Robust Few-Shot Ensemble Learning with Focal Diversity-Based Pruning

This paper presents FusionShot, a focal diversity optimized few-shot ensemble learning approach for boosting the robustness and generalization performance of pre-trained few-shot models. The paper makes three original contributions. First, we explore the unique characteristics of few-shot learning to ensemble multiple few-shot (FS) models by creating three alternative fusion channels. Second, we introduce the concept of focal error diversity to learn the most efficient ensemble teaming strategy, rather than assuming that an ensemble of a larger number of base models will outperform those sub-ensembles of smaller size. We develop a focal-diversity ensemble pruning method to effectively prune out the candidate ensembles with low ensemble error diversity and recommend top-$K$ FS ensembles with the highest focal error diversity. Finally, we capture the complex non-linear patterns of ensemble few-shot predictions by designing the learn-to-combine algorithm, which can learn the diverse weight assignments for robust ensemble fusion over different member models. Extensive experiments on representative few-shot benchmarks show that the top-K ensembles recommended by FusionShot can outperform the representative SOTA few-shot models on novel tasks (different distributions and unknown at training), and can prevail over existing few-shot learners in both cross-domain settings and adversarial settings. For reproducibility purposes, FusionShot trained models, results, and code are made available at https://github.com/sftekin/fusionshot

A Survey on Large Language Model-Based Game Agents

The development of game agents holds a critical role in advancing towards Artificial General Intelligence (AGI). The progress of LLMs and their multimodal counterparts (MLLMs) offers an unprecedented opportunity to evolve and empower game agents with human-like decision-making capabilities in complex computer game environments. This paper provides a comprehensive overview of LLM-based game agents from a holistic viewpoint. First, we introduce the conceptual architecture of LLM-based game agents, centered around six essential functional components: perception, memory, thinking, role-playing, action, and learning. Second, we survey existing representative LLM-based game agents documented in the literature with respect to methodologies and adaptation agility across six genres of games, including adventure, communication, competition, cooperation, simulation, and crafting & exploration games. Finally, we present an outlook of future research and development directions in this burgeoning field. A curated list of relevant papers is maintained and made accessible at: https://github.com/git-disl/awesome-LLM-game-agent-papers.

STDLens: Model Hijacking-Resilient Federated Learning for Object Detection

Federated Learning (FL) has been gaining popularity as a collaborative learning framework to train deep learning-based object detection models over a distributed population of clients. Despite its advantages, FL is vulnerable to model hijacking. The attacker can control how the object detection system should misbehave by implanting Trojaned gradients using only a small number of compromised clients in the collaborative learning process. This paper introduces STDLens, a principled approach to safeguarding FL against such attacks. We first investigate existing mitigation mechanisms and analyze their failures caused by the inherent errors in spatial clustering analysis on gradients. Based on the insights, we introduce a three-tier forensic framework to identify and expel Trojaned gradients and reclaim the performance over the course of FL. We consider three types of adaptive attacks and demonstrate the robustness of STDLens against advanced adversaries. Extensive experiments show that STDLens can protect FL against different model hijacking attacks and outperform existing methods in identifying and removing Trojaned gradients with significantly higher precision and much lower false-positive rates.

EENet: Learning to Early Exit for Adaptive Inference

Budgeted adaptive inference with early exits is an emerging technique to improve the computational efficiency of deep neural networks (DNNs) for edge AI applications with limited resources at test time. This method leverages the fact that different test data samples may not require the same amount of computation for a correct prediction. By allowing early exiting from full layers of DNN inference for some test examples, we can reduce latency and improve throughput of edge inference while preserving performance. Although there have been numerous studies on designing specialized DNN architectures for training early-exit enabled DNN models, most of the existing work employ hand-tuned or manual rule-based early exit policies. In this study, we introduce a novel multi-exit DNN inference framework, coined as EENet, which leverages multi-objective learning to optimize the early exit policy for a trained multi-exit DNN under a given inference budget. This paper makes two novel contributions. First, we introduce the concept of early exit utility scores by combining diverse confidence measures with class-wise prediction scores to better estimate the correctness of test-time predictions at a given exit. Second, we train a lightweight, budget-driven, multi-objective neural network over validation predictions to learn the exit assignment scheduling for query examples at test time. The EENet early exit scheduler optimizes both the distribution of test samples to different exits and the selection of the exit utility thresholds such that the given inference budget is satisfied while the performance metric is maximized. Extensive experiments are conducted on five benchmarks, including three image datasets (CIFAR-10, CIFAR-100, ImageNet) and two NLP datasets (SST-2, AgNews). The results demonstrate the performance improvements of EENet compared to existing representative early exit techniques.

