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arXiv:2205.07493

Multi-scale Attention Flow for Probabilistic Time Series Forecasting

The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-series correlations between interacting time series, to achieve accurate distribution modeling. On the other hand, we should consider how to capture the contextual information within time series more accurately to model multivariate temporal dynamics of time series. In this work, we proposed a novel non-autoregressive deep learning model, called Multi-scale Attention Normalizing Flow(MANF), where we integrate multi-scale attention and relative position information and the multivariate data distribution is represented by the conditioned normalizing flow. Additionally, compared with autoregressive modeling methods, our model avoids the influence of cumulative error and does not increase the time complexity. Extensive experiments demonstrate that our model achieves state-of-the-art performance on many popular multivariate datasets.

arXiv:2205.06919

Grounding Explainability Within the Context of Global South in XAI

In this position paper, we propose building a broader and deeper understanding around Explainability in AI by 'grounding' it in social contexts, the socio-technical systems operate in. We situate our understanding of grounded explainability in the 'Global South' in general and India in particular and express the need for more research within the global south context when it comes to explainability and AI.

arXiv:2205.07177공식 코드 · Papers with Code

Hero-Gang Neural Model For Named Entity Recognition

Named entity recognition (NER) is a fundamental and important task in NLP, aiming at identifying named entities (NEs) from free text. Recently, since the multi-head attention mechanism applied in the Transformer model can effectively capture longer contextual information, Transformer-based models have become the mainstream methods and have achieved significant performance in this task. Unfortunately, although these models can capture effective global context information, they are still limited in the local feature and position information extraction, which is critical in NER. In this paper, to address this limitation, we propose a novel Hero-Gang Neural structure (HGN), including the Hero and Gang module, to leverage both global and local information to promote NER. Specifically, the Hero module is composed of a Transformer-based encoder to maintain the advantage of the self-attention mechanism, and the Gang module utilizes a multi-window recurrent module to extract local features and position information under the guidance of the Hero module. Afterward, the proposed multi-window attention effectively combines global information and multiple local features for predicting entity labels. Experimental results on several benchmark datasets demonstrate the effectiveness of our proposed model.

arXiv:2205.06997

PAS: A Position-Aware Similarity Measurement for Sequential Recommendation

The common item-based collaborative filtering framework becomes a typical recommendation method when equipped with a certain item-to-item similarity measurement. On one hand, we realize that a well-designed similarity measurement is the key to providing satisfactory recommendation services. On the other hand, similarity measurements designed for sequential recommendation are rarely studied by the recommender systems community. Hence in this paper, we focus on devising a novel similarity measurement called position-aware similarity (PAS) for sequential recommendation. The proposed PAS is, to our knowledge, the first count-based similarity measurement that concurrently captures the sequential patterns from the historical user behavior data and from the item position information within the input sequences. We conduct extensive empirical studies on four public datasets, in which our proposed PAS-based method exhibits competitive performance even compared to the state-of-the-art sequential recommendation methods, including a very recent similarity-based method and two GNN-based methods.

arXiv:2205.06363

Causal Estimation of Position Bias in Recommender Systems Using Marketplace Instruments

Information retrieval systems, such as online marketplaces, news feeds, and search engines, are ubiquitous in today's digital society. They facilitate information discovery by ranking retrieved items on predicted relevance, i.e. likelihood of interaction (click, share) between users and items. Typically modeled using past interactions, such rankings have a major drawback: interaction depends on the attention items receive. A highly-relevant item placed outside a user's attention could receive little interaction. This discrepancy between observed interaction and true relevance is termed the position bias. Position bias degrades relevance estimation and when it compounds over time, it can silo users into false relevant items, causing marketplace inefficiencies. Position bias may be identified with randomized experiments, but such an approach can be prohibitive in cost and feasibility. Past research has also suggested propensity score methods, which do not adequately address unobserved confounding; and regression discontinuity designs, which have poor external validity. In this work, we address these concerns by leveraging the abundance of A/B tests in ranking evaluations as instrumental variables. Historical A/B tests allow us to access exogenous variation in rankings without manually introducing them, harming user experience and platform revenue. We demonstrate our methodology in two distinct applications at LinkedIn - feed ads and the People-You-May-Know (PYMK) recommender. The marketplaces comprise users and campaigns on the ads side, and invite senders and recipients on PYMK. By leveraging prior experimentation, we obtain quasi-experimental variation in item rankings that is orthogonal to user relevance. Our method provides robust position effect estimates that handle unobserved confounding well, greater generalizability, and easily extends to other information retrieval systems.

