient estimators is equivalent with the straight through estimator (STE). Specifically, after swapping in the STE and adjusting both the weight initialization and the learning rate in SGD, the model will train in almost exactly the same way as it did with the original gradient estimator. Moreover, we show that for adaptive learning rate algorithms like Adam, the same result can be seen without any modifications to the weight initialization and learning rate. We experimentally show that these results hold for both a small convolutional model trained on the MNIST dataset and for a ResNet50 model trained on ImageNet.
Data-Error Scaling in Machine Learning on Natural Discrete Combinatorial Mutation-prone Sets: Case Studies on Peptides and Small Molecules
Authors: Vanni Doffini, O. Anatole von Lilienfeld, Michael A. Nash
Date: 2024-05-08 00:00:00
Tasks: Learning Theory

We investigate trends in the data-error scaling behavior of machine learning (ML) models trained on discrete combinatorial spaces that are prone-to-mutation, such as proteins or organic small molecules. We trained and evaluated kernel ridge regression machines using variable amounts of computationally generated training data. Our synthetic datasets comprise i) two na\"ive functions based on many-body theory; ii) binding energy estimates between a protein and a mutagenised peptide; and iii) solvation energies of two 6-heavy atom structural graphs. In contrast to typical data-error scaling, our results showed discontinuous monotonic phase transitions during learning, observed as rapid drops in the test error at particular thresholds of training data. We observed two learning regimes, which we call saturated and asymptotic decay, and found that they are conditioned by the level of complexity (i.e. number of mutations) enclosed in the training set. We show that during training on this class of problems, the predictions were clustered by the ML models employed in the calibration plots. Furthermore, we present an alternative strategy to normalize learning curves (LCs) and the concept of mutant based shuffling. This work has implications for machine learning on mutagenisable discrete spaces such as chemical properties or protein phenotype prediction, and improves basic understanding of concepts in statistical learning theory.
Biology-inspired joint distribution neurons based on Hierarchical Correlation Reconstruction allowing for multidirectional neural networks
Authors: Jarek Duda
Date: 2024-05-08 00:00:00
Tasks: Tensor Decomposition, Value prediction

Biological neural networks seem qualitatively superior (e.g. in learning, flexibility, robustness) to current artificial like Multi-Layer Perceptron (MLP) or Kolmogorov-Arnold Network (KAN). Simultaneously, in contrast to them: biological have fundamentally multidirectional signal propagation \cite{axon}, also of probability distributions e.g. for uncertainty estimation, and are believed not being able to use standard backpropagation training \cite{backprop}. There are proposed novel artificial neurons based on HCR (Hierarchical Correlation Reconstruction) allowing to remove the above low level differences: with neurons containing local joint distribution model (of its connections), representing joint density on normalized variables as just linear combination of $(f_\mathbf{j})$ orthonormal polynomials: $\rho(\mathbf{x})=\sum_{\mathbf{j}\in B} a_\mathbf{j} f_\mathbf{j}(\mathbf{x})$ for $\mathbf{x} \in [0,1]^d$ and $B\subset \mathbb{N}^d$ some chosen basis. By various index summations of such $(a_\mathbf{j})_{\mathbf{j}\in B}$ tensor as neuron parameters, we get simple formulas for e.g. conditional expected values for propagation in any direction, like $E[x|y,z]$, $E[y|x]$, which degenerate to KAN-like parametrization if restricting to pairwise dependencies. Such HCR network can also propagate probability distributions (also joint) like $\rho(y,z|x)$. It also allows for additional training approaches, like direct $(a_\mathbf{j})$ estimation, through tensor decomposition, or more biologically plausible information bottleneck training: layers directly influencing only neighbors, optimizing content to maximize information about the next layer, and minimizing about the previous to remove noise, extract crucial information.
Robust deep learning from weakly dependent data
Authors: William Kengne, Modou Wade
Date: 2024-05-08 00:00:00
Tasks: Deep Learning

