This paper addresses two deficiencies of models in the area of matching-based market design. The first arises from the recent realization that the most prominent solution that uses cardinal utilities, namely the Hylland-Zeckhauser (HZ) mechanism, is intractable; in particular, the problem of computing even an approximate equilibrium for it is PPAD-complete. The second is the extreme paucity of models that use cardinal utilities; this stands in sharp contrast with general equilibrium theory, which has defined and extensively studied several fundamental market models to address a number of specialized and realistic situations. Our paper addresses both these issues by proposing Nash-bargaining-based matching market models. Since the Nash bargaining solution is captured by a convex program, efficiency follow; in addition, it possesses a number of desirable game-theoretic properties. Our approach yields a rich collection of models, not only for one-sided, but also two-sided, markets. In order to be used in "industrial grade" applications, we demonstrate very fast implementations for these models. These are able to solve large instances, with $n = 2000$, in one hour on a PC, even for a two-sided matching market. A number of new ideas were needed, beyond the standard methods, to obtain these implementations. For matching market models with linear utilities, we use the Frank-Wolfe algorithm. For the more challenging models, with non-linear utility functions, we use the cutting-plane algorithm.
We consider non-convex stochastic optimization using first-order algorithms for which the gradient estimates may have heavy tails. We show that a combination of gradient clipping, momentum, and normalized gradient descent yields convergence to critical points in high-probability with best-known rates for smooth losses when the gradients only have bounded $\mathfrak{p}$th moments for some $\mathfrak{p}\in(1,2]$. We then consider the case of second-order smooth losses, which to our knowledge have not been studied in this setting, and again obtain high-probability bounds for any $\mathfrak{p}$. Moreover, our results hold for arbitrary smooth norms, in contrast to the typical SGD analysis which requires a Hilbert space norm. Further, we show that after a suitable "burn-in" period, the objective value will monotonically decrease for every iteration until a critical point is identified, which provides intuition behind the popular practice of learning rate "warm-up" and also yields a last-iterate guarantee.
A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement, system combination and expectations as linear algebra operations. This paper explores how density matrices can be used as a building block to build machine learning models exploiting their ability to straightforwardly combine linear algebra and probability. One of the main results of the paper is to show that density matrices coupled with random Fourier features could approximate arbitrary probability distributions over $\mathbb{R}^n$. Based on this finding the paper builds different models for density estimation, classification and regression. These models are differentiable, so it is possible to integrate them with other differentiable components, such as deep learning architectures and to learn their parameters using gradient-based optimization. In addition, the paper presents optimization-less training strategies based on estimation and model averaging. The models are evaluated in benchmark tasks and the results are reported and discussed.
Siamese tracking has achieved groundbreaking performance in recent years, where the essence is the efficient matching operator cross-correlation and its variants. Besides the remarkable success, it is important to note that the heuristic matching network design relies heavily on expert experience. Moreover, we experimentally find that one sole matching operator is difficult to guarantee stable tracking in all challenging environments. Thus, in this work, we introduce six novel matching operators from the perspective of feature fusion instead of explicit similarity learning, namely Concatenation, Pointwise-Addition, Pairwise-Relation, FiLM, Simple-Transformer and Transductive-Guidance, to explore more feasibility on matching operator selection. The analyses reveal these operators' selective adaptability on different environment degradation types, which inspires us to combine them to explore complementary features. To this end, we propose binary channel manipulation (BCM) to search for the optimal combination of these operators. BCM determines to retrain or discard one operator by learning its contribution to other tracking steps. By inserting the learned matching networks to a strong baseline tracker Ocean, our model achieves favorable gains by $67.2 \rightarrow 71.4$, $52.6 \rightarrow 58.3$, $70.3 \rightarrow 76.0$ success on OTB100, LaSOT, and TrackingNet, respectively. Notably, Our tracker, dubbed AutoMatch, uses less than half of training data/time than the baseline tracker, and runs at 50 FPS using PyTorch. Code and model will be released at //github.com/JudasDie/SOTS.
Multiplying matrices is among the most fundamental and compute-intensive operations in machine learning. Consequently, there has been significant work on efficiently approximating matrix multiplies. We introduce a learning-based algorithm for this task that greatly outperforms existing methods. Experiments using hundreds of matrices from diverse domains show that it often runs $100\times$ faster than exact matrix products and $10\times$ faster than current approximate methods. In the common case that one matrix is known ahead of time, our method also has the interesting property that it requires zero multiply-adds. These results suggest that a mixture of hashing, averaging, and byte shuffling$-$the core operations of our method$-$could be a more promising building block for machine learning than the sparsified, factorized, and/or scalar quantized matrix products that have recently been the focus of substantial research and hardware investment.
Recent works leveraging Graph Neural Networks to approach graph matching tasks have shown promising results. Recent progress in learning discrete distributions poses new opportunities for learning graph matching models. In this work, we propose a new model, Stochastic Iterative Graph MAtching (SIGMA), to address the graph matching problem. Our model defines a distribution of matchings for a graph pair so the model can explore a wide range of possible matchings. We further introduce a novel multi-step matching procedure, which learns how to refine a graph pair's matching results incrementally. The model also includes dummy nodes so that the model does not have to find matchings for nodes without correspondence. We fit this model to data via scalable stochastic optimization. We conduct extensive experiments across synthetic graph datasets as well as biochemistry and computer vision applications. Across all tasks, our results show that SIGMA can produce significantly improved graph matching results compared to state-of-the-art models. Ablation studies verify that each of our components (stochastic training, iterative matching, and dummy nodes) offers noticeable improvement.
For many computer vision applications such as image captioning, visual question answering, and person search, learning discriminative feature representations at both image and text level is an essential yet challenging problem. Its challenges originate from the large word variance in the text domain as well as the difficulty of accurately measuring the distance between the features of the two modalities. Most prior work focuses on the latter challenge, by introducing loss functions that help the network learn better feature representations but fail to account for the complexity of the textual input. With that in mind, we introduce TIMAM: a Text-Image Modality Adversarial Matching approach that learns modality-invariant feature representations using adversarial and cross-modal matching objectives. In addition, we demonstrate that BERT, a publicly-available language model that extracts word embeddings, can successfully be applied in the text-to-image matching domain. The proposed approach achieves state-of-the-art cross-modal matching performance on four widely-used publicly-available datasets resulting in absolute improvements ranging from 2% to 5% in terms of rank-1 accuracy.
We study learning of a matching model for response selection in retrieval-based dialogue systems. The problem is equally important with designing the architecture of a model, but is less explored in existing literature. To learn a robust matching model from noisy training data, we propose a general co-teaching framework with three specific teaching strategies that cover both teaching with loss functions and teaching with data curriculum. Under the framework, we simultaneously learn two matching models with independent training sets. In each iteration, one model transfers the knowledge learned from its training set to the other model, and at the same time receives the guide from the other model on how to overcome noise in training. Through being both a teacher and a student, the two models learn from each other and get improved together. Evaluation results on two public data sets indicate that the proposed learning approach can generally and significantly improve the performance of existing matching models.
Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday system constraints. We propose deep spatio-temporal models and extreme value theory (EVT) to capture theses effects and in particular the tail behavior of load spikes. Deep LSTM architectures with ReLU and $\tanh$ activation functions can model trends and temporal dependencies while EVT captures highly volatile load spikes above a pre-specified threshold. To illustrate our methodology, we use hourly price and demand data from 4719 nodes of the PJM interconnection, and we construct a deep predictor. We show that DL-EVT outperforms traditional Fourier time series methods, both in-and out-of-sample, by capturing the observed nonlinearities in prices. Finally, we conclude with directions for future research.
Accurately classifying malignancy of lesions detected in a screening scan plays a critical role in reducing false positives. Through extracting and analyzing a large numbers of quantitative image features, radiomics holds great potential to differentiate the malignant tumors from benign ones. Since not all radiomic features contribute to an effective classifying model, selecting an optimal feature subset is critical. This work proposes a new multi-objective based feature selection (MO-FS) algorithm that considers both sensitivity and specificity simultaneously as the objective functions during the feature selection. In MO-FS, we developed a modified entropy based termination criterion (METC) to stop the algorithm automatically rather than relying on a preset number of generations. We also designed a solution selection methodology for multi-objective learning using the evidential reasoning approach (SMOLER) to automatically select the optimal solution from the Pareto-optimal set. Furthermore, an adaptive mutation operation was developed to generate the mutation probability in MO-FS automatically. The MO-FS was evaluated for classifying lung nodule malignancy in low-dose CT and breast lesion malignancy in digital breast tomosynthesis. Compared with other commonly used feature selection methods, the experimental results for both lung nodule and breast lesion malignancy classification demonstrated that the feature set by selected MO-FS achieved better classification performance.
Random walks are at the heart of many existing network embedding methods. However, such algorithms have many limitations that arise from the use of random walks, e.g., the features resulting from these methods are unable to transfer to new nodes and graphs as they are tied to vertex identity. In this work, we introduce the Role2Vec framework which uses the flexible notion of attributed random walks, and serves as a basis for generalizing existing methods such as DeepWalk, node2vec, and many others that leverage random walks. Our proposed framework enables these methods to be more widely applicable for both transductive and inductive learning as well as for use on graphs with attributes (if available). This is achieved by learning functions that generalize to new nodes and graphs. We show that our proposed framework is effective with an average AUC improvement of 16:55% while requiring on average 853x less space than existing methods on a variety of graphs.