arXiv:2205.06774

Controlled Mobility for C-V2X Road Safety Reception Optimization

The use case of C-V2X for road safety requires real-time network connection and information exchanging between vehicles. In order to improve the reliability and safety of the system, intelligent networked vehicles need to move cooperatively to achieve network optimization. In this paper, we use the C-V2X sidelink mode 4 abstraction and the regression results of C-V2X network level simulation to formulate the optimization of packet reception rate (PRR) with fairness in the road safety scenario. Under the optimization framework, we design a controlled mobility algorithm for the transmission node to adaptively adjust its position to maximize the aggregated PRR using only one-hop information. Simulation result shows that the algorithm converges and improve the aggregated PRR and fairness for C-V2X mode broadcast messages.

arXiv:2205.05651

Joint OAM Radar-Communication Systems: Target Recognition and Beam Optimization

Orbital angular momentum (OAM) radars are able to estimate the azimuth angle and the rotation velocity of multiple targets without relative motion or beam scanning. Moreover, OAM wireless communications can achieve high spectral efficiency (SE) by utilizing a set of information-bearing modes on the same frequency channel. Benefitting from the above advantages, in this paper, we design a novel radar-centric joint OAM radar-communication (RadCom) scheme based on uniform circular arrays (UCAs), which modulates information signals on the existing OAM radar waveform. In details, we first propose an OAM-based three-dimensional (3-D) super-resolution position estimation and rotation velocity detection method, which can accurately estimate the 3-D position and rotation velocity of multiple targets. Then, we derive the posterior Cramer-Rao bound (PCRB) of the OAM-based estimates and, finally, we analyze the transmission rate of the integrated communication system. To achieve the best trade-off between imaging and communication, the transmitted integrated OAM beams are optimized by means of an exhaustive search method. Both mathematical analysis and simulation results show that the proposed radar-centric joint OAM RadCom scheme can accurately estimate the 3-D position and rotation velocity of multiple targets while ensuring the transmission rate of the communication receiver, which can be regarded as an effective supplement to existing joint RadCom schemes.

arXiv:2205.05614공식 코드 · Papers with Code

Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning

We show how D4PG can be used in conjunction with quantile regression to develop a hedging strategy for a trader responsible for derivatives that arrive stochastically and depend on a single underlying asset. We assume that the trader makes the portfolio delta neutral at the end of each day by taking a position in the underlying asset. We focus on how trades in the options can be used to manage gamma and vega. The option trades are subject to transaction costs. We consider three different objective functions. We reach conclusions on how the optimal hedging strategy depends on the trader's objective function, the level of transaction costs, and the maturity of the options used for hedging. We also investigate the robustness of the hedging strategy to the process assumed for the underlying asset.

arXiv:2205.05600공식 코드 · Papers with Code

RLOP: RL Methods in Option Pricing from a Mathematical Perspective

Abstract In this work, we build two environments, namely the modified QLBS and RLOP models, from a mathematics perspective which enables RL methods in option pricing through replicating by portfolio. We implement the environment specifications (the source code can be found at https://github.com/owen8877/RLOP), the learning algorithm, and agent parametrization by a neural network. The learned optimal hedging strategy is compared against the BS prediction. The effect of various factors is considered and studied based on how they affect the optimal price and position.

arXiv:2205.04589

Underactuated Source Seeking by Surge Force Tuning: Theory and Boat Experiments

We extend source seeking algorithms, in the absence of position and velocity measurements, and with tuning of the surge input, from velocity-actuated (unicycle) kinematic models to force-actuated generic Euler-Lagrange dynamic underactuated models. In the design and analysis, we employ a symmetric product approximation, averaging, passivity, and partial-state stability theory. The proposed control law requires only real-time measurement of the source signal at the current position of the vehicle and ensures semi-global practical uniform asymptotic stability (SPUAS) with respect to the linear motion coordinates for the closed-loop system. The performance of our source seeker with surge force tuning is illustrated with both numerical simulations and experiments of an underactuated boat.

arXiv:2205.03862

Inventories, Demand Shocks Propagation and Amplification in Supply Chains

I study the role of industries' position in supply chains in shaping the transmission of final demand shocks. First, I use a novel shift-share design leveraging destination-specific final demand shocks and a new measure of destination exposure accounting for direct and indirect linkages. I find that demand shocks amplify significantly as they propagate upstream, with upstream industries experiencing output elasticities up to three times larger than final good producers, consistent with the bullwhip effect. To rationalize these empirical results, I develop a tractable production network model with inventories and study how the properties of the network and the cyclicality of inventories interact to determine whether final demand shocks amplify or dissipate upstream. I test the mechanism by directly estimating the model-implied relationship between output growth and demand shocks, mediated by network position and inventories. I find that the presence of inventories increases output elasticities by 18% on average, highlighting the macroeconomic significance of this channel. Finally, I use the model to quantitatively study the effects of long-run trends of lengthening supply chains and rising inventories on the volatility of the economy.

