The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its generalizations, have been applied in a plethora of disparate domains, though two particularly developed applications are in seismology and in finance. As the original model is elegantly simple, generalizations have been proposed which: track marks for each arrival, are multivariate, have a spatial component, are driven by renewal processes, treat time as discrete, and so on. This paper creates a cohesive review of the traditional Hawkes model and the modern generalizations, providing details on their construction, simulation algorithms, and giving key references to the appropriate literature for a detailed treatment.
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ACM/IEEE第23屆模型驅動工程語言和系統國際會議，是模型驅動軟件和系統工程的首要會議系列，由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來，模型涵蓋了建模的各個方面，從語言和方法到工具和應用程序。模特的參加者來自不同的背景，包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇，參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會，并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。
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We introduce the first continuous-time score-based generative model that leverages fractional diffusion processes for its underlying dynamics. Although diffusion models have excelled at capturing data distributions, they still suffer from various limitations such as slow convergence, mode-collapse on imbalanced data, and lack of diversity. These issues are partially linked to the use of light-tailed Brownian motion (BM) with independent increments. In this paper, we replace BM with an approximation of its non-Markovian counterpart, fractional Brownian motion (fBM), characterized by correlated increments and Hurst index $H \in (0,1)$, where $H=1/2$ recovers the classical BM. To ensure tractable inference and learning, we employ a recently popularized Markov approximation of fBM (MA-fBM) and derive its reverse time model, resulting in generative fractional diffusion models (GFDMs). We characterize the forward dynamics using a continuous reparameterization trick and propose an augmented score matching loss to efficiently learn the score-function, which is partly known in closed form, at minimal added cost. The ability to drive our diffusion model via fBM provides flexibility and control. $H \leq 1/2$ enters the regime of rough paths whereas $H>1/2$ regularizes diffusion paths and invokes long-term memory as well as a heavy-tailed behaviour (super-diffusion). The Markov approximation allows added control by varying the number of Markov processes linearly combined to approximate fBM. Our evaluations on real image datasets demonstrate that GFDM achieves greater pixel-wise diversity and enhanced image quality, as indicated by a lower FID, offering a promising alternative to traditional diffusion models.
Face recognition and verification are two computer vision tasks whose performance has progressed with the introduction of deep representations. However, ethical, legal, and technical challenges due to the sensitive character of face data and biases in real training datasets hinder their development. Generative AI addresses privacy by creating fictitious identities, but fairness problems persist. We promote fairness by introducing a demographic attributes balancing mechanism in generated training datasets. We experiment with an existing real dataset, three generated training datasets, and the balanced versions of a diffusion-based dataset. We propose a comprehensive evaluation that considers accuracy and fairness equally and includes a rigorous regression-based statistical analysis of attributes. The analysis shows that balancing reduces demographic unfairness. Also, a performance gap persists despite generation becoming more accurate with time. The proposed balancing method and comprehensive verification evaluation promote fairer and transparent face recognition and verification.
Many problems in Physics and Chemistry are formulated as the minimization of a functional. Therefore, methods for solving these problems typically require differentiating maps whose input and/or output are functions -- commonly referred to as variational differentiation. Such maps are not addressed at the mathematical level by the chain rule, which underlies modern symbolic and algorithmic differentiation (AD) systems. Although there are algorithmic solutions such as tracing and reverse accumulation, they do not provide human readability and introduce strict programming constraints that bottleneck performance, especially in high-performance computing (HPC) environments. In this manuscript, we propose a new computer theoretic model of differentiation by combining the pullback of the $\mathbf{B}$ and $\mathbf{C}$ combinators from the combinatory logic. Unlike frameworks based on the chain rule, this model differentiates a minimal complete basis for the space of computable functions. Consequently, the model is capable of analytic backpropagation and variational differentiation while supporting complex numbers. To demonstrate the generality of this approach we build a system named CombDiff, which can differentiate nontrivial variational problems such as Hartree-Fock (HF) theory and multilayer perceptrons.
Sample efficiency is critical when applying learning-based methods to robotic manipulation due to the high cost of collecting expert demonstrations and the challenges of on-robot policy learning through online Reinforcement Learning (RL). Offline RL addresses this issue by enabling policy learning from an offline dataset collected using any behavioral policy, regardless of its quality. However, recent advancements in offline RL have predominantly focused on learning from large datasets. Given that many robotic manipulation tasks can be formulated as rotation-symmetric problems, we investigate the use of $SO(2)$-equivariant neural networks for offline RL with a limited number of demonstrations. Our experimental results show that equivariant versions of Conservative Q-Learning (CQL) and Implicit Q-Learning (IQL) outperform their non-equivariant counterparts. We provide empirical evidence demonstrating how equivariance improves offline learning algorithms in the low-data regime.
The development of artificial intelligence systems is transitioning from creating static, task-specific models to dynamic, agent-based systems capable of performing well in a wide range of applications. We propose an Interactive Agent Foundation Model that uses a novel multi-task agent training paradigm for training AI agents across a wide range of domains, datasets, and tasks. Our training paradigm unifies diverse pre-training strategies, including visual masked auto-encoders, language modeling, and next-action prediction, enabling a versatile and adaptable AI framework. We demonstrate the performance of our framework across three separate domains -- Robotics, Gaming AI, and Healthcare. Our model demonstrates its ability to generate meaningful and contextually relevant outputs in each area. The strength of our approach lies in its generality, leveraging a variety of data sources such as robotics sequences, gameplay data, large-scale video datasets, and textual information for effective multimodal and multi-task learning. Our approach provides a promising avenue for developing generalist, action-taking, multimodal systems.
