Previous studies have shown that leveraging domain index can significantly boost domain adaptation performance \cite{arXiv:2007.01807, arXiv:2202.03628}. However, such domain indices are not always available. To address this challenge, we first provide a formal definition of domain index from the probabilistic perspective, and then propose an adversarial variational Bayesian framework that infers domain indices from multi-domain data, thereby providing additional insight on domain relations and improving domain adaptation performance. Our theoretical analysis shows that our adversarial variational Bayesian framework finds the optimal domain index at equilibrium. Empirical results on both synthetic and real data verify that our model can produce interpretable domain indices which enable us to achieve superior performance compared to state-of-the-art domain adaptation methods.
Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting. The goal of meta-forecasting is to train over a collection of source time series and generalize to new time series one-at-a-time. Previous approaches in meta-forecasting achieve competitive performance, but with the restriction of training a separate model for each sampling frequency. In this work, we investigate meta-forecasting over different sampling frequencies, and introduce a new model, the Continuous Frequency Adapter (CFA), specifically designed to learn frequency-invariant representations. We find that CFA greatly improves performance when generalizing to unseen frequencies, providing a first step towards forecasting over larger multi-frequency datasets.
Submodular functions play a key role in the area of optimization as they allow to model many real-world problems that face diminishing returns. Evolutionary algorithms have been shown to obtain strong theoretical performance guarantees for a wide class of submodular problems under various types of constraints while clearly outperforming standard greedy approximation algorithms. This paper introduces a setup for benchmarking algorithms for submodular optimization problems with the aim to provide researchers with a framework to enhance and compare the performance of new algorithms for submodular problems. The focus is on the development of iterative search algorithms such as evolutionary algorithms with the implementation provided and integrated into IOHprofiler which allows for tracking and comparing the progress and performance of iterative search algorithms. We present a range of submodular optimization problems that have been integrated into IOHprofiler and show how the setup can be used for analyzing and comparing iterative search algorithms in various settings.
Machine learning (ML) models can underperform on certain population groups due to choices made during model development and bias inherent in the data. We categorize sources of discrimination in the ML pipeline into two classes: aleatoric discrimination, which is inherent in the data distribution, and epistemic discrimination, which is due to decisions during model development. We quantify aleatoric discrimination by determining the performance limits of a model under fairness constraints, assuming perfect knowledge of the data distribution. We demonstrate how to characterize aleatoric discrimination by applying Blackwell's results on comparing statistical experiments. We then quantify epistemic discrimination as the gap between a model's accuracy given fairness constraints and the limit posed by aleatoric discrimination. We apply this approach to benchmark existing interventions and investigate fairness risks in data with missing values. Our results indicate that state-of-the-art fairness interventions are effective at removing epistemic discrimination. However, when data has missing values, there is still significant room for improvement in handling aleatoric discrimination.
To identify dense and small-size pedestrians in surveillance systems, high-resolution cameras are widely deployed, where high-resolution images are captured and delivered to off-the-shelf pedestrian detection models. However, given the highly computation-intensive workload brought by the high resolution, the resource-constrained cameras fail to afford accurate inference in real time. To address that, we propose Hode, an offloaded video analytic framework that utilizes multiple edge nodes in proximity to expedite pedestrian detection with high-resolution inputs. Specifically, Hode can intelligently split high-resolution images into respective regions and then offload them to distributed edge nodes to perform pedestrian detection in parallel. A spatio-temporal flow filtering method is designed to enable context-aware region partitioning, as well as a DRL-based scheduling algorithm to allow accuracy-aware load balance among heterogeneous edge nodes. Extensive evaluation results using realistic prototypes show that Hode can achieve up to 2.01% speedup with very mild accuracy loss.
Matrix factorization-based recommender system is in effect an angle preserving dimensionality reduction technique. Since the frequency of items follows power-law distribution, most vectors in the original dimension of user feature vectors and item feature vectors lie on the same hyperplane. However, it is very difficult to reconstruct the embeddings in the original dimension analytically, so we reformulate the original angle preserving dimensionality reduction problem into a distance preserving dimensionality reduction problem. We show that the geometric shape of input data of recommender system in its original higher dimension are distributed on co-centric circles with interesting properties, and design a paraboloid-based matrix factorization named ParaMat to solve the recommendation problem. In the experiment section, we compare our algorithm with 8 other algorithms and prove our new method is the most fair algorithm compared with modern day recommender systems such as ZeroMat and DotMat Hybrid.
