For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may not scale well. We apply deep neural networks in the forecasting domain by experimenting with techniques from Natural Language Processing (Encoder-Decoder LSTMs) and Computer Vision (Dilated CNNs), as well as incorporating transfer learning. A novel contribution of this paper is the application of curriculum learning to neural network models built for time series forecasting. We illustrate the performance of our models using Microsoft's revenue data corresponding to Enterprise, and Small, Medium & Corporate products, spanning approximately 60 regions across the globe for 8 different business segments, and totaling in the order of tens of billions of USD. We compare our models' performance to the ensemble model of traditional statistics and machine learning techniques currently used by Microsoft Finance. With this in-production model as a baseline, our experiments yield an approximately 30% improvement in overall accuracy on test data. We find that our curriculum learning LSTM-based model performs best, showing that it is reasonable to implement our proposed methods without overfitting on medium-sized data.

Feature crossing captures interactions among categorical features and is useful to enhance learning from tabular data in real-world businesses. In this paper, we present AutoCross, an automatic feature crossing tool provided by 4Paradigm to its customers, ranging from banks, hospitals, to Internet corporations. By performing beam search in a tree-structured space, AutoCross enables efficient generation of high-order cross features, which is not yet visited by existing works. Additionally, we propose successive mini-batch gradient descent and multi-granularity discretization to further improve efficiency and effectiveness, while ensuring simplicity so that no machine learning expertise or tedious hyper-parameter tuning is required. Furthermore, the algorithms are designed to reduce the computational, transmitting, and storage costs involved in distributed computing. Experimental results on both benchmark and real-world business datasets demonstrate the effectiveness and efficiency of AutoCross. It is shown that AutoCross can significantly enhance the performance of both linear and deep models.

Decision tree algorithms have been among the most popular algorithms for interpretable (transparent) machine learning since the early 1980's. The problem that has plagued decision tree algorithms since their inception is their lack of optimality, or lack of guarantees of closeness to optimality: decision tree algorithms are often greedy or myopic, and sometimes produce unquestionably suboptimal models. Hardness of decision tree optimization is both a theoretical and practical obstacle, and even careful mathematical programming approaches have not been able to solve these problems efficiently. This work introduces the first practical algorithm for optimal decision trees for binary variables. The algorithm is a co-design of analytical bounds that reduce the search space and modern systems techniques, including data structures and a custom bit-vector library. We highlight possible steps to improving the scalability and speed of future generations of this algorithm based on insights from our theory and experiments.

Adversarial training, in which a network is trained on adversarial examples, is one of the few defenses against adversarial attacks that withstands strong attacks. Unfortunately, the high cost of generating strong adversarial examples makes standard adversarial training impractical on large-scale problems like ImageNet. We present an algorithm that eliminates the overhead cost of generating adversarial examples by recycling the gradient information computed when updating model parameters. Our "free" adversarial training algorithm achieves state-of-the-art robustness on CIFAR-10 and CIFAR-100 datasets at negligible additional cost compared to natural training, and can be 7 to 30 times faster than other strong adversarial training methods. Using a single workstation with 4 P100 GPUs and 2 days of runtime, we can train a robust model for the large-scale ImageNet classification task that maintains 40% accuracy against PGD attacks.

Artificial neural networks (ANNs) have achieved significant success in tackling classical and modern machine learning problems. As learning problems grow in scale and complexity, and expand into multi-disciplinary territory, a more modular approach for scaling ANNs will be needed. Modular neural networks (MNNs) are neural networks that embody the concepts and principles of modularity. MNNs adopt a large number of different techniques for achieving modularization. Previous surveys of modularization techniques are relatively scarce in their systematic analysis of MNNs, focusing mostly on empirical comparisons and lacking an extensive taxonomical framework. In this review, we aim to establish a solid taxonomy that captures the essential properties and relationships of the different variants of MNNs. Based on an investigation of the different levels at which modularization techniques act, we attempt to provide a universal and systematic framework for theorists studying MNNs, also trying along the way to emphasise the strengths and weaknesses of different modularization approaches in order to highlight good practices for neural network practitioners.

