Hawkes Process has been used to model Limit Order Book (LOB) dynamics in several ways in the literature however the focus has been limited to capturing the inter-event times while the order size is usually assumed to be constant. We propose a novel methodology of using Compound Hawkes Process for the LOB where each event has an order size sampled from a calibrated distribution. The process is formulated in a novel way such that the spread of the process always remains positive. Further, we condition the model parameters on time of day to support empirical observations. We make use of an enhanced non-parametric method to calibrate the Hawkes kernels and allow for inhibitory cross-excitation kernels. We showcase the results and quality of fits for an equity stock's LOB in the NASDAQ exchange and compare them against several baselines. Finally, we conduct a market impact study of the simulator and show the empirical observation of a concave market impact function is indeed replicated.
The use of automatic short answer grading (ASAG) models may help alleviate the time burden of grading while encouraging educators to frequently incorporate open-ended items in their curriculum. However, current state-of-the-art ASAG models are large neural networks (NN) often described as "black box", providing no explanation for which characteristics of an input are important for the produced output. This inexplicable nature can be frustrating to teachers and students when trying to interpret, or learn from an automatically-generated grade. To create a powerful yet intelligible ASAG model, we experiment with a type of model called a Neural Additive Model that combines the performance of a NN with the explainability of an additive model. We use a Knowledge Integration (KI) framework from the learning sciences to guide feature engineering to create inputs that reflect whether a student includes certain ideas in their response. We hypothesize that indicating the inclusion (or exclusion) of predefined ideas as features will be sufficient for the NAM to have good predictive power and interpretability, as this may guide a human scorer using a KI rubric. We compare the performance of the NAM with another explainable model, logistic regression, using the same features, and to a non-explainable neural model, DeBERTa, that does not require feature engineering.
We introduce an approach aimed at enhancing the reasoning capabilities of Large Language Models (LLMs) through an iterative preference learning process inspired by the successful strategy employed by AlphaZero. Our work leverages Monte Carlo Tree Search (MCTS) to iteratively collect preference data, utilizing its look-ahead ability to break down instance-level rewards into more granular step-level signals. To enhance consistency in intermediate steps, we combine outcome validation and stepwise self-evaluation, continually updating the quality assessment of newly generated data. The proposed algorithm employs Direct Preference Optimization (DPO) to update the LLM policy using this newly generated step-level preference data. Theoretical analysis reveals the critical importance of using on-policy sampled data for successful self-improving. Extensive evaluations on various arithmetic and commonsense reasoning tasks demonstrate remarkable performance improvements over existing models. For instance, our approach outperforms the Mistral-7B Supervised Fine-Tuning (SFT) baseline on GSM8K, MATH, and SciQ, with substantial percentage increases in accuracy to $80.7\%$ (+$4.8\%$), $32.2\%$ (+$3.3\%$), and $88.5\%$ (+$7.7\%$), respectively. Additionally, our research delves into the training and inference compute tradeoff, providing insights into how our method effectively maximizes performance gains.
Despite great success in modeling visual perception, deep neural network based image quality assessment (IQA) still remains unreliable in real-world applications due to its vulnerability to adversarial perturbations and the inexplicit black-box structure. In this paper, we propose to build a trustworthy IQA model via Causal Perception inspired Representation Learning (CPRL), and a score reflection attack method for IQA model. More specifically, we assume that each image is composed of Causal Perception Representation (CPR) and non-causal perception representation (N-CPR). CPR serves as the causation of the subjective quality label, which is invariant to the imperceptible adversarial perturbations. Inversely, N-CPR presents spurious associations with the subjective quality label, which may significantly change with the adversarial perturbations. To extract the CPR from each input image, we develop a soft ranking based channel-wise activation function to mediate the causally sufficient (beneficial for high prediction accuracy) and necessary (beneficial for high robustness) deep features, and based on intervention employ minimax game to optimize. Experiments on four benchmark databases show that the proposed CPRL method outperforms many state-of-the-art adversarial defense methods and provides explicit model interpretation.
The surge in Large Language Models (LLMs) development has led to improved performance on cognitive tasks as well as an urgent need to align these models with human values in order to safely exploit their power. Despite the effectiveness of preference learning algorithms like Reinforcement Learning From Human Feedback (RLHF) in aligning human preferences, their assumed improvements on model trustworthiness haven't been thoroughly testified. Toward this end, this study investigates how models that have been aligned with general-purpose preference data on helpfulness and harmlessness perform across five trustworthiness verticals: toxicity, stereotypical bias, machine ethics, truthfulness, and privacy. For model alignment, we focus on three widely used RLHF variants: Supervised Finetuning (SFT), Proximal Policy Optimization (PPO), and Direct Preference Optimization (DPO). Through extensive empirical investigations, we discover that the improvement in trustworthiness by RLHF is far from guaranteed, and there exists a complex interplay between preference data, alignment algorithms, and specific trustworthiness aspects. Together, our results underscore the need for more nuanced approaches for model alignment. By shedding light on the intricate dynamics of these components within model alignment, we hope this research will guide the community towards developing language models that are both capable and trustworthy.
