Deep Learning
Deep Particulate Matter Forecasting Model Using Correntropy-Induced Loss
Forecasting the particulate matter (PM) concentration in South Korea has become urgently necessary owing to its strong negative impact on human life. In most statistical or machine learning methods, independent and identically distributed data, for example, a Gaussian distribution, are assumed; however, time series such as air pollution and weather data do not meet this assumption. In this study, the maximum correntropy criterion for regression (MCCR) loss is used in an analysis of the statistical characteristics of air pollution and weather data. Rigorous seasonality adjustment of the air pollution and weather data was performed because of their complex seasonality patterns and the heavy-tailed distribution of data even after deseasonalization. The MCCR loss was applied to multiple models including conventional statistical models and state-of-the-art machine learning models. The results show that the MCCR loss is more appropriate than the conventional mean squared error loss for forecasting extreme values.
Probabilistic Gradient Boosting Machines for Large-Scale Probabilistic Regression
Sprangers, Olivier, Schelter, Sebastian, de Rijke, Maarten
Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the predictions. Creating such probabilistic predictions is difficult with existing GBM-based solutions: they either require training multiple models or they become too computationally expensive to be useful for large-scale settings. We propose Probabilistic Gradient Boosting Machines (PGBM), a method to create probabilistic predictions with a single ensemble of decision trees in a computationally efficient manner. PGBM approximates the leaf weights in a decision tree as a random variable, and approximates the mean and variance of each sample in a dataset via stochastic tree ensemble update equations. These learned moments allow us to subsequently sample from a specified distribution after training. We empirically demonstrate the advantages of PGBM compared to existing state-of-the-art methods: (i) PGBM enables probabilistic estimates without compromising on point performance in a single model, (ii) PGBM learns probabilistic estimates via a single model only (and without requiring multi-parameter boosting), and thereby offers a speedup of up to several orders of magnitude over existing state-of-the-art methods on large datasets, and (iii) PGBM achieves accurate probabilistic estimates in tasks with complex differentiable loss functions, such as hierarchical time series problems, where we observed up to 10% improvement in point forecasting performance and up to 300% improvement in probabilistic forecasting performance.
Robust Implicit Networks via Non-Euclidean Contractions
Jafarpour, Saber, Davydov, Alexander, Proskurnikov, Anton V., Bullo, Francesco
Implicit neural networks, a.k.a., deep equilibrium networks, are a class of implicit-depth learning models where function evaluation is performed by solving a fixed point equation. They generalize classic feedforward models and are equivalent to infinite-depth weight-tied feedforward networks. While implicit models show improved accuracy and significant reduction in memory consumption, they can suffer from ill-posedness and convergence instability. This paper provides a new framework to design well-posed and robust implicit neural networks based upon contraction theory for the non-Euclidean norm $\ell_\infty$. Our framework includes (i) a novel condition for well-posedness based on one-sided Lipschitz constants, (ii) an average iteration for computing fixed-points, and (iii) explicit estimates on input-output Lipschitz constants. Additionally, we design a training problem with the well-posedness condition and the average iteration as constraints and, to achieve robust models, with the input-output Lipschitz constant as a regularizer. Our $\ell_\infty$ well-posedness condition leads to a larger polytopic training search space than existing conditions and our average iteration enjoys accelerated convergence. Finally, we perform several numerical experiments for function estimation and digit classification through the MNIST data set. Our numerical results demonstrate improved accuracy and robustness of the implicit models with smaller input-output Lipschitz bounds.
Efficient Lottery Ticket Finding: Less Data is More
Zhang, Zhenyu, Chen, Xuxi, Chen, Tianlong, Wang, Zhangyang
The lottery ticket hypothesis (LTH) reveals the existence of winning tickets (sparse but critical subnetworks) for dense networks, that can be trained in isolation from random initialization to match the latter's accuracies. However, finding winning tickets requires burdensome computations in the train-prune-retrain process, especially on large-scale datasets (e.g., ImageNet), restricting their practical benefits. This paper explores a new perspective on finding lottery tickets more efficiently, by doing so only with a specially selected subset of data, called Pruning-Aware Critical set (PrAC set), rather than using the full training set. The concept of PrAC set was inspired by the recent observation, that deep networks have samples that are either hard to memorize during training, or easy to forget during pruning. A PrAC set is thus hypothesized to capture those most challenging and informative examples for the dense model. We observe that a high-quality winning ticket can be found with training and pruning the dense network on the very compact PrAC set, which can substantially save training iterations for the ticket finding process. Extensive experiments validate our proposal across diverse datasets and network architectures. Specifically, on CIFAR-10, CIFAR-100, and Tiny ImageNet, we locate effective PrAC sets at 35.32%~78.19% of their training set sizes. On top of them, we can obtain the same competitive winning tickets for the corresponding dense networks, yet saving up to 82.85%~92.77%, 63.54%~74.92%, and 76.14%~86.56% training iterations, respectively. Crucially, we show that a PrAC set found is reusable across different network architectures, which can amortize the extra cost of finding PrAC sets, yielding a practical regime for efficient lottery ticket finding.
PreferenceNet: Encoding Human Preferences in Auction Design with Deep Learning
Peri, Neehar, Curry, Michael J., Dooley, Samuel, Dickerson, John P.
