The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are widely used in a variety of domains. It commonly requires preceding aggregations of underlying variables that are used to calculate the metric of interest. The latest poses a dimensionality challenge when the input features and underlying variables are formed as two-dimensional arrays along elements, such as account or customer identifications, and time points. It rules out direct modeling of the time series of a non-additive metric as a function of input features. The article discusses a five-step approach: (1) segmentations of input features and the underlying variables of the metric that are supported by unsupervised autoencoders, (2) univariate or joint fittings of the metric by the aggregated input features on the segmented domains, (3) transformations of pre-screened input features according to the fitted models, (4) aggregation of the transformed features as time series, and (5) modelling of the metric time series as a sum of constrained linear effects of the aggregated features. Alternatively, approximation by numerical differentiation has been considered to linearize the metric. It allows for element level univariate or joint modeling of step (2). The process of these analytical steps allows for a backward-looking explanatory decomposition of the metric as a sum of time series of the survived input features. The paper includes a synthetic example that studies loss-to-balance monthly rates of a hypothetical retail credit portfolio. To validate that no latent factors other than the survived input features have significant impacts on the metric, Statistical Process Control has been introduced for the residual time series.
A MIDI based approach for music recognition is proposed and implemented in this paper. Our Clarinet music retrieval system is designed to search piano MIDI files with high recall and speed. We design a novel melody extraction algorithm that improves recall results by more than 10%. We also implement 3 algorithms for retrieval-two self designed (RSA Note and RSA Time), and a modified version of the Mongeau Sankoff Algorithm. Algorithms to achieve tempo and scale invariance are also discussed in this paper. The paper also contains detailed experimentation and benchmarks with four different metrics. Clarinet achieves recall scores of more than 94%.
Motor brain-computer interface (BCI) development relies critically on neural time series decoding algorithms. Recent advances in deep learning architectures allow for automatic feature selection to approximate higher-order dependencies in data. This article presents the FingerFlex model - a convolutional encoder-decoder architecture adapted for finger movement regression on electrocorticographic (ECoG) brain data. State-of-the-art performance was achieved on a publicly available BCI competition IV dataset 4 with a correlation coefficient between true and predicted trajectories up to 0.74. The presented method provides the opportunity for developing fully-functional high-precision cortical motor brain-computer interfaces.
In this paper, we investigate the instability in the standard dense retrieval training, which iterates between model training and hard negative selection using the being-trained model. We show the catastrophic forgetting phenomena behind the training instability, where models learn and forget different negative groups during training iterations. We then propose ANCE-Tele, which accumulates momentum negatives from past iterations and approximates future iterations using lookahead negatives, as "teleportations" along the time axis to smooth the learning process. On web search and OpenQA, ANCE-Tele outperforms previous state-of-the-art systems of similar size, eliminates the dependency on sparse retrieval negatives, and is competitive among systems using significantly more (50x) parameters. Our analysis demonstrates that teleportation negatives reduce catastrophic forgetting and improve convergence speed for dense retrieval training. Our code is available at https://github.com/OpenMatch/ANCE-Tele.
Oblique plane microscopy, OPM, is a form of lightsheet microscopy that permits volumetric imaging of biological samples at high temporal and spatial resolution. However, the imaging geometry of OPM, and related variants of light sheet microscopy, distorts the coordinate frame of the presented image sections with respect to real space coordinate frame in which the sample is moved to navigate to regions of interest. This makes live viewing and practical operation of such microscopes difficult. We present an open-source software package that utilises GPU acceleration and multiprocessing to transform the display of OPM imaging data in real time to produce live views that mimic that produced by standard widefield microscopes. Image stacks can be acquired, processed and plotted at rates of several Hz, making live operation of OPMs, and similar microscopes, more user friendly and intuitive.
Despite the growing success of diffusion models in continuous-valued domains (e.g., images), diffusion-based language models on discrete text have yet to match autoregressive language models on text generation benchmarks. In this work, we present SSD-LM -- a diffusion language model with two key design choices. First, SSD-LM is semi-autoregressive, iteratively generating blocks of text, allowing for flexible output length at decoding time while enabling local bidirectional context updates. Second, it is simplex-based, performing diffusion on the natural vocabulary space rather than a learned latent space, allowing us to incorporate classifier guidance and modular control without any adaptation of off-the-shelf classifiers. We evaluate SSD-LM on unconstrained as well as controlled text generation benchmarks, and show that it matches or outperforms strong autoregressive GPT-2 baselines across standard quality and diversity metrics.