Recent developments on deep learning established some theoretical properties of deep neural networks estimators. However, most of the existing works on this topic are restricted to bounded loss functions or (sub)-Gaussian or bounded input. This paper considers robust deep learning from weakly dependent observations, with unbounded loss function and unbounded input/output. It is only assumed that the output variable has a finite $r$ order moment, with $r >1$. Non asymptotic bounds for the expected excess risk of the deep neural network estimator are established under strong mixing, and $\psi$-weak dependence assumptions on the observations. We derive a relationship between these bounds and $r$, and when the data have moments of any order (that is $r=\infty$), the convergence rate is close to some well-known results. When the target predictor belongs to the class of H\"older smooth functions with sufficiently large smoothness index, the rate of the expected excess risk for exponentially strongly mixing data is close to or as same as those for obtained with i.i.d. samples. Application to robust nonparametric regression and robust nonparametric autoregression are considered. The simulation study for models with heavy-tailed errors shows that, robust estimators with absolute loss and Huber loss function outperform the least squares method.
Sparse-PGD: A Unified Framework for Sparse Adversarial Perturbations Generation
Authors: Xuyang Zhong, Chen Liu
Date: 2024-05-08 00:00:00

This work studies sparse adversarial perturbations, including both unstructured and structured ones. We propose a framework based on a white-box PGD-like attack method named Sparse-PGD to effectively and efficiently generate such perturbations. Furthermore, we combine Sparse-PGD with a black-box attack to comprehensively and more reliably evaluate the models' robustness against unstructured and structured sparse adversarial perturbations. Moreover, the efficiency of Sparse-PGD enables us to conduct adversarial training to build robust models against various sparse perturbations. Extensive experiments demonstrate that our proposed attack algorithm exhibits strong performance in different scenarios. More importantly, compared with other robust models, our adversarially trained model demonstrates state-of-the-art robustness against various sparse attacks.
Multi-fidelity Hamiltonian Monte Carlo
Authors: Dhruv V. Patel, Jonghyun Lee, Matthew W. Farthing, Peter K. Kitanidis, Eric F. Darve
Date: 2024-05-08 00:00:00

Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art Markov chain Monte Carlo technique, exploiting the shape of such high-dimensional target distributions to efficiently generate samples. Despite its impressive empirical success and increasing popularity, its wide-scale adoption remains limited due to the high computational cost of gradient calculation. Moreover, applying this method is impossible when the gradient of the posterior cannot be computed (for example, with black-box simulators). To overcome these challenges, we propose a novel two-stage Hamiltonian Monte Carlo algorithm with a surrogate model. In this multi-fidelity algorithm, the acceptance probability is computed in the first stage via a standard HMC proposal using an inexpensive differentiable surrogate model, and if the proposal is accepted, the posterior is evaluated in the second stage using the high-fidelity (HF) numerical solver. Splitting the standard HMC algorithm into these two stages allows for approximating the gradient of the posterior efficiently, while producing accurate posterior samples by using HF numerical solvers in the second stage. We demonstrate the effectiveness of this algorithm for a range of problems, including linear and nonlinear Bayesian inverse problems with in-silico data and experimental data. The proposed algorithm is shown to seamlessly integrate with various low-fidelity and HF models, priors, and datasets. Remarkably, our proposed method outperforms the traditional HMC algorithm in both computational and statistical efficiency by several orders of magnitude, all while retaining or improving the accuracy in computed posterior statistics.
Learning Structural Causal Models through Deep Generative Models: Methods, Guarantees, and Challenges
Authors: Audrey Poinsot, Alessandro Leite, Nicolas Chesneau, Michèle Sébag, Marc Schoenauer
Date: 2024-05-08 00:00:00
Tasks: counterfactual

This paper provides a comprehensive review of deep structural causal models (DSCMs), particularly focusing on their ability to answer counterfactual queries using observational data within known causal structures. It delves into the characteristics of DSCMs by analyzing the hypotheses, guarantees, and applications inherent to the underlying deep learning components and structural causal models, fostering a finer understanding of their capabilities and limitations in addressing different counterfactual queries. Furthermore, it highlights the challenges and open questions in the field of deep structural causal modeling. It sets the stages for researchers to identify future work directions and for practitioners to get an overview in order to find out the most appropriate methods for their needs.
Concrete Dense Network for Long-Sequence Time Series Clustering
Authors: Redemptor Jr Laceda Taloma, Patrizio Pisani, Danilo Comminiello
Date: 2024-05-08 00:00:00
Tasks: Clustering, Deep Clustering, Time Series, Time Series Clustering

