This paper introduces a novel generative encoder (GE) model for generative imaging and image processing with applications in compressed sensing and imaging, image compression, denoising, inpainting, deblurring, and super-resolution. The GE model consists of a pre-training phase and a solving phase. In the pre-training phase, we separately train two deep neural networks: a generative adversarial network (GAN) with a generator $\G$ that captures the data distribution of a given image set, and an auto-encoder (AE) network with an encoder $\EN$ that compresses images following the estimated distribution by GAN. In the solving phase, given a noisy image $x=\mathcal{P}(x^*)$, where $x^*$ is the target unknown image, $\mathcal{P}$ is an operator adding an addictive, or multiplicative, or convolutional noise, or equivalently given such an image $x$ in the compressed domain, i.e., given $m=\EN(x)$, we solve the optimization problem \[ z^*=\underset{z}{\mathrm{argmin}} \|\EN(\G(z))-m\|_2^2+\lambda\|z\|_2^2 \] to recover the image $x^*$ in a generative way via $\hat{x}:=\G(z^*)\approx x^*$, where $\lambda>0$ is a hyperparameter. The GE model unifies the generative capacity of GANs and the stability of AEs in an optimization framework above instead of stacking GANs and AEs into a single network or combining their loss functions into one as in existing literature. Numerical experiments show that the proposed model outperforms several state-of-the-art algorithms.

Spiking neural networks (SNNs) offer a promising alternative to current artificial neural networks to enable low-power event-driven neuromorphic hardware. Spike-based neuromorphic applications require processing and extracting meaningful information from spatio-temporal data, represented as series of spike trains over time. In this paper, we propose a method to synthesize images from multiple modalities in a spike-based environment. We use spiking auto-encoders to convert image and audio inputs into compact spatio-temporal representations that is then decoded for image synthesis. For this, we use a direct training algorithm that computes loss on the membrane potential of the output layer and back-propagates it by using a sigmoid approximation of the neuron's activation function to enable differentiability. The spiking autoencoders are benchmarked on MNIST and Fashion-MNIST and achieve very low reconstruction loss, comparable to ANNs. Then, spiking autoencoders are trained to learn meaningful spatio-temporal representations of the data, across the two modalities - audio and visual. We synthesize images from audio in a spike-based environment by first generating, and then utilizing such shared multi-modal spatio-temporal representations. Our audio to image synthesis model is tested on the task of converting TI-46 digits audio samples to MNIST images. We are able to synthesize images with high fidelity and the model achieves competitive performance against ANNs.

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low signal-to-noise ratio. High dimensionality can be dealt with using robust feature selection or dimensionality reduction, but limited observations often result in a model that overfits due to the large parameter space of most deep neural networks. We propose a generative model for financial time series, which allows us to train deep learning models on millions of simulated paths. We show that our generative model is able to create realistic paths that embed the underlying structure of the markets in a way stochastic processes cannot.

Despite the recent progress in deep semi-supervised learning (Semi-SL), the amount of labels still plays a dominant role. The success in self-supervised learning (Self-SL) hints a promising direction to exploit the vast unlabeled data by leveraging an additional set of deterministic labels. In this paper, we propose Deep Self-Semi-Supervised learning (D$S^3$L), a flexible multi-task framework with shared parameters that integrates the rotation task in Self-SL with the consistency-based methods in deep Semi-SL. Our method is easy to implement and is complementary to all consistency-based approaches. The experiments demonstrate that our method significantly improves over the published state-of-the-art methods on several standard benchmarks, especially when fewer labels are presented.

The new financial European regulations such as PSD2 are changing the retail banking services. Noticeably, the monitoring of the personal expenses is now opened to other institutions than retail banks. Nonetheless, the retail banks are looking to leverage the user-device authentication on the mobile banking applications to enhance the personal financial advertisement. To address the profiling of the authentication, we rely on tensor decomposition, a higher dimensional analogue of matrix decomposition. We use Paratuck2, which expresses a tensor as a multiplication of matrices and diagonal tensors, because of the imbalance between the number of users and devices. We highlight why Paratuck2 is more appropriate in this case than the popular CP tensor decomposition, which decomposes a tensor as a sum of rank-one tensors. However, the computation of Paratuck2 is computational intensive. We propose a new APproximate HEssian-based Newton resolution algorithm, APHEN, capable of solving Paratuck2 more accurately and faster than the other popular approaches based on alternating least square or gradient descent. The results of Paratuck2 are used for the predictions of users' authentication with neural networks. We apply our method for the concrete case of targeting clients for financial advertising campaigns based on the authentication events generated by mobile banking applications.

