Brian Quanz

Celia Cintas, Payel Das, Brian Quanz et al. · ibm-research

Deep generative models, such as Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs), have been employed widely in computational creativity research. However, such models discourage out-of-distribution generation to avoid spurious sample generation, thereby limiting their creativity. Thus, incorporating research on human creativity into generative deep learning techniques presents an opportunity to make their outputs more compelling and human-like. As we see the emergence of generative models directed toward creativity research, a need for machine learning-based surrogate metrics to characterize creative output from these models is imperative. We propose group-based subset scanning to identify, quantify, and characterize creative processes by detecting a subset of anomalous node-activations in the hidden layers of the generative models. Our experiments on the standard image benchmarks, and their "creatively generated" variants, reveal that the proposed subset scores distribution is more useful for detecting creative processes in the activation space rather than the pixel space. Further, we found that creative samples generate larger subsets of anomalies than normal or non-creative samples across datasets. The node activations highlighted during the creative decoding process are different from those responsible for the normal sample generation. Lastly, we assess if the images from the subsets selected by our method were also found creative by human evaluators, presenting a link between creativity perception in humans and node activations within deep neural nets.

Arindam Jati, Vijay Ekambaram, Shaonli Pal et al. · ibm-research

Selecting the right set of hyperparameters is crucial in time series forecasting. The classical temporal cross-validation framework for hyperparameter optimization (HPO) often leads to poor test performance because of a possible mismatch between validation and test periods. To address this test-validation mismatch, we propose a novel technique, H-Pro to drive HPO via test proxies by exploiting data hierarchies often associated with time series datasets. Since higher-level aggregated time series often show less irregularity and better predictability as compared to the lowest-level time series which can be sparse and intermittent, we optimize the hyperparameters of the lowest-level base-forecaster by leveraging the proxy forecasts for the test period generated from the forecasters at higher levels. H-Pro can be applied on any off-the-shelf machine learning model to perform HPO. We validate the efficacy of our technique with extensive empirical evaluation on five publicly available hierarchical forecasting datasets. Our approach outperforms existing state-of-the-art methods in Tourism, Wiki, and Traffic datasets, and achieves competitive result in Tourism-L dataset, without any model-specific enhancements. Moreover, our method outperforms the winning method of the M5 forecast accuracy competition.

Pavithra Harsha, Shivaram Subramanian, Ali Koc et al. · ibm-research

We introduce a new class of data-driven and distribution-free optimistic-robust bimodal inventory optimization (BIO) strategy to effectively allocate inventory across a retail chain to meet time-varying, uncertain omnichannel demand. The bimodal nature of BIO stems from its ability to balance downside risk, as in traditional Robust Optimization (RO), which focuses on worst-case adversarial demand, with upside potential to enhance average-case performance. This enables BIO to remain as resilient as RO while capturing benefits that would otherwise be lost due to endogenous outliers. Omnichannel inventory planning provides a suitable problem setting for analyzing the effectiveness of BIO's bimodal strategy in managing the tradeoff between lost sales at stores and cross-channel e-commerce fulfillment costs, factors that are inherently asymmetric due to channel-specific behaviors. We provide structural insights about the BIO solution and how it can be tuned to achieve a preferred tradeoff between robustness and the average-case performance. Using a real-world dataset from a large American omnichannel retail chain, a business value assessment during a peak period indicates that BIO outperforms pure RO by 27% in terms of realized average profitability and surpasses other competitive baselines under imperfect distributional information by over 10%. This demonstrates that BIO provides a novel, data-driven, and distribution-free alternative to traditional RO that achieves strong average performance while carefully balancing robustness.

Rares Cristian, Pavithra Harsha, Clemente Ocejo et al. · ibm-research

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series benchmark datasets. However, application to supply chain demand forecasting, which can have challenging characteristics such as sparsity and cross-series effects, has been limited. In this work, we explore the application of Transformer-based models to supply chain demand forecasting. In particular, we develop a new Transformer-based forecasting approach using a shared, multi-task per-time series network with an initial component applying attention across time series, to capture interactions and help address sparsity. We provide a case study applying our approach to successfully improve demand prediction for a medical device manufacturing company. To further validate our approach, we also apply it to public demand forecasting datasets as well and demonstrate competitive to superior performance compared to a variety of baseline and state-of-the-art forecast methods across the private and public datasets.