Approximate model counting is the task of approximating the number of solutions to an input Boolean formula. The state-of-the-art approximate model counter for formulas in conjunctive normal form (CNF), ApproxMC, provides a scalable means of obtaining model counts with probably approximately correct (PAC)-style guarantees. Nevertheless, the validity of ApproxMC's approximation relies on a careful theoretical analysis of its randomized algorithm and the correctness of its highly optimized implementation, especially the latter's stateful interactions with an incremental CNF satisfiability solver capable of natively handling parity (XOR) constraints. We present the first certification framework for approximate model counting with formally verified guarantees on the quality of its output approximation. Our approach combines: (i) a static, once-off, formal proof of the algorithm's PAC guarantee in the Isabelle/HOL proof assistant; and (ii) dynamic, per-run, verification of ApproxMC's calls to an external CNF-XOR solver using proof certificates. We detail our general approach to establish a rigorous connection between these two parts of the verification, including our blueprint for turning the formalized, randomized algorithm into a verified proof checker, and our design of proof certificates for both ApproxMC and its internal CNF-XOR solving steps. Experimentally, we show that certificate generation adds little overhead to an approximate counter implementation, and that our certificate checker is able to fully certify $84.7\%$ of instances with generated certificates when given the same time and memory limits as the counter.
Edit distance is an important measure of string similarity. It counts the number of insertions, deletions and substitutions one has to make to a string $x$ to get a string $y$. In this paper we design an almost linear-size sketching scheme for computing edit distance up to a given threshold $k$. The scheme consists of two algorithms, a sketching algorithm and a recovery algorithm. The sketching algorithm depends on the parameter $k$ and takes as input a string $x$ and a public random string $\rho$ and computes a sketch $sk_{\rho}(x;k)$, which is a digested version of $x$. The recovery algorithm is given two sketches $sk_{\rho}(x;k)$ and $sk_{\rho}(y;k)$ as well as the public random string $\rho$ used to create the two sketches, and (with high probability) if the edit distance $ED(x,y)$ between $x$ and $y$ is at most $k$, will output $ED(x,y)$ together with an optimal sequence of edit operations that transforms $x$ to $y$, and if $ED(x,y) > k$ will output LARGE. The size of the sketch output by the sketching algorithm on input $x$ is $k{2^{O(\sqrt{\log(n)\log\log(n)})}}$ (where $n$ is an upper bound on length of $x$). The sketching and recovery algorithms both run in time polynomial in $n$. The dependence of sketch size on $k$ is information theoretically optimal and improves over the quadratic dependence on $k$ in schemes of Kociumaka, Porat and Starikovskaya (FOCS'2021), and Bhattacharya and Kouck\'y (STOC'2023).
Unclonable cryptography utilizes the principles of quantum mechanics to addresses cryptographic tasks that are impossible classically. We introduce a novel unclonable primitive in the context of secret sharing, called unclonable secret sharing (USS). In a USS scheme, there are $n$ shareholders, each holding a share of a classical secret represented as a quantum state. They can recover the secret once all parties (or at least $t$ parties) come together with their shares. Importantly, it should be infeasible to copy their own shares and send the copies to two non-communicating parties, enabling both of them to recover the secret. Our work initiates a formal investigation into the realm of unclonable secret sharing, shedding light on its implications, constructions, and inherent limitations. ** Connections: We explore the connections between USS and other quantum cryptographic primitives such as unclonable encryption and position verification, showing the difficulties to achieve USS in different scenarios. **Limited Entanglement: In the case where the adversarial shareholders do not share any entanglement or limited entanglement, we demonstrate information-theoretic constructions for USS. **Large Entanglement: If we allow the adversarial shareholders to have unbounded entanglement resources (and unbounded computation), we prove that unclonable secret sharing is impossible. On the other hand, in the quantum random oracle model where the adversary can only make a bounded polynomial number of queries, we show a construction secure even with unbounded entanglement. Furthermore, even when these adversaries possess only a polynomial amount of entanglement resources, we establish that any unclonable secret sharing scheme with a reconstruction function implementable using Cliffords and logarithmically many T-gates is also unattainable.
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by estimating the time-reversal of this diffusion using score matching ideas. We follow here a similar strategy to sample from unnormalized probability densities and compute their normalizing constants. However, the time-reversed diffusion is here simulated by using an original iterative particle scheme relying on a novel score matching loss. Contrary to standard denoising diffusion models, the resulting Particle Denoising Diffusion Sampler (PDDS) provides asymptotically consistent estimates under mild assumptions. We demonstrate PDDS on multimodal and high dimensional sampling tasks.
We investigate a lattice-structured LSTM model for Chinese NER, which encodes a sequence of input characters as well as all potential words that match a lexicon. Compared with character-based methods, our model explicitly leverages word and word sequence information. Compared with word-based methods, lattice LSTM does not suffer from segmentation errors. Gated recurrent cells allow our model to choose the most relevant characters and words from a sentence for better NER results. Experiments on various datasets show that lattice LSTM outperforms both word-based and character-based LSTM baselines, achieving the best results.
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