In this paper, we propose a new framework for mitigating biases in machine learning systems. The problem of the existing mitigation approaches is that they are model-oriented in the sense that they focus on tuning the training algorithms to produce fair results, while overlooking the fact that the training data can itself be the main reason for biased outcomes. Technically speaking, two essential limitations can be found in such model-based approaches: 1) the mitigation cannot be achieved without degrading the accuracy of the machine learning models, and 2) when the data used for training are largely biased, the training time automatically increases so as to find suitable learning parameters that help produce fair results. To address these shortcomings, we propose in this work a new framework that can largely mitigate the biases and discriminations in machine learning systems while at the same time enhancing the prediction accuracy of these systems. The proposed framework is based on conditional Generative Adversarial Networks (cGANs), which are used to generate new synthetic fair data with selective properties from the original data. We also propose a framework for analyzing data biases, which is important for understanding the amount and type of data that need to be synthetically sampled and labeled for each population group. Experimental results show that the proposed solution can efficiently mitigate different types of biases, while at the same time enhancing the prediction accuracy of the underlying machine learning model.

Machine learning methods often need a large amount of labeled training data. Since the training data is assumed to be the ground truth, outliers can severely degrade learned representations and performance of trained models. Here we apply concepts from robust statistics to derive a novel variational autoencoder that is robust to outliers in the training data. Variational autoencoders (VAEs) extract a lower dimensional encoded feature representation from which we can generate new data samples. Robustness of autoencoders to outliers is critical for generating a reliable representation of particular data types in the encoded space when using corrupted training data. Our robust VAE is based on beta-divergence rather than the standard Kullback-Leibler (KL) divergence. Our proposed model has the same computational complexity as the VAE, and contains a single tuning parameter to control the degree of robustness. We demonstrate performance of the beta-divergence based autoencoder for a range of image data types, showing improved robustness to outliers both qualitatively and quantitatively. We also illustrate the use of the robust VAE for outlier detection.

Many real-world applications involve multivariate, geo-tagged time series data: at each location, multiple sensors record corresponding measurements. For example, air quality monitoring system records PM2.5, CO, etc. The resulting time-series data often has missing values due to device outages or communication errors. In order to impute the missing values, state-of-the-art methods are built on Recurrent Neural Networks (RNN), which process each time stamp sequentially, prohibiting the direct modeling of the relationship between distant time stamps. Recently, the self-attention mechanism has been proposed for sequence modeling tasks such as machine translation, significantly outperforming RNN because the relationship between each two time stamps can be modeled explicitly. In this paper, we are the first to adapt the self-attention mechanism for multivariate, geo-tagged time series data. In order to jointly capture the self-attention across multiple dimensions, including time, location and the sensor measurements, while maintain low computational complexity, we propose a novel approach called Cross-Dimensional Self-Attention (CDSA) to process each dimension sequentially, yet in an order-independent manner. Our extensive experiments on four real-world datasets, including three standard benchmarks and our newly collected NYC-traffic dataset, demonstrate that our approach outperforms the state-of-the-art imputation and forecasting methods. A detailed systematic analysis confirms the effectiveness of our design choices.

This paper presents the first use of graph neural networks (GNNs) for higher-order proof search and demonstrates that GNNs can improve upon state-of-the-art results in this domain. Interactive, higher-order theorem provers allow for the formalization of most mathematical theories and have been shown to pose a significant challenge for deep learning. Higher-order logic is highly expressive and, even though it is well-structured with a clearly defined grammar and semantics, there still remains no well-established method to convert formulas into graph-based representations. In this paper, we consider several graphical representations of higher-order logic and evaluate them against the HOList benchmark for higher-order theorem proving.

Knowledge distillation is effective for producing small high-performance neural networks for classification, but these small networks are vulnerable to adversarial attacks. We first study how robustness transfers from robust teacher to student network during knowledge distillation. We find that a large amount of robustness may be inherited by the student even when distilled on only clean images. Second, we introduce Adversarially Robust Distillation (ARD) for distilling robustness onto small student networks. ARD is an analogue of adversarial training but for distillation. In addition to producing small models with high test accuracy like conventional distillation, ARD also passes the superior robustness of large networks onto the student. In our experiments, we find that ARD student models decisively outperform adversarially trained networks of identical architecture on robust accuracy. Finally, we adapt recent fast adversarial training methods to ARD for accelerated robust distillation.