Unifying and Merging Well-trained Deep Neural Networks for Inference Stage

We propose a novel method to merge convolutional neural-nets for the inference stage. Given two well-trained networks that may have different architectures that handle different tasks, our method aligns the layers of the original networks and merges them into a unified model by sharing the representative codes of weights. The shared weights are further re-trained to fine-tune the performance of the merged model. The proposed method effectively produces a compact model that may run original tasks simultaneously on resource-limited devices. As it preserves the general architectures and leverages the co-used weights of well-trained networks, a substantial training overhead can be reduced to shorten the system development time. Experimental results demonstrate a satisfactory performance and validate the effectiveness of the method.Comment: To appear in the 27th International Joint Conference on Artificial Intelligence and the 23rd European Conference on Artificial Intelligence, 2018. (IJCAI-ECAI 2018

Compressing nearly hard sphere fluids increases glass fragility

We use molecular dynamics to investigate the glass transition occurring at large volume fraction, phi, and low temperature, T, in assemblies of soft repulsive particles. We find that equilibrium dynamics in the (phi, T) plane obey a form of dynamic scaling in the proximity of a critical point at T=0 and phi=phi_0, which should correspond to the ideal glass transition of hard spheres. This glass point, `point G', is distinct from athermal jamming thresholds. A remarkable consequence of scaling behaviour is that the dynamics at fixed phi passes smoothly from that of a strong glass to that of a very fragile glass as phi increases beyond phi_0. Correlations between fragility and various physical properties are explored.Comment: 5 pages, 3 figures; Version accepted at Europhys. Let

Privacy-Preserving Shortest Path Computation

Navigation is one of the most popular cloud computing services. But in virtually all cloud-based navigation systems, the client must reveal her location and destination to the cloud service provider in order to learn the fastest route. In this work, we present a cryptographic protocol for navigation on city streets that provides privacy for both the client's location and the service provider's routing data. Our key ingredient is a novel method for compressing the next-hop routing matrices in networks such as city street maps. Applying our compression method to the map of Los Angeles, for example, we achieve over tenfold reduction in the representation size. In conjunction with other cryptographic techniques, this compressed representation results in an efficient protocol suitable for fully-private real-time navigation on city streets. We demonstrate the practicality of our protocol by benchmarking it on real street map data for major cities such as San Francisco and Washington, D.C.Comment: Extended version of NDSS 2016 pape

An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that time series data can usefully be studied as information -- by noting the relationship between statistical redundancy and dependence, we are able to use the results of information theory to construct a test for joint dependence of random variables. The test is in the same spirit of those developed by Ryabko and Astola (2005, 2006b,a), but differs from these in that we add extra randomness to the original stochatic process. It uses data compression to estimate the entropy rate of a stochastic process, which allows it to measure dependence among sets of random variables, as opposed to the existing econometric literature that uses entropy and finds itself restricted to pairwise tests of dependence. We show how serial dependence may be detected in S&P500 and PSI20 stock returns over different sample periods and frequencies. We apply the test to synthetic data to judge its ability to recover known temporal dependence structures.Comment: 22 pages, 7 figure