As one of the most important psychic stress reactions, micro-expressions (MEs), are spontaneous and transient facial expressions that can reveal the genuine emotions of human beings. Thus, recognizing MEs (MER) automatically is becoming increasingly crucial in the field of affective computing, and provides essential technical support in lie detection, psychological analysis and other areas. However, the lack of abundant ME data seriously restricts the development of cutting-edge data-driven MER models. Despite the recent efforts of several spontaneous ME datasets to alleviate this problem, it is still a tiny amount of work. To solve the problem of ME data hunger, we construct a dynamic spontaneous ME dataset with the largest current ME data scale, called DFME (Dynamic Facial Micro-expressions), which includes 7,526 well-labeled ME videos induced by 671 participants and annotated by more than 20 annotators throughout three years. Afterwards, we adopt four classical spatiotemporal feature learning models on DFME to perform MER experiments to objectively verify the validity of DFME dataset. In addition, we explore different solutions to the class imbalance and key-frame sequence sampling problems in dynamic MER respectively on DFME, so as to provide a valuable reference for future research. The comprehensive experimental results show that our DFME dataset can facilitate the research of automatic MER, and provide a new benchmark for MER. DFME will be published via https://mea-lab-421.github.io.
Global power systems are increasingly reliant on wind energy as a mitigation strategy for climate change. However, the variability of wind energy causes system reliability to erode, resulting in the wind being curtailed and, ultimately, leading to substantial economic losses for wind farm owners. Wind curtailment can be reduced using battery energy storage systems (BESS) that serve as onsite backup sources. Yet, this auxiliary role may significantly hamper the BESS's capacity to generate revenues from the electricity market, particularly in conducting energy arbitrage in the Spot market and providing frequency control ancillary services (FCAS) in the FCAS markets. Ideal BESS scheduling should effectively balance the BESS's role in absorbing onsite wind curtailment and trading in the electricity market, but it is difficult in practice because of the underlying coordination complexity and the stochastic nature of energy prices and wind generation. In this study, we investigate the bidding strategy of a wind-battery system co-located and participating simultaneously in both the Spot and Regulation FCAS markets. We propose a deep reinforcement learning (DRL)-based approach that decouples the market participation of the wind-battery system into two related Markov decision processes for each facility, enabling the BESS to absorb onsite wind curtailment while simultaneously bidding in the wholesale Spot and FCAS markets to maximize overall operational revenues. Using realistic wind farm data, we validated the coordinated bidding strategy for the wind-battery system and find that our strategy generates significantly higher revenue and responds better to wind curtailment compared to an optimization-based benchmark. Our results show that joint-market bidding can significantly improve the financial performance of wind-battery systems compared to individual market participation.
Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years. In addition to learning attention in time domain, recent works also explore learning attention in frequency domains (e.g., Fourier domain, wavelet domain), given that seasonal patterns can be better captured in these domains. In this work, we seek to understand the relationships between attention models in different time and frequency domains. Theoretically, we show that attention models in different domains are equivalent under linear conditions (i.e., linear kernel to attention scores). Empirically, we analyze how attention models of different domains show different behaviors through various synthetic experiments with seasonality, trend and noise, with emphasis on the role of softmax operation therein. Both these theoretical and empirical analyses motivate us to propose a new method: TDformer (Trend Decomposition Transformer), that first applies seasonal-trend decomposition, and then additively combines an MLP which predicts the trend component with Fourier attention which predicts the seasonal component to obtain the final prediction. Extensive experiments on benchmark time-series forecasting datasets demonstrate that TDformer achieves state-of-the-art performance against existing attention-based models.
Driven by the global decarbonization effort, the rapid integration of renewable energy into the conventional electricity grid presents new challenges and opportunities for the battery energy storage system (BESS) participating in the energy market. Energy arbitrage can be a significant source of revenue for the BESS due to the increasing price volatility in the spot market caused by the mismatch between renewable generation and electricity demand. In addition, the Frequency Control Ancillary Services (FCAS) markets established to stabilize the grid can offer higher returns for the BESS due to their capability to respond within milliseconds. Therefore, it is crucial for the BESS to carefully decide how much capacity to assign to each market to maximize the total profit under uncertain market conditions. This paper formulates the bidding problem of the BESS as a Markov Decision Process, which enables the BESS to participate in both the spot market and the FCAS market to maximize profit. Then, Proximal Policy Optimization, a model-free deep reinforcement learning algorithm, is employed to learn the optimal bidding strategy from the dynamic environment of the energy market under a continuous bidding scale. The proposed model is trained and validated using real-world historical data of the Australian National Electricity Market. The results demonstrate that our developed joint bidding strategy in both markets is significantly profitable compared to individual markets.