In this paper, we present Mambanet: a hybrid neural network for predicting the outcomes of Basketball games. Contrary to other studies, which focus primarily on season games, this study investigates playoff games. MambaNet is a hybrid neural network architecture that processes a time series of teams' and players' game statistics and generates the probability of a team winning or losing an NBA playoff match. In our approach, we utilize Feature Imitating Networks to provide latent signal-processing feature representations of game statistics to further process with convolutional, recurrent, and dense neural layers. Three experiments using six different datasets are conducted to evaluate the performance and generalizability of our architecture against a wide range of previous studies. Our final method successfully predicted the AUC from 0.72 to 0.82, beating the best-performing baseline models by a considerable margin.
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP throughout the episode for $H$ time steps. Our goal is to learn a near-optimal policy that nearly maximizes the $H$ time-step cumulative rewards in such a model. Previous work established an upper bound for RMMDPs for $M=2$. In this work, we resolve several open questions remained for the RMMDP model. For an arbitrary $M\ge2$, we provide a sample-efficient algorithm--$\texttt{EM}^2$--that outputs an $\epsilon$-optimal policy using $\tilde{O} \left(\epsilon^{-2} \cdot S^d A^d \cdot \texttt{poly}(H, Z)^d \right)$ episodes, where $S, A$ are the number of states and actions respectively, $H$ is the time-horizon, $Z$ is the support size of reward distributions and $d=\min(2M-1,H)$. Our technique is a higher-order extension of the method-of-moments based approach, nevertheless, the design and analysis of the \algname algorithm requires several new ideas beyond existing techniques. We also provide a lower bound of $(SA)^{\Omega(\sqrt{M})} / \epsilon^{2}$ for a general instance of RMMDP, supporting that super-polynomial sample complexity in $M$ is necessary.
We establish new hardness results for decision tree optimization problems, adding to a line of work that dates back to Hyafil and Rivest in 1976. We prove, under randomized ETH, superpolynomial lower bounds for two basic problems: given an explicit representation of a function $f$ and a generator for a distribution $\mathcal{D}$, construct a small decision tree approximator for $f$ under $\mathcal{D}$, and decide if there is a small decision tree approximator for $f$ under $\mathcal{D}$. Our results imply new lower bounds for distribution-free PAC learning and testing of decision trees, settings in which the algorithm only has restricted access to $f$ and $\mathcal{D}$. Specifically, we show: $n$-variable size-$s$ decision trees cannot be properly PAC learned in time $n^{\tilde{O}(\log\log s)}$, and depth-$d$ decision trees cannot be tested in time $\exp(d^{\,O(1)})$. For learning, the previous best lower bound only ruled out $\text{poly}(n)$-time algorithms (Alekhnovich, Braverman, Feldman, Klivans, and Pitassi, 2009). For testing, recent work gives similar though incomparable bounds in the setting where $f$ is random and $\mathcal{D}$ is nonexplicit (Blais, Ferreira Pinto Jr., and Harms, 2021). Assuming a plausible conjecture on the hardness of Set-Cover, we show our lower bound for learning decision trees can be improved to $n^{\Omega(\log s)}$, matching the best known upper bound of $n^{O(\log s)}$ due to Ehrenfeucht and Haussler (1989). We obtain our results within a unified framework that leverages recent progress in two lines of work: the inapproximability of Set-Cover and XOR lemmas for query complexity. Our framework is versatile and yields results for related concept classes such as juntas and DNF formulas.
Design time uncertainty poses an important challenge when developing a self-adaptive system. As an example, defining how the system should adapt when facing a new environment state, requires understanding the precise effect of an adaptation, which may not be known at design time. Online reinforcement learning, i.e., employing reinforcement learning (RL) at runtime, is an emerging approach to realizing self-adaptive systems in the presence of design time uncertainty. By using Online RL, the self-adaptive system can learn from actual operational data and leverage feedback only available at runtime. Recently, Deep RL is gaining interest. Deep RL represents learned knowledge as a neural network whereby it can generalize over unseen inputs, as well as handle continuous environment states and adaptation actions. A fundamental problem of Deep RL is that learned knowledge is not explicitly represented. For a human, it is practically impossible to relate the parametrization of the neural network to concrete RL decisions and thus Deep RL essentially appears as a black box. Yet, understanding the decisions made by Deep RL is key to (1) increasing trust, and (2) facilitating debugging. Such debugging is especially relevant for self-adaptive systems, because the reward function, which quantifies the feedback to the RL algorithm, must be defined by developers. The reward function must be explicitly defined by developers, thus introducing a potential for human error. To explain Deep RL for self-adaptive systems, we enhance and combine two existing explainable RL techniques from the machine learning literature. The combined technique, XRL-DINE, overcomes the respective limitations of the individual techniques. We present a proof-of-concept implementation of XRL-DINE, as well as qualitative and quantitative results of applying XRL-DINE to a self-adaptive system exemplar.