Yuxi (Hayden) Liu is a Software Engineer, Machine Learning at Google. Previously he worked as a machine learning scientist in a variety of data-driven domains and applied his ML expertise in computational advertising, marketing and cybersecurity. He is now developing and improving the machine learning models and systems for ads optimization on the largest search engine in the world. He is an author of a series of machine learning books and an education enthusiast. His first book, also the first edition of Python Machine Learning by Example, ranked the #1 bestseller in Amazon in 2017 and 2018, and was translated into many different languages.

This paper proposes a classification model for predicting the main activity of bitcoin addresses based on their balances. Since the balances are functions of time, we apply methods from functional data analysis; more specifically, the features of the proposed classification model are the functional principal components of the data. Classifying bitcoin addresses is a relevant problem for two main reasons: to understand the composition of the bitcoin market, and to identify addresses used for illicit activities. Although other bitcoin classifiers have been proposed, they focus primarily on network analysis rather than curve behavior. Our approach, on the other hand, does not require any network information for prediction. Furthermore, functional features have the advantage of being straightforward to build, unlike expert-built features. Results show improvement when combining functional features with scalar features, and similar accuracy for the models using those features separately, which points to the functional model being a good alternative when domain-specific knowledge is not available.

Reliable evaluation benchmarks designed for replicability and comprehensiveness have driven progress in machine learning. Due to the lack of a multilingual benchmark, however, vision-and-language research has mostly focused on English language tasks. To fill this gap, we introduce the Image-Grounded Language Understanding Evaluation benchmark. IGLUE brings together - by both aggregating pre-existing datasets and creating new ones - visual question answering, cross-modal retrieval, grounded reasoning, and grounded entailment tasks across 20 diverse languages. Our benchmark enables the evaluation of multilingual multimodal models for transfer learning, not only in a zero-shot setting, but also in newly defined few-shot learning setups. Based on the evaluation of the available state-of-the-art models, we find that translate-test transfer is superior to zero-shot transfer and that few-shot learning is hard to harness for many tasks. Moreover, downstream performance is partially explained by the amount of available unlabelled textual data for pretraining, and only weakly by the typological distance of target-source languages. We hope to encourage future research efforts in this area by releasing the benchmark to the community.

The deep learning literature is continuously updated with new architectures and training techniques. However, weight initialization is overlooked by most recent research, despite some intriguing findings regarding random weights. On the other hand, recent works have been approaching Network Science to understand the structure and dynamics of Artificial Neural Networks (ANNs) after training. Therefore, in this work, we analyze the centrality of neurons in randomly initialized networks. We show that a higher neuronal strength variance may decrease performance, while a lower neuronal strength variance usually improves it. A new method is then proposed to rewire neuronal connections according to a preferential attachment (PA) rule based on their strength, which significantly reduces the strength variance of layers initialized by common methods. In this sense, PA rewiring only reorganizes connections, while preserving the magnitude and distribution of the weights. We show through an extensive statistical analysis in image classification that performance is improved in most cases, both during training and testing, when using both simple and complex architectures and learning schedules. Our results show that, aside from the magnitude, the organization of the weights is also relevant for better initialization of deep ANNs.

Existing multimodal stress/pain recognition approaches generally extract features from different modalities independently and thus ignore cross-modality correlations. This paper proposes a novel geometric framework for multimodal stress/pain detection utilizing Symmetric Positive Definite (SPD) matrices as a representation that incorporates the correlation relationship of physiological and behavioural signals from covariance and cross-covariance. Considering the non-linearity of the Riemannian manifold of SPD matrices, well-known machine learning techniques are not suited to classify these matrices. Therefore, a tangent space mapping method is adopted to map the derived SPD matrix sequences to the vector sequences in the tangent space where the LSTM-based network can be applied for classification. The proposed framework has been evaluated on two public multimodal datasets, achieving both the state-of-the-art results for stress and pain detection tasks.

