South America
A fast and effective MIP-based heuristic for a selective and periodic inventory routing problem in reverse logistics
Cárdenas-Barrón, Leopoldo E., Melo, Rafael A.
We consider an NP-hard selective and periodic inventory routing problem (SPIRP) in a waste vegetable oil collection environment. This SPIRP arises in the context of reverse logistics where a biodiesel company has daily requirements of oil to be used as raw material in its production process. These requirements can be fulfilled by using the available inventory, collecting waste vegetable oil or purchasing virgin oil. The problem consists in determining a period (cyclic) planning for the collection and purchasing of oil such that the total collection, inventory and purchasing costs are minimized, while meeting the company's oil requirements and all the operational constraints. We propose a MIP-based heuristic which solves a relaxed model without routing, constructs routes taking into account the relaxation's solution and then improves these routes by solving the capacitated vehicle routing problem associated to each period. Following this approach, an a posteriori performance guarantee is ensured, as the approach provides both a lower bound and a feasible solution. The performed computational experiments show that the MIP-based heuristic is very fast and effective as it is able to encounter near optimal solutions with low gaps within seconds, improving several of the best known results using just a fraction of the time spent by a state-of-the-art heuristic. A remarkable fact is that the proposed MIP-based heuristic improves over the best known results for all the large instances available in the literature.
Comparison of Evolving Granular Classifiers applied to Anomaly Detection for Predictive Maintenance in Computing Centers
Decker, Leticia, Leite, Daniel, Viola, Fabio, Bonacorsi, Daniele
Log-based predictive maintenance of computing centers is a main concern regarding the worldwide computing grid that supports the CERN (European Organization for Nuclear Research) physics experiments. A log, as event-oriented adhoc information, is quite often given as unstructured big data. Log data processing is a time-consuming computational task. The goal is to grab essential information from a continuously changeable grid environment to construct a classification model. Evolving granular classifiers are suited to learn from time-varying log streams and, therefore, perform online classification of the severity of anomalies. We formulated a 4-class online anomaly classification problem, and employed time windows between landmarks and two granular computing methods, namely, Fuzzy-set-Based evolving Modeling (FBeM) and evolving Granular Neural Network (eGNN), to model and monitor logging activity rate. The results of classification are of utmost importance for predictive maintenance because priority can be given to specific time intervals in which the classifier indicates the existence of high or medium severity anomalies.
Neural Networks Model for Travel Time Prediction Based on ODTravel Time Matrix
Adewale, Ayobami E., Hadachi, Amnir
Public transportation system commuters are often interested in getting accurate travel time information to plan their daily activities. However, this information is often difficult to predict accurately due to the irregularities of road traffic, caused by factors such as weather conditions, road accidents, and traffic jams. In this study, two neural network models namely multi-layer(MLP) perceptron and long short-term model(LSTM) are developed for predicting link travel time of a busy route with input generated using Origin-Destination travel time matrix derived from a historical GPS dataset. The experiment result showed that both models can make near-accurate predictions however, LSTM is more susceptible to noise as time step increases.
A machine learning methodology for real-time forecasting of the 2019-2020 COVID-19 outbreak using Internet searches, news alerts, and estimates from mechanistic models
Liu, Dianbo, Clemente, Leonardo, Poirier, Canelle, Ding, Xiyu, Chinazzi, Matteo, Davis, Jessica T, Vespignani, Alessandro, Santillana, Mauricio
We present a timely and novel methodology that combines disease estimates from mechanistic models with digital traces, via interpretable machine-learning methodologies, to reliably forecast COVID-19 activity in Chinese provinces in real-time. Specifically, our method is able to produce stable and accurate forecasts 2 days ahead of current time, and uses as inputs (a) official health reports from Chinese Center Disease for Control and Prevention (China CDC), (b) COVID-19-related internet search activity from Baidu, (c) news media activity reported by Media Cloud, and (d) daily forecasts of COVID-19 activity from GLEAM, an agent-based mechanistic model. Our machine-learning methodology uses a clustering technique that enables the exploitation of geo-spatial synchronicities of COVID-19 activity across Chinese provinces, and a data augmentation technique to deal with the small number of historical disease activity observations, characteristic of emerging outbreaks. Our model's predictive power outperforms a collection of baseline models in 27 out of the 32 Chinese provinces, and could be easily extended to other geographies currently affected by the COVID-19 outbreak to help decision makers.
Learning Discrete Structured Representations by Adversarially Maximizing Mutual Information
We propose learning discrete structured representations from unlabeled data by maximizing the mutual information between a structured latent variable and a target variable. Calculating mutual information is intractable in this setting. Our key technical contribution is an adversarial objective that can be used to tractably estimate mutual information assuming only the feasibility of cross entropy calculation. We develop a concrete realization of this general formulation with Markov distributions over binary encodings. We report critical and unexpected findings on practical aspects of the objective such as the choice of variational priors. We apply our model on document hashing and show that it outperforms current best baselines based on discrete and vector quantized variational autoencoders. It also yields highly compressed interpretable representations.
