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This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction. Our asset selection strategy exploits the topological features of stock price movements to select a subset of topologically similar (different) assets for a sparse index tracking (Markowitz) portfolio. We introduce new distance measures, which serve as an input to the clustering algorithm, on the space of persistence diagrams and landscapes that consider the time component of a time series. We conduct an empirical analysis on the S\&P index from 2009 to 2020, including a study on the COVID-19 data to validate the robustness of our methodology. Our strategy to integrate TDA with the clustering algorithm significantly enhanced the performance of sparse portfolios across various performance measures in diverse market scenarios.

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Synthetic data from generative models emerges as the privacy-preserving data-sharing solution. Such a synthetic data set shall resemble the original data without revealing identifiable private information. The backbone technology of tabular synthesizers is rooted in image generative models, ranging from Generative Adversarial Networks (GANs) to recent diffusion models. Recent prior work sheds light on the utility-privacy tradeoff on tabular data, revealing and quantifying privacy risks on synthetic data. We first conduct an exhaustive empirical analysis, highlighting the utility-privacy tradeoff of five state-of-the-art tabular synthesizers, against eight privacy attacks, with a special focus on membership inference attacks. Motivated by the observation of high data quality but also high privacy risk in tabular diffusion, we propose DP-TLDM, Differentially Private Tabular Latent Diffusion Model, which is composed of an autoencoder network to encode the tabular data and a latent diffusion model to synthesize the latent tables. Following the emerging f-DP framework, we apply DP-SGD to train the auto-encoder in combination with batch clipping and use the separation value as the privacy metric to better capture the privacy gain from DP algorithms. Our empirical evaluation demonstrates that DP-TLDM is capable of achieving a meaningful theoretical privacy guarantee while also significantly enhancing the utility of synthetic data. Specifically, compared to other DP-protected tabular generative models, DP-TLDM improves the synthetic quality by an average of 35% in data resemblance, 15% in the utility for downstream tasks, and 50% in data discriminability, all while preserving a comparable level of privacy risk.

Image super-resolution (SR) methods typically model degradation to improve reconstruction accuracy in complex and unknown degradation scenarios. However, extracting degradation information from low-resolution images is challenging, which limits the model performance. To boost image SR performance, one feasible approach is to introduce additional priors. Inspired by advancements in multi-modal methods and text prompt image processing, we introduce text prompts to image SR to provide degradation priors. Specifically, we first design a text-image generation pipeline to integrate text into the SR dataset through the text degradation representation and degradation model. The text representation applies a discretization manner based on the binning method to describe the degradation abstractly. This method maintains the flexibility of the text and is user-friendly. Meanwhile, we propose the PromptSR to realize the text prompt SR. The PromptSR utilizes the pre-trained language model (e.g., T5 or CLIP) to enhance restoration. We train the model on the generated text-image dataset. Extensive experiments indicate that introducing text prompts into SR, yields excellent results on both synthetic and real-world images. Code is available at: //github.com/zhengchen1999/PromptSR.

Scheduling distributed applications modeled as directed, acyclic task graphs to run on heterogeneous compute networks is a fundamental (NP-Hard) problem in distributed computing for which many heuristic algorithms have been proposed over the past decades. Many of these algorithms fall under the list-scheduling paradigm, whereby the algorithm first computes priorities for the tasks and then schedules them greedily to the compute node that minimizes some cost function. Thus, many algorithms differ from each other only in a few key components (e.g., the way they prioritize tasks, their cost functions, where the algorithms consider inserting tasks into a partially complete schedule, etc.). In this paper, we propose a generalized parametric list-scheduling algorithm that allows mixing and matching different algorithmic components to produce 72 unique algorithms. We benchmark these algorithms on four datasets to study the individual and combined effects of different algorithmic components on performance and runtime.