Tommaso Fioravanti, Brian Quanz, Gabriele Agliardi et al.

Quantum Machine Learning (QML) holds the promise of enhancing machine learning modeling in terms of both complexity and accuracy. A key challenge in this domain is the encoding of input data, which plays a pivotal role in determining the performance of QML models. In this work, we tackle a largely unaddressed aspect of encoding that is unique to QML modeling -- rather than adjusting the ansatz used for encoding, we consider adjusting how data is conveyed to the ansatz. We specifically implement QML pipelines that leverage classical data manipulation (i.e., ordering, selecting, and weighting features) as a preprocessing step, and evaluate if these aspects of encoding can have a significant impact on QML model performance, and if they can be effectively optimized to improve performance. Our experimental results, applied across a wide variety of data sets, ansatz, and circuit sizes, with a representative QML approach, demonstrate that by optimizing how features are encoded in an ansatz we can substantially and consistently improve the performance of QML models, making a compelling case for integrating these techniques in future QML applications. Finally we demonstrate the practical feasibility of this approach by running it using real quantum hardware with 100 qubit circuits and successfully achieving improved QML modeling performance in this case as well.

I-Chi Chen, Harshdeep Singh, V L Anukruti et al.

Our primary objective is to conduct a brief survey of various classical and quantum neural net sequence models, which includes self-attention and recurrent neural networks, with a focus on recent quantum approaches proposed to work with near-term quantum devices, while exploring some basic enhancements for these quantum models. We re-implement a key representative set of these existing methods, adapting an image classification approach using quantum self-attention to create a quantum hybrid transformer that works for text and image classification, and applying quantum self-attention and quantum recurrent neural networks to natural language processing tasks. We also explore different encoding techniques and introduce positional encoding into quantum self-attention neural networks leading to improved accuracy and faster convergence in text and image classification experiments. This paper also performs a comparative analysis of classical self-attention models and their quantum counterparts, helping shed light on the differences in these models and their performance.

Rares Cristian, Pavithra Harsha, Georgia Perakis et al. · ibm-research

Many of the observations we make are biased by our decisions. For instance, the demand of items is impacted by the prices set, and online checkout choices are influenced by the assortments presented. The challenge in decision-making under this setting is the lack of counterfactual information, and the need to learn it instead. We introduce an end-to-end method under endogenous uncertainty to train ML models to be aware of their downstream, enabling their effective use in the decision-making stage. We further introduce a robust optimization variant that accounts for uncertainty in ML models -- specifically by constructing uncertainty sets over the space of ML models and optimizing actions to protect against worst-case predictions. We prove guarantees that this robust approach can capture near-optimal decisions with high probability as a function of data. Besides this, we also introduce a new class of two-stage stochastic optimization problems to the end-to-end learning framework that can now be addressed through our framework. Here, the first stage is an information-gathering problem to decide which random variable to poll and gain information about before making a second-stage decision based off of it. We present several computational experiments for pricing and inventory assortment/recommendation problems. We compare against existing methods in online learning/bandits/offline reinforcement learning and show our approach has consistent improved performance over these. Just as in the endogenous setting, the model's prediction also depends on the first-stage decision made. While this decision does not affect the random variable in this setting, it does affect the correct point forecast that should be made.

Rares Cristian, Pavithra Harhsa, Georgia Perakis et al. · ibm-research

Hierarchical time series forecasting presents unique challenges, particularly when dealing with noisy data that may not perfectly adhere to aggregation constraints. This paper introduces a novel approach to soft coherency in hierarchical time series forecasting using neural networks. We present a network coherency regularization method, which we denote as CoRe (Coherency Regularization), a technique that trains neural networks to produce forecasts that are inherently coherent across hierarchies, without strictly enforcing aggregation constraints. Our method offers several key advantages. (1) It provides theoretical guarantees on the coherency of forecasts, even for out-of-sample data. (2) It is adaptable to scenarios where data may contain errors or missing values, making it more robust than strict coherency methods. (3) It can be easily integrated into existing neural network architectures for time series forecasting. We demonstrate the effectiveness of our approach on multiple benchmark datasets, comparing it against state-of-the-art methods in both coherent and noisy data scenarios. Additionally, our method can be used within existing generative probabilistic forecasting frameworks to generate coherent probabilistic forecasts. Our results show improved generalization and forecast accuracy, particularly in the presence of data inconsistencies. On a variety of datasets, including both strictly hierarchically coherent and noisy data, our training method has either equal or better accuracy at all levels of the hierarchy while being strictly more coherent out-of-sample than existing soft-coherency methods.

