ruc
Feature Optimization for Time Series Forecasting via Novel Randomized Uphill Climbing
Randomized Uphill Climbing (RUC) is a lightweight, stochastic search heuristic that has delivered state-of-the-art equity "alpha" factors for quantitative hedge funds. I propose to generalize RUC into a model-agnostic feature optimization framework for multivariate time-series forecasting. The core idea is to (i) synthesize candidate feature programs by randomly composing operators from a domain-specific grammar, (ii) score candidates rapidly with inexpensive surrogate models (OLS/Poisson) on rolling windows, and (iii) filter instability via nested cross-validation and information-theoretic shrinkage. By decoupling feature discovery from GPU-heavy deep learning, the method promises faster iteration cycles, lower energy consumption, and greater interpretability. Societal relevance: accurate, transparent forecasting tools empower resource-constrained institutions, energy regulators, climate-risk NGOs--to make data-driven decisions without proprietary black-box models.
On the Robustness of Deep Clustering Models: Adversarial Attacks and Defenses
Chhabra, Anshuman, Sekhari, Ashwin, Mohapatra, Prasant
Clustering models constitute a class of unsupervised machine learning methods which are used in a number of application pipelines, and play a vital role in modern data science. With recent advancements in deep learning -- deep clustering models have emerged as the current state-of-the-art over traditional clustering approaches, especially for high-dimensional image datasets. While traditional clustering approaches have been analyzed from a robustness perspective, no prior work has investigated adversarial attacks and robustness for deep clustering models in a principled manner. To bridge this gap, we propose a blackbox attack using Generative Adversarial Networks (GANs) where the adversary does not know which deep clustering model is being used, but can query it for outputs. We analyze our attack against multiple state-of-the-art deep clustering models and real-world datasets, and find that it is highly successful. We then employ some natural unsupervised defense approaches, but find that these are unable to mitigate our attack. Finally, we attack Face++, a production-level face clustering API service, and find that we can significantly reduce its performance as well. Through this work, we thus aim to motivate the need for truly robust deep clustering models.
Improving Unsupervised Image Clustering With Robust Learning
Park, Sungwon, Han, Sungwon, Kim, Sundong, Kim, Danu, Park, Sungkyu, Hong, Seunghoon, Cha, Meeyoung
Unsupervised image clustering methods often introduce alternative objectives to indirectly train the model and are subject to faulty predictions and overconfident results. To overcome these challenges, the current research proposes an innovative model RUC that is inspired by robust learning. RUC's novelty is at utilizing pseudo-labels of existing image clustering models as a noisy dataset that may include misclassified samples. Its retraining process can revise misaligned knowledge and alleviate the overconfidence problem in predictions. This model's flexible structure makes it possible to be used as an add-on module to state-of-the-art clustering methods and helps them achieve better performance on multiple datasets. Extensive experiments show that the proposed model can adjust the model confidence with better calibration and gain additional robustness against adversarial noise.