Time series clustering is fundamental in data analysis for discovering temporal patterns. Despite recent advancements, learning cluster-friendly representations is still challenging, particularly with long and complex time series. Deep temporal clustering methods have been trying to integrate the canonical k-means into end-to-end training of neural networks but fall back on surrogate losses due to the non-differentiability of the hard cluster assignment, yielding sub-optimal solutions. In addition, the autoregressive strategy used in the state-of-the-art RNNs is subject to error accumulation and slow training, while recent research findings have revealed that Transformers are less effective due to time points lacking semantic meaning, to the permutation invariance of attention that discards the chronological order and high computation cost. In light of these observations, we present LoSTer which is a novel dense autoencoder architecture for the long-sequence time series clustering problem (LSTC) capable of optimizing the k-means objective via the Gumbel-softmax reparameterization trick and designed specifically for accurate and fast clustering of long time series. Extensive experiments on numerous benchmark datasets and two real-world applications prove the effectiveness of LoSTer over state-of-the-art RNNs and Transformer-based deep clustering methods.
Dynamic Data Layout Optimization with Worst-case Guarantees
Authors: Kexin Rong, Paul Liu, Sarah Ashok Sonje, Moses Charikar
Date: 2024-05-08 00:00:00

Many data analytics systems store and process large datasets in partitions containing millions of rows. By mapping rows to partitions in an optimized way, it is possible to improve query performance by skipping over large numbers of irrelevant partitions during query processing. This mapping is referred to as a data layout. Recent works have shown that customizing the data layout to the anticipated query workload greatly improves query performance, but the performance benefits may disappear if the workload changes. Reorganizing data layouts to accommodate workload drift can resolve this issue, but reorganization costs could exceed query savings if not done carefully. In this paper, we present an algorithmic framework OReO that makes online reorganization decisions to balance the benefits of improved query performance with the costs of reorganization. Our framework extends results from Metrical Task Systems to provide a tight bound on the worst-case performance guarantee for online reorganization, without prior knowledge of the query workload. Through evaluation on real-world datasets and query workloads, our experiments demonstrate that online reorganization with OReO can lead to an up to 32% improvement in combined query and reorganization time compared to using a single, optimized data layout for the entire workload.
A Sparse Tensor Generator with Efficient Feature Extraction
Authors: Tugba Torun, Ameer Taweel, Didem Unat
Date: 2024-05-08 00:00:00

Sparse tensor operations are increasingly important in diverse applications such as social networks, deep learning, diagnosis, crime, and review analysis. However, a major obstacle in sparse tensor research is the lack of large-scale sparse tensor datasets. Another challenge lies in analyzing sparse tensor features, which are essential not only for understanding the nonzero pattern but also for selecting the most suitable storage format, decomposition algorithm, and reordering methods. However, due to the large size of real-world tensors, even extracting these features can be computationally expensive without careful optimization. To address these limitations, we have developed a smart sparse tensor generator that replicates key characteristics of real sparse tensors. Additionally, we propose efficient methods for extracting a comprehensive set of sparse tensor features. The effectiveness of our generator is validated through the quality of extracted features and the performance of decomposition on the generated tensors. Both the sparse tensor feature extractor and the tensor generator are open source with all the artifacts available at https://github.com/sparcityeu/FeaTensor and https://github.com/sparcityeu/GenTensor, respectively.
Fault Identification Enhancement with Reinforcement Learning (FIERL)
Authors: Valentina Zaccaria, Davide Sartor, Simone Del Favero, Gian Antonio Susto
Date: 2024-05-08 00:00:00
Tasks: Fault Detection, Fault Diagnosis, reinforcement-learning, Reinforcement Learning

This letter presents a novel approach in the field of Active Fault Detection (AFD), by explicitly separating the task into two parts: Passive Fault Detection (PFD) and control input design. This formulation is very general, and most existing AFD literature can be viewed through this lens. By recognizing this separation, PFD methods can be leveraged to provide components that make efficient use of the available information, while the control input is designed in order to optimize the gathering of information. The core contribution of this work is FIERL, a general simulation-based approach for the design of such control strategies, using Constrained Reinforcement Learning (CRL) to optimize the performance of arbitrary passive detectors. The control policy is learned without the need of knowing the passive detector inner workings, making FIERL broadly applicable. However, it is especially useful when paired with the design of an efficient passive component. Unlike most AFD approaches, FIERL can handle fairly complex scenarios such as continuous sets of fault modes. The effectiveness of FIERL is tested on a benchmark problem for actuator fault diagnosis, where FIERL is shown to be fairly robust, being able to generalize to fault dynamics not seen in training.
Fast Computation of Leave-One-Out Cross-Validation for $k$-NN Regression
Authors: Motonobu Kanagawa
Date: 2024-05-08 00:00:00
Tasks: regression

