Cycling can reduce greenhouse gas emissions and air pollution and increase public health. With this in mind, policy-makers in cities worldwide seek to improve the bicycle mode-share. However, they often struggle against the fear and the perceived riskiness of cycling. Efforts to increase the bicycle's mode-share involve many measures, one of them being the improvement of cycling safety. This requires the analysis of the factors surrounding accidents and the outcome. However, meaningful analysis of cycling safety requires accurate bicycle flow data that is generally sparse or not even available at a segment level. Therefore, safety engineers often rely on aggregated variables or calibration factors that fail to account for variations in the cycling traffic caused by external factors. This paper fills this gap by presenting a Deep Learning based approach, the Long Short-Term Memory Mixture Density Network (LSTMMDN), to estimate hourly bicycle flow in Copenhagen, conditional on weather, temporal and road conditions at the segment level. This method addresses the shortcomings in the calibration factor method and results in 66-77\% more accurate bicycle traffic estimates. To quantify the impact of more accurate bicycle traffic estimates in cycling safety analysis, we estimate bicycle crash risk models to evaluate bicycle crashes in Copenhagen. The models are identical except for the exposure variables being used. One model is estimated using the LSTMMDN estimates, one using the calibration-based estimates, and one using yearly mean traffic estimates. The results show that investing in more advanced methods for obtaining bicycle volume estimates can benefit the quality, mitigating efforts by improving safety analyses and other performance measures.
In this paper, we address an issue that the visually impaired commonly face while crossing intersections and propose a solution that takes form as a mobile application. The application utilizes a deep learning convolutional neural network model, LytNetV2, to output necessary information that the visually impaired may lack when without human companions or guide-dogs. A prototype of the application runs on iOS devices of versions 11 or above. It is designed for comprehensiveness, concision, accuracy, and computational efficiency through delivering the two most important pieces of information, pedestrian traffic light color and direction, required to cross the road in real-time. Furthermore, it is specifically aimed to support those facing financial burden as the solution takes the form of a free mobile application. Through the modification and utilization of key principles in MobileNetV3 such as depthwise seperable convolutions and squeeze-excite layers, the deep neural network model achieves a classification accuracy of 96% and average angle error of 6.15 degrees, while running at a frame rate of 16.34 frames per second. Additionally, the model is trained as an image classifier, allowing for a faster and more accurate model. The network is able to outperform other methods such as object detection and non-deep learning algorithms in both accuracy and thoroughness. The information is delivered through both auditory signals and vibrations, and it has been tested on seven visually impaired and has received above satisfactory responses.
Vectorautogressions (VARs) are widely applied when it comes to modeling and forecasting macroeconomic variables. In high dimensions, however, they are prone to overfitting. Bayesian methods, more concretely shrinking priors, have shown to be successful in improving prediction performance. In the present paper we introduce the recently developed $R^2$-induced Dirichlet-decomposition prior to the VAR framework and compare it to refinements of well-known priors in the VAR literature. We demonstrate the virtues of the proposed prior in an extensive simulation study and in an empirical application forecasting data of the US economy. Further, we shed more light on the ongoing Illusion of Sparsity debate. We find that forecasting performances under sparse/dense priors vary across evaluated economic variables and across time frames; dynamic model averaging, however, can combine the merits of both worlds. All priors are implemented using the reduced-form VAR and all models feature stochastic volatility in the variance-covariance matrix.
Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit to the training data. We prove that this is not the case for the linear model fit by ordinary least squares; rather it estimates the average prediction error of models fit on other unseen training sets drawn from the same population. We further show that this phenomenon occurs for most popular estimates of prediction error, including data splitting, bootstrapping, and Mallow's Cp. Next, the standard confidence intervals for prediction error derived from cross-validation may have coverage far below the desired level. Because each data point is used for both training and testing, there are correlations among the measured accuracies for each fold, and so the usual estimate of variance is too small. We introduce a nested cross-validation scheme to estimate this variance more accurately, and we show empirically that this modification leads to intervals with approximately correct coverage in many examples where traditional cross-validation intervals fail.
A key challenge for autonomous vehicles is to navigate in unseen dynamic environments. Separating moving objects from static ones is essential for navigation, pose estimation, and understanding how other traffic participants are likely to move in the near future. In this work, we tackle the problem of distinguishing 3D LiDAR points that belong to currently moving objects, like walking pedestrians or driving cars, from points that are obtained from non-moving objects, like walls but also parked cars. Our approach takes a sequence of observed LiDAR scans and turns them into a voxelized sparse 4D point cloud. We apply computationally efficient sparse 4D convolutions to jointly extract spatial and temporal features and predict moving object confidence scores for all points in the sequence. We develop a receding horizon strategy that allows us to predict moving objects online and to refine predictions on the go based on new observations. We use a binary Bayes filter to recursively integrate new predictions of a scan resulting in more robust estimation. We evaluate our approach on the SemanticKITTI moving object segmentation challenge and show more accurate predictions than existing methods. Since our approach only operates on the geometric information of point clouds over time, it generalizes well to new, unseen environments, which we evaluate on the Apollo dataset.
