Aida Ashrafi

Han Zhou, Aida Ashrafi, Matthew B. Blaschko

Low-bit width neural networks have been extensively explored for deployment on edge devices to reduce computational resources. Existing approaches have focused on gradient-based optimization in a two-stage train-and-compress setting or as a combined optimization where gradients are quantized during training. Such schemes require high-performance hardware during the training phase and usually store an equivalent number of full-precision weights apart from the quantized weights. In this paper, we explore methods of direct combinatorial optimization in the problem of risk minimization with binary weights, which can be made equivalent to a non-monotone submodular maximization under certain conditions. We employ an approximation algorithm for the cases with single and multilayer neural networks. For linear models, it has $\mathcal{O}(nd)$ time complexity where $n$ is the sample size and $d$ is the data dimension. We show that a combination of greedy coordinate descent and this novel approach can attain competitive accuracy on binary classification tasks.

Håkon Hanisch Kjærnli, Lluis Mas-Ribas, Hans Jakob Håland et al.

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data, and machine learning models lack robustness in these settings. Robustness can be improved by using deep generative models or genetic algorithms to augment time series datasets, but these approaches lack interpretability and are computationally expensive. In this work, we develop an interpretable and simple framework for generating time series. Our method combines time-series decompositions with analytic functions, and is able to generate time series with characteristics matching both in- and out-of-distribution data. This approach allows users to generate new time series in an interpretable fashion, which can be used to augment the dataset and improve forecasting robustness. We demonstrate our framework through EXPRTS, a visual analytics tool designed for univariate time series forecasting models and datasets. Different visualizations of the data distribution, forecasting errors and single time series instances enable users to explore time series datasets, apply transformations, and evaluate forecasting model robustness across diverse scenarios. We show how our framework can generate meaningful OOD time series that improve model robustness, and we validate EXPRTS effectiveness and usability through three use-cases and a user study.