We describe a fast computation method for leave-one-out cross-validation (LOOCV) for $k$-nearest neighbours ($k$-NN) regression. We show that, under a tie-breaking condition for nearest neighbours, the LOOCV estimate of the mean square error for $k$-NN regression is identical to the mean square error of $(k+1)$-NN regression evaluated on the training data, multiplied by the scaling factor $(k+1)^2/k^2$. Therefore, to compute the LOOCV score, one only needs to fit $(k+1)$-NN regression only once, and does not need to repeat training-validation of $k$-NN regression for the number of training data. Numerical experiments confirm the validity of the fast computation method.
Learning with Posterior Sampling for Revenue Management under Time-varying Demand
Authors: Kazuma Shimizu, Junya Honda, Shinji Ito, Shinji Nakadai
Date: 2024-05-08 00:00:00
Tasks: Management

This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline and retail industries. In particular, the time-varying demand has not been well studied under scenarios of unknown demand due to the difficulty of jointly managing the remaining inventory and estimating the demand. To tackle this challenge, we first introduce an episodic generalization of the RM problem motivated by typical application scenarios. We then propose a computationally efficient algorithm based on posterior sampling, which effectively optimizes prices by solving linear programming. We derive a Bayesian regret upper bound of this algorithm for general models where demand parameters can be correlated between time periods, while also deriving a regret lower bound for generic algorithms. Our empirical study shows that the proposed algorithm performs better than other benchmark algorithms and comparably to the optimal policy in hindsight. We also propose a heuristic modification of the proposed algorithm, which further efficiently learns the pricing policy in the experiments.
Imbalanced Graph Classification with Multi-scale Oversampling Graph Neural Networks
Authors: Rongrong Ma, Guansong Pang, Ling Chen
Date: 2024-05-08 00:00:00
Tasks: Graph Classification, Graph Learning, Graph Neural Network, Graph Representation Learning, Representation Learning

One main challenge in imbalanced graph classification is to learn expressive representations of the graphs in under-represented (minority) classes. Existing generic imbalanced learning methods, such as oversampling and imbalanced learning loss functions, can be adopted for enabling graph representation learning models to cope with this challenge. However, these methods often directly operate on the graph representations, ignoring rich discriminative information within the graphs and their interactions. To tackle this issue, we introduce a novel multi-scale oversampling graph neural network (MOSGNN) that learns expressive minority graph representations based on intra- and inter-graph semantics resulting from oversampled graphs at multiple scales - subgraph, graph, and pairwise graphs. It achieves this by jointly optimizing subgraph-level, graph-level, and pairwise-graph learning tasks to learn the discriminative information embedded within and between the minority graphs. Extensive experiments on 16 imbalanced graph datasets show that MOSGNN i) significantly outperforms five state-of-the-art models, and ii) offers a generic framework, in which different advanced imbalanced learning loss functions can be easily plugged in and obtain significantly improved classification performance.
Gödel Number based Clustering Algorithm with Decimal First Degree Cellular Automata
Authors: Vicky Vikrant, Narodia Parth P, Kamalika Bhattacharjee
Date: 2024-05-08 00:00:00
Tasks: Clustering

In this paper, a decimal first degree cellular automata (FDCA) based clustering algorithm is proposed where clusters are created based on reachability. Cyclic spaces are created and configurations which are in the same cycle are treated as the same cluster. Here, real-life data objects are encoded into decimal strings using G\"odel number based encoding. The benefits of the scheme is, it reduces the encoded string length while maintaining the features properties. Candidate CA rules are identified based on some theoretical criteria such as self-replication and information flow. An iterative algorithm is developed to generate the desired number of clusters over three stages. The results of the clustering are evaluated based on benchmark clustering metrics such as Silhouette score, Davis Bouldin, Calinski Harabasz and Dunn Index. In comparison with the existing state-of-the-art clustering algorithms, our proposed algorithm gives better performance.
Regime Learning for Differentiable Particle Filters
Authors: John-Joseph Brady, Yuhui Luo, Wenwu Wang, Victor Elvira, Yunpeng Li
Date: 2024-05-08 00:00:00
Tasks: State Space Models

Differentiable particle filters are an emerging class of models that combine sequential Monte Carlo techniques with the flexibility of neural networks to perform state space inference. This paper concerns the case where the system may switch between a finite set of state-space models, i.e. regimes. No prior approaches effectively learn both the individual regimes and the switching process simultaneously. In this paper, we propose the neural network based regime learning differentiable particle filter (RLPF) to address this problem. We further design a training procedure for the RLPF and other related algorithms. We demonstrate competitive performance compared to the previous state-of-the-art algorithms on a pair of numerical experiments.