Multispectral optical imaging is becoming a key tool in the operating room. Recent research has shown that machine learning algorithms can be used to convert pixel-wise reflectance measurements to tissue parameters, such as oxygenation. However, the accuracy of these algorithms can only be guaranteed if the spectra acquired during surgery match the ones seen during training. It is therefore of great interest to detect so-called out of distribution (OoD) spectra to prevent the algorithm from presenting spurious results. In this paper we present an information theory based approach to OoD detection based on the widely applicable information criterion (WAIC). Our work builds upon recent methodology related to invertible neural networks (INN). Specifically, we make use of an ensemble of INNs as we need their tractable Jacobians in order to compute the WAIC. Comprehensive experiments with in silico, and in vivo multispectral imaging data indicate that our approach is well-suited for OoD detection. Our method could thus be an important step towards reliable functional imaging in the operating room.

Using deep neural networks for identifying physics objects at the Large Hadron Collider (LHC) has become a powerful alternative approach in recent years. After successful training of deep neural networks, examining the trained networks not only helps us understand the behaviour of neural networks, but also helps improve the performance of deep learning models through proper interpretation. We take jet tagging problem at the LHC as an example, using recursive neural networks as a starting point, aim at a thorough understanding of the behaviour of the physics-oriented DNNs and the information encoded in the embedding space. We make a comparative study on a series of different jet tagging tasks dominated by different underlying physics. Interesting observations on the latent space are obtained.

In response to growing concerns about user privacy, federated learning has emerged as a promising tool to train statistical models over networks of devices while keeping data localized. Federated learning methods run training tasks directly on user devices and do not share the raw user data with third parties. However, current methods still share model updates, which may contain private information (e.g., one's weight and height), during the training process. Existing efforts that aim to improve the privacy of federated learning make compromises in one or more of the following key areas: performance (particularly communication cost), accuracy, or privacy. To better optimize these trade-offs, we propose that \textit{sketching algorithms} have a unique advantage in that they can provide both privacy and performance benefits while maintaining accuracy. We evaluate the feasibility of sketching-based federated learning with a prototype on three representative learning models. Our initial findings show that it is possible to provide strong privacy guarantees for federated learning without sacrificing performance or accuracy. Our work highlights that there exists a fundamental connection between privacy and communication in distributed settings, and suggests important open problems surrounding the theoretical understanding, methodology, and system design of practical, private federated learning.

PDFs, scans) into hierarchical structures is extensively demanded in the daily routines of many real-world applications, and is often a prerequisite step of many downstream NLP tasks. Earlier attempts focused on different but simpler tasks such as the detection of table or cell locations within documents; however, a holistic, principled approach to inferring the complete hierarchical structure in documents is missing. As a remedy, we developed "Doc-Parser": an end-to-end system for parsing the complete document structure - including all text elements, figures, tables, and table cell structures. To the best of our knowledge, Doc-Parser is the first system that derives the full hierarchical document compositions. Given the complexity of the task, annotating appropriate datasets is costly. Therefore, our second contribution is to provide a dataset for evaluating hierarchical document structure parsing. Our third contribution is to propose a scalable learning framework for settings where domain-specific data is scarce, which we address by a novel approach to weak supervision. Our computational experiments confirm the effectiveness of our proposed weak supervision: Compared to the baseline without weak supervision, it improves the mean average precision for detecting document entities by 37.1 % . When classifying hierarchical relations between entity pairs, it improves the F1 score by 27.6 % . 1 Introduction

We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state compression. Option market simulators are highly relevant because they allow us to extend the limited real-world data sets available for the training and evaluation of option trading strategies. We show that network-based generators outperform classical methods on a range of benchmark metrics, and adversarial training achieves the best performance. Our work demonstrates for the first time that GANs can be successfully applied to the task of generating multivariate financial time series.

We study the group testing problem with non-adaptive randomized algorithms. Several models have been discussed in the literature to determine how to randomly choose the tests. For a model ${\cal M}$, let $m_{\cal M}(n,d)$ be the minimum number of tests required to detect at most $d$ defectives within $n$ items, with success probability at least $1-\delta$, for some constant $\delta$. In this paper, we study the measures $$c_{\cal M}(d)=\lim_{n\to \infty} \frac{m_{\cal M}(n,d)}{\ln n} \mbox{ and } c_{\cal M}=\lim_{d\to \infty} \frac{c_{\cal M}(d)}{d}.$$ In the literature, the analyses of such models only give upper bounds for $c_{\cal M}(d)$ and $c_{\cal M}$, and for some of them, the bounds are not tight. We give new analyses that yield tight bounds for $c_{\cal M}(d)$ and $c_{\cal M}$ for all the known models~${\cal M}$.

