The views expressed here are solely those of the author and do not necessarily represent the views of FreightWaves or its affiliates. In this installment of the AI in Supply Chain series (#AIinSupplyChain), we explore the topic of decision-making in the shipping and commodities markets. Before we proceed, it is important to note four characteristics of the freight shipping industry that were highlighted by Roar Adland, a professor of shipping economics at the Norwegian School of Economics. In an August 2017 blog post on LinkedIn: 4 things shipping had long before Uber, he noted the following: First, shipping inherently utilizes dynamic pricing because of the volatile nature of rates, and this has been the case for a few centuries. Second, the industry already matches demand and supply in a highly efficient manner.

Fires during summer 2019–2020 decimated entire vineyards in South Australia, Victoria and New South Wales, but smoke, which was far more widespread and insidious, seeped into grapes and into fermenting barrels, yielding unpleasant, unsaleable product. Although the full extent of the damage caused has not yet been calculated, analysis from the Australian Wine Research Institute indicates that smoke taint alone costs the country's wine industry tens to hundreds of millions of dollars each time a high fire season occurs. Advances in a wide range of technologies could help growers and winemakers mitigate the negative impact of smoke taint and other unpredictable anomalies, such as frost, drought, pests and disease -- and not just in Australia, but around the world. The Vineyard of the Future, led by Associate Professor Sigfredo Fuentes, a plant physiologist at the University of Melbourne, is an international consortium of scientists conducting leading-edge research to amass high-resolution data from vine to glass and analyse it in meaningful ways. Drones, satellite imaging, video analysis, and plant and people sensors combined with artificial intelligence -- collectively called "digital agriculture" -- give producers and sellers of wine an advantage in an industry riddled with uncertainty.

Recent works in Grammatical Error Correction (GEC) have leveraged the progress in Neural Machine Translation (NMT), to learn rewrites from parallel corpora of grammatically incorrect and corrected sentences, achieving state-of-the-art results. At the same time, Generative Adversarial Networks (GANs) have been successful in generating realistic texts across many different tasks by learning to directly minimize the difference between human-generated and synthetic text. In this work, we present an adversarial learning approach to GEC, using the generator-discriminator framework. The generator is a Transformer model, trained to produce grammatically correct sentences given grammatically incorrect ones. The discriminator is a sentence-pair classification model, trained to judge a given pair of grammatically incorrect-correct sentences on the quality of grammatical correction. We pre-train both the discriminator and the generator on parallel texts and then fine-tune them further using a policy gradient method that assigns high rewards to sentences which could be true corrections of the grammatically incorrect text. Experimental results on FCE, CoNLL-14, and BEA-19 datasets show that Adversarial-GEC can achieve competitive GEC quality compared to NMT-based baselines.

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to assume no dependence between features and that the data are sampled from a separable density. This allows one to estimate each marginal distribution independently thereby avoiding the slow rates associated with estimating the full joint density. This is a strategy employed in naive Bayes models and is analogous to estimating a rank-one tensor. In this paper we investigate whether these improvements can be extended to other simplified dependence assumptions which we model via nonnegative tensor decompositions. In our central theoretical results we prove that restricting estimation to low-rank nonnegative PARAFAC or Tucker decompositions removes the dimensionality exponent on bin width rates for multidimensional histograms. These results are validated experimentally with high statistical significance via direct application of an existing nonnegative tensor factorization to histogram estimators.

Graph neural networks (GNNs) in general, and graph convolutional networks (GCN) in particular, often rely on low-pass graph filters to incorporate geometric information in the form of local smoothness over neighboring nodes. While this approach performs well on a surprising number of standard benchmarks, the efficacy of such models does not translate consistently to more complex domains, such as graph data in the biochemistry domain. We argue that these more complex domains require priors that encourage learning of band-pass and high-pass features rather than oversmoothed signals of standard GCN architectures. Here, we propose an alternative GNN architecture, based on a relaxation of recently proposed geometric scattering transforms, which consists of a cascade of graph wavelet filters. Our learned geometric scattering (LEGS) architecture adaptively tunes these wavelets and their scales to encourage band-pass features to emerge in learned representations. This results in a simplified GNN with significantly fewer learned parameters compared to competing methods. We demonstrate the predictive performance of our method on several biochemistry graph classification benchmarks, as well as the descriptive quality of its learned features in biochemical graph data exploration tasks. Our results show that the proposed LEGS network matches or outperforms popular GNNs, as well as the original geometric scattering construction, while also retaining certain mathematical properties of its handcrafted (nonlearned) design.

