This paper analyzes the approximate control variate (ACV) approach to multifidelity uncertainty quantification in the case where weighted estimators are combined to form the components of the ACV. The weighted estimators enable one to precisely group models that share input samples to achieve improved variance reduction. We demonstrate that this viewpoint yields a generalized linear estimator that can assign any weight to any sample. This generalization shows that other linear estimators in the literature, particularly the multilevel best linear unbiased estimator (ML-BLUE) of Schaden and Ullman in 2020, becomes a specific version of the ACV estimator of Gorodetsky, Geraci, Jakeman, and Eldred, 2020. Moreover, this connection enables numerous extensions and insights. For example, we empirically show that having non-independent groups can yield better variance reduction compared to the independent groups used by ML-BLUE. Furthermore, we show that such grouped estimators can use arbitrary weighted estimators, not just the simple Monte Carlo estimators used in ML-BLUE. Furthermore, the analysis enables the derivation of ML-BLUE directly from a variance reduction perspective, rather than a regression perspective.
Graph-centric artificial intelligence (graph AI) has achieved remarkable success in modeling interacting systems prevalent in nature, from dynamical systems in biology to particle physics. The increasing heterogeneity of data calls for graph neural architectures that can combine multiple inductive biases. However, combining data from various sources is challenging because appropriate inductive bias may vary by data modality. Multimodal learning methods fuse multiple data modalities while leveraging cross-modal dependencies to address this challenge. Here, we survey 140 studies in graph-centric AI and realize that diverse data types are increasingly brought together using graphs and fed into sophisticated multimodal models. These models stratify into image-, language-, and knowledge-grounded multimodal learning. We put forward an algorithmic blueprint for multimodal graph learning based on this categorization. The blueprint serves as a way to group state-of-the-art architectures that treat multimodal data by choosing appropriately four different components. This effort can pave the way for standardizing the design of sophisticated multimodal architectures for highly complex real-world problems.
In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We can increase scalability by implementing the system as a distributed task-allocation system, sharing tasks across many agents. However, this also increases the resource cost of communications and synchronisation, and is difficult to scale. In this paper we present four algorithms to solve these problems. The combination of these algorithms enable each agent to improve their task allocation strategy through reinforcement learning, while changing how much they explore the system in response to how optimal they believe their current strategy is, given their past experience. We focus on distributed agent systems where the agents' behaviours are constrained by resource usage limits, limiting agents to local rather than system-wide knowledge. We evaluate these algorithms in a simulated environment where agents are given a task composed of multiple subtasks that must be allocated to other agents with differing capabilities, to then carry out those tasks. We also simulate real-life system effects such as networking instability. Our solution is shown to solve the task allocation problem to 6.7% of the theoretical optimal within the system configurations considered. It provides 5x better performance recovery over no-knowledge retention approaches when system connectivity is impacted, and is tested against systems up to 100 agents with less than a 9% impact on the algorithms' performance.
Conventional entity typing approaches are based on independent classification paradigms, which make them difficult to recognize inter-dependent, long-tailed and fine-grained entity types. In this paper, we argue that the implicitly entailed extrinsic and intrinsic dependencies between labels can provide critical knowledge to tackle the above challenges. To this end, we propose \emph{Label Reasoning Network(LRN)}, which sequentially reasons fine-grained entity labels by discovering and exploiting label dependencies knowledge entailed in the data. Specifically, LRN utilizes an auto-regressive network to conduct deductive reasoning and a bipartite attribute graph to conduct inductive reasoning between labels, which can effectively model, learn and reason complex label dependencies in a sequence-to-set, end-to-end manner. Experiments show that LRN achieves the state-of-the-art performance on standard ultra fine-grained entity typing benchmarks, and can also resolve the long tail label problem effectively.
In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function that incorporates volatility smile is proposed, which is used for the hidden nodes that process the underlying asset price. In addition, financial conditions, such as the absence of arbitrage, the boundaries and the asymptotic slope, are embedded into the loss function. This is one of the very first studies which discuss a methodological framework that incorporates prior financial domain knowledge into neural network architecture design and model training. The proposed model outperforms the benchmarked models with the option data on the S&P 500 index over 20 years. More importantly, the domain knowledge is satisfied empirically, showing the model is consistent with the existing financial theories and conditions related to implied volatility surface.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.
