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Conversational Help for Task Completion and Feature Discovery in Personal Assistants
Jhawar, Madan Gopal, Vangala, Vipindeep, Sharma, Nishchay, Hayatnagarkar, Ankur, Saxena, Mansi, Valecha, Swati
Intelligent Personal Assistants (IPAs) have become widely popular in recent times. Most of the commercial IPAs today support a wide range of skills including Alarms, Reminders, Weather Updates, Music, News, Factual Questioning-Answering, etc. The list grows every day, making it difficult to remember the command structures needed to execute various tasks. An IPA must have the ability to communicate information about supported skills and direct users towards the right commands needed to execute them. Users interact with personal assistants in natural language. A query is defined to be a Help Query if it seeks information about a personal assistant's capabilities, or asks for instructions to execute a task. In this paper, we propose an interactive system which identifies help queries and retrieves appropriate responses. Our system comprises of a C-BiLSTM based classifier, which is a fusion of Convolutional Neural Networks (CNN) and Bidirectional LSTM (BiLSTM) architectures, to detect help queries and a semantic Approximate Nearest Neighbours (ANN) module to map the query to an appropriate predefined response. Evaluation of our system on real-world queries from a commercial IPA and a detailed comparison with popular traditional machine learning and deep learning based models reveal that our system outperforms other approaches and returns relevant responses for help queries.
Dynamic optimization with side information
Bertsimas, Dimitris, McCord, Christopher, Sturt, Bradley
We present a data-driven framework for incorporating side information in dynamic optimization under uncertainty. Specifically, our approach uses predictive machine learning methods (such as k-nearest neighbors, kernel regression, and random forests) to weight the relative importance of various data-driven uncertainty sets in a robust optimization formulation. Through a novel measure concentration result for local machine learning methods, we prove that the proposed framework is asymptotically optimal for stochastic dynamic optimization with covariates. We also describe a general-purpose approximation for the proposed framework, based on overlapping linear decision rules, which is computationally tractable and produces high-quality solutions for dynamic problems with many stages. Across a variety of examples in shipment planning, inventory management, and finance, our method achieves improvements of up to 15% over alternatives and requires less than one minute of computation time on problems with twelve stages.
Adversarial Security Attacks and Perturbations on Machine Learning and Deep Learning Methods
Cybersecurity also benefits from ML and DL methods for various types of applications. These methods however are susceptible to security attacks. The adversaries can exploit the training and testing data of the learning models or can explore the workings of those models for launching advanced future attacks. The topic of adversarial security attacks and perturbations within the ML and DL domains is a recent exploration and a great interest is expressed by the security researchers and practitioners. The literature covers different adversarial security attacks and perturbations on ML and DL methods and those have their own presentation styles and merits. A need to review and consolidate knowledge that is comprehending of this increasingly focused and growing topic of research; however, is the current demand of the research communities. In this review paper, we specifically aim to target new researchers in the cybersecurity domain who may seek to acquire some basic knowledge on the machine learning and deep learning models and algorithms, as well as some of the relevant adversarial security attacks and perturbations.
Towards Understanding Generalization in Gradient-Based Meta-Learning
Guiroy, Simon, Verma, Vikas, Pal, Christopher
In this work we study generalization of neural networks in gradient-based meta-learning by analyzing various properties of the objective landscapes. We experimentally demonstrate that as meta-training progresses, the meta-test solutions, obtained after adapting the meta-train solution of the model, to new tasks via few steps of gradient-based fine-tuning, become flatter, lower in loss, and further away from the meta-train solution. We also show that those meta-test solutions become flatter even as generalization starts to degrade, thus providing an experimental evidence against the correlation between generalization and flat minima in the paradigm of gradient-based meta-leaning. Furthermore, we provide empirical evidence that generalization to new tasks is correlated with the coherence between their adaptation trajectories in parameter space, measured by the average cosine similarity between task-specific trajectory directions, starting from a same meta-train solution. We also show that coherence of meta-test gradients, measured by the average inner product between the task-specific gradient vectors evaluated at meta-train solution, is also correlated with generalization. Based on these observations, we propose a novel regularizer for MAML and provide experimental evidence for its effectiveness.
DeepTrax: Embedding Graphs of Financial Transactions
Bruss, C. Bayan, Khazane, Anish, Rider, Jonathan, Serpe, Richard, Gogoglou, Antonia, Hines, Keegan E.
Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also sparsely connected. It becomes challenging to apply machine learning to such large and sparse graphs. Graph representation learning seeks to embed the nodes of a graph into a Euclidean vector space such that graph topological properties are preserved after the transformation. In this paper, we present a novel application of representation learning to bipartite graphs of credit card transactions in order to learn embeddings of account and merchant entities. Our framework is inspired by popular approaches in graph embeddings and is trained on two internal transaction datasets. This approach yields highly effective embeddings, as quantified by link prediction AUC and F1 score. Further, the resulting entity vectors retain intuitive semantic similarity that is explored through visualizations and other qualitative analyses. Finally, we show how these embeddings can be used as features in downstream machine learning business applications such as fraud detection.