Large Language Models (LLMs) have shown excellent generalization capabilities that have led to the development of numerous models. These models propose various new architectures, tweaking existing architectures with refined training strategies, increasing context length, using high-quality training data, and increasing training time to outperform baselines. Analyzing new developments is crucial for identifying changes that enhance training stability and improve generalization in LLMs. This survey paper comprehensively analyses the LLMs architectures and their categorization, training strategies, training datasets, and performance evaluations and discusses future research directions. Moreover, the paper also discusses the basic building blocks and concepts behind LLMs, followed by a complete overview of LLMs, including their important features and functions. Finally, the paper summarizes significant findings from LLM research and consolidates essential architectural and training strategies for developing advanced LLMs. Given the continuous advancements in LLMs, we intend to regularly update this paper by incorporating new sections and featuring the latest LLM models.
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.
Graph Neural Networks (GNN) is an emerging field for learning on non-Euclidean data. Recently, there has been increased interest in designing GNN that scales to large graphs. Most existing methods use "graph sampling" or "layer-wise sampling" techniques to reduce training time. However, these methods still suffer from degrading performance and scalability problems when applying to graphs with billions of edges. This paper presents GBP, a scalable GNN that utilizes a localized bidirectional propagation process from both the feature vectors and the training/testing nodes. Theoretical analysis shows that GBP is the first method that achieves sub-linear time complexity for both the precomputation and the training phases. An extensive empirical study demonstrates that GBP achieves state-of-the-art performance with significantly less training/testing time. Most notably, GBP can deliver superior performance on a graph with over 60 million nodes and 1.8 billion edges in less than half an hour on a single machine.
Few-shot Knowledge Graph (KG) completion is a focus of current research, where each task aims at querying unseen facts of a relation given its few-shot reference entity pairs. Recent attempts solve this problem by learning static representations of entities and references, ignoring their dynamic properties, i.e., entities may exhibit diverse roles within task relations, and references may make different contributions to queries. This work proposes an adaptive attentional network for few-shot KG completion by learning adaptive entity and reference representations. Specifically, entities are modeled by an adaptive neighbor encoder to discern their task-oriented roles, while references are modeled by an adaptive query-aware aggregator to differentiate their contributions. Through the attention mechanism, both entities and references can capture their fine-grained semantic meanings, and thus render more expressive representations. This will be more predictive for knowledge acquisition in the few-shot scenario. Evaluation in link prediction on two public datasets shows that our approach achieves new state-of-the-art results with different few-shot sizes.
Graph Neural Networks (GNNs) have recently been used for node and graph classification tasks with great success, but GNNs model dependencies among the attributes of nearby neighboring nodes rather than dependencies among observed node labels. In this work, we consider the task of inductive node classification using GNNs in supervised and semi-supervised settings, with the goal of incorporating label dependencies. Because current GNNs are not universal (i.e., most-expressive) graph representations, we propose a general collective learning approach to increase the representation power of any existing GNN. Our framework combines ideas from collective classification with self-supervised learning, and uses a Monte Carlo approach to sampling embeddings for inductive learning across graphs. We evaluate performance on five real-world network datasets and demonstrate consistent, significant improvement in node classification accuracy, for a variety of state-of-the-art GNNs.
How can we estimate the importance of nodes in a knowledge graph (KG)? A KG is a multi-relational graph that has proven valuable for many tasks including question answering and semantic search. In this paper, we present GENI, a method for tackling the problem of estimating node importance in KGs, which enables several downstream applications such as item recommendation and resource allocation. While a number of approaches have been developed to address this problem for general graphs, they do not fully utilize information available in KGs, or lack flexibility needed to model complex relationship between entities and their importance. To address these limitations, we explore supervised machine learning algorithms. In particular, building upon recent advancement of graph neural networks (GNNs), we develop GENI, a GNN-based method designed to deal with distinctive challenges involved with predicting node importance in KGs. Our method performs an aggregation of importance scores instead of aggregating node embeddings via predicate-aware attention mechanism and flexible centrality adjustment. In our evaluation of GENI and existing methods on predicting node importance in real-world KGs with different characteristics, GENI achieves 5-17% higher NDCG@100 than the state of the art.