Generative adversarial networks were introduced with a logistic MiniMax cost formulation, which normally fails to train due to saturation, and a Non-Saturating reformulation. While addressing the saturation problem, NS-GAN also inverts the generator's sample weighting, implicitly shifting emphasis from higher-scoring to lower-scoring samples when updating parameters. We present both theory and empirical results suggesting that this makes NS-GAN prone to mode dropping. We design MM-nsat, which preserves MM-GAN sample weighting while avoiding saturation by rescaling the MM-GAN minibatch gradient such that its magnitude approximates NS-GAN's gradient magnitude. MM-nsat has qualitatively different training dynamics, and on MNIST and CIFAR-10 it is stronger in terms of mode coverage, stability and FID. While the empirical results for MM-nsat are promising and favorable also in comparison with the LS-GAN and Hinge-GAN formulations, our main contribution is to show how and why NS-GAN's sample weighting causes mode dropping and training collapse.

We consider the classical setting of optimizing a nonsmooth Lipschitz continuous convex function over a convex constraint set, when having access to a (stochastic) first-order oracle (FO) for the function and a projection oracle (PO) for the constraint set. It is well known that to achieve $\epsilon$-suboptimality in high-dimensions, $\Theta(\epsilon^{-2})$ FO calls are necessary. This is achieved by the projected subgradient method (PGD). However, PGD also entails $O(\epsilon^{-2})$ PO calls, which may be computationally costlier than FO calls (e.g. nuclear norm constraints). Improving this PO calls complexity of PGD is largely unexplored, despite the fundamental nature of this problem and extensive literature. We present first such improvement. This only requires a mild assumption that the objective function, when extended to a slightly larger neighborhood of the constraint set, still remains Lipschitz and accessible via FO. In particular, we introduce MOPES method, which carefully combines Moreau-Yosida smoothing and accelerated first-order schemes. This is guaranteed to find a feasible $\epsilon$-suboptimal solution using only $O(\epsilon^{-1})$ PO calls and optimal $O(\epsilon^{-2})$ FO calls. Further, instead of a PO if we only have a linear minimization oracle (LMO, a la Frank-Wolfe) to access the constraint set, an extension of our method, MOLES, finds a feasible $\epsilon$-suboptimal solution using $O(\epsilon^{-2})$ LMO calls and FO calls---both match known lower bounds, resolving a question left open since White (1993). Our experiments confirm that these methods achieve significant speedups over the state-of-the-art, for a problem with costly PO and LMO calls.

Recurrent neural networks (RNNs) with rich feature vectors of past values can provide accurate point forecasts for series that exhibit complex serial dependence. We propose two approaches to constructing deep time series probabilistic models based on a variant of RNN called an echo state network (ESN). The first is where the output layer of the ESN has stochastic disturbances and a shrinkage prior for additional regularization. The second approach employs the implicit copula of an ESN with Gaussian disturbances, which is a deep copula process on the feature space. Combining this copula with a non-parametrically estimated marginal distribution produces a deep distributional time series model. The resulting probabilistic forecasts are deep functions of the feature vector and also marginally calibrated. In both approaches, Bayesian Markov chain Monte Carlo methods are used to estimate the models and compute forecasts. The proposed deep time series models are suitable for the complex task of forecasting intraday electricity prices. Using data from the Australian National Electricity Market, we show that our models provide accurate probabilistic price forecasts. Moreover, the models provide a flexible framework for incorporating probabilistic forecasts of electricity demand as additional features. We demonstrate that doing so in the deep distributional time series model in particular, increases price forecast accuracy substantially.

We derive a new variational formula for the R{\'e}nyi family of divergences, $R_\alpha(Q\|P)$, between probability measures $Q$ and $P$. Our result generalizes the classical Donsker-Varadhan variational formula for the Kullback-Leibler divergence. We further show that this R{\'e}nyi variational formula holds over a range of function spaces; this leads to a formula for the optimizer under very weak assumptions and is also key in our development of a consistency theory for R{\'e}nyi divergence estimators. By applying this theory to neural network estimators, we show that if a neural network family satisfies one of several strengthened versions of the universal approximation property then the corresponding R{\'e}nyi divergence estimator is consistent. In contrast to likelihood-ratio based methods, our estimators involve only expectations under $Q$ and $P$ and hence are more effective in high dimensional systems. We illustrate this via several numerical examples of neural network estimation in systems of up to 5000 dimensions.

Training with multiple auxiliary tasks is a common practice used in deep learning for improving the performance on the main task of interest. Two main challenges arise in this multi-task learning setting: (i) Designing useful auxiliary tasks; and (ii) Combining auxiliary tasks into a single coherent loss. We propose a novel framework, AuxiLearn, that targets both challenges, based on implicit differentiation. First, when useful auxiliaries are known, we propose learning a network that combines all losses into a single coherent objective function. This network can learn non-linear interactions between auxiliary tasks. Second, when no useful auxiliary task is known, we describe how to learn a network that generates a meaningful, novel auxiliary task. We evaluate AuxiLearn in a series of tasks and domains, including image segmentation and learning with attributes. We find that AuxiLearn consistently improves accuracy compared with competing methods.