The Tradeoff Between Privacy and Accuracy in Anomaly Detection Using Federated XGBoost
Yang, Mengwei, Song, Linqi, Xu, Jie, Li, Congduan, Tan, Guozhen
Privacy has raised considerable concerns recently, especially with the advent of information explosion and numerous data mining techniques to explore the information inside large volumes of data. In this context, a new distributed learning paradigm termed federated learning becomes prominent recently to tackle the privacy issues in distributed learning, where only learning models will be transmitted from the distributed nodes to servers without revealing users' own data and hence protecting the privacy of users. In this paper, we propose a horizontal federated XGBoost algorithm to solve the federated anomaly detection problem, where the anomaly detection aims to identify abnormalities from extremely unbalanced datasets and can be considered as a special classification problem. Our proposed federated XGBoost algorithm incorporates data aggregation and sparse federated update processes to balance the tradeoff between privacy and learning performance. In particular, we introduce the virtual data sample by aggregating a group of users' data together at a single distributed node. We compute parameters based on these virtual data samples in the local nodes and aggregate the learning model in the central server. In the learning model upgrading process, we focus more on the wrongly classified data before in the virtual sample and hence to generate sparse learning model parameters. By carefully controlling the size of these groups of samples, we can achieve a tradeoff between privacy and learning performance. Our experimental results show the effectiveness of our proposed scheme by comparing with existing state-of-the-arts.
SGD momentum optimizer with step estimation by online parabola model
In stochastic gradient descent, especially for neural network training, there are currently dominating first order methods: not modeling local distance to minimum. This information required for optimal step size is provided by second order methods, however, they have many difficulties, starting with full Hessian having square of dimension number of coefficients. This article proposes a minimal step from successful first order momentum method toward second order: online parabola modelling in just a single direction: normalized $\hat{v}$ from momentum method. It is done by estimating linear trend of gradients $\vec{g}=\nabla F(\vec{\theta})$ in $\hat{v}$ direction: such that $g(\vec{\theta}_\bot+\theta\hat{v})\approx \lambda (\theta -p)$ for $\theta = \vec{\theta}\cdot \hat{v}$, $g= \vec{g}\cdot \hat{v}$, $\vec{\theta}_\bot=\vec{\theta}-\theta\hat{v}$. Using linear regression, $\lambda$, $p$ are MSE estimated by just updating four averages (of $g$, $\theta$, $g\theta$, $\theta^2$) in the considered direction. Exponential moving averages allow here for inexpensive online estimation, weakening contribution of the old gradients. Controlling sign of curvature $\lambda$, we can repel from saddles in contrast to attraction in standard Newton method. In the remaining directions: not considered in second order model, we can simultaneously perform e.g. gradient descent.
Stochastic gradient Markov chain Monte Carlo
Nemeth, Christopher, Fearnhead, Paul
Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in general performing exact inference requires all of the data to be processed at each iteration of the algorithm. For large data sets, the computational cost of MCMC can be prohibitive, which has led to recent developments in scalable Monte Carlo algorithms that have a significantly lower computational cost than standard MCMC. In this paper, we focus on a particular class of scalable Monte Carlo algorithms, stochastic gradient Markov chain Monte Carlo (SGMCMC) which utilises data subsampling techniques to reduce the per-iteration cost of MCMC. We provide an introduction to some popular SGMCMC algorithms and review the supporting theoretical results, as well as comparing the efficiency of SGMCMC algorithms against MCMC on benchmark examples. The supporting R code is available online.
Random projections and sampling algorithms for clustering of high-dimensional polygonal curves
Meintrup, Stefan, Munteanu, Alexander, Rohde, Dennis
We study the center and median clustering problems for high-dimensional polygonal curves with finite but unbounded complexity. We tackle the computational issue that arises from the high number of dimensions by defining a Johnson-Lindenstrauss projection for polygonal curves. We analyze the resulting error in terms of the Fr\'echet distance, which is a natural dissimilarity measure for curves. Our algorithms for the median clustering achieve sublinear dependency on the number of input curves via subsampling. For the center clustering we utilize Buchin et al. (2019a) algorithm that achieves linear running-time in the number of input curves. We evaluate our results empirically utilizing a fast, CUDA-parallelized variant of the Alt and Godau algorithm for the Fr\'echet distance. Our experiments show that our clustering algorithms have fast and accurate practical implementations that yield meaningful results on real world data from various physical domains.
The Quantum Version Of Classification Decision Tree Constructing Algorithm C5.0
Khadiev, Kamil, Mannapov, Ilnaz, Safina, Liliya
In the paper, we focus on complexity of C5.0 algorithm for constructing decision tree classifier that is the models for the classification problem from machine learning. In classical case the decision tree is constructed in $O(hd(NM+N \log N))$ running time, where $M$ is a number of classes, $N$ is the size of a training data set, $d$ is a number of attributes of each element, $h$ is a tree height. Firstly, we improved the classical version, the running time of the new version is $O(h\cdot d\cdot N\log N)$. Secondly, we suggest a quantum version of this algorithm, which uses quantum subroutines like the amplitude amplification and the D{\"u}rr-H{\o}yer minimum search algorithms that are based on Grover's algorithm. The running time of the quantum algorithm is $O\big(h\cdot \sqrt{d}\log d \cdot N \log N\big)$ that is better than complexity of the classical algorithm.