Ridge regression is a popular method for dense least squares regularization. In this work, ridge regression is studied in the context of VAR model estimation and inference. The implications of anisotropic penalization are discussed and a comparison is made with Bayesian ridge-type estimators. The asymptotic distribution and the properties of cross-validation techniques are analyzed. Finally, the estimation of impulse response functions is evaluated with Monte Carlo simulations and ridge regression is compared with a number of similar and competing methods.
Phishing is a major cyber threat to organizations that can cause financial and reputational damage, threatening their existence. The technical measures against phishing should be complemented by awareness training for employees. However, there is little validation of awareness measures. Consequently, organizations have an additional burden when integrating awareness training, as there is no consensus on which method brings the best success. This paper examines how awareness concepts can be successfully implemented and validated. For this purpose, various factors, such as requirements and possible combinations of methods, are taken into account in our case study at a small- and medium-sized enterprise (SME). To measure success, phishing exercises are conducted. The study suggests that pleasant campaigns result in better performance in the simulated phishing exercise. In addition, significant improvements and differences in the target groups could be observed. The implementation of awareness training with integrated key performance indicators can be used as a basis for other organizations.
People have long hoped for a conversational system that can assist in real-life situations, and recent progress on large language models (LLMs) is bringing this idea closer to reality. While LLMs are often impressive in performance, their efficacy in real-world scenarios that demand expert knowledge remains unclear. LLMs are believed to hold the most potential and value in education, especially in the development of Artificial intelligence (AI) based virtual teachers capable of facilitating language learning. Our focus is centered on evaluating the efficacy of LLMs in the realm of education, specifically in the areas of spoken language learning which encompass phonetics, phonology, and second language acquisition. We introduce a new multiple-choice question dataset to evaluate the effectiveness of LLMs in the aforementioned scenarios, including understanding and application of spoken language knowledge. In addition, we investigate the influence of various prompting techniques such as zero- and few-shot method (prepending the question with question-answer exemplars), chain-of-thought (CoT, think step-by-step), in-domain exampler and external tools (Google, Wikipedia). We conducted large-scale evaluation on popular LLMs (20 distinct models) using these methods. We achieved significant performance improvements compared to the zero-shot baseline in the practical questions reasoning (GPT-3.5, 49.1% -> 63.1%; LLaMA2-70B-Chat, 42.2% -> 48.6%). We found that models of different sizes have good understanding of concepts in phonetics, phonology, and second language acquisition, but show limitations in reasoning for real-world problems. Additionally, we also explore preliminary findings on conversational communication.
Modern tourism in the 21st century is facing numerous challenges. Among these the rapidly growing number of tourists visiting space-limited regions like historical cities, museums and bottlenecks such as bridges is one of the biggest. In this context, a proper and accurate prediction of tourism volume and tourism flow within a certain area is important and critical for visitor management tasks such as sustainable treatment of the environment and prevention of overcrowding. Static flow control methods like conventional low-level controllers or limiting access to overcrowded venues could not solve the problem yet. In this paper, we empirically evaluate the performance of state-of-the-art deep-learning methods such as RNNs, GNNs, and Transformers as well as the classic statistical ARIMA method. Granular limited data supplied by a tourism region is extended by exogenous data such as geolocation trajectories of individual tourists, weather and holidays. In the field of visitor flow prediction with sparse data, we are thereby capable of increasing the accuracy of our predictions, incorporating modern input feature handling as well as mapping geolocation data on top of discrete POI data.
Dichotomy theorems, which characterize the conditions under which a problem can be solved efficiently, have helped identify important tractability borders for as probabilistic query evaluation, view maintenance, query containment (among many more problems). However, dichotomy theorems for many such problems remain elusive under key settings such as bag semantics or for queries with self-joins. This work aims to unearth dichotomies for fundamental problems in reverse data management and knowledge representation. We use a novel approach to discovering dichotomies: instead of creating dedicated algorithms for easy (PTIME) and hard cases (NP-complete), we devise unified algorithms that are guaranteed to terminate in PTIME for easy cases. Using this approach, we discovered new tractable cases for the problem of minimal factorization of provenance formulas as well as dichotomies under bag semantics for the problems of resilience and causal responsibility
Predictive algorithms inform consequential decisions in settings where the outcome is selectively observed given some choices made by human decision makers. There often exists unobserved confounders that affected the decision maker's choice and the outcome. We propose a unified methodology for the robust design and evaluation of predictive algorithms in selectively observed data under such unobserved confounding. Our approach imposes general assumptions on how much the outcome may vary on average between unselected and selected units conditional on observed covariates and identified nuisance parameters, formalizing popular empirical strategies for imputing missing data such as proxy outcomes and instrumental variables. We develop debiased machine learning estimators for the bounds on a large class of predictive performance estimands, such as the conditional likelihood of the outcome, a predictive algorithm's mean square error, true/false positive rate, and many others, under these assumptions. In an administrative dataset from a large Australian financial institution, we illustrate how varying assumptions on unobserved confounding leads to meaningful changes in default risk predictions and evaluations of credit scores across sensitive groups.