In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data sources when creating the data. Recent work has explored mechanisms to ensure that the data sources share high quality data with a single data aggregator, addressing the issue of moral hazard. Oftentimes, there is a unique, socially efficient solution. In this paper, we consider data markets where there is more than one data aggregator. Since data can be cheaply reproduced and transmitted once created, data sources may share the same data with more than one aggregator, leading to free-riding between data aggregators. This coupling can lead to non-uniqueness of equilibria and social inefficiency. We examine a particular class of mechanisms that have received study recently in the literature, and we characterize all the generalized Nash equilibria of the resulting data market. We show that, in contrast to the single-aggregator case, there is either infinitely many generalized Nash equilibria or none. We also provide necessary and sufficient conditions for all equilibria to be socially inefficient. In our analysis, we identify the components of these mechanisms which give rise to these undesirable outcomes, showing the need for research into mechanisms for competitive settings with multiple data purchasers and sellers.

Edit distance, also known as Levenshtein distance, is an essential way to compare two strings that proved to be particularly useful in the analysis of genetic sequences and natural language processing. However, edit distance is a discrete function that is known to be hard to optimize. This fact hampers the use of this metric in Machine Learning. Even as simple algorithm as K-means fails to cluster a set of sequences using edit distance if they are of variable length and abundance. In this paper we propose a novel metric - soft edit distance (SED), which is a smooth approximation of edit distance. It is differentiable and therefore it is possible to optimize it with gradient methods. Similar to original edit distance, SED as well as its derivatives can be calculated with recurrent formulas at polynomial time. We prove usefulness of the proposed metric on synthetic datasets and clustering of biological sequences.

Learning domain-invariant representation is a dominant approach for domain generalization (DG), where we need to build a classifier that is robust toward domain shifts. However, previous domain-invariance-based methods overlooked the underlying dependency of classes on domains, which is responsible for the trade-off between classification accuracy and domain invariance. Because the primary purpose of DG is to classify unseen domains rather than the invariance itself, the improvement of the invariance can negatively affect DG performance under this trade-off. To overcome the problem, this study first expands the analysis of the trade-off by Xie et. al., and provides the notion of accuracy-constrained domain invariance, which means the maximum domain invariance within a range that does not interfere with accuracy. We then propose a novel method adversarial feature learning with accuracy constraint (AFLAC), which explicitly leads to that invariance on adversarial training. Empirical validations show that the performance of AFLAC is superior to that of domain-invariance-based methods on both synthetic and three real-world datasets, supporting the importance of considering the dependency and the efficacy of the proposed method.

Recently, several methods have been proposed to explain the predictions of recurrent neural networks (RNNs), in particular of LSTMs. The goal of these methods is to understand the network's decisions by assigning to each input variable, e.g., a word, a relevance indicating to which extent it contributed to a particular prediction. In previous works, some of these methods were not yet compared to one another, or were evaluated only qualitatively. We close this gap by systematically and quantitatively comparing these methods in different settings, namely (1) a toy arithmetic task which we use as a sanity check, (2) a five-class sentiment prediction of movie reviews, and besides (3) we explore the usefulness of word relevances to build sentence-level representations. Lastly, using the method that performed best in our experiments, we show how specific linguistic phenomena such as the negation in sentiment analysis reflect in terms of relevance patterns, and how the relevance visualization can help to understand the misclassification of individual samples.

Relational learning is concerned with methods that cannot only leverage the attributes of data points but also their relationships. Diagnosing a patient, for example, not only depends on the patient's vitals and demographic information but also on the same information about their relatives, the information about the hospitals they have visited, and so on. Relational learning, therefore, does not make the assumption of independence between data points but models their dependency explicitly. Graphs are a natural way to represent relational information and there is a large number of machine learning algorithms leveraging graph structure. Graph neural networks (GNNs) (Scarselli et al., 2009) are one such class of algorithms that are able to incorporate sparse and discrete dependency structures between data points. While a graph structure is available in some domains, in others it has to be inferred or constructed. A possible approach is to first create a k-nearest neighbor (kNN) graph based on some measure of similarity between data points. This is a common strategy used by several learning methods such as LLE (Roweis & Saul, 2000) and Isomap (Tenenbaum et al., 2000).