Chen, Richard
Enabling Sustainable Freight Forwarding Network via Collaborative Games
Tan, Pang-Jin, Cheng, Shih-Fen, Chen, Richard
Freight forwarding plays a crucial role in facilitating global trade and logistics. However, as the freight forwarding market is extremely fragmented, freight forwarders often face the issue of not being able to fill the available shipping capacity. This recurrent issue motivates the creation of various freight forwarding networks that aim at exchanging capacities and demands so that the resource utilization of individual freight forwarders can be maximized. In this paper, we focus on how to design such a collaborative network based on collaborative game theory, with the Shapley value representing a fair scheme for profit sharing. Noting that the exact computation of Shapley values is intractable for large-scale real-world scenarios, we incorporate the observation that collaboration among two forwarders is only possible if their service routes and demands overlap. This leads to a new class of collaborative games called the Locally Collaborative Games (LCGs), where agents can only collaborate with their neighbors. We propose an efficient approach to compute Shapley values for LCGs, and numerically demonstrate that our approach significantly outperforms the state-of-the-art approach for a wide variety of network structures.
Quantifying & Modeling Multimodal Interactions: An Information Decomposition Framework
Liang, Paul Pu, Cheng, Yun, Fan, Xiang, Ling, Chun Kai, Nie, Suzanne, Chen, Richard, Deng, Zihao, Allen, Nicholas, Auerbach, Randy, Mahmood, Faisal, Salakhutdinov, Ruslan, Morency, Louis-Philippe
The recent explosion of interest in multimodal applications has resulted in a wide selection of datasets and methods for representing and integrating information from different modalities. Despite these empirical advances, there remain fundamental research questions: How can we quantify the interactions that are necessary to solve a multimodal task? Subsequently, what are the most suitable multimodal models to capture these interactions? To answer these questions, we propose an information-theoretic approach to quantify the degree of redundancy, uniqueness, and synergy relating input modalities with an output task. We term these three measures as the PID statistics of a multimodal distribution (or PID for short), and introduce two new estimators for these PID statistics that scale to high-dimensional distributions. To validate PID estimation, we conduct extensive experiments on both synthetic datasets where the PID is known and on large-scale multimodal benchmarks where PID estimations are compared with human annotations. Finally, we demonstrate their usefulness in (1) quantifying interactions within multimodal datasets, (2) quantifying interactions captured by multimodal models, (3) principled approaches for model selection, and (4) three real-world case studies engaging with domain experts in pathology, mood prediction, and robotic perception where our framework helps to recommend strong multimodal models for each application.
Quantum Deep Hedging
Cherrat, El Amine, Raj, Snehal, Kerenidis, Iordanis, Shekhar, Abhishek, Wood, Ben, Dee, Jon, Chakrabarti, Shouvanik, Chen, Richard, Herman, Dylan, Hu, Shaohan, Minssen, Pierre, Shaydulin, Ruslan, Sun, Yue, Yalovetzky, Romina, Pistoia, Marco
Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for real markets. We develop quantum reinforcement learning methods based on policy-search and distributional actor-critic algorithms that use quantum neural network architectures with orthogonal and compound layers for the policy and value functions. We prove that the quantum neural networks we use are trainable, and we perform extensive simulations that show that quantum models can reduce the number of trainable parameters while achieving comparable performance and that the distributional approach obtains better performance than other standard approaches, both classical and quantum. We successfully implement the proposed models on a trapped-ion quantum processor, utilizing circuits with up to $16$ qubits, and observe performance that agrees well with noiseless simulation. Our quantum techniques are general and can be applied to other reinforcement learning problems beyond hedging.
Modeling Dense Multimodal Interactions Between Biological Pathways and Histology for Survival Prediction
Jaume, Guillaume, Vaidya, Anurag, Chen, Richard, Williamson, Drew, Liang, Paul, Mahmood, Faisal
Integrating whole-slide images (WSIs) and bulk transcriptomics for predicting patient survival can improve our understanding of patient prognosis. However, this multimodal task is particularly challenging due to the different nature of these data: WSIs represent a very high-dimensional spatial description of a tumor, while bulk transcriptomics represent a global description of gene expression levels within that tumor. In this context, our work aims to address two key challenges: (1) how can we tokenize transcriptomics in a semantically meaningful and interpretable way?, and (2) how can we capture dense multimodal interactions between these two modalities? Specifically, we propose to learn biological pathway tokens from transcriptomics that can encode specific cellular functions. Together with histology patch tokens that encode the different morphological patterns in the WSI, we argue that they form appropriate reasoning units for downstream interpretability analyses. We propose fusing both modalities using a memory-efficient multimodal Transformer that can model interactions between pathway and histology patch tokens. Our proposed model, SURVPATH, achieves state-of-the-art performance when evaluated against both unimodal and multimodal baselines on five datasets from The Cancer Genome Atlas. Our interpretability framework identifies key multimodal prognostic factors, and, as such, can provide valuable insights into the interaction between genotype and phenotype, enabling a deeper understanding of the underlying biological mechanisms at play. We make our code public at: https://github.com/ajv012/SurvPath.
COVID-19 in differential diagnosis of online symptom assessments
Kannan, Anitha, Chen, Richard, Venkataraman, Vignesh, Tso, Geoffrey J., Amatriain, Xavier
The COVID-19 pandemic has magnified an already existing trend of people looking for healthcare solutions online. One class of solutions are symptom checkers, which have become very popular in the context of COVID-19. Traditional symptom checkers, however, are based on manually curated expert systems that are inflexible and hard to modify, especially in a quickly changing situation like the one we are facing today. That is why all COVID-19 existing solutions are manual symptom checkers that can only estimate the probability of this disease and cannot contemplate alternative hypothesis or come up with a differential diagnosis. While machine learning offers an alternative, the lack of reliable data does not make it easy to apply to COVID-19 either. In this paper we present an approach that combines the strengths of traditional AI expert systems and novel deep learning models. In doing so we can leverage prior knowledge as well as any amount of existing data to quickly derive models that best adapt to the current state of the world and latest scientific knowledge. We use the approach to train a COVID-19 aware differential diagnosis model that can be used for medical decision support both for doctors or patients. We show that our approach is able to accurately model new incoming data about COVID-19 while still preserving accuracy on conditions that had been modeled in the past. While our approach shows evident and clear advantages for an extreme situation like the one we are currently facing, we also show that its flexibility generalizes beyond this concrete, but very important, example.
Learning Montezuma's Revenge from a Single Demonstration
Salimans, Tim, Chen, Richard
We propose a new method for learning from a single demonstration to solve hard exploration tasks like the Atari game Montezuma's Revenge. Instead of imitating human demonstrations, as proposed in other recent works, our approach is to maximize rewards directly. Our agent is trained using off-the-shelf reinforcement learning, but starts every episode by resetting to a state from a demonstration. By starting from such demonstration states, the agent requires much less exploration to learn a game compared to when it starts from the beginning of the game at every episode. We analyze reinforcement learning for tasks with sparse rewards in a simple toy environment, where we show that the run-time of standard RL methods scales exponentially in the number of states between rewards. Our method reduces this to quadratic scaling, opening up many tasks that were previously infeasible. We then apply our method to Montezuma's Revenge, for which we present a trained agent achieving a high-score of 74,500, better than any previously published result.