Pavithra Harsha, Ashish Jagmohan, Jayant Kalagnanam et al.

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations management problems, e.g., network inventory replenishment, where managers have to deal with uncertain demand, lost sales, and capacity constraints that results in more complex feasible action spaces. Our proposed Programmable Actor Reinforcement Learning (PARL) uses a deep-policy iteration method that leverages neural networks (NNs) to approximate the value function and combines it with mathematical programming (MP) and sample average approximation (SAA) to solve the per-step-action optimally while accounting for combinatorial action spaces and state-dependent constraint sets. We show how the proposed methodology can be applied to complex inventory replenishment problems where analytical solutions are intractable. We also benchmark the proposed algorithm against state-of-the-art RL algorithms and commonly used replenishment heuristics and find it considerably outperforms existing methods by as much as 14.7% on average in various complex supply chain settings. We find that this improvement of PARL over benchmark algorithms can be directly attributed to better inventory cost management, especially in inventory constrained settings. Furthermore, in the simpler setting where optimal replenishment policy is tractable or known near optimal heuristics exist, we find that the RL approaches can learn near optimal policies. Finally, to make RL algorithms more accessible for inventory management researchers, we also discuss the development of a modular Python library that can be used to test the performance of RL algorithms with various supply chain structures and spur future research in developing practical and near-optimal algorithms for inventory management problems.

Brian Quanz, Ajay Deshpande, Dahai Xing et al.

With the increase of order fulfillment options and business objectives taken into consideration in the deciding process, order fulfillment deciding is becoming more and more complex. For example, with the advent of ship from store retailers now have many more fulfillment nodes to consider, and it is now common to take into account many and varied business goals in making fulfillment decisions. With increasing complexity, efficiency of the deciding process can become a real concern. Finding the optimal fulfillment assignments among all possible ones may be too costly to do for every order especially during peak times. In this work, we explore the possibility of exploiting regularity in the fulfillment decision process to reduce the burden on the deciding system. By using data mining we aim to find patterns in past fulfillment decisions that can be used to efficiently predict most likely assignments for future decisions. Essentially, those assignments that can be predicted with high confidence can be used to shortcut, or bypass, the expensive deciding process, or else a set of most likely assignments can be used for shortlisting -- sending a much smaller set of candidates for consideration by the fulfillment deciding system.

Yair Schiff, Brian Quanz, Payel Das et al.

The field of Deep Learning is rich with empirical evidence of human-like performance on a variety of prediction tasks. However, despite these successes, the recent Predicting Generalization in Deep Learning (PGDL) NeurIPS 2020 competition suggests that there is a need for more robust and efficient measures of network generalization. In this work, we propose a new framework for evaluating the generalization capabilities of trained networks. We use perturbation response (PR) curves that capture the accuracy change of a given network as a function of varying levels of training sample perturbation. From these PR curves, we derive novel statistics that capture generalization capability. Specifically, we introduce two new measures for accurately predicting generalization gaps: the Gi-score and Pal-score, which are inspired by the Gini coefficient and Palma ratio (measures of income inequality), that accurately predict generalization gaps. Using our framework applied to intra and inter-class sample mixup, we attain better predictive scores than the current state-of-the-art measures on a majority of tasks in the PGDL competition. In addition, we show that our framework and the proposed statistics can be used to capture to what extent a trained network is invariant to a given parametric input transformation, such as rotation or translation. Therefore, these generalization gap prediction statistics also provide a useful means for selecting optimal network architectures and hyperparameters that are invariant to a certain perturbation.

Yair Schiff, Brian Quanz, Payel Das et al.

The field of Deep Learning is rich with empirical evidence of human-like performance on a variety of regression, classification, and control tasks. However, despite these successes, the field lacks strong theoretical error bounds and consistent measures of network generalization and learned invariances. In this work, we introduce two new measures, the Gi-score and Pal-score, that capture a deep neural network's generalization capabilities. Inspired by the Gini coefficient and Palma ratio, measures of income inequality, our statistics are robust measures of a network's invariance to perturbations that accurately predict generalization gaps, i.e., the difference between accuracy on training and test sets.

Celia Cintas, Payel Das, Brian Quanz et al.

Deep generative models, such as Variational Autoencoders (VAEs), have been employed widely in computational creativity research. However, such models discourage out-of-distribution generation to avoid spurious sample generation, limiting their creativity. Thus, incorporating research on human creativity into generative deep learning techniques presents an opportunity to make their outputs more compelling and human-like. As we see the emergence of generative models directed to creativity research, a need for machine learning-based surrogate metrics to characterize creative output from these models is imperative. We propose group-based subset scanning to quantify, detect, and characterize creative processes by detecting a subset of anomalous node-activations in the hidden layers of generative models. Our experiments on original, typically decoded, and "creatively decoded" (Das et al 2020) image datasets reveal that the proposed subset scores distribution is more useful for detecting creative processes in the activation space rather than the pixel space. Further, we found that creative samples generate larger subsets of anomalies than normal or non-creative samples across datasets. The node activations highlighted during the creative decoding process are different from those responsible for normal sample generation.

Nam Nguyen, Brian Quanz

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or abandons modeling cross-series correlations. A promising line of work exploits scalable matrix factorization for latent-space forecasting, but is limited to linear embeddings, unable to model distributions, and not trainable end-to-end when using deep learning forecasting. We introduce a novel temporal latent auto-encoder method which enables nonlinear factorization of multivariate time series, learned end-to-end with a temporal deep learning latent space forecast model. By imposing a probabilistic latent space model, complex distributions of the input series are modeled via the decoder. Extensive experiments demonstrate that our model achieves state-of-the-art performance on many popular multivariate datasets, with gains sometimes as high as $50\%$ for several standard metrics.

Jae-Eun Park, Brian Quanz, Steve Wood et al.

Quantum machine learning (QML) has emerged as an important area for Quantum applications, although useful QML applications would require many qubits. Therefore our paper is aimed at exploring the successful application of the Quantum Support Vector Machine (QSVM) algorithm while balancing several practical and technical considerations under the Noisy Intermediate-Scale Quantum (NISQ) assumption. For the quantum SVM under NISQ, we use quantum feature maps to translate data into quantum states and build the SVM kernel out of these quantum states, and further compare with classical SVM with radial basis function (RBF) kernels. As data sets are more complex or abstracted in some sense, classical SVM with classical kernels leads to less accuracy compared to QSVM, as classical SVM with typical classical kernels cannot easily separate different class data. Similarly, QSVM should be able to provide competitive performance over a broader range of data sets including ``simpler'' data cases in which smoother decision boundaries are required to avoid any model variance issues (i.e., overfitting). To bridge the gap between ``classical-looking'' decision boundaries and complex quantum decision boundaries, we propose to utilize general shallow unitary transformations to create feature maps with rotation factors to define a tunable quantum kernel, and added regularization to smooth the separating hyperplane model. We show in experiments that this allows QSVM to perform equally to SVM regardless of the complexity of the data sets and outperform in some commonly used reference data sets.

Brian Quanz, Wei Sun, Ajay Deshpande et al.

We propose a flexible, co-creative framework bringing together multiple machine learning techniques to assist human users to efficiently produce effective creative designs. We demonstrate its potential with a perfume bottle design case study, including human evaluation and quantitative and qualitative analyses.

Payel Das, Brian Quanz, Pin-Yu Chen et al.

Creativity, a process that generates novel and meaningful ideas, involves increased association between task-positive (control) and task-negative (default) networks in the human brain. Inspired by this seminal finding, in this study we propose a creative decoder within a deep generative framework, which involves direct modulation of the neuronal activation pattern after sampling from the learned latent space. The proposed approach is fully unsupervised and can be used off-the-shelf. Several novelty metrics and human evaluation were used to evaluate the creative capacity of the deep decoder. Our experiments on different image datasets (MNIST, FMNIST, MNIST+FMNIST, WikiArt and CelebA) reveal that atypical co-activation of highly activated and weakly activated neurons in a deep decoder promotes generation of novel and meaningful artifacts.