Zhenming Liu

Bo Qiang, Yiran Zhou, Yuheng Ding et al.

Chemical reactions are the fundamental building blocks of drug design and organic chemistry research. In recent years, there has been a growing need for a large-scale deep-learning framework that can efficiently capture the basic rules of chemical reactions. In this paper, we have proposed a unified framework that addresses both the reaction representation learning and molecule generation tasks, which allows for a more holistic approach. Inspired by the organic chemistry mechanism, we develop a novel pretraining framework that enables us to incorporate inductive biases into the model. Our framework achieves state-of-the-art results on challenging downstream tasks. By possessing chemical knowledge, our generative framework overcome the limitations of current molecule generation models that rely on a small number of reaction templates. In the extensive experiments, our model generates synthesizable drug-like structures of high quality. Overall, our work presents a significant step toward a large-scale deep-learning framework for a variety of reaction-based applications.

Qiong Wu, Jian Li, Zhenming Liu et al.

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to forecast the future evolution of ensembles of multivariate time series in such applications (e.g., the future return of a financial asset or the future popularity of a Twitter account). Designing ML algorithms for such systems requires addressing the challenges of high-dimensional interactions and non-linearity. Existing approaches usually adopt an ad-hoc approach to integrating high-dimensional techniques into non-linear models and recent studies have shown these approaches have questionable efficacy in time-evolving interacting systems. To this end, we propose a novel framework, which we dub as the additive influence model. Under our modeling assumption, we show that it is possible to decouple the learning of high-dimensional interactions from the learning of non-linear feature interactions. To learn the high-dimensional interactions, we leverage kernel-based techniques, with provable guarantees, to embed the entities in a low-dimensional latent space. To learn the non-linear feature-response interactions, we generalize prominent machine learning techniques, including designing a new statistically sound non-parametric method and an ensemble learning algorithm optimized for vector regressions. Extensive experiments on two common applications demonstrate that our new algorithms deliver significantly stronger forecasting power compared to standard and recently proposed methods.

Yanxing Wang, Jianxing Hu, Junyong Lai et al.

Molecular fingerprints are the workhorse in ligand-based drug discovery. In recent years, an increasing number of research papers reported fascinating results on using deep neural networks to learn 2D molecular representations as fingerprints. It is anticipated that the integration of deep learning would also contribute to the prosperity of 3D fingerprints. Here, we unprecedentedly introduce deep learning into 3D small molecule fingerprints, presenting a new one we termed as the three-dimensional force fields fingerprint (TF3P). TF3P is learned by a deep capsular network whose training is in no need of labeled datasets for specific predictive tasks. TF3P can encode the 3D force fields information of molecules and demonstrates the stronger ability to capture 3D structural changes, to recognize molecules alike in 3D but not in 2D, and to identify similar targets inaccessible by other 2D or 3D fingerprints based on only ligands similarity. Furthermore, TF3P is compatible with both statistical models (e.g. similarity ensemble approach) and machine learning models. Altogether, we report TF3P as a new 3D small molecule fingerprint with a promising future in ligand-based drug discovery. All codes are written in Python and available at https://github.com/canisw/tf3p.

Ningfeng Liu, Jie Yu, Siyu Xiu et al.

Molecular generation, an essential method for identifying new drug structures, has been supported by advancements in machine learning and computational technology. However, challenges remain in multi-objective generation, model adaptability, and practical application in drug discovery. In this study, we developed a versatile 'plug-in' molecular generation model that incorporates multiple objectives related to target affinity, drug-likeness, and synthesizability, facilitating its application in various drug development contexts. We improved the Particle Swarm Optimization (PSO) in the context of drug discoveries, and identified PSO-ENP as the optimal variant for multi-objective molecular generation and optimization through comparative experiments. The model also incorporates a novel target-ligand affinity predictor, enhancing the model's utility by supporting three-dimensional information and improving synthetic feasibility. Case studies focused on generating and optimizing drug-like big marine natural products were performed, underscoring PSO-ENP's effectiveness and demonstrating its considerable potential for practical drug discovery applications.

Adam Hare, Yu Chen, Yinan Liu et al.

Despite the recent successes of deep learning in natural language processing (NLP), there remains widespread usage of and demand for techniques that do not rely on machine learning. The advantage of these techniques is their interpretability and low cost when compared to frequently opaque and expensive machine learning models. Although they may not be be as performant in all cases, they are often sufficient for common and relatively simple problems. In this paper, we aim to modernize these older methods while retaining their advantages by extending approaches from categorical or bag-of-words representations to word embeddings representations in the latent space. First, we show that entropy and Kullback-Leibler divergence can be efficiently estimated using word embeddings and use this estimation to compare text across several categories. Next, we recast the heavy-tailed distribution known as Zipf's law that is frequently observed in the categorical space to the latent space. Finally, we look to improve the Jaccard similarity measure for sentence suggestion by introducing a new method of identifying similar sentences based on the set cover problem. We compare the performance of this algorithm against several baselines including Word Mover's Distance and the Levenshtein distance.

Qiong Wu, Zhenming Liu

Large-scale interactive web services and advanced AI applications make sophisticated decisions in real-time, based on executing a massive amount of computation tasks on thousands of servers. Task schedulers, which often operate in heterogeneous and volatile environments, require high throughput, i.e., scheduling millions of tasks per second, and low latency, i.e., incurring minimal scheduling delays for millisecond-level tasks. Scheduling is further complicated by other users' workloads in a shared system, other background activities, and the diverse hardware configurations inside datacenters. We present Rosella, a new self-driving, distributed approach for task scheduling in heterogeneous clusters. Rosella automatically learns the compute environment and adjusts its scheduling policy in real-time. The solution provides high throughput and low latency simultaneously because it runs in parallel on multiple machines with minimum coordination and only performs simple operations for each scheduling decision. Our learning module monitors total system load and uses the information to dynamically determine optimal estimation strategy for the backends' compute-power. Rosella generalizes power-of-two-choice algorithms to handle heterogeneous workers, reducing the max queue length of O(log n) obtained by prior algorithms to O(log log n). We evaluate Rosella with a variety of workloads on a 32-node AWS cluster. Experimental results show that Rosella significantly reduces task response time, and adapts to environment changes quickly.

Yu Chen, Zhenming Liu, Bin Ren et al.

Efficient construction of checkpoints/snapshots is a critical tool for training and diagnosing deep learning models. In this paper, we propose a lossy compression scheme for checkpoint constructions (called LC-Checkpoint). LC-Checkpoint simultaneously maximizes the compression rate and optimizes the recovery speed, under the assumption that SGD is used to train the model. LC-Checkpointuses quantization and priority promotion to store the most crucial information for SGD to recover, and then uses a Huffman coding to leverage the non-uniform distribution of the gradient scales. Our extensive experiments show that LC-Checkpoint achieves a compression rate up to $28\times$ and recovery speedup up to $5.77\times$ over a state-of-the-art algorithm (SCAR).

Qiong Wu, Adam Hare, Sirui Wang et al.

Existing topic modeling and text segmentation methodologies generally require large datasets for training, limiting their capabilities when only small collections of text are available. In this work, we reexamine the inter-related problems of "topic identification" and "text segmentation" for sparse document learning, when there is a single new text of interest. In developing a methodology to handle single documents, we face two major challenges. First is sparse information: with access to only one document, we cannot train traditional topic models or deep learning algorithms. Second is significant noise: a considerable portion of words in any single document will produce only noise and not help discern topics or segments. To tackle these issues, we design an unsupervised, computationally efficient methodology called BATS: Biclustering Approach to Topic modeling and Segmentation. BATS leverages three key ideas to simultaneously identify topics and segment text: (i) a new mechanism that uses word order information to reduce sample complexity, (ii) a statistically sound graph-based biclustering technique that identifies latent structures of words and sentences, and (iii) a collection of effective heuristics that remove noise words and award important words to further improve performance. Experiments on four datasets show that our approach outperforms several state-of-the-art baselines when considering topic coherence, topic diversity, segmentation, and runtime comparison metrics.

Qiong Wu, Christopher G. Brinton, Zheng Zhang et al.

Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not fully leveraged the heterogeneous data sets, leading to sub-optimal performance. To this end, we propose an end-to-end deep learning framework to price the assets. Our framework possesses two main properties: 1) We propose Equity2Vec, a graph-based component that effectively captures both long-term and evolving cross-sectional interactions. 2) The framework simultaneously leverages all the available heterogeneous alpha sources including technical indicators, financial news signals, and cross-sectional signals. Experimental results on datasets from the real-world stock market show that our approach outperforms the existing state-of-the-art approaches. Furthermore, market trading simulations demonstrate that our framework monetizes the signals effectively.

Yibo Li, Jianxing Hu, Yanxing Wang et al.

The ultimate goal of drug design is to find novel compounds with desirable pharmacological properties. Designing molecules retaining particular scaffolds as the core structures of the molecules is one of the efficient ways to obtain potential drug candidates with desirable properties. We proposed a scaffold-based molecular generative model for scaffold-based drug discovery, which performs molecule generation based on a wide spectrum of scaffold definitions, including BM-scaffolds, cyclic skeletons, as well as scaffolds with specifications on side-chain properties. The model can generalize the learned chemical rules of adding atoms and bonds to a given scaffold. Furthermore, the generated compounds were evaluated by molecular docking in DRD2 targets and the results demonstrated that this approach can be effectively applied to solve several drug design problems, including the generation of compounds containing a given scaffold and de novo drug design of potential drug candidates with specific docking scores. Finally, a command line interface is created.

Guojun Wu, Yanhua Li, Zhenming Liu et al.

Many real-world human behaviors can be characterized as a sequential decision making processes, such as urban travelers choices of transport modes and routes (Wu et al. 2017). Differing from choices controlled by machines, which in general follows perfect rationality to adopt the policy with the highest reward, studies have revealed that human agents make sub-optimal decisions under bounded rationality (Tao, Rohde, and Corcoran 2014). Such behaviors can be modeled using maximum causal entropy (MCE) principle (Ziebart 2010). In this paper, we define and investigate a general reward trans-formation problem (namely, reward advancement): Recovering the range of additional reward functions that transform the agent's policy from original policy to a predefined target policy under MCE principle. We show that given an MDP and a target policy, there are infinite many additional reward functions that can achieve the desired policy transformation. Moreover, we propose an algorithm to further extract the additional rewards with minimum "cost" to implement the policy transformation.

Qiong Wu, Felix Ming Fai Wong, Zhenming Liu et al.

We study the low rank regression problem $\my = M\mx + ε$, where $\mx$ and $\my$ are $d_1$ and $d_2$ dimensional vectors respectively. We consider the extreme high-dimensional setting where the number of observations $n$ is less than $d_1 + d_2$. Existing algorithms are designed for settings where $n$ is typically as large as $\Rank(M)(d_1+d_2)$. This work provides an efficient algorithm which only involves two SVD, and establishes statistical guarantees on its performance. The algorithm decouples the problem by first estimating the precision matrix of the features, and then solving the matrix denoising problem. To complement the upper bound, we introduce new techniques for establishing lower bounds on the performance of any algorithm for this problem. Our preliminary experiments confirm that our algorithm often out-performs existing baselines, and is always at least competitive.

Ao Liu, Qiong Wu, Zhenming Liu et al.

This paper studies a stylized, yet natural, learning-to-rank problem and points out the critical incorrectness of a widely used nearest neighbor algorithm. We consider a model with $n$ agents (users) $\{x_i\}_{i \in [n]}$ and $m$ alternatives (items) $\{y_j\}_{j \in [m]}$, each of which is associated with a latent feature vector. Agents rank items nondeterministically according to the Plackett-Luce model, where the higher the utility of an item to the agent, the more likely this item will be ranked high by the agent. Our goal is to find neighbors of an arbitrary agent or alternative in the latent space. We first show that the Kendall-tau distance based kNN produces incorrect results in our model. Next, we fix the problem by introducing a new algorithm with features constructed from "global information" of the data matrix. Our approach is in sharp contrast to most existing feature engineering methods. Finally, we design another new algorithm identifying similar alternatives. The construction of alternative features can be done using "local information," highlighting the algorithmic difference between finding similar agents and similar alternatives.