Spatio-temporal Weather Forecasting and Attention Mechanism on Convolutional LSTMs

Numerical weather forecasting on high-resolution physical models consume hours of computations on supercomputers. Application of deep learning and machine learning methods in forecasting revealed new solutions in this area. In this paper, we forecast high-resolution numeric weather data using both input weather data and observations by providing a novel deep learning architecture. We formulate the problem as spatio-temporal prediction. Our model is composed of Convolutional Long-short Term Memory, and Convolutional Neural Network units with encoder-decoder structure. We enhance the short-long term performance and interpretability with an attention and a context matcher mechanism. We perform experiments on high-scale, real-life, benchmark numerical weather dataset, ERA5 hourly data on pressure levels, and forecast the temperature. The results show significant improvements in capturing both spatial and temporal correlations with attention matrices focusing on different parts of the input series. Our model obtains the best validation and the best test score among the baseline models, including ConvLSTM forecasting network and U-Net. We provide qualitative and quantitative results and show that our model forecasts 10 time steps with 3 hour frequency with an average of 2 degrees error. Our code and the data are publicly available.

Markovian RNN: An Adaptive Time Series Prediction Network with HMM-based Switching for Nonstationary Environments

We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally varying dynamics of the underlying system. We introduce a novel recurrent neural network (RNN) architecture, which adaptively switches between internal regimes in a Markovian way to model the nonstationary nature of the given data. Our model, Markovian RNN employs a hidden Markov model (HMM) for regime transitions, where each regime controls hidden state transitions of the recurrent cell independently. We jointly optimize the whole network in an end-to-end fashion. We demonstrate the significant performance gains compared to vanilla RNN and conventional methods such as Markov Switching ARIMA through an extensive set of experiments with synthetic and real-life datasets. We also interpret the inferred parameters and regime belief values to analyze the underlying dynamics of the given sequences.

Unsupervised Online Anomaly Detection On Irregularly Sampled Or Missing Valued Time-Series Data Using LSTM Networks

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or semisupervised cases when the anomaly labels are present as remarked throughout the paper. Our approach uses the Long Short Term Memory (LSTM) networks in order to extract temporal features and find the most relevant feature vectors for anomaly detection. We incorporate the sampling time information to our model by modulating the standard LSTM model with time modulation gates. After obtaining the most relevant features from the LSTM, we label the sequences using a Support Vector Data Descriptor (SVDD) model. We introduce a loss function and then jointly optimize the feature extraction and sequence processing mechanisms in an end-to-end manner. Through this joint optimization, the LSTM extracts the most relevant features for anomaly detection later to be used in the SVDD, hence completely removes the need for feature selection by expert knowledge. Furthermore, we provide a training algorithm for the online setup, where we optimize our model parameters with individual sequences as the new data arrives. Finally, on real-life datasets, we show that our model significantly outperforms the standard approaches thanks to its combination of LSTM with SVDD and joint optimization.

Achieving Online Regression Performance of LSTMs with Simple RNNs

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these networks are capable of learning long-term dependencies while avoiding the vanishing gradient problem. However, due to their large number of parameters, training LSTMs requires considerably longer training time compared to simple RNNs (SRNNs). In this paper, we achieve the online regression performance of LSTMs with SRNNs efficiently. To this end, we introduce a first-order training algorithm with a linear time complexity in the number of parameters. We show that when SRNNs are trained with our algorithm, they provide very similar regression performance with the LSTMs in two to three times shorter training time. We provide strong theoretical analysis to support our experimental results by providing regret bounds on the converge rate of our algorithm. Through an extensive set of experiments, we verify our theoretical work and demonstrate significant performance improvements of our algorithm with respect to LSTMs and the state-of-the-art training methods.

Modeling of Spatio-Temporal Hawkes Processes with Randomized Kernels

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In particular, we focus on spatio-temporal Hawkes processes that are commonly used due to their capability to capture excitations between event occurrences. We introduce a novel inference framework based on randomized transformations and gradient descent to learn the process. We replace the spatial kernel calculations by randomized Fourier feature-based transformations. The introduced randomization by this representation provides flexibility while modeling the spatial excitation between events. Moreover, the system described by the process is expressed within closed-form in terms of scalable matrix operations. During the optimization, we use maximum likelihood estimation approach and gradient descent while properly handling positivity and orthonormality constraints. The experiment results show the improvements achieved by the introduced method in terms of fitting capability in synthetic and real datasets with respect to the conventional inference methods in the spatio-temporal Hawkes process literature. We also analyze the triggering interactions between event types and how their dynamics change in space and time through the interpretation of learned parameters.

RNN-based Online Learning: An Efficient First-Order Optimization Algorithm with a Convergence Guarantee

We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that theoretically guarantees to converge to the optimum network parameters. Our algorithm is truly online such that it does not make any assumption on the learning environment to guarantee convergence. Through numerical simulations, we verify our theoretical results and illustrate significant performance improvements achieved by our algorithm with respect to the state-of-the-art RNN training methods.