Graphs are important data representations for describing objects and their relationships, which appear in a wide diversity of real-world scenarios. As one of a critical problem in this area, graph generation considers learning the distributions of given graphs and generating more novel graphs. Owing to their wide range of applications, generative models for graphs, which have a rich history, however, are traditionally hand-crafted and only capable of modeling a few statistical properties of graphs. Recent advances in deep generative models for graph generation is an important step towards improving the fidelity of generated graphs and paves the way for new kinds of applications. This article provides an extensive overview of the literature in the field of deep generative models for graph generation. Firstly, the formal definition of deep generative models for the graph generation and the preliminary knowledge are provided. Secondly, taxonomies of deep generative models for both unconditional and conditional graph generation are proposed respectively; the existing works of each are compared and analyzed. After that, an overview of the evaluation metrics in this specific domain is provided. Finally, the applications that deep graph generation enables are summarized and five promising future research directions are highlighted.
Knowledge graphs represent factual knowledge about the world as relationships between concepts and are critical for intelligent decision making in enterprise applications. New knowledge is inferred from the existing facts in the knowledge graphs by encoding the concepts and relations into low-dimensional feature vector representations. The most effective representations for this task, called Knowledge Graph Embeddings (KGE), are learned through neural network architectures. Due to their impressive predictive performance, they are increasingly used in high-impact domains like healthcare, finance and education. However, are the black-box KGE models adversarially robust for use in domains with high stakes? This thesis argues that state-of-the-art KGE models are vulnerable to data poisoning attacks, that is, their predictive performance can be degraded by systematically crafted perturbations to the training knowledge graph. To support this argument, two novel data poisoning attacks are proposed that craft input deletions or additions at training time to subvert the learned model's performance at inference time. These adversarial attacks target the task of predicting the missing facts in knowledge graphs using KGE models, and the evaluation shows that the simpler attacks are competitive with or outperform the computationally expensive ones. The thesis contributions not only highlight and provide an opportunity to fix the security vulnerabilities of KGE models, but also help to understand the black-box predictive behaviour of KGE models.
The concept of causality plays an important role in human cognition . In the past few decades, causal inference has been well developed in many fields, such as computer science, medicine, economics, and education. With the advancement of deep learning techniques, it has been increasingly used in causal inference against counterfactual data. Typically, deep causal models map the characteristics of covariates to a representation space and then design various objective optimization functions to estimate counterfactual data unbiasedly based on the different optimization methods. This paper focuses on the survey of the deep causal models, and its core contributions are as follows: 1) we provide relevant metrics under multiple treatments and continuous-dose treatment; 2) we incorporate a comprehensive overview of deep causal models from both temporal development and method classification perspectives; 3) we assist a detailed and comprehensive classification and analysis of relevant datasets and source code.
Emotion recognition in conversation (ERC) aims to detect the emotion label for each utterance. Motivated by recent studies which have proven that feeding training examples in a meaningful order rather than considering them randomly can boost the performance of models, we propose an ERC-oriented hybrid curriculum learning framework. Our framework consists of two curricula: (1) conversation-level curriculum (CC); and (2) utterance-level curriculum (UC). In CC, we construct a difficulty measurer based on "emotion shift" frequency within a conversation, then the conversations are scheduled in an "easy to hard" schema according to the difficulty score returned by the difficulty measurer. For UC, it is implemented from an emotion-similarity perspective, which progressively strengthens the model's ability in identifying the confusing emotions. With the proposed model-agnostic hybrid curriculum learning strategy, we observe significant performance boosts over a wide range of existing ERC models and we are able to achieve new state-of-the-art results on four public ERC datasets.
Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.