Yibo Li, Liangren Zhang, Zhenming Liu

Recently, deep generative models have revealed itself as a promising way of performing de novo molecule design. However, previous research has focused mainly on generating SMILES strings instead of molecular graphs. Although current graph generative models are available, they are often too general and computationally expensive, which restricts their application to molecules with small sizes. In this work, a new de novo molecular design framework is proposed based on a type sequential graph generators that do not use atom level recurrent units. Compared with previous graph generative models, the proposed method is much more tuned for molecule generation and have been scaled up to cover significantly larger molecules in the ChEMBL database. It is shown that the graph-based model outperforms SMILES based models in a variety of metrics, especially in the rate of valid outputs. For the application of drug design tasks, conditional graph generative model is employed. This method offers higher flexibility compared to previous fine-tuning based approach and is suitable for generation based on multiple objectives. This approach is applied to solve several drug design problems, including the generation of compounds containing a given scaffold, generation of compounds with specific drug-likeness and synthetic accessibility requirements, as well as generating dual inhibitors against JNK3 and GSK3$β$. Results show high enrichment rates for outputs satisfying the given requirements.

Cheng Li, Felix Wong, Zhenming Liu et al.

Discovering statistical structure from links is a fundamental problem in the analysis of social networks. Choosing a misspecified model, or equivalently, an incorrect inference algorithm will result in an invalid analysis or even falsely uncover patterns that are in fact artifacts of the model. This work focuses on unifying two of the most widely used link-formation models: the stochastic blockmodel (SBM) and the small world (or latent space) model (SWM). Integrating techniques from kernel learning, spectral graph theory, and nonlinear dimensionality reduction, we develop the first statistically sound polynomial-time algorithm to discover latent patterns in sparse graphs for both models. When the network comes from an SBM, the algorithm outputs a block structure. When it is from an SWM, the algorithm outputs estimates of each node's latent position.

Felix Ming Fai Wong, Zhenming Liu, Mung Chiang

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified latent space model to characterize the "co-movements" between stock prices and news articles. Unlike many existing approaches, our new model is able to simultaneously leverage the correlations: (a) among stock prices, (b) among news articles, and (c) between stock prices and news articles. Thus, our model is able to make daily predictions on more than 500 stocks (most of which are not even mentioned in any news article) while having low complexity. We carry out extensive backtesting on trading strategies based on our algorithm. The result shows that our model has substantially better accuracy rate (55.7%) compared to many widely used algorithms. The return (56%) and Sharpe ratio due to a trading strategy based on our model are also much higher than baseline indices.

Henry Lam, Zhenming Liu

We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous structure as the Black-Scholes model, the widely popular option pricing model in stochastic finance, for both European and American options with convex payoffs. In the case of non-convex options, we construct approximate pricing algorithms, and demonstrate that their efficiency can be analyzed through the introduction of an artificial probability measure, in parallel to the so-called risk-neutral measure in the finance literature, even though our framework is completely adversarial. Continuous-time convergence results and extensions to incorporate price jumps are also presented.

Kai-Min Chung, Zhenming Liu, Rafael Pass

We demonstrate a simple, statistically secure, ORAM with computational overhead $\tilde{O}(\log^2 n)$; previous ORAM protocols achieve only computational security (under computational assumptions) or require $\tildeΩ(\log^3 n)$ overheard. An additional benefit of our ORAM is its conceptual simplicity, which makes it easy to implement in both software and (commercially available) hardware. Our construction is based on recent ORAM constructions due to Shi, Chan, Stefanov, and Li (Asiacrypt 2011) and Stefanov and Shi (ArXiv 2012), but with some crucial modifications in the algorithm that simplifies the ORAM and enable our analysis. A central component in our analysis is reducing the analysis of our algorithm to a "supermarket" problem; of independent interest (and of importance to our analysis,) we provide an upper bound on the rate of "upset" customers in the "supermarket" problem.