arXiv:2205.04295

A modular software framework for the design and implementation of ptychography algorithms

Computational methods are driving high impact microscopy techniques such as ptychography. However, the design and implementation of new algorithms is often a laborious process, as many parts of the code are written in close-to-the-hardware programming constructs to speed up the reconstruction. In this paper, we present SciComPty, a new ptychography software framework aiming at simulating ptychography datasets and testing state-of-the-art and new reconstruction algorithms. Despite its simplicity, the software leverages GPU accelerated processing through the PyTorch CUDA interface. This is essential to design new methods that can readily be employed. As an example, we present an improved position refinement method based on Adam and a new version of the rPIE algorithm, adapted for partial coherence setups. Results are shown on both synthetic and real datasets. The software is released as open-source.

arXiv:2205.03650

Distilling Inter-Class Distance for Semantic Segmentation

Knowledge distillation is widely adopted in semantic segmentation to reduce the computation cost.The previous knowledge distillation methods for semantic segmentation focus on pixel-wise feature alignment and intra-class feature variation distillation, neglecting to transfer the knowledge of the inter-class distance in the feature space, which is important for semantic segmentation. To address this issue, we propose an Inter-class Distance Distillation (IDD) method to transfer the inter-class distance in the feature space from the teacher network to the student network. Furthermore, semantic segmentation is a position-dependent task,thus we exploit a position information distillation module to help the student network encode more position information. Extensive experiments on three popular datasets: Cityscapes, Pascal VOC and ADE20K show that our method is helpful to improve the accuracy of semantic segmentation models and achieves the state-of-the-art performance. E.g. it boosts the benchmark model("PSPNet+ResNet18") by 7.50% in accuracy on the Cityscapes dataset.

arXiv:2205.03972공식 코드 · Papers with Code

Robust (Controlled) Table-to-Text Generation with Structure-Aware Equivariance Learning

Controlled table-to-text generation seeks to generate natural language descriptions for highlighted subparts of a table. Previous SOTA systems still employ a sequence-to-sequence generation method, which merely captures the table as a linear structure and is brittle when table layouts change. We seek to go beyond this paradigm by (1) effectively expressing the relations of content pieces in the table, and (2) making our model robust to content-invariant structural transformations. Accordingly, we propose an equivariance learning framework, which encodes tables with a structure-aware self-attention mechanism. This prunes the full self-attention structure into an order-invariant graph attention that captures the connected graph structure of cells belonging to the same row or column, and it differentiates between relevant cells and irrelevant cells from the structural perspective. Our framework also modifies the positional encoding mechanism to preserve the relative position of tokens in the same cell but enforce position invariance among different cells. Our technology is free to be plugged into existing table-to-text generation models, and has improved T5-based models to offer better performance on ToTTo and HiTab. Moreover, on a harder version of ToTTo, we preserve promising performance, while previous SOTA systems, even with transformation-based data augmentation, have seen significant performance drops. Our code is available at https://github.com/luka-group/Lattice.

arXiv:2205.03968

Rebellion and Disobedience as Useful Tools in Human-Robot Interaction Research -- The Handheld Robotics Case

This position paper argues on the utility of rebellion and disobedience (RaD) in human-robot interaction (HRI). In general, we see two main opportunities in the use of controlled and well designed rebellion and disobedience: i) illuminate insight into the effectiveness of the collaboration (or lack of) and ii) prevent mistakes and correct user actions when in the user's own interest. Through the use of a close interaction modality, that of handheld robots, we discuss use cases for utility of rebellion and disobedience that can be applicable to other instances of HRI.

arXiv:2205.03274

Human Tracking with mmWave Radars: a Deep Learning Approach with Uncertainty Estimation

mmWave radars have recently gathered significant attention as a means to track human movement within indoor environments. Widely adopted Kalman filter tracking methods experience performance degradation when the underlying movement is highly non-linear or presents long-term temporal dependencies. As a solution, in this article we design a convolutional-recurrent Neural Network (NN) that learns to accurately estimate the position and the velocity of the monitored subjects from high dimensional radar data. The NN is trained as a probabilistic model, utilizing a Gaussian negative log-likelihood loss function, obtaining explicit uncertainty estimates at its output, in the form of time-varying error covariance matrices. A thorough experimental assessment is conducted using a 77 GHz FMCW radar. The proposed architecture, besides allowing one to gauge the uncertainty in the tracking process, also leads to greatly improved performance against the best approaches from the literature, i.e., Kalman filtering, lowering the average error against the ground truth from 32.8 to 7.59 cm and from 56.8 to 14 cm/s in terms of position and velocity tracking, respectively.