Challenges in Vessel Behavior and Anomaly Detection: From Classical Machine Learning to Deep Learning
Petry, Lucas May, Soares, Amilcar, Bogorny, Vania, Brandoli, Bruno, Matwin, Stan
The global expansion of maritime activities and the development of the Automatic Identification System (AIS) have driven the advances in maritime monitoring systems in the last decade. Monitoring vessel behavior is fundamental to safeguard maritime operations, protecting other vessels sailing the ocean and the marine fauna and flora. Given the enormous volume of vessel data continually being generated, real-time analysis of vessel behaviors is only possible because of decision support systems provided with event and anomaly detection methods. However, current works on vessel event detection are ad-hoc methods able to handle only a single or a few predefined types of vessel behavior. Most of the existing approaches do not learn from the data and require the definition of queries and rules for describing each behavior. In this paper, we discuss challenges and opportunities in classical machine learning and deep learning for vessel event and anomaly detection. We hope to motivate the research of novel methods and tools, since addressing these challenges is an essential step towards actual intelligent maritime monitoring systems.
QuantNet: Transferring Learning Across Systematic Trading Strategies
Koshiyama, Adriano, Flennerhag, Sebastian, Blumberg, Stefano B., Firoozye, Nick, Treleaven, Philip
In this work we introduce QuantNet: an architecture that is capable of transferring knowledge over systematic trading strategies in several financial markets. By having a system that is able to leverage and share knowledge across them, our aim is two-fold: to circumvent the so-called Backtest Overfitting problem; and to generate higher risk-adjusted returns and fewer drawdowns. To do that, QuantNet exploits a form of modelling called Transfer Learning, where two layers are market-specific and another one is market-agnostic. This ensures that the transfer occurs across trading strategies, with the market-agnostic layer acting as a vehicle to share knowledge, cross-influence each strategy parameters, and ultimately the trading signal produced. In order to evaluate QuantNet, we compared its performance in relation to the option of not performing transfer learning, that is, using market-specific old-fashioned machine learning. In summary, our findings suggest that QuantNet performs better than non transfer-based trading strategies, improving Sharpe ratio in 15% and Calmar ratio in 41% across 3103 assets in 58 equity markets across the world. Code coming soon.
Neutralizing Gender Bias in Word Embedding with Latent Disentanglement and Counterfactual Generation
Shin, Seungjae, Song, Kyungwoo, Jang, JoonHo, Kim, Hyemi, Joo, Weonyoung, Moon, Il-Chul
Recent researches demonstrate that word embeddings, trained on the human-generated corpus, have strong gender biases in embedding spaces, and these biases can result in the prejudiced results from the downstream tasks, i.e. sentiment analysis. Whereas the previous debiasing models project word embeddings into a linear subspace, we introduce a Latent Disentangling model with a siamese auto-encoder structure and a gradient reversal layer. Our siamese auto-encoder utilizes gender word pairs to disentangle semantics and gender information of given word, and the associated gradient reversal layer provides the negative gradient to distinguish the semantics from the gender. Afterwards, we introduce a Counterfactual Generation model to modify the gender information of words, so the original and the modified embeddings can produce a gender-neutralized word embedding after geometric alignment without loss of semantic information. Experimental results quantitatively and qualitatively indicate that the introduced method is better in debiasing word embeddings, and in minimizing the semantic information losses for NLP downstream tasks.
DeepMind's AI models transition of glass from a liquid to a solid
In a paper published in the journal Nature Physics, DeepMind researchers describe an AI system that can predict the movement of glass molecules as they transition between liquid and solid states. The techniques and trained models, which have been made available in open source, could be used to predict other qualities of interest in glass, DeepMind says. Beyond glass, the researchers assert the work yields insights into general substance and biological transitions, and that it could lead to advances in industries like manufacturing and medicine. "Machine learning is well placed to investigate the nature of fundamental problems in a range of fields," a DeepMind spokesperson told VentureBeat. "We will apply some of the learnings and techniques proven and developed through modeling glassy dynamics to other central questions in science, with the aim of revealing new things about the world around us." Glass is produced by cooling a mixture of high-temperature melted sand and minerals.
[Chew on IT] Tech firms mobilize AI capabilities to fight COVID-19
A researcher uses IBM's supercomputing infrastructure. Artificial intelligence has a great chance to prove its worth in the ongoing global war against the novel coronavirus. From garnering data about the pandemic to analyzing transmission patterns, providing information about prevention and diagnosing contamination, a variety of AI programs are being used to contain the virus spread and related treatments. IBM, the world's leading cloud platform and computing business, is mobilizing its AI and supercomputing capabilities to support governments' and citizens' efforts to fight the virus. The US company has launched IBM Watson Assistant for Citizens, a public cloud-based virtual assistant system aimed at helping people search information about the COVID-19, such as symptoms, testing sites as well as current status of schools, transportation and other public services.