pwc-archive/papers-with-abstracts huggingface dataset:
Tensor cumulants for statistical inference on invariant distributions
Authors: Dmitriy Kunisky, Cristopher Moore, Alexander S. Wein
Date: 2024-04-29 00:00:00
Tasks: Tensor Networks

Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretically possible, but (conjecturally) computationally intractable. A canonical such problem is Tensor PCA, where we observe a tensor $Y$ consisting of a rank-one signal plus Gaussian noise. Multiple lines of work suggest that Tensor PCA becomes computationally hard at a critical value of the signal's magnitude. In particular, below this transition, no low-degree polynomial algorithm can detect the signal with high probability; conversely, various spectral algorithms are known to succeed above this transition. We unify and extend this work by considering tensor networks, orthogonally invariant polynomials where multiple copies of $Y$ are "contracted" to produce scalars, vectors, matrices, or other tensors. We define a new set of objects, tensor cumulants, which provide an explicit, near-orthogonal basis for invariant polynomials of a given degree. This basis lets us unify and strengthen previous results on low-degree hardness, giving a combinatorial explanation of the hardness transition and of a continuum of subexponential-time algorithms that work below it, and proving tight lower bounds against low-degree polynomials for recovering rather than just detecting the signal. It also lets us analyze a new problem of distinguishing between different tensor ensembles, such as Wigner and Wishart tensors, establishing a sharp computational threshold and giving evidence of a new statistical-computational gap in the Central Limit Theorem for random tensors. Finally, we believe these cumulants are valuable mathematical objects in their own right: they generalize the free cumulants of free probability theory from matrices to tensors, and share many of their properties, including additivity under additive free convolution.
Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching
Authors: Robert Denkert, Huyên Pham, Xavier Warin
Date: 2024-04-27 00:00:00
Tasks: Policy Gradient Methods

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across various classes of Markovian continuous time control problems, beyond diffusion models, including e.g. regular, impulse and optimal stopping/switching problems. By utilizing change of measure in the control randomisation technique, we derive a new policy gradient representation for these randomised problems, featuring parametrised intensity policies. We further develop actor-critic algorithms specifically designed to address general Markovian stochastic control issues. Our framework is demonstrated through its application to optimal switching problems, with two numerical case studies in the energy sector focusing on real options.
Two-stage Risk Control with Application to Ranked Retrieval
Authors: Yunpeng Xu, Mufang Ying, Wenge Guo, Zhi Wei
Date: 2024-04-27 00:00:00
Tasks: Recommendation Systems, Retrieval

Practical machine learning systems often operate in multiple sequential stages, as seen in ranking and recommendation systems, which typically include a retrieval phase followed by a ranking phase. Effectively assessing prediction uncertainty and ensuring effective risk control in such systems pose significant challenges due to their inherent complexity. To address these challenges, we developed two-stage risk control methods based on the recently proposed learn-then-test (LTT) and conformal risk control (CRC) frameworks. Unlike the methods in prior work that address multiple risks, our approach leverages the sequential nature of the problem, resulting in reduced computational burden. We provide theoretical guarantees for our proposed methods and design novel loss functions tailored for ranked retrieval tasks. The effectiveness of our approach is validated through experiments on two large-scale, widely-used datasets: MSLR-Web and Yahoo LTRC.
Likelihood Based Inference in Fully and Partially Observed Exponential Family Graphical Models with Intractable Normalizing Constants
Authors: Yujie Chen, Anindya Bhadra, Antik Chakraborty
Date: 2024-04-27 00:00:00
Tasks: Bayesian Inference

Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among these, the exponential family graphical models are especially popular, given their fairly well-understood statistical properties and computational scalability to high-dimensional data based on pseudo-likelihood methods. These models have been successfully applied in many fields, such as the Ising model in statistical physics and count graphical models in genomics. Another strand of models allows some nodes to be latent, so as to allow the marginal distribution of the observable nodes to depart from exponential family to capture more complex dependence. These approaches form the basis of generative models in artificial intelligence, such as the Boltzmann machines and their restricted versions. A fundamental barrier to likelihood-based (i.e., both maximum likelihood and fully Bayesian) inference in both fully and partially observed cases is the intractability of the likelihood. The usual workaround is via adopting pseudo-likelihood based approaches, following the pioneering work of Besag (1974). The goal of this paper is to demonstrate that full likelihood based analysis of these models is feasible in a computationally efficient manner. The chief innovation lies in using a technique of Geyer (1991) utilizing the tractable independence model underlying an intractable graphical model, to estimate the normalizing constant, as well as its gradient. Extensive numerical results, supporting theory and comparisons with pseudo-likelihood based approaches demonstrate the applicability of the proposed method.
DeepVARMA: A Hybrid Deep Learning and VARMA Model for Chemical Industry Index Forecasting
Authors: Xiang Li, Hu Yang
Date: 2024-04-26 00:00:00
Tasks: Prediction, Time Series

