5,426 research outputs found

    Mobile Device Background Sensors: Authentication vs Privacy

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    The increasing number of mobile devices in recent years has caused the collection of a large amount of personal information that needs to be protected. To this aim, behavioural biometrics has become very popular. But, what is the discriminative power of mobile behavioural biometrics in real scenarios? With the success of Deep Learning (DL), architectures based on Convolutional Neural Networks (CNNs) and Recurrent Neural Networks (RNNs), such as Long Short-Term Memory (LSTM), have shown improvements compared to traditional machine learning methods. However, these DL architectures still have limitations that need to be addressed. In response, new DL architectures like Transformers have emerged. The question is, can these new Transformers outperform previous biometric approaches? To answers to these questions, this thesis focuses on behavioural biometric authentication with data acquired from mobile background sensors (i.e., accelerometers and gyroscopes). In addition, to the best of our knowledge, this is the first thesis that explores and proposes novel behavioural biometric systems based on Transformers, achieving state-of-the-art results in gait, swipe, and keystroke biometrics. The adoption of biometrics requires a balance between security and privacy. Biometric modalities provide a unique and inherently personal approach for authentication. Nevertheless, biometrics also give rise to concerns regarding the invasion of personal privacy. According to the General Data Protection Regulation (GDPR) introduced by the European Union, personal data such as biometric data are sensitive and must be used and protected properly. This thesis analyses the impact of sensitive data in the performance of biometric systems and proposes a novel unsupervised privacy-preserving approach. The research conducted in this thesis makes significant contributions, including: i) a comprehensive review of the privacy vulnerabilities of mobile device sensors, covering metrics for quantifying privacy in relation to sensitive data, along with protection methods for safeguarding sensitive information; ii) an analysis of authentication systems for behavioural biometrics on mobile devices (i.e., gait, swipe, and keystroke), being the first thesis that explores the potential of Transformers for behavioural biometrics, introducing novel architectures that outperform the state of the art; and iii) a novel privacy-preserving approach for mobile biometric gait verification using unsupervised learning techniques, ensuring the protection of sensitive data during the verification process

    Linear Amplification in Nonequilibrium Turbulent Boundary Layers

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    Resolvent analysis is applied to nonequilibrium incompressible adverse pressure gradient (APG) turbulent boundary layers (TBL) and hypersonic boundary layers with high temperature real gas effects, including chemical nonequilibrium. Resolvent analysis is an equation-based, scale-dependent decomposition of the Navier Stokes equations, linearized about a known mean flow field. The decomposition identifies the optimal response and forcing modes, ranked by their linear amplification. To treat the nonequilibrium APG TBL, a biglobal resolvent analysis approach is used to account for the streamwise and wall-normal inhomogeneities in the streamwise developing flow. For the hypersonic boundary layer in chemical nonequilibrium, the resolvent analysis is constructed using a parallel flow assumption, incorporating Nâ‚‚, Oâ‚‚, NO, N, and O as a mixture of chemically reacting gases. Biglobal resolvent analysis is first applied to the zero pressure gradient (ZPG) TBL. Scaling relationships are determined for the spanwise wavenumber and temporal frequency that admit self-similar resolvent modes in the inner layer, mesolayer, and outer layer regions of the ZPG TBL. The APG effects on the inner scaling of the biglobal modes are shown to diminish as their self-similarity improves with increased Reynolds number. An increase in APG strength is shown to increase the linear amplification of the large-scale biglobal modes in the outer region, similar to the energization of large scale modes observed in simulation. The linear amplification of these modes grows linearly with the APG history, measured as the streamwise averaged APG strength, and relates to a novel pressure-based velocity scale. Resolvent analysis is then used to identify the length scales most affected by the high-temperature gas effects in hypersonic TBLs. It is shown that the high-temperature gas effects primarily affect modes localized near the peak mean temperature. Due to the chemical nonequilibrium effects, the modes can be linearly amplified through changes in chemical concentration, which have non-negligible effects on the higher order modes. Correlations in the components of the small-scale resolvent modes agree qualitatively with similar correlations in simulation data. Finally, efficient strategies for resolvent analysis are presented. These include an algorithm to autonomously sample the large amplification regions using a Bayesian Optimization-like approach and a projection-based method to approximate resolvent analysis through a reduced eigenvalue problem, derived from calculus of variations.</p

