A voting rule decides on a probability distribution over a set of m alternatives, based on rankings of those alternatives provided by agents. We assume that agents have cardinal utility functions over the alternatives, but voting rules have access to only the rankings induced by these utilities. We evaluate how well voting rules do on measures of social welfare and of proportional fairness, computed based on the hidden utility functions. In particular, we study the distortion of voting rules, which is a worst-case measure. It is an approximation ratio comparing the utilitarian social welfare of the optimum outcome to the social welfare produced by the outcome selected by the voting rule, in the worst case over possible input profiles and utility functions that are consistent with the input. The previous literature has studied distortion with unit-sum utility functions (which are normalized to sum to 1), and left a small asymptotic gap in the best possible distortion. Using tools from the theory of fair multi-winner elections, we propose the first voting rule which achieves the optimal distortion $\Theta(\sqrt{m})$ for unit-sum utilities. Our voting rule also achieves optimum $\Theta(\sqrt{m})$ distortion for a larger class of utilities, including unit-range and approval (0/1) utilities. We then take a worst-case approach to a quantitative measure of the fairness of a voting rule, called proportional fairness. Informally, it measures whether the influence of cohesive groups of agents on the voting outcome is proportional to the group size. We show that there is a voting rule which, without knowledge of the utilities, can achieve a $\Theta(\log m)$-approximation to proportional fairness, and thus also to Nash welfare and to the core, making it interesting for applications in participatory budgeting. For all three approximations, we show that $\Theta(\log m)$ is the best possible.
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Like the notion of computation via (strong) monads serves to classify various flavours of impurity, including exceptions, non-determinism, probability, local and global store, the notion of guardedness classifies well-behavedness of cycles in various settings. In its most general form, the guardedness discipline applies to general symmetric monoidal categories and further specializes to Cartesian and co-Cartesian categories, where it governs guarded recursion and guarded iteration respectively. Here, even more specifically, we deal with the semantics of call-by-value guarded iteration. It was shown by Levy, Power and Thielecke that call-by-value languages can be generally interpreted in Freyd categories, but in order to represent effectful function spaces, such a category must canonically arise from a strong monad. We generalize this fact by showing that representing guarded effectful function spaces calls for certain parametrized monads (in the sense of Uustalu). This provides a description of guardedness as an intrinsic categorical property of programs, complementing the existing description of guardedness as a predicate on a category.
We propose a new and generic approach for detecting multiple change-points in general dependent data, termed random interval distillation (RID). By collecting random intervals with sufficient strength of signals and reassembling them into a sequence of informative short intervals, our new approach captures the shifts in signal characteristics across diverse dependent data forms including locally stationary high-dimensional time series and dynamic networks with Markov formation. We further propose a range of secondary refinements tailored to various data types to enhance the localization precision. Notably, for univariate time series and low-rank autoregressive networks, our methods achieve the minimax optimality as their independent counterparts. For practical applications, we introduce a clustering-based and data-driven procedure to determine the optimal threshold for signal strength, which is adaptable to a wide array of dependent data scenarios utilizing the connection between RID and clustering. Additionally, our method has been extended to identify kinks and changes in signals characterized by piecewise polynomial trends. We examine the effectiveness and usefulness of our methodology via extensive simulation studies and a real data example, implementing it in the R-package rid.
Autonomous lane-change, a key feature of advanced driver-assistance systems, can enhance traffic efficiency and reduce the incidence of accidents. However, safe driving of autonomous vehicles remains challenging in complex environments. How to perform safe and appropriate lane change is a popular topic of research in the field of autonomous driving. Currently, few papers consider the safety of reinforcement learning in autonomous lane-change scenarios. We introduce safe hybrid-action reinforcement learning into discretionary lane change for the first time and propose Parameterized Soft Actor-Critic with PID Lagrangian (PASAC-PIDLag) algorithm. Furthermore, we conduct a comparative analysis of the Parameterized Soft Actor-Critic (PASAC), which is an unsafe version of PASAC-PIDLag. Both algorithms are employed to train the lane-change strategy of autonomous vehicles to output discrete lane-change decision and longitudinal vehicle acceleration. Our simulation results indicate that at a traffic density of 15 vehicles per kilometer (15 veh/km), the PASAC-PIDLag algorithm exhibits superior safety with a collision rate of 0%, outperforming the PASAC algorithm, which has a collision rate of 1%. The outcomes of the generalization assessments reveal that at low traffic density levels, both the PASAC-PIDLag and PASAC algorithms are proficient in attaining a 0% collision rate. Under conditions of high traffic flow density, the PASAC-PIDLag algorithm surpasses PASAC in terms of both safety and optimality.