Multi-label classification studies the task where each example belongs to multiple labels simultaneously. As a representative method, Ranking Support Vector Machine (Rank-SVM) aims to minimize the Ranking Loss and can also mitigate the negative influence of the class-imbalance issue. However, due to its stacking-style way for thresholding, it may suffer error accumulation and thus reduces the final classification performance. Binary Relevance (BR) is another typical method, which aims to minimize the Hamming Loss and only needs one-step learning. Nevertheless, it might have the class-imbalance issue and does not take into account label correlations. To address the above issues, we propose a novel multi-label classification model, which joints Ranking support vector machine and Binary Relevance with robust Low-rank learning (RBRL). RBRL inherits the ranking loss minimization advantages of Rank-SVM, and thus overcomes the disadvantages of BR suffering the class-imbalance issue and ignoring the label correlations. Meanwhile, it utilizes the hamming loss minimization and one-step learning advantages of BR, and thus tackles the disadvantages of Rank-SVM including another thresholding learning step. Besides, a low-rank constraint is utilized to further exploit high-order label correlations under the assumption of low dimensional label space. Furthermore, to achieve nonlinear multi-label classifiers, we derive the kernelization RBRL. Two accelerated proximal gradient methods (APG) are used to solve the optimization problems efficiently. Extensive comparative experiments with several state-of-the-art methods illustrate a highly competitive or superior performance of our method RBRL.

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret) as the problem of finding better sub- and supersolutions of certain partial differential equations (PDEs). These sub- and supersolutions serve as the potentials for player and adversary strategies, which lead to the corresponding bounds. Our techniques extend in a nonasymptotic setting the recent work of Drenska and Kohn (J. Nonlinear Sci. 2019), which showed that the asymptotically optimal value function is the unique solution of an associated nonlinear PDE. To get explicit bounds, we use closed-form solutions of specific PDEs. Our bounds hold for any fixed number of experts and any time-horizon $T$; in certain regimes (which we identify) they improve upon the previous state-of-the-art. For up to three experts, our bounds provide the asymptotically optimal leading order term. Therefore, we provide a continuum perspective on recent work on optimal strategies for the case of $N \leq 3$ experts. We expect that our framework could be used to systematize and advance theory and applications of online learning in other settings as well.

V arious problems in Engineering and Statistics require the computation of the likelihood ratio function of two probability densities. In classical approaches the two densities are assumed known or to belong to some known parametric family. In a data-driven version we replace this requirement with the availability of data sampled from the densities of interest. For most well known problems in Detection and Hypothesis testing we develop solutions by providing neural network based estimates of the likelihood ratio or its transformations. This task necessitates the definition of proper optimizations which can be used for the training of the network. The main purpose of this work is to offer a simple and unified methodology for defining such optimization problems with guarantees that the solution is indeed the desired function. Our results are extended to cover estimates for likelihood ratios of conditional densities and estimates for statistics encountered in local approaches. HE likelihood ratio of two probability densities is a function that appears in a variety of problems in Engineering and Statistics. Characteristic examples [1], [2] constitute Hypothesis testing, Signal detection, Sequential hypothesis testing, Sequential detection of changes, etc. Many of these problems also use the likelihood ratio under a transformed form with the most frequent example being the log-likelihood ratio. In all these problems the main assumption is that the corresponding probability densities are available under some functional form. What we aim in this work is to replace this requirement with the availability of data sampled from each of the densities of interest. As we mentioned, the computation of the likelihood ratio function relies on the knowledge of the probability densities which, for the majority of applications, is an unrealistic assumption. One can instead propose parametric families of densities and, with the help of available data, estimate the parameters and form the likelihood ratio function. However, with the advent of Data Science and Deep Learning there is a phenomenal increase in need for processing data coming from images, videos etc. For most of these cases it is very difficult to propose any meaningful parametric family of densities that could reliably describe their statistical behavior. Therefore, these techniques tend to be unsuitable for most of these datasets. If parametric families cannot be employed one can always resort to nonparametric density estimation [3] and then form the likelihood ratio. These approaches are purely data-driven but require two different approximations, namely one for each density.

OntoScene exploits ontologies for representing knowledge and Prolog for specifying the interpretation rules that domain experts may adopt, and for implementing the SceneInterpreter engine. Ontologies allow the designer to formalize the domain in a reusable way, and make the system modular and interoperable with existing multiagent systems, while Prolog provides a solid basis to define complex rules of interpretation in a way that can be affordable even for people with no background in Computational Logics. The domain selected for experimenting OntoScene is that of prehistoric rock art, which provides us with a fascinating and challenging testbed. Under consideration in Theory and Practice of Logic Programming (TPLP) KEYWORDS: Prolog; Ontologies; Multiagent Systems; Visual Languages; Scene Interpretation1 Introduction Human perception of complex visual scenes has been studied for a long time in psychology and neuroscience (Kondo et al. 2017): according to the seminal work on "high-level scene perception" (Henderson and Hollingworth 1999), besides low-level or early vision, concerned with extraction of physical properties such as depth, color, and texture from an image (Marr 1982), and intermediate-level vision, concerned with extraction of shape and spatial relations that can be determined without regard to meaning (Ullman 1996), a further level of vision is required to perceive and understand a scene: high-level vision concerns the mapping from visual representations to meaning and includes [...] the identification of objects and scenes. In their recent studies, Kveraga, Bar, and Baldassano (Kveraga and Bar 2014; Baldassano 2015) demonstrate that the brain has regions related to higher-order properties like overall geometry, arXiv:1911.04863v1