    Advances in machine learning algorithms for financial risk management

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    In this thesis, three novel machine learning techniques are introduced to address distinct yet interrelated challenges involved in financial risk management tasks. These approaches collectively offer a comprehensive strategy, beginning with the precise classification of credit risks, advancing through the nuanced forecasting of financial asset volatility, and ending with the strategic optimisation of financial asset portfolios. Firstly, a Hybrid Dual-Resampling and Cost-Sensitive technique has been proposed to combat the prevalent issue of class imbalance in financial datasets, particularly in credit risk assessment. The key process involves the creation of heuristically balanced datasets to effectively address the problem. It uses a resampling technique based on Gaussian mixture modelling to generate a synthetic minority class from the minority class data and concurrently uses k-means clustering on the majority class. Feature selection is then performed using the Extra Tree Ensemble technique. Subsequently, a cost-sensitive logistic regression model is then applied to predict the probability of default using the heuristically balanced datasets. The results underscore the effectiveness of our proposed technique, with superior performance observed in comparison to other imbalanced preprocessing approaches. This advancement in credit risk classification lays a solid foundation for understanding individual financial behaviours, a crucial first step in the broader context of financial risk management. Building on this foundation, the thesis then explores the forecasting of financial asset volatility, a critical aspect of understanding market dynamics. A novel model that combines a Triple Discriminator Generative Adversarial Network with a continuous wavelet transform is proposed. The proposed model has the ability to decompose volatility time series into signal-like and noise-like frequency components, to allow the separate detection and monitoring of non-stationary volatility data. The network comprises of a wavelet transform component consisting of continuous wavelet transforms and inverse wavelet transform components, an auto-encoder component made up of encoder and decoder networks, and a Generative Adversarial Network consisting of triple Discriminator and Generator networks. The proposed Generative Adversarial Network employs an ensemble of unsupervised loss derived from the Generative Adversarial Network component during training, supervised loss and reconstruction loss as part of its framework. Data from nine financial assets are employed to demonstrate the effectiveness of the proposed model. This approach not only enhances our understanding of market fluctuations but also bridges the gap between individual credit risk assessment and macro-level market analysis. Finally the thesis ends with a novel proposal of a novel technique or Portfolio optimisation. This involves the use of a model-free reinforcement learning strategy for portfolio optimisation using historical Low, High, and Close prices of assets as input with weights of assets as output. A deep Capsules Network is employed to simulate the investment strategy, which involves the reallocation of the different assets to maximise the expected return on investment based on deep reinforcement learning. To provide more learning stability in an online training process, a Markov Differential Sharpe Ratio reward function has been proposed as the reinforcement learning objective function. Additionally, a Multi-Memory Weight Reservoir has also been introduced to facilitate the learning process and optimisation of computed asset weights, helping to sequentially re-balance the portfolio throughout a specified trading period. The use of the insights gained from volatility forecasting into this strategy shows the interconnected nature of the financial markets. Comparative experiments with other models demonstrated that our proposed technique is capable of achieving superior results based on risk-adjusted reward performance measures. In a nut-shell, this thesis not only addresses individual challenges in financial risk management but it also incorporates them into a comprehensive framework; from enhancing the accuracy of credit risk classification, through the improvement and understanding of market volatility, to optimisation of investment strategies. These methodologies collectively show the potential of the use of machine learning to improve financial risk management

    A review of differentiable digital signal processing for music and speech synthesis