Since the chemical industry index is one of the important indicators to measure the development of the chemical industry, forecasting it is critical for understanding the economic situation and trends of the industry. Taking the multivariable nonstationary series-synthetic material index as the main research object, this paper proposes a new prediction model: DeepVARMA, and its variants Deep-VARMA-re and DeepVARMA-en, which combine LSTM and VARMAX models. The new model firstly uses the deep learning model such as the LSTM remove the trends of the target time series and also learn the representation of endogenous variables, and then uses the VARMAX model to predict the detrended target time series with the embeddings of endogenous variables, and finally combines the trend learned by the LSTM and dependency learned by the VARMAX model to obtain the final predictive values. The experimental results show that (1) the new model achieves the best prediction accuracy by combining the LSTM encoding of the exogenous variables and the VARMAX model. (2) In multivariate non-stationary series prediction, DeepVARMA uses a phased processing strategy to show higher adaptability and accuracy compared to the traditional VARMA model as well as the machine learning models LSTM, RF and XGBoost. (3) Compared with smooth sequence prediction, the traditional VARMA and VARMAX models fluctuate more in predicting non-smooth sequences, while DeepVARMA shows more flexibility and robustness. This study provides more accurate tools and methods for future development and scientific decision-making in the chemical industry.
Low-Rank Online Dynamic Assortment with Dual Contextual Information
Authors: Seong Jin Lee, Will Wei Sun, Yufeng Liu
Date: 2024-04-19 00:00:00
Tasks: Decision Making

As e-commerce expands, delivering real-time personalized recommendations from vast catalogs poses a critical challenge for retail platforms. Maximizing revenue requires careful consideration of both individual customer characteristics and available item features to optimize assortments over time. In this paper, we consider the dynamic assortment problem with dual contexts -- user and item features. In high-dimensional scenarios, the quadratic growth of dimensions complicates computation and estimation. To tackle this challenge, we introduce a new low-rank dynamic assortment model to transform this problem into a manageable scale. Then we propose an efficient algorithm that estimates the intrinsic subspaces and utilizes the upper confidence bound approach to address the exploration-exploitation trade-off in online decision making. Theoretically, we establish a regret bound of $\tilde{O}((d_1+d_2)r\sqrt{T})$, where $d_1, d_2$ represent the dimensions of the user and item features respectively, $r$ is the rank of the parameter matrix, and $T$ denotes the time horizon. This bound represents a substantial improvement over prior literature, made possible by leveraging the low-rank structure. Extensive simulations and an application to the Expedia hotel recommendation dataset further demonstrate the advantages of our proposed method.
Efficient Inverted Indexes for Approximate Retrieval over Learned Sparse Representations
Authors: Sebastian Bruch, Franco Maria Nardini, Cosimo Rulli, Rossano Venturini
Date: 2024-04-29 00:00:00
Tasks: Retrieval, Text Retrieval

Learned sparse representations form an attractive class of contextual embeddings for text retrieval. That is so because they are effective models of relevance and are interpretable by design. Despite their apparent compatibility with inverted indexes, however, retrieval over sparse embeddings remains challenging. That is due to the distributional differences between learned embeddings and term frequency-based lexical models of relevance such as BM25. Recognizing this challenge, a great deal of research has gone into, among other things, designing retrieval algorithms tailored to the properties of learned sparse representations, including approximate retrieval systems. In fact, this task featured prominently in the latest BigANN Challenge at NeurIPS 2023, where approximate algorithms were evaluated on a large benchmark dataset by throughput and recall. In this work, we propose a novel organization of the inverted index that enables fast yet effective approximate retrieval over learned sparse embeddings. Our approach organizes inverted lists into geometrically-cohesive blocks, each equipped with a summary vector. During query processing, we quickly determine if a block must be evaluated using the summaries. As we show experimentally, single-threaded query processing using our method, Seismic, reaches sub-millisecond per-query latency on various sparse embeddings of the MS MARCO dataset while maintaining high recall. Our results indicate that Seismic is one to two orders of magnitude faster than state-of-the-art inverted index-based solutions and further outperforms the winning (graph-based) submissions to the BigANN Challenge by a significant margin.
Efficiency-Effectiveness Tradeoff of Probabilistic Structured Queries for Cross-Language Information Retrieval
Authors: Eugene Yang, Suraj Nair, Dawn Lawrie, James Mayfield, Douglas W. Oard, Kevin Duh
Date: 2024-04-29 00:00:00
Tasks: Information Retrieval, Retrieval, Translation

Probabilistic Structured Queries (PSQ) is a cross-language information retrieval (CLIR) method that uses translation probabilities statistically derived from aligned corpora. PSQ is a strong baseline for efficient CLIR using sparse indexing. It is, therefore, useful as the first stage in a cascaded neural CLIR system whose second stage is more effective but too inefficient to be used on its own to search a large text collection. In this reproducibility study, we revisit PSQ by introducing an efficient Python implementation. Unconstrained use of all translation probabilities that can be estimated from aligned parallel text would in the limit assign a weight to every vocabulary term, precluding use of an inverted index to serve queries efficiently. Thus, PSQ's effectiveness and efficiency both depend on how translation probabilities are pruned. This paper presents experiments over a range of modern CLIR test collections to demonstrate that achieving Pareto optimal PSQ effectiveness-efficiency tradeoffs benefits from multi-criteria pruning, which has not been fully explored in prior work. Our Python PSQ implementation is available on GitHub(https://github.com/hltcoe/PSQ) and unpruned translation tables are available on Huggingface Models(https://huggingface.co/hltcoe/psq_translation_tables).
Going Beyond Popularity and Positivity Bias: Correcting for Multifactorial Bias in Recommender Systems
Authors: Jin Huang, Harrie Oosterhuis, Masoud Mansoury, Herke van Hoof, Maarten de Rijke
Date: 2024-04-29 00:00:00
Tasks: Recommendation Systems, Selection bias

Two typical forms of bias in user interaction data with recommender systems (RSs) are popularity bias and positivity bias, which manifest themselves as the over-representation of interactions with popular items or items that users prefer, respectively. Debiasing methods aim to mitigate the effect of selection bias on the evaluation and optimization of RSs. However, existing debiasing methods only consider single-factor forms of bias, e.g., only the item (popularity) or only the rating value (positivity). This is in stark contrast with the real world where user selections are generally affected by multiple factors at once. In this work, we consider multifactorial selection bias in RSs. Our focus is on selection bias affected by both item and rating value factors, which is a generalization and combination of popularity and positivity bias. While the concept of multifactorial bias is intuitive, it brings a severe practical challenge as it requires substantially more data for accurate bias estimation. As a solution, we propose smoothing and alternating gradient descent techniques to reduce variance and improve the robustness of its optimization. Our experimental results reveal that, with our proposed techniques, multifactorial bias corrections are more effective and robust than single-factor counterparts on real-world and synthetic datasets.
ir_explain: a Python Library of Explainable IR Methods
Authors: Sourav Saha, Harsh Agarwal, V Venktesh, Avishek Anand, Swastik Mohanty, Debapriyo Majumdar, Mandar Mitra
Date: 2024-04-29 00:00:00
Tasks: Information Retrieval, Retrieval

While recent advancements in Neural Ranking Models have resulted in significant improvements over traditional statistical retrieval models, it is generally acknowledged that the use of large neural architectures and the application of complex language models in Information Retrieval (IR) have reduced the transparency of retrieval methods. Consequently, Explainability and Interpretability have emerged as important research topics in IR. Several axiomatic and post-hoc explanation methods, as well as approaches that attempt to be interpretable-by-design, have been proposed. This article presents \irexplain, an open-source Python library that implements a variety of well-known techniques for Explainable IR (ExIR) within a common, extensible framework. \irexplain supports the three standard categories of post-hoc explanations, namely pointwise, pairwise, and listwise explanations. The library is designed to make it easy to reproduce state-of-the-art ExIR baselines on standard test collections, as well as to explore new approaches to explaining IR models and methods. To facilitate adoption, \irexplain is well-integrated with widely-used toolkits such as Pyserini and \irdatasets.
OAEI Machine Learning Dataset for Online Model Generation
Authors: Sven Hertling, Ebrahim Norouzi, Harald Sack
Date: 2024-04-29 00:00:00
Tasks: Graph Matching, model

Ontology and knowledge graph matching systems are evaluated annually by the Ontology Alignment Evaluation Initiative (OAEI). More and more systems use machine learning-based approaches, including large language models. The training and validation datasets are usually determined by the system developer and often a subset of the reference alignments are used. This sampling is against the OAEI rules and makes a fair comparison impossible. Furthermore, those models are trained offline (a trained and optimized model is packaged into the matcher) and therefore the systems are specifically trained for those tasks. In this paper, we introduce a dataset that contains training, validation, and test sets for most of the OAEI tracks. Thus, online model learning (the systems must adapt to the given input alignment without human intervention) is made possible to enable a fair comparison for ML-based systems. We showcase the usefulness of the dataset by fine-tuning the confidence thresholds of popular systems.
PromptReps: Prompting Large Language Models to Generate Dense and Sparse Representations for Zero-Shot Document Retrieval
Authors: Shengyao Zhuang, Xueguang Ma, Bevan Koopman, Jimmy Lin, Guido Zuccon
Date: 2024-04-29 00:00:00
Tasks: Document Ranking, Re-Ranking, Retrieval