Providing personalized recommendations for insurance products is particularly challenging due to the intrinsic and distinctive features of the insurance domain. First, unlike more traditional domains like retail, movie etc., a large amount of user feedback is not available and the item catalog is smaller. Second, due to the higher complexity of products, the majority of users still prefer to complete their purchases over the phone instead of online. We present different recommender models to address such data scarcity in the insurance domain. We use recurrent neural networks with 3 different types of loss functions and architectures (cross-entropy, censored Weibull, attention). Our models cope with data scarcity by learning from multiple sessions and different types of user actions. Moreover, differently from previous session-based models, our models learn to predict a target action that does not happen within the session. Our models outperform state-of-the-art baselines on a real-world insurance dataset, with ca. 44K users, 16 items, 54K purchases and 117K sessions. Moreover, combining our models with demographic data boosts the performance. Analysis shows that considering multiple sessions and several types of actions are both beneficial for the models, and that our models are not unfair with respect to age, gender and income.
As custom hardware accelerators become more prevalent, it becomes increasingly important to automatically generate efficient host-driver code that can fully leverage the capabilities of these accelerators. This approach saves time and reduces the likelihood of errors that can occur during manual implementation. AXI4MLIR extends the MLIR compiler framework to generate host-driver code for custom accelerators for linear algebra problems. By leveraging specific compiler optimizations, we can further increase accelerator utilization. In this work we offer two key observations through a MatMul accelerator case study. First, the accelerator's compute core utilization is less than 10%, and second, the critical latency bottleneck is caused by copying data between the heap and memory-mapped DMA buffers. We identify a set of missing host code optimizations to improve the under-utilization and the latency bottleneck. Therefore, we propose three key host-code data-movement-related optimizations, extending AXI4MLIR. The optimizations provide DMA-based data allocation, coalescing of DMA transfers, and pipelining of the accelerator's load, compute, and store stages.
Entity abstract summarization aims to generate a coherent description of a given entity based on a set of relevant Internet documents. Pretrained language models (PLMs) have achieved significant success in this task, but they may suffer from hallucinations, i.e. generating non-factual information about the entity. To address this issue, we decompose the summary into two components: Facts that represent the factual information about the given entity, which PLMs are prone to fabricate; and Template that comprises generic content with designated slots for facts, which PLMs can generate competently. Based on the facts-template decomposition, we propose SlotSum, an explainable framework for entity abstract summarization. SlotSum first creates the template and then predicts the fact for each template slot based on the input documents. Benefiting from our facts-template decomposition, SlotSum can easily locate errors and further rectify hallucinated predictions with external knowledge. We construct a new dataset WikiFactSum to evaluate the performance of SlotSum. Experimental results demonstrate that SlotSum could generate summaries that are significantly more factual with credible external knowledge.
The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical stochastic control theory and other analytical approaches for solving financial decision-making problems that heavily reply on model assumptions, new developments from reinforcement learning (RL) are able to make full use of the large amount of financial data with fewer model assumptions and to improve decisions in complex financial environments. This survey paper aims to review the recent developments and use of RL approaches in finance. We give an introduction to Markov decision processes, which is the setting for many of the commonly used RL approaches. Various algorithms are then introduced with a focus on value and policy based methods that do not require any model assumptions. Connections are made with neural networks to extend the framework to encompass deep RL algorithms. Our survey concludes by discussing the application of these RL algorithms in a variety of decision-making problems in finance, including optimal execution, portfolio optimization, option pricing and hedging, market making, smart order routing, and robo-advising.
Humans perceive the world by concurrently processing and fusing high-dimensional inputs from multiple modalities such as vision and audio. Machine perception models, in stark contrast, are typically modality-specific and optimised for unimodal benchmarks, and hence late-stage fusion of final representations or predictions from each modality (`late-fusion') is still a dominant paradigm for multimodal video classification. Instead, we introduce a novel transformer based architecture that uses `fusion bottlenecks' for modality fusion at multiple layers. Compared to traditional pairwise self-attention, our model forces information between different modalities to pass through a small number of bottleneck latents, requiring the model to collate and condense the most relevant information in each modality and only share what is necessary. We find that such a strategy improves fusion performance, at the same time reducing computational cost. We conduct thorough ablation studies, and achieve state-of-the-art results on multiple audio-visual classification benchmarks including Audioset, Epic-Kitchens and VGGSound. All code and models will be released.
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation or neither of these. These findings cast doubts on the validity of the neural ODE model as an adequate asymptotic description of deep ResNets and point to an alternative class of differential equations as a better description of the deep network limit.
Object detection typically assumes that training and test data are drawn from an identical distribution, which, however, does not always hold in practice. Such a distribution mismatch will lead to a significant performance drop. In this work, we aim to improve the cross-domain robustness of object detection. We tackle the domain shift on two levels: 1) the image-level shift, such as image style, illumination, etc, and 2) the instance-level shift, such as object appearance, size, etc. We build our approach based on the recent state-of-the-art Faster R-CNN model, and design two domain adaptation components, on image level and instance level, to reduce the domain discrepancy. The two domain adaptation components are based on H-divergence theory, and are implemented by learning a domain classifier in adversarial training manner. The domain classifiers on different levels are further reinforced with a consistency regularization to learn a domain-invariant region proposal network (RPN) in the Faster R-CNN model. We evaluate our newly proposed approach using multiple datasets including Cityscapes, KITTI, SIM10K, etc. The results demonstrate the effectiveness of our proposed approach for robust object detection in various domain shift scenarios.
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