Data augmentation has been rare in the cyber security domain due to technical difficulties in altering data in a manner that is semantically consistent with the original data. This shortfall is particularly onerous given the unique difficulty of acquiring benign and malicious training data that runs into copyright restrictions, and that institutions like banks and governments receive targeted malware that will never exist in large quantities. We present MARVOLO, a binary mutator that programmatically grows malware (and benign) datasets in a manner that boosts the accuracy of ML-driven malware detectors. MARVOLO employs semantics-preserving code transformations that mimic the alterations that malware authors and defensive benign developers routinely make in practice , allowing us to generate meaningful augmented data. Crucially, semantics-preserving transformations also enable MARVOLO to safely propagate labels from original to newly-generated data samples without mandating expensive reverse engineering of binaries. Further, MARVOLO embeds several key optimizations that keep costs low for practitioners by maximizing the density of diverse data samples generated within a given time (or resource) budget. Experiments using wide-ranging commercial malware datasets and a recent ML-driven malware detector show that MARVOLO boosts accuracies by up to 5%, while operating on only a small fraction (15%) of the potential input binaries.
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric model averaging to predict the conditional quantile even if all models under consideration are potentially misspecified. Specifically, we first build a series of non-nested partially linear sub-models, each with different nonlinear component. Then a leave-one-out cross-validation criterion is applied to choose the model weights. Under some regularity conditions, we have proved that the resulting model averaging estimator is asymptotically optimal in terms of minimizing the out-of-sample average quantile prediction error. Our modelling strategy not only effectively avoids the problem of specifying which a covariate should be nonlinear when one fits a partially linear model, but also results in a more accurate prediction than traditional model-based procedures because of the optimality of the selected weights by the cross-validation criterion. Simulation experiments and an illustrative application show that our proposed model averaging method is superior to other commonly used alternatives.
In machine learning, we traditionally evaluate the performance of a single model, averaged over a collection of test inputs. In this work, we propose a new approach: we measure the performance of a collection of models when evaluated on a $\textit{single input point}$. Specifically, we study a point's $\textit{profile}$: the relationship between models' average performance on the test distribution and their pointwise performance on this individual point. We find that profiles can yield new insights into the structure of both models and data -- in and out-of-distribution. For example, we empirically show that real data distributions consist of points with qualitatively different profiles. On one hand, there are "compatible" points with strong correlation between the pointwise and average performance. On the other hand, there are points with weak and even $\textit{negative}$ correlation: cases where improving overall model accuracy actually $\textit{hurts}$ performance on these inputs. We prove that these experimental observations are inconsistent with the predictions of several simplified models of learning proposed in prior work. As an application, we use profiles to construct a dataset we call CIFAR-10-NEG: a subset of CINIC-10 such that for standard models, accuracy on CIFAR-10-NEG is $\textit{negatively correlated}$ with accuracy on CIFAR-10 test. This illustrates, for the first time, an OOD dataset that completely inverts "accuracy-on-the-line" (Miller, Taori, Raghunathan, Sagawa, Koh, Shankar, Liang, Carmon, and Schmidt 2021)
Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can split a sequence into views comprising the past and future of some step in the sequence. Contrastive lower bounds on MI are easy to optimize, but have a strong underestimation bias when estimating large amounts of MI. We propose decomposing the full MI estimation problem into a sum of smaller estimation problems by splitting one of the views into progressively more informed subviews and by applying the chain rule on MI between the decomposed views. This expression contains a sum of unconditional and conditional MI terms, each measuring modest chunks of the total MI, which facilitates approximation via contrastive bounds. To maximize the sum, we formulate a contrastive lower bound on the conditional MI which can be approximated efficiently. We refer to our general approach as Decomposed Estimation of Mutual Information (DEMI). We show that DEMI can capture a larger amount of MI than standard non-decomposed contrastive bounds in a synthetic setting, and learns better representations in a vision domain and for dialogue generation.
Generative models are now capable of producing highly realistic images that look nearly indistinguishable from the data on which they are trained. This raises the question: if we have good enough generative models, do we still need datasets? We investigate this question in the setting of learning general-purpose visual representations from a black-box generative model rather than directly from data. Given an off-the-shelf image generator without any access to its training data, we train representations from the samples output by this generator. We compare several representation learning methods that can be applied to this setting, using the latent space of the generator to generate multiple "views" of the same semantic content. We show that for contrastive methods, this multiview data can naturally be used to identify positive pairs (nearby in latent space) and negative pairs (far apart in latent space). We find that the resulting representations rival those learned directly from real data, but that good performance requires care in the sampling strategy applied and the training method. Generative models can be viewed as a compressed and organized copy of a dataset, and we envision a future where more and more "model zoos" proliferate while datasets become increasingly unwieldy, missing, or private. This paper suggests several techniques for dealing with visual representation learning in such a future. Code is released on our project page: //ali-design.github.io/GenRep/
The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, current unsupervised machine learning approaches have not fully exploited the spatial-temporal correlation and other dependencies amongst the multiple variables (sensors/actuators) in the system for detecting anomalies. In this work, we propose an unsupervised multivariate anomaly detection method based on Generative Adversarial Networks (GANs). Instead of treating each data stream independently, our proposed MAD-GAN framework considers the entire variable set concurrently to capture the latent interactions amongst the variables. We also fully exploit both the generator and discriminator produced by the GAN, using a novel anomaly score called DR-score to detect anomalies by discrimination and reconstruction. We have tested our proposed MAD-GAN using two recent datasets collected from real-world CPS: the Secure Water Treatment (SWaT) and the Water Distribution (WADI) datasets. Our experimental results showed that the proposed MAD-GAN is effective in reporting anomalies caused by various cyber-intrusions compared in these complex real-world systems.