arXiv subjects

Andrew Lim

Publications and source records attributed to Andrew Lim.

At least 19 recordsLinked to original sources

arXiv2025

A robust generalizable device-agnostic deep learning model for sleep-wake determination from triaxial wrist accelerometry

Study Objectives: Wrist accelerometry is widely used for inferring sleep-wake state. Previous works demonstrated poor wake detection, without cross-device generalizability and validation in different age range and sleep disorders. We developed a robust deep learning model for to detect sleep-wakefulness from triaxial accelerometry and evaluated its validity across three devices and in a large adult population spanning a wide range of ages with and without sleep disorders. Methods: We collected wrist accelerometry simultaneous to polysomnography (PSG) in 453 adults undergoing clinical sleep testing at a tertiary care sleep laboratory, using three devices. We extracted features in 30-second epochs and trained a 3-class model to detect wake, sleep, and sleep with arousals, which was then collapsed into wake vs. sleep using a decision tree. To enhance wake detection, the model was specifically trained on randomly selected subjects with low sleep efficiency and/or high arousal index from one device recording and then tested on the remaining recordings. Results: The model showed high performance with F1 Score of 0.86, sensitivity (sleep) of 0.87, and specificity (wakefulness) of 0.78, and significant and moderate correlation to PSG in predicting total sleep time (R=0.69) and sleep efficiency (R=0.63). Model performance was robust to the presence of sleep disorders, including sleep apnea and periodic limb movements in sleep, and was consistent across all three models of accelerometer. Conclusions: We present a deep model to detect sleep-wakefulness from actigraphy in adults with relative robustness to the presence of sleep disorders and generalizability across diverse commonly used wrist accelerometers.

q-bio.QM↗

arXiv2025

Multi-Queue SSD I/O Modeling & Its Implications for Data Structure Design

Understanding the performance profiles of storage devices and how best to utilize them has always been non-trivial due to factors such as seek times, caching, scheduling, concurrent access, flash wear-out, and garbage collection. However, analytical frameworks that provide simplified abstractions of storage performance can still be accurate enough to evaluate external memory algorithms and data structures at the design stage. For example, the Disk Access Machine (DAM) model assumes that a storage device transfers data in fixed-size blocks of size B and that all transfers have unit latency. This abstraction is already sufficient to explain some of the benefits of data structures such as B-trees and Log-Structured Merge trees (LSM trees); however, storage technology advances have significantly reduced current models' accuracy and utility. This paper introduces the Multi-Queue Solid State Drive (MQSSD) model, a new storage abstraction. This model builds upon previous models and aims to more accurately represent the performance characteristics of modern storage hardware. We identify key performance-critical aspects of modern multi-queue solid-state drives on which we base our model and demonstrate these characteristics on actual hardware. We then show how our model can be applied to LSM-tree-based storage engines to optimize them for modern storage hardware. We highlight that leveraging concurrent access is crucial for fully utilizing the high throughