This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization. It is necessary as well as beneficial to take a robust approach, by applying an optimization method that learns as one goes along, learning from experience as more aspects of the problem are observed. This view of optimization as a process has become prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.
While the design of blind image quality assessment (IQA) algorithms has improved significantly, the distribution shift between the training and testing scenarios often leads to a poor performance of these methods at inference time. This motivates the study of test time adaptation (TTA) techniques to improve their performance at inference time. Existing auxiliary tasks and loss functions used for TTA may not be relevant for quality-aware adaptation of the pre-trained model. In this work, we introduce two novel quality-relevant auxiliary tasks at the batch and sample levels to enable TTA for blind IQA. In particular, we introduce a group contrastive loss at the batch level and a relative rank loss at the sample level to make the model quality aware and adapt to the target data. Our experiments reveal that even using a small batch of images from the test distribution helps achieve significant improvement in performance by updating the batch normalization statistics of the source model.
Stochastic volatility models, where the volatility is a stochastic process, can capture most of the essential stylized facts of implied volatility surfaces and give more realistic dynamics of the volatility smile/skew. However, they come with the significant issue that they take too long to calibrate. Alternative calibration methods based on Deep Learning (DL) techniques have been recently used to build fast and accurate solutions to the calibration problem. Huge and Savine developed a Differential Machine Learning (DML) approach, where Machine Learning models are trained on samples of not only features and labels but also differentials of labels to features. The present work aims to apply the DML technique to price vanilla European options (i.e. the calibration instruments), more specifically, puts when the underlying asset follows a Heston model and then calibrate the model on the trained network. DML allows for fast training and accurate pricing. The trained neural network dramatically reduces Heston calibration's computation time. In this work, we also introduce different regularisation techniques, and we apply them notably in the case of the DML. We compare their performance in reducing overfitting and improving the generalisation error. The DML performance is also compared to the classical DL (without differentiation) one in the case of Feed-Forward Neural Networks. We show that the DML outperforms the DL. The complete code for our experiments is provided in the GitHub repository: //github.com/asridi/DML-Calibration-Heston-Model
Semantic communication (SemCom) has recently been considered a promising solution to guarantee high resource utilization and transmission reliability for future wireless networks. Nevertheless, the unique demand for background knowledge matching makes it challenging to achieve efficient wireless resource management for multiple users in SemCom-enabled networks (SC-Nets). To this end, this paper investigates SemCom from a networking perspective, where two fundamental problems of user association (UA) and bandwidth allocation (BA) are systematically addressed in the SC-Net. First, considering varying knowledge matching states between mobile users and associated base stations, we identify two general SC-Net scenarios, namely perfect knowledge matching-based SC-Net and imperfect knowledge matching-based SC-Net. Afterward, for each SC-Net scenario, we describe its distinctive semantic channel model from the semantic information theory perspective, whereby a concept of bit-rate-to-message-rate transformation is developed along with a new semantics-level metric, namely system throughput in message (STM), to measure the overall network performance. In this way, we then formulate a joint STM-maximization problem of UA and BA for each SC-Net scenario, followed by a corresponding optimal solution proposed. Numerical results in both scenarios demonstrate significant superiority and reliability of our solutions in the STM performance compared with two benchmarks.
Sequential recommendation (SRS) has become the technical foundation in many applications recently, which aims to recommend the next item based on the user's historical interactions. However, sequential recommendation often faces the problem of data sparsity, which widely exists in recommender systems. Besides, most users only interact with a few items, but existing SRS models often underperform these users. Such a problem, named the long-tail user problem, is still to be resolved. Data augmentation is a distinct way to alleviate these two problems, but they often need fabricated training strategies or are hindered by poor-quality generated interactions. To address these problems, we propose a Diffusion Augmentation for Sequential Recommendation (DiffuASR) for a higher quality generation. The augmented dataset by DiffuASR can be used to train the sequential recommendation models directly, free from complex training procedures. To make the best of the generation ability of the diffusion model, we first propose a diffusion-based pseudo sequence generation framework to fill the gap between image and sequence generation. Then, a sequential U-Net is designed to adapt the diffusion noise prediction model U-Net to the discrete sequence generation task. At last, we develop two guide strategies to assimilate the preference between generated and origin sequences. To validate the proposed DiffuASR, we conduct extensive experiments on three real-world datasets with three sequential recommendation models. The experimental results illustrate the effectiveness of DiffuASR. As far as we know, DiffuASR is one pioneer that introduce the diffusion model to the recommendation.