Participatory budgeting (PB) has attracted much attention in recent times due to its wide applicability in social choice settings. In this paper, we consider indivisible PB which involves allocating an available, limited budget to a set of indivisible projects, each having a certain cost, based on the preferences of agents over projects. The specific, important, research gap that we address in this paper is to propose classes of rules for indivisible PB with weak rankings (i.e., weak ordinal preferences) and investigate their key algorithmic and axiomatic issues. We propose two classes of rules having distinct significance and motivation. The first is layered approval rules which enable weak rankings to be studied by carefully translating them into approval votes. The second is need-based rules which enable to capture fairness issues. Under layered approval rules, we study two natural families of rules: greedy-truncation rules and cost-worthy rules. The paper has two parts. In the first part, we investigate algorithmic and complexity related issues for the proposed rules. In the second part, we present a detailed axiomatic analysis of these rules, for which, we examine and generalize axioms in the literature and also introduce a new axiom, pro-affordability. The paper helps to highlight the trade-offs among practical appeal, computational complexity, and axiomatic compliance of these rules.

Game theory has by now found numerous applications in various fields, including economics, industry, jurisprudence, and artificial intelligence, where each player only cares about its own interest in a noncooperative or cooperative manner, but without obvious malice to other players. However, in many practical applications, such as poker, chess, evader pursuing, drug interdiction, coast guard, cyber-security, and national defense, players often have apparently adversarial stances, that is, selfish actions of each player inevitably or intentionally inflict loss or wreak havoc on other players. Along this line, this paper provides a systematic survey on three main game models widely employed in adversarial games, i.e., zero-sum normal-form and extensive-form games, Stackelberg (security) games, zero-sum differential games, from an array of perspectives, including basic knowledge of game models, (approximate) equilibrium concepts, problem classifications, research frontiers, (approximate) optimal strategy seeking techniques, prevailing algorithms, and practical applications. Finally, promising future research directions are also discussed for relevant adversarial games.

Optimizing management practices and selecting the best cultivar for planting play a significant role in increasing agricultural food production and decreasing environmental footprint. In this study, we develop optimization frameworks under uncertainty using conditional value-at-risk in the stochastic programming objective function. We integrate the crop model, APSIM, and a parallel Bayesian optimization algorithm to optimize the management practices and select the best cultivar at different levels of risk aversion. This approach integrates the power of optimization in determining the best decisions and crop model in simulating nature's output corresponding to various decisions. As a case study, we set up the crop model for 25 locations across the US Corn Belt. We optimized the management options (planting date, N fertilizer amount, fertilizing date, and plant density in the farm) and cultivar options (cultivars with different maturity days) three times: a) before, b) at planting and c) after a growing season with known weather. Results indicated that the proposed model produced meaningful connections between weather and optima decisions. Also, we found risk-tolerance farmers get more expected yield than risk-averse ones in wet and non-wet weathers.

Large scale databases with high-quality manual annotations are scarce in audio domain. We thus explore a self-supervised graph approach to learning audio representations from highly limited labelled data. Considering each audio sample as a graph node, we propose a subgraph-based framework with novel self-supervision tasks that can learn effective audio representations. During training, subgraphs are constructed by sampling the entire pool of available training data to exploit the relationship between the labelled and unlabeled audio samples. During inference, we use random edges to alleviate the overhead of graph construction. We evaluate our model on three benchmark audio databases, and two tasks: acoustic event detection and speech emotion recognition. Our semi-supervised model performs better or on par with fully supervised models and outperforms several competitive existing models. Our model is compact (240k parameters), and can produce generalized audio representations that are robust to different types of signal noise.

The inference of causal structures from observed data plays a key role in unveiling the underlying dynamics of the system. This paper exposes a novel method, named Multiscale-Causal Structure Learning (MS-CASTLE), to estimate the structure of linear causal relationships occurring at different time scales. Differently from existing approaches, MS-CASTLE takes explicitly into account instantaneous and lagged inter-relations between multiple time series, represented at different scales, hinging on stationary wavelet transform and non-convex optimization. MS-CASTLE incorporates, as a special case, a single-scale version named SS-CASTLE, which compares favorably in terms of computational efficiency, performance and robustness with respect to the state of the art onto synthetic data. We used MS-CASTLE to study the multiscale causal structure of the risk of 15 global equity markets, during covid-19 pandemic, illustrating how MS-CASTLE can extract meaningful information thanks to its multiscale analysis, outperforming SS-CASTLE. We found that the most persistent and strongest interactions occur at mid-term time resolutions. Moreover, we identified the stock markets that drive the risk during the considered period: Brazil, Canada and Italy. The proposed approach can be exploited by financial investors who, depending to their investment horizon, can manage the risk within equity portfolios from a causal perspective.