Selección de cartera óptima como aplicación de las condiciones Karush-Kuhn-Tuker

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: José Manuel Corcuera Valverde[en] The Karush-Kuhn-Tucker conditions (in short, the KKT conditions), an extension of the well-known Lagrange multipliers method, have been developed to solve optimization problems in a more general sense, that is, including both inequalities and constraints. On the other hand, the selection of an optimal portfolio conforming the requirements of each investor, requesting a maximum return, a minimum risk or a balance between these two aspects, can be solved with the application of the KKT conditions

FD-GAN: Generative Adversarial Networks with Fusion-discriminator for Single Image Dehazing

Recently, convolutional neural networks (CNNs) have achieved great improvements in single image dehazing and attained much attention in research. Most existing learning-based dehazing methods are not fully end-to-end, which still follow the traditional dehazing procedure: first estimate the medium transmission and the atmospheric light, then recover the haze-free image based on the atmospheric scattering model. However, in practice, due to lack of priors and constraints, it is hard to precisely estimate these intermediate parameters. Inaccurate estimation further degrades the performance of dehazing, resulting in artifacts, color distortion and insufficient haze removal. To address this, we propose a fully end-to-end Generative Adversarial Networks with Fusion-discriminator (FD-GAN) for image dehazing. With the proposed Fusion-discriminator which takes frequency information as additional priors, our model can generator more natural and realistic dehazed images with less color distortion and fewer artifacts. Moreover, we synthesize a large-scale training dataset including various indoor and outdoor hazy images to boost the performance and we reveal that for learning-based dehazing methods, the performance is strictly influenced by the training data. Experiments have shown that our method reaches state-of-the-art performance on both public synthetic datasets and real-world images with more visually pleasing dehazed results.Comment: Accepted by AAAI2020 (with supplementary files

CP3: Unifying Point Cloud Completion by Pretrain-Prompt-Predict Paradigm

Point cloud completion aims to predict complete shape from its partial observation. Current approaches mainly consist of generation and refinement stages in a coarse-to-fine style. However, the generation stage often lacks robustness to tackle different incomplete variations, while the refinement stage blindly recovers point clouds without the semantic awareness. To tackle these challenges, we unify point cloud Completion by a generic Pretrain-Prompt-Predict paradigm, namely CP3. Inspired by prompting approaches from NLP, we creatively reinterpret point cloud generation and refinement as the prompting and predicting stages, respectively. Then, we introduce a concise self-supervised pretraining stage before prompting. It can effectively increase robustness of point cloud generation, by an Incompletion-Of-Incompletion (IOI) pretext task. Moreover, we develop a novel Semantic Conditional Refinement (SCR) network at the predicting stage. It can discriminatively modulate multi-scale refinement with the guidance of semantics. Finally, extensive experiments demonstrate that our CP3 outperforms the state-of-the-art methods with a large margin

Towards Mitigating Spurious Correlations in the Wild: A Benchmark and a more Realistic Dataset

Deep neural networks often exploit non-predictive features that are spuriously correlated with class labels, leading to poor performance on groups of examples without such features. Despite the growing body of recent works on remedying spurious correlations, the lack of a standardized benchmark hinders reproducible evaluation and comparison of the proposed solutions. To address this, we present SpuCo, a python package with modular implementations of state-of-the-art solutions enabling easy and reproducible evaluation of current methods. Using SpuCo, we demonstrate the limitations of existing datasets and evaluation schemes in validating the learning of predictive features over spurious ones. To overcome these limitations, we propose two new vision datasets: (1) SpuCoMNIST, a synthetic dataset that enables simulating the effect of real world data properties e.g. difficulty of learning spurious feature, as well as noise in the labels and features; (2) SpuCoAnimals, a large-scale dataset curated from ImageNet that captures spurious correlations in the wild much more closely than existing datasets. These contributions highlight the shortcomings of current methods and provide a direction for future research in tackling spurious correlations. SpuCo, containing the benchmark and datasets, can be found at https://github.com/BigML-CS-UCLA/SpuCo, with detailed documentation available at https://spuco.readthedocs.io/en/latest/.Comment: Package: https://github.com/BigML-CS-UCLA/SpuC

Which Features are Learnt by Contrastive Learning? On the Role of Simplicity Bias in Class Collapse and Feature Suppression

Contrastive learning (CL) has emerged as a powerful technique for representation learning, with or without label supervision. However, supervised CL is prone to collapsing representations of subclasses within a class by not capturing all their features, and unsupervised CL may suppress harder class-relevant features by focusing on learning easy class-irrelevant features; both significantly compromise representation quality. Yet, there is no theoretical understanding of \textit{class collapse} or \textit{feature suppression} at \textit{test} time. We provide the first unified theoretically rigorous framework to determine \textit{which} features are learnt by CL. Our analysis indicate that, perhaps surprisingly, bias of (stochastic) gradient descent towards finding simpler solutions is a key factor in collapsing subclass representations and suppressing harder class-relevant features. Moreover, we present increasing embedding dimensionality and improving the quality of data augmentations as two theoretically motivated solutions to {feature suppression}. We also provide the first theoretical explanation for why employing supervised and unsupervised CL together yields higher-quality representations, even when using commonly-used stochastic gradient methods.Comment: to appear at ICML 202

Timing the Transient Execution: A New Side-Channel Attack on Intel CPUs

The transient execution attack is a type of attack leveraging the vulnerability of modern CPU optimization technologies. New attacks surface rapidly. The side-channel is a key part of transient execution attacks to leak data. In this work, we discover a vulnerability that the change of the EFLAGS register in transient execution may have a side effect on the Jcc (jump on condition code) instruction after it in Intel CPUs. Based on our discovery, we propose a new side-channel attack that leverages the timing of both transient execution and Jcc instructions to deliver data. This attack encodes secret data to the change of register which makes the execution time of context slightly slower, which can be measured by the attacker to decode data. This attack doesn't rely on the cache system and doesn't need to reset the EFLAGS register manually to its initial state before the attack, which may make it more difficult to detect or mitigate. We implemented this side-channel on machines with Intel Core i7-6700, i7-7700, and i9-10980XE CPUs. In the first two processors, we combined it as the side-channel of the Meltdown attack, which could achieve 100\% success leaking rate. We evaluate and discuss potential defenses against the attack. Our contributions include discovering security vulnerabilities in the implementation of Jcc instructions and EFLAGS register and proposing a new side-channel attack that does not rely on the cache system