Utilizing large language models (LLMs) for zero-shot document ranking is done in one of two ways: (1) prompt-based re-ranking methods, which require no further training but are only feasible for re-ranking a handful of candidate documents due to computational costs; and (2) unsupervised contrastive trained dense retrieval methods, which can retrieve relevant documents from the entire corpus but require a large amount of paired text data for contrastive training. In this paper, we propose PromptReps, which combines the advantages of both categories: no need for training and the ability to retrieve from the whole corpus. Our method only requires prompts to guide an LLM to generate query and document representations for effective document retrieval. Specifically, we prompt the LLMs to represent a given text using a single word, and then use the last token's hidden states and the corresponding logits associated with the prediction of the next token to construct a hybrid document retrieval system. The retrieval system harnesses both dense text embedding and sparse bag-of-words representations given by the LLM. Our experimental evaluation on the MSMARCO, TREC deep learning and BEIR zero-shot document retrieval datasets illustrates that this simple prompt-based LLM retrieval method can achieve a similar or higher retrieval effectiveness than state-of-the-art LLM embedding methods that are trained with large amounts of unsupervised data, especially when using a larger LLM.
User Welfare Optimization in Recommender Systems with Competing Content Creators
Authors: Fan Yao, Yiming Liao, Mingzhe Wu, Chuanhao Li, Yan Zhu, James Yang, Qifan Wang, Haifeng Xu, Hongning Wang
Date: 2024-04-28 00:00:00
Tasks: Recommendation Systems

Driven by the new economic opportunities created by the creator economy, an increasing number of content creators rely on and compete for revenue generated from online content recommendation platforms. This burgeoning competition reshapes the dynamics of content distribution and profoundly impacts long-term user welfare on the platform. However, the absence of a comprehensive picture of global user preference distribution often traps the competition, especially the creators, in states that yield sub-optimal user welfare. To encourage creators to best serve a broad user population with relevant content, it becomes the platform's responsibility to leverage its information advantage regarding user preference distribution to accurately signal creators. In this study, we perform system-side user welfare optimization under a competitive game setting among content creators. We propose an algorithmic solution for the platform, which dynamically computes a sequence of weights for each user based on their satisfaction of the recommended content. These weights are then utilized to design mechanisms that adjust the recommendation policy or the post-recommendation rewards, thereby influencing creators' content production strategies. To validate the effectiveness of our proposed method, we report our findings from a series of experiments, including: 1. a proof-of-concept negative example illustrating how creators' strategies converge towards sub-optimal states without platform intervention; 2. offline experiments employing our proposed intervention mechanisms on diverse datasets; and 3. results from a three-week online experiment conducted on a leading short-video recommendation platform.
Behavior-Contextualized Item Preference Modeling for Multi-Behavior Recommendation
Authors: Mingshi Yan, Fan Liu, Jing Sun, Fuming Sun, Zhiyong Cheng, Yahong Han
Date: 2024-04-28 00:00:00
Tasks: Recommendation Systems

In recommender systems, multi-behavior methods have demonstrated their effectiveness in mitigating issues like data sparsity, a common challenge in traditional single-behavior recommendation approaches. These methods typically infer user preferences from various auxiliary behaviors and apply them to the target behavior for recommendations. However, this direct transfer can introduce noise to the target behavior in recommendation, due to variations in user attention across different behaviors. To address this issue, this paper introduces a novel approach, Behavior-Contextualized Item Preference Modeling (BCIPM), for multi-behavior recommendation. Our proposed Behavior-Contextualized Item Preference Network discerns and learns users' specific item preferences within each behavior. It then considers only those preferences relevant to the target behavior for final recommendations, significantly reducing noise from auxiliary behaviors. These auxiliary behaviors are utilized solely for training the network parameters, thereby refining the learning process without compromising the accuracy of the target behavior recommendations. To further enhance the effectiveness of BCIPM, we adopt a strategy of pre-training the initial embeddings. This step is crucial for enriching the item-aware preferences, particularly in scenarios where data related to the target behavior is sparse. Comprehensive experiments conducted on four real-world datasets demonstrate BCIPM's superior performance compared to several leading state-of-the-art models, validating the robustness and efficiency of our proposed approach.