The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings. However, recent methods using deep learning have shown some success in approximating optimal auctions, recovering several known solutions and outperforming strong baselines when optimal auctions are not known. In addition to maximizing revenue, auction mechanisms may also seek to encourage socially desirable constraints such as allocation fairness or diversity. However, these philosophical notions neither have standardization nor do they have widely accepted formal definitions. In this paper, we propose PreferenceNet, an extension of existing neural-network-based auction mechanisms to encode constraints using (potentially human-provided) exemplars of desirable allocations. In addition, we introduce a new metric to evaluate an auction allocations' adherence to such socially desirable constraints and demonstrate that our proposed method is competitive with current state-of-the-art neural-network based auction designs. We validate our approach through human subject research and show that we are able to effectively capture real human preferences. Our code is available at https://github.com/neeharperi/PreferenceNet
FlexParser -- the adaptive log file parser for continuous results in a changing world
Ruecker, Nadine, Maier, Andreas
Any modern system writes events into files, called log files. Those contain crucial information which are subject to various analyses. Examples range from cybersecurity, intrusion detection over usage analyses to trouble shooting. Before data analysis is possible, desired information needs to be extracted first out of the semi-structured log messages. State of the art event parsing often assumes static log events. However, any modern system is updated consistently and with updates also log file structures can change. We call those changes 'mutations' and study parsing performance for different mutation cases. Latest research discovers mutations using anomaly detection post mortem, however, does not cover actual continuous parsing. Thus, we propose a novel, flexible parser, called FlexParser which can extract desired values despite gradual changes in the log messages. It implies basic text preprocessing followed by a supervised Deep Learning method. We train a stateful LSTM on parsing one event per data set. Statefulness enforces the model to learn log message structures across several messages. Our model was tested on seven different, publicly available log file data sets and various kinds of mutations. Exhibiting an average F1-Score of 0.98, it outperforms other Deep Learning methods as well as state-of-the-art unsupervised parsers.
Attend and Select: A Segment Attention based Selection Mechanism for Microblog Hashtag Generation
Mao, Qianren, Li, Xi, Peng, Hao, Liu, Bang, Guo, Shu, Li, Jianxin, Wang, Lihong, Yu, Philip S.
Automatic microblog hashtag generation can help us better and faster understand or process the critical content of microblog posts. Conventional sequence-to-sequence generation methods can produce phrase-level hashtags and have achieved remarkable performance on this task. However, they are incapable of filtering out secondary information and not good at capturing the discontinuous semantics among crucial tokens. A hashtag is formed by tokens or phrases that may originate from various fragmentary segments of the original text. In this work, we propose an end-to-end Transformer-based generation model which consists of three phases: encoding, segments-selection, and decoding. The model transforms discontinuous semantic segments from the source text into a sequence of hashtags. Specifically, we introduce a novel Segments Selection Mechanism (SSM) for Transformer to obtain segmental representations tailored to phrase-level hashtag generation. Besides, we introduce two large-scale hashtag generation datasets, which are newly collected from Chinese Weibo and English Twitter. Extensive evaluations on the two datasets reveal our approach's superiority with significant improvements to extraction and generation baselines. The code and datasets are available at \url{https://github.com/OpenSUM/HashtagGen}.
How Did This Get Funded?! Automatically Identifying Quirky Scientific Achievements
Shani, Chen, Borenstein, Nadav, Shahaf, Dafna
Humor is an important social phenomenon, serving complex social and psychological functions. However, despite being studied for millennia humor is computationally not well understood, often considered an AI-complete problem. In this work, we introduce a novel setting in humor mining: automatically detecting funny and unusual scientific papers. We are inspired by the Ig Nobel prize, a satirical prize awarded annually to celebrate funny scientific achievements (example past winner: "Are cows more likely to lie down the longer they stand?"). This challenging task has unique characteristics that make it particularly suitable for automatic learning. We construct a dataset containing thousands of funny papers and use it to learn classifiers, combining findings from psychology and linguistics with recent advances in NLP. We use our models to identify potentially funny papers in a large dataset of over 630,000 articles. The results demonstrate the potential of our methods, and more broadly the utility of integrating state-of-the-art NLP methods with insights from more traditional disciplines.
Online Trading Models in the Forex Market Considering Transaction Costs
Ishikawa, Koya, Nakata, Kazuhide
In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours a day and the ability to trade with high frequency. Automatic trading can also be expected to trade with more information than is available to humans if it can sufficiently consider past data. In this paper, we propose an investment agent based on a deep reinforcement learning model, which is an artificial intelligence model. The model considers the transaction costs involved in actual trading and creates a framework for trading over a long period of time so that it can make a large profit on a single trade. In doing so, it can maximize the profit while keeping transaction costs low. In addition, in consideration of actual operations, we use online learning so that the system can continue to learn by constantly updating the latest online data instead of learning with static data. This makes it possible to trade in non-stationary financial markets by always incorporating current market trend information.
A Compression-Compilation Framework for On-mobile Real-time BERT Applications
Niu, Wei, Kong, Zhenglun, Yuan, Geng, Jiang, Weiwen, Guan, Jiexiong, Ding, Caiwen, Zhao, Pu, Liu, Sijia, Ren, Bin, Wang, Yanzhi
Transformer-based deep learning models have increasingly demonstrated high accuracy on many natural language processing (NLP) tasks. In this paper, we propose a compression-compilation co-design framework that can guarantee the identified model to meet both resource and real-time specifications of mobile devices. Our framework applies a compiler-aware neural architecture optimization method (CANAO), which can generate the optimal compressed model that balances both accuracy and latency. We are able to achieve up to 7.8x speedup compared with TensorFlow-Lite with only minor accuracy loss. We present two types of BERT applications on mobile devices: Question Answering (QA) and Text Generation. Both can be executed in real-time with latency as low as 45ms. Videos for demonstrating the framework can be found on https://www.youtube.com/watch?v=_WIRvK_2PZI