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    The term “differentiable digital signal processing” describes a family of techniques in which loss function gradients are backpropagated through digital signal processors, facilitating their integration into neural networks. This article surveys the literature on differentiable audio signal processing, focusing on its use in music and speech synthesis. We catalogue applications to tasks including music performance rendering, sound matching, and voice transformation, discussing the motivations for and implications of the use of this methodology. This is accompanied by an overview of digital signal processing operations that have been implemented differentiably, which is further supported by a web book containing practical advice on differentiable synthesiser programming (https://intro2ddsp.github.io/). Finally, we highlight open challenges, including optimisation pathologies, robustness to real-world conditions, and design trade-offs, and discuss directions for future research

    Unleashing the Potential of Acquisition Functions in High-Dimensional Bayesian Optimization

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    Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions. It first builds a surrogate for the objective and quantifies its uncertainty. It then decides where to sample by maximizing an acquisition function (AF) defined by the surrogate model. However, when dealing with high-dimensional problems, finding the global maximum of the AF becomes increasingly challenging. In such cases, the manner in which the AF maximizer is initialized plays a pivotal role. An inappropriate initialization can severely limit the potential of AF. This paper investigates a largely understudied problem concerning the impact of AF maximizer initialization on exploiting AFs' capability. Our large-scale empirical study shows that the widely used random initialization strategy may fail to harness the potential of an AF. Based on this observation, we propose a better initialization approach by employing multiple heuristic optimizers to leverage the historical data of black-box optimization to generate initial points for an AF maximizer. We evaluate our approach with a variety of heavily studied synthetic test functions and real-world applications. Experimental results show that our techniques, while simple, can significantly enhance the standard BO and outperform state-of-the-art methods by a large margin in most test cases

    Backpropagation Beyond the Gradient

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    Automatic differentiation is a key enabler of deep learning: previously, practitioners were limited to models for which they could manually compute derivatives. Now, they can create sophisticated models with almost no restrictions and train them using first-order, i. e. gradient, information. Popular libraries like PyTorch and TensorFlow compute this gradient efficiently, automatically, and conveniently with a single line of code. Under the hood, reverse-mode automatic differentiation, or gradient backpropagation, powers the gradient computation in these libraries. Their entire design centers around gradient backpropagation. These frameworks are specialized around one specific task—computing the average gradient in a mini-batch. This specialization often complicates the extraction of other information like higher-order statistical moments of the gradient, or higher-order derivatives like the Hessian. It limits practitioners and researchers to methods that rely on the gradient. Arguably, this hampers the field from exploring the potential of higher-order information and there is evidence that focusing solely on the gradient has not lead to significant recent advances in deep learning optimization. To advance algorithmic research and inspire novel ideas, information beyond the batch-averaged gradient must be made available at the same level of computational efficiency, automation, and convenience. This thesis presents approaches to simplify experimentation with rich information beyond the gradient by making it more readily accessible. We present an implementation of these ideas as an extension to the backpropagation procedure in PyTorch. Using this newly accessible information, we demonstrate possible use cases by (i) showing how it can inform our understanding of neural network training by building a diagnostic tool, and (ii) enabling novel methods to efficiently compute and approximate curvature information. First, we extend gradient backpropagation for sequential feedforward models to Hessian backpropagation which enables computing approximate per-layer curvature. This perspective unifies recently proposed block- diagonal curvature approximations. Like gradient backpropagation, the computation of these second-order derivatives is modular, and therefore simple to automate and extend to new operations. Based on the insight that rich information beyond the gradient can be computed efficiently and at the same time, we extend the backpropagation in PyTorch with the BackPACK library. It provides efficient and convenient access to statistical moments of the gradient and approximate curvature information, often at a small overhead compared to computing just the gradient. Next, we showcase the utility of such information to better understand neural network training. We build the Cockpit library that visualizes what is happening inside the model during training through various instruments that rely on BackPACK’s statistics. We show how Cockpit provides a meaningful statistical summary report to the deep learning engineer to identify bugs in their machine learning pipeline, guide hyperparameter tuning, and study deep learning phenomena. Finally, we use BackPACK’s extended automatic differentiation functionality to develop ViViT, an approach to efficiently compute curvature information, in particular curvature noise. It uses the low-rank structure of the generalized Gauss-Newton approximation to the Hessian and addresses shortcomings in existing curvature approximations. Through monitoring curvature noise, we demonstrate how ViViT’s information helps in understanding challenges to make second-order optimization methods work in practice. This work develops new tools to experiment more easily with higher-order information in complex deep learning models. These tools have impacted works on Bayesian applications with Laplace approximations, out-of-distribution generalization, differential privacy, and the design of automatic differentia- tion systems. They constitute one important step towards developing and establishing more efficient deep learning algorithms