Quantum based systems are a relatively new research area for that different modelling languages including process calculi are currently under development. Encodings are often used to compare process calculi. Quality criteria are used then to rule out trivial or meaningless encodings. In this new context of quantum based systems, it is necessary to analyse the applicability of these quality criteria and to potentially extend or adapt them. As a first step, we test the suitability of classical criteria for encodings between quantum based languages and discuss new criteria. Concretely, we present an encoding, from a language inspired by CQP into a language inspired by qCCS. We show that this encoding satisfies compositionality, name invariance (for channel and qubit names), operational correspondence, divergence reflection, success sensitiveness, and that it preserves the size of quantum registers. Then we show that there is no encoding from qCCS into CQP that is compositional, operationally corresponding, and success sensitive.
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in data-driven problems. In a class of randomized algorithms, in each iteration, the contraction map is approximated with an operator that uses independent and identically distributed samples of certain random variables. This leads to iterated random operators acting on an initial point in a complete metric space, and it generates a Markov chain. In this paper, we develop a new stochastic dominance based proof technique, called probabilistic contraction analysis, for establishing the convergence in probability of Markov chains generated by such iterated random operators in certain limiting regime. The methods developed in this paper provides a general framework for understanding convergence of a wide variety of Monte Carlo methods in which contractive property is present. We apply the convergence result to conclude the convergence of fitted value iteration and fitted relative value iteration in continuous state and continuous action Markov decision problems as representative applications of the general framework developed here.
Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially observable, thus causal inference tries to leverage any exposed information. Graph neural networks (GNN) as universal approximators on structured input pose a viable candidate for causal learning, suggesting a tighter integration with SCM. To this effect we present a theoretical analysis from first principles that establishes a novel connection between GNN and SCM while providing an extended view on general neural-causal models. We then establish a new model class for GNN-based causal inference that is necessary and sufficient for causal effect identification. Our empirical illustration on simulations and standard benchmarks validate our theoretical proofs.
Recent advances in maximizing mutual information (MI) between the source and target have demonstrated its effectiveness in text generation. However, previous works paid little attention to modeling the backward network of MI (i.e., dependency from the target to the source), which is crucial to the tightness of the variational information maximization lower bound. In this paper, we propose Adversarial Mutual Information (AMI): a text generation framework which is formed as a novel saddle point (min-max) optimization aiming to identify joint interactions between the source and target. Within this framework, the forward and backward networks are able to iteratively promote or demote each other's generated instances by comparing the real and synthetic data distributions. We also develop a latent noise sampling strategy that leverages random variations at the high-level semantic space to enhance the long term dependency in the generation process. Extensive experiments based on different text generation tasks demonstrate that the proposed AMI framework can significantly outperform several strong baselines, and we also show that AMI has potential to lead to a tighter lower bound of maximum mutual information for the variational information maximization problem.
It is important to detect anomalous inputs when deploying machine learning systems. The use of larger and more complex inputs in deep learning magnifies the difficulty of distinguishing between anomalous and in-distribution examples. At the same time, diverse image and text data are available in enormous quantities. We propose leveraging these data to improve deep anomaly detection by training anomaly detectors against an auxiliary dataset of outliers, an approach we call Outlier Exposure (OE). This enables anomaly detectors to generalize and detect unseen anomalies. In extensive experiments on natural language processing and small- and large-scale vision tasks, we find that Outlier Exposure significantly improves detection performance. We also observe that cutting-edge generative models trained on CIFAR-10 may assign higher likelihoods to SVHN images than to CIFAR-10 images; we use OE to mitigate this issue. We also analyze the flexibility and robustness of Outlier Exposure, and identify characteristics of the auxiliary dataset that improve performance.
It is always well believed that modeling relationships between objects would be helpful for representing and eventually describing an image. Nevertheless, there has not been evidence in support of the idea on image description generation. In this paper, we introduce a new design to explore the connections between objects for image captioning under the umbrella of attention-based encoder-decoder framework. Specifically, we present Graph Convolutional Networks plus Long Short-Term Memory (dubbed as GCN-LSTM) architecture that novelly integrates both semantic and spatial object relationships into image encoder. Technically, we build graphs over the detected objects in an image based on their spatial and semantic connections. The representations of each region proposed on objects are then refined by leveraging graph structure through GCN. With the learnt region-level features, our GCN-LSTM capitalizes on LSTM-based captioning framework with attention mechanism for sentence generation. Extensive experiments are conducted on COCO image captioning dataset, and superior results are reported when comparing to state-of-the-art approaches. More remarkably, GCN-LSTM increases CIDEr-D performance from 120.1% to 128.7% on COCO testing set.