We present self-supervised geometric perception (SGP), the first general framework to learn a feature descriptor for correspondence matching without any ground-truth geometric model labels (e.g., camera poses, rigid transformations). Our first contribution is to formulate geometric perception as an optimization problem that jointly optimizes the feature descriptor and the geometric models given a large corpus of visual measurements (e.g., images, point clouds). Under this optimization formulation, we show that two important streams of research in vision, namely robust model fitting and deep feature learning, correspond to optimizing one block of the unknown variables while fixing the other block. This analysis naturally leads to our second contribution -- the SGP algorithm that performs alternating minimization to solve the joint optimization. SGP iteratively executes two meta-algorithms: a teacher that performs robust model fitting given learned features to generate geometric pseudo-labels, and a student that performs deep feature learning under noisy supervision of the pseudo-labels. As a third contribution, we apply SGP to two perception problems on large-scale real datasets, namely relative camera pose estimation on MegaDepth and point cloud registration on 3DMatch. We demonstrate that SGP achieves state-of-the-art performance that is on-par or superior to the supervised oracles trained using ground-truth labels.
This paper does not describe a working system. Instead, it presents a single idea about representation which allows advances made by several different groups to be combined into an imaginary system called GLOM. The advances include transformers, neural fields, contrastive representation learning, distillation and capsules. GLOM answers the question: How can a neural network with a fixed architecture parse an image into a part-whole hierarchy which has a different structure for each image? The idea is simply to use islands of identical vectors to represent the nodes in the parse tree. If GLOM can be made to work, it should significantly improve the interpretability of the representations produced by transformer-like systems when applied to vision or language
Deep learning is usually described as an experiment-driven field under continuous criticizes of lacking theoretical foundations. This problem has been partially fixed by a large volume of literature which has so far not been well organized. This paper reviews and organizes the recent advances in deep learning theory. The literature is categorized in six groups: (1) complexity and capacity-based approaches for analyzing the generalizability of deep learning; (2) stochastic differential equations and their dynamic systems for modelling stochastic gradient descent and its variants, which characterize the optimization and generalization of deep learning, partially inspired by Bayesian inference; (3) the geometrical structures of the loss landscape that drives the trajectories of the dynamic systems; (4) the roles of over-parameterization of deep neural networks from both positive and negative perspectives; (5) theoretical foundations of several special structures in network architectures; and (6) the increasingly intensive concerns in ethics and security and their relationships with generalizability.
Due to their inherent capability in semantic alignment of aspects and their context words, attention mechanism and Convolutional Neural Networks (CNNs) are widely applied for aspect-based sentiment classification. However, these models lack a mechanism to account for relevant syntactical constraints and long-range word dependencies, and hence may mistakenly recognize syntactically irrelevant contextual words as clues for judging aspect sentiment. To tackle this problem, we propose to build a Graph Convolutional Network (GCN) over the dependency tree of a sentence to exploit syntactical information and word dependencies. Based on it, a novel aspect-specific sentiment classification framework is raised. Experiments on three benchmarking collections illustrate that our proposed model has comparable effectiveness to a range of state-of-the-art models, and further demonstrate that both syntactical information and long-range word dependencies are properly captured by the graph convolution structure.
This paper learns a graphical model, namely an explanatory graph, which reveals the knowledge hierarchy hidden inside a pre-trained CNN. Considering that each filter in a conv-layer of a pre-trained CNN usually represents a mixture of object parts, we propose a simple yet efficient method to automatically disentangles different part patterns from each filter, and construct an explanatory graph. In the explanatory graph, each node represents a part pattern, and each edge encodes co-activation relationships and spatial relationships between patterns. More importantly, we learn the explanatory graph for a pre-trained CNN in an unsupervised manner, i.e., without a need of annotating object parts. Experiments show that each graph node consistently represents the same object part through different images. We transfer part patterns in the explanatory graph to the task of part localization, and our method significantly outperforms other approaches.