arXiv:2205.03225

Multiple-access relay stations for long-haul fiber-optic radio frequency transfer

We report on the realization of a long-haul radio frequency (RF) transfer scheme by using multiple-access relay stations (MARSs). The proposed scheme with independent link noise compensation for each fiber sub-link effectively solves the limitation of compensation bandwidth for long-haul transfer. The MARS can have the capability to share the same modulated optical signal for the front and rear fiber sub-links, simplifying the configuration at the repeater station and enabling the transfer system to have the multiple-access capability. At the same time, we for the first time theoretically model the effect of the MARS position on the fractional frequency instability of the fiber-optic RF transfer, demonstrating that the MARS position has little effect on system's performance when the ratio of the front and rear fiber sub-links is around $1:1$. We experimentally demonstrate a 1 GHz signal transfer by using one MARS connecting 260 and 280 km fiber links with the fractional frequency instabilities of less than $5.9\times10^{-14}$ at 1 s and $8.5\times10^{-17}$ at 10,000 s at the remote site and of $5.6\times10^{-14}$ and $6.6\times10^{-17}$ at the integration times of 1 s and 10,000 s at the MARS. The proposed scalable technique can arbitrarily add the same MARSs in the fiber link, which has great potential in realizing ultra-long-haul RF transfer.

arXiv:2205.03236

A CNN Approach for 5G mmWave Positioning Using Beamformed CSI Measurements

The advent of Artificial Intelligence (AI) has impacted all aspects of human life. One of the concrete examples of AI impact is visible in radio positioning. In this article, for the first time we utilize the power of AI by training a Convolutional Neural Network (CNN) using 5G New Radio (NR) fingerprints consisting of beamformed Channel State Information (CSI). By observing CSI, it is possible to characterize the multipath channel between the transmitter and the receiver, and thus provide a good source of spatiotemporal data to find the position of a User Equipment (UE). We collect ray-tracing-based 5G NR CSI from an urban area. The CSI data of the signals from one Base Station (BS) is collected at the reference points with known positions to train a CNN. We evaluate our work by testing: a) the robustness of the trained network for estimating the positions for the new measurements on the same reference points and b) the accuracy of the CNN-based position estimation while the UE is on points other than the reference points. The results prove that our trained network for a specific urban environment can estimate the UE position with a minimum mean error of 0.98 m.

arXiv:2205.03212공식 코드 · Papers with Code

Predicting Future Occupancy Grids in Dynamic Environment with Spatio-Temporal Learning

Reliably predicting future occupancy of highly dynamic urban environments is an important precursor for safe autonomous navigation. Common challenges in the prediction include forecasting the relative position of other vehicles, modelling the dynamics of vehicles subjected to different traffic conditions, and vanishing surrounding objects. To tackle these challenges, we propose a spatio-temporal prediction network pipeline that takes the past information from the environment and semantic labels separately for generating future occupancy predictions. Compared to the current SOTA, our approach predicts occupancy for a longer horizon of 3 seconds and in a relatively complex environment from the nuScenes dataset. Our experimental results demonstrate the ability of spatio-temporal networks to understand scene dynamics without the need for HD-Maps and explicit modeling dynamic objects. We publicly release our occupancy grid dataset based on nuScenes to support further research.

arXiv:2205.02731

Characterizing player's playing styles based on Player Vectors for each playing position in the Chinese Football Super League

Characterizing playing style is important for football clubs on scouting, monitoring and match preparation. Previous studies considered a player's style as a combination of technical performances, failing to consider the spatial information. Therefore, this study aimed to characterize the playing styles of each playing position in the Chinese Football Super League (CSL) matches, integrating a recently adopted Player Vectors framework. Data of 960 matches from 2016-2019 CSL were used. Match ratings, and ten types of match events with the corresponding coordinates for all the lineup players whose on-pitch time exceeded 45 minutes were extracted. Players were first clustered into 8 positions. A player vector was constructed for each player in each match based on the Player Vectors using Nonnegative Matrix Factorization (NMF). Another NMF process was run on the player vectors to extract different types of playing styles. The resulting player vectors discovered 18 different playing styles in the CSL. Six performance indicators of each style were investigated to observe their contributions. In general, the playing styles of forwards and midfielders are in line with football performance evolution trends, while the styles of defenders should be reconsidered. Multifunctional playing styles were also found in high rated CSL players.