LGJul 4, 2023
Unlocking the Potential of Deep Learning in Peak-Hour Series ForecastingZhenwei Zhang, Xin Wang, Jingyuan Xie et al. · tsinghua
Unlocking the potential of deep learning in Peak-Hour Series Forecasting (PHSF) remains a critical yet underexplored task in various domains. While state-of-the-art deep learning models excel in regular Time Series Forecasting (TSF), they struggle to achieve comparable results in PHSF. This can be attributed to the challenges posed by the high degree of non-stationarity in peak-hour series, which makes direct forecasting more difficult than standard TSF. Additionally, manually extracting the maximum value from regular forecasting results leads to suboptimal performance due to models minimizing the mean deficit. To address these issues, this paper presents Seq2Peak, a novel framework designed specifically for PHSF tasks, bridging the performance gap observed in TSF models. Seq2Peak offers two key components: the CyclicNorm pipeline to mitigate the non-stationarity issue and a simple yet effective trainable-parameter-free peak-hour decoder with a hybrid loss function that utilizes both the original series and peak-hour series as supervised signals. Extensive experimentation on publicly available time series datasets demonstrates the effectiveness of the proposed framework, yielding a remarkable average relative improvement of 37.7% across four real-world datasets for both transformer- and non-transformer-based TSF models.
78.9SYMar 28
A Controllability Perspective on Steering Follow-the-Regularized-Leader Learners in GamesHeling Zhang, Siqi Du, Roy Dong
Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some equilibrium concept (provided that all agents follow the appropriate dynamics). However, with these methods, each agent ignores the coupling in the game, and treats their payoff vectors as exogenously given. In this paper, we take the perspective of one agent (the controller) deciding their mixed strategies in a finite game, while one or more other agents update their mixed strategies according to continuous-time FTRL. Viewing the learners' dynamics as a nonlinear control system evolving on the relative interior of a simplex or product of simplices, we ask when the controller can steer the learners to a target state, using only its own mixed strategy and without modifying the game's payoff structure. For the two-player case we provide a necessary and sufficient criterion for controllability based on the existence of a fully mixed neutralizing controller strategy and a rank condition on the projected payoff map. For multi-learner interactions we give two sufficient controllability conditions, one based on uniform neutralization and one based on a periodic-drift hypothesis together with a Lie-algebra rank condition. We illustrate these results on canonical examples such as Rock-Paper-Scissors and a construction related to Brockett's integrator.
LGJun 30, 2021
Approximate Regions of Attraction in Learning with Decision-Dependent DistributionsRoy Dong, Heling Zhang, Lillian J. Ratliff
As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a particular label (e.g. approve a bank loan), and manipulate their features accordingly. Work in strategic classification and decision-dependent distributions seeks to characterize the closed-loop behavior of deploying learning algorithms by explicitly considering the effect of the classifier on the underlying data distribution. More recently, works in performative prediction seek to classify the closed-loop behavior by considering general properties of the mapping from classifier to data distribution, rather than an explicit form. Building on this notion, we analyze repeated risk minimization as the perturbed trajectories of the gradient flows of performative risk minimization. We consider the case where there may be multiple local minimizers of performative risk, motivated by situations where the initial conditions may have significant impact on the long-term behavior of the system. We provide sufficient conditions to characterize the region of attraction for the various equilibria in this settings. Additionally, we introduce the notion of performative alignment, which provides a geometric condition on the convergence of repeated risk minimization to performative risk minimizers.
LGOct 23, 2020
BiTe-GCN: A New GCN Architecture via BidirectionalConvolution of Topology and Features on Text-Rich NetworksDi Jin, Xiangchen Song, Zhizhi Yu et al.
Graph convolutional networks (GCNs), aiming to integrate high-order neighborhood information through stacked graph convolution layers, have demonstrated remarkable power in many network analysis tasks. However, topological limitations, including over-smoothing and local topology homophily, limit its capability to represent networks. Existing studies only perform feature convolution on network topology, which inevitably introduces unbalance between topology and features. Considering that in real world, the information network consists of not only the node-level citation information but also the local text-sequence information. We propose BiTe-GCN, a novel GCN architecture with bidirectional convolution of both topology and features on text-rich networks to solve these limitations. We first transform the original text-rich network into an augmented bi-typed heterogeneous network, capturing both the global node-level information and the local text-sequence information from texts. We then introduce discriminative convolution mechanisms to performs convolutions of both topology and features simultaneously. Extensive experiments on text-rich networks demonstrate that our new architecture outperforms state-of-the-art by a breakout improvement. Moreover, this architecture can also be applied to several e-commerce searching scenes such as JD searching. The experiments on the JD dataset validate the superiority of the proposed architecture over the related methods.
RODec 13, 2018
Learning to Communicate: A Machine Learning Framework for Heterogeneous Multi-Agent Robotic SystemsHyung-Jin Yoon, Huaiyu Chen, Kehan Long et al.
We present a machine learning framework for multi-agent systems to learn both the optimal policy for maximizing the rewards and the encoding of the high dimensional visual observation. The encoding is useful for sharing local visual observations with other agents under communication resource constraints. The actor-encoder encodes the raw images and chooses an action based on local observations and messages sent by the other agents. The machine learning agent generates not only an actuator command to the physical device, but also a communication message to the other agents. We formulate a reinforcement learning problem, which extends the action space to consider the communication action as well. The feasibility of the reinforcement learning framework is demonstrated using a 3D simulation environment with two collaborating agents. The environment provides realistic visual observations to be used and shared between the two agents.