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Machine learning applications in search algorithms for gravitational waves from compact binary mergers

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    Gravitational waves from compact binary mergers are now routinely observed by Earth-bound detectors. These observations enable exciting new science, as they have opened a new window to the Universe. However, extracting gravitational-wave signals from the noisy detector data is a challenging problem. The most sensitive search algorithms for compact binary mergers use matched filtering, an algorithm that compares the data with a set of expected template signals. As detectors are upgraded and more sophisticated signal models become available, the number of required templates will increase, which can make some sources computationally prohibitive to search for. The computational cost is of particular concern when low-latency alerts should be issued to maximize the time for electromagnetic follow-up observations. One potential solution to reduce computational requirements that has started to be explored in the last decade is machine learning. However, different proposed deep learning searches target varying parameter spaces and use metrics that are not always comparable to existing literature. Consequently, a clear picture of the capabilities of machine learning searches has been sorely missing. In this thesis, we closely examine the sensitivity of various deep learning gravitational-wave search algorithms and introduce new methods to detect signals from binary black hole and binary neutron star mergers at previously untested statistical confidence levels. By using the sensitive distance as our core metric, we allow for a direct comparison of our algorithms to state-of-the-art search pipelines. As part of this thesis, we organized a global mock data challenge to create a benchmark for machine learning search algorithms targeting compact binaries. This way, the tools developed in this thesis are made available to the greater community by publishing them as open source software. Our studies show that, depending on the parameter space, deep learning gravitational-wave search algorithms are already competitive with current production search pipelines. We also find that strategies developed for traditional searches can be effectively adapted to their machine learning counterparts. In regions where matched filtering becomes computationally expensive, available deep learning algorithms are also limited in their capability. We find reduced sensitivity to long duration signals compared to the excellent results for short-duration binary black hole signals

    Dataset Distillation with Convexified Implicit Gradients

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    We propose a new dataset distillation algorithm using reparameterization and convexification of implicit gradients (RCIG), that substantially improves the state-of-the-art. To this end, we first formulate dataset distillation as a bi-level optimization problem. Then, we show how implicit gradients can be effectively used to compute meta-gradient updates. We further equip the algorithm with a convexified approximation that corresponds to learning on top of a frozen finite-width neural tangent kernel. Finally, we improve bias in implicit gradients by parameterizing the neural network to enable analytical computation of final-layer parameters given the body parameters. RCIG establishes the new state-of-the-art on a diverse series of dataset distillation tasks. Notably, with one image per class, on resized ImageNet, RCIG sees on average a 108% improvement over the previous state-of-the-art distillation algorithm. Similarly, we observed a 66% gain over SOTA on Tiny-ImageNet and 37% on CIFAR-100

    Nonlinear conjugate gradient methods: worst-case convergence rates via computer-assisted analyses

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    We propose a computer-assisted approach to the analysis of the worst-case convergence of nonlinear conjugate gradient methods (NCGMs). Those methods are known for their generally good empirical performances for large-scale optimization, while having relatively incomplete analyses. Using our computer-assisted approach, we establish novel complexity bounds for the Polak-Ribi\`ere-Polyak (PRP) and the Fletcher-Reeves (FR) NCGMs for smooth strongly convex minimization. Conversely, we provide examples showing that those methods might behave worse than the regular steepest descent on the same class of problems.Comment: 29 pages, 6 figures, 4 table
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