Xing Han

Xing Han, Jessica Lundin

Text-style transfer aims to convert text given in one domain into another by paraphrasing the sentence or substituting the keywords without altering the content. By necessity, state-of-the-art methods have evolved to accommodate nonparallel training data, as it is frequently the case there are multiple data sources of unequal size, with a mixture of labeled and unlabeled sentences. Moreover, the inherent style defined within each source might be distinct. A generic bidirectional (e.g., formal $\Leftrightarrow$ informal) style transfer regardless of different groups may not generalize well to different applications. In this work, we developed a task adaptive meta-learning framework that can simultaneously perform a multi-pair text-style transfer using a single model. The proposed method can adaptively balance the difference of meta-knowledge across multiple tasks. Results show that our method leads to better quantitative performance as well as coherent style variations. Common challenges of unbalanced data and mismatched domains are handled well by this method.

Xing Han, Sambarta Dasgupta, Joydeep Ghosh

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories simultaneously at store, city, and state levels for resource planning purposes. In such applications, it is important that the forecasts, in addition to being reasonably accurate, are also consistent w.r.t one another. Although forecasting such hierarchical time series has been pursued by economists and data scientists, the current state-of-the-art models use strong assumptions, e.g., all forecasts being unbiased estimates, noise distribution being Gaussian. Besides, state-of-the-art models have not harnessed the power of modern nonlinear models, especially ones based on deep learning. In this paper, we propose using a flexible nonlinear model that optimizes quantile regression loss coupled with suitable regularization terms to maintain the consistency of forecasts across hierarchies. The theoretical framework introduced herein can be applied to any forecasting model with an underlying differentiable loss function. A proof of optimality of our proposed method is also provided. Simulation studies over a range of datasets highlight the efficacy of our approach.

Xingchao Liu, Xing Han, Na Zhang et al.

Learning monotonic models with respect to a subset of the inputs is a desirable feature to effectively address the fairness, interpretability, and generalization issues in practice. Existing methods for learning monotonic neural networks either require specifically designed model structures to ensure monotonicity, which can be too restrictive/complicated, or enforce monotonicity by adjusting the learning process, which cannot provably guarantee the learned model is monotonic on selected features. In this work, we propose to certify the monotonicity of the general piece-wise linear neural networks by solving a mixed integer linear programming problem.This provides a new general approach for learning monotonic neural networks with arbitrary model structures. Our method allows us to train neural networks with heuristic monotonicity regularizations, and we can gradually increase the regularization magnitude until the learned network is certified monotonic. Compared to prior works, our approach does not require human-designed constraints on the weight space and also yields more accurate approximation. Empirical studies on various datasets demonstrate the efficiency of our approach over the state-of-the-art methods, such as Deep Lattice Networks.

Xing Han, Joydeep Ghosh

How can we find a subset of training samples that are most responsible for a specific prediction made by a complex black-box machine learning model? More generally, how can we explain the model's decisions to end-users in a transparent way? We propose a new model-agnostic algorithm to identify a minimal set of training samples that are indispensable for a given model's decision at a particular test point, i.e., the model's decision would have changed upon the removal of this subset from the training dataset. Our algorithm identifies such a set of "indispensable" samples iteratively by solving a constrained optimization problem. Further, we speed up the algorithm through efficient approximations and provide theoretical justification for its performance. To demonstrate the applicability and effectiveness of our approach, we apply it to a variety of tasks including data poisoning detection, training set debugging and understanding loan decisions. The results show that our algorithm is an effective and easy-to-comprehend tool that helps to better understand local model behavior, and therefore facilitates the adoption of machine learning in domains where such understanding is a requisite.

Wesley Joon-Wie Tann, Xing Jie Han, Sourav Sen Gupta et al.

Symbolic analysis of security exploits in smart contracts has demonstrated to be valuable for analyzing predefined vulnerability properties. While some symbolic tools perform complex analysis steps, they require a predetermined invocation depth to search vulnerable execution paths, and the search time increases with depth. The number of contracts on blockchains like Ethereum has increased 176 fold since December 2015. If these symbolic tools fail to analyze the increasingly large number of contracts in time, entire classes of exploits could cause irrevocable damage. In this paper, we aim to have safer smart contracts against emerging threats. We propose the approach of sequential learning of smart contract weaknesses using machine learning---long-short term memory (LSTM)---that allows us to be able to detect new attack trends relatively quickly, leading to safer smart contracts. Our experimental studies on 620,000 smart contracts prove that our model can easily scale to analyze a massive amount of contracts; that is, the LSTM maintains near constant analysis time as contracts increase in complexity. In addition, our approach achieves $99\%$ test accuracy and correctly analyzes contracts that were false positive (FP) errors made by a symbolic tool.