Pre-trained models with large-scale training data, such as CLIP and Stable Diffusion, have demonstrated remarkable performance in various high-level computer vision tasks such as image understanding and generation from language descriptions. Yet, their potential for low-level tasks such as image restoration remains relatively unexplored. In this paper, we explore such models to enhance image restoration. As off-the-shelf features (OSF) from pre-trained models do not directly serve image restoration, we propose to learn an additional lightweight module called Pre-Train-Guided Refinement Module (PTG-RM) to refine restoration results of a target restoration network with OSF. PTG-RM consists of two components, Pre-Train-Guided Spatial-Varying Enhancement (PTG-SVE), and Pre-Train-Guided Channel-Spatial Attention (PTG-CSA). PTG-SVE enables optimal short- and long-range neural operations, while PTG-CSA enhances spatial-channel attention for restoration-related learning. Extensive experiments demonstrate that PTG-RM, with its compact size ($<$1M parameters), effectively enhances restoration performance of various models across different tasks, including low-light enhancement, deraining, deblurring, and denoising.

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

Linear arrangements of graphs are a well-known type of graph labeling and are found in many important computational problems, such as the Minimum Linear Arrangement Problem ($\texttt{minLA}$). A linear arrangement is usually defined as a permutation of the $n$ vertices of a graph. An intuitive geometric setting is that of vertices lying on consecutive integer positions in the real line, starting at 1; edges are often drawn as semicircles above the real line. In this paper we study the Maximum Linear Arrangement problem ($\texttt{MaxLA}$), the maximization variant of $\texttt{minLA}$. We devise a new characterization of maximum arrangements of general graphs, and prove that $\texttt{MaxLA}$ can be solved for cycle graphs in constant time, and for $k$-linear trees ($k\le2$) in time $O(n)$. We present two constrained variants of $\texttt{MaxLA}$ we call $\texttt{bipartite MaxLA}$ and $\texttt{1-thistle MaxLA}$. We prove that the former can be solved in time $O(n)$ for any bipartite graph; the latter, by an algorithm that typically runs in time $O(n^4)$ on unlabelled trees. The combination of the two variants has two promising characteristics. First, it solves $\texttt{MaxLA}$ for almost all trees consisting of a few tenths of nodes. Second, we prove that it constitutes a $3/2$-approximation algorithm for $\texttt{MaxLA}$ for trees. Furthermore, we conjecture that $\texttt{bipartite MaxLA}$ solves $\texttt{MaxLA}$ for at least $50\%$ of all free trees.

This paper contributes a formal framework for quantitative analysis of bounded sensor attacks on cyber-physical systems, using the formalism of differential dynamic logic. Given a precondition and postcondition of a system, we formalize two quantitative safety notions, quantitative forward and backward safety, which respectively express (1) how strong the strongest postcondition of the system is with respect to the specified postcondition, and (2) how strong the specified precondition is with respect to the weakest precondition of the system needed to ensure the specified postcondition holds. We introduce two notions, forward and backward robustness, to characterize the robustness of a system against sensor attacks as the loss of safety. To reason about robustness, we introduce two simulation distances, forward and backward simulation distances, which are defined based on the behavioral distances between the original system and the system with compromised sensors. Forward and backward distances, respectively, characterize upper bounds of the degree of forward and backward safety loss caused by the sensor attacks. We verify the two simulation distances by expressing them as modalities, i.e., formulas of differential dynamic logic, and develop an ad-hoc proof system to reason with such formulas. We showcase our formal notions and reasoning techniques on two non-trivial case studies: an autonomous vehicle that needs to avoid collision and a water tank system.

Current models for event causality identification (ECI) mainly adopt a supervised framework, which heavily rely on labeled data for training. Unfortunately, the scale of current annotated datasets is relatively limited, which cannot provide sufficient support for models to capture useful indicators from causal statements, especially for handing those new, unseen cases. To alleviate this problem, we propose a novel approach, shortly named CauSeRL, which leverages external causal statements for event causality identification. First of all, we design a self-supervised framework to learn context-specific causal patterns from external causal statements. Then, we adopt a contrastive transfer strategy to incorporate the learned context-specific causal patterns into the target ECI model. Experimental results show that our method significantly outperforms previous methods on EventStoryLine and Causal-TimeBank (+2.0 and +3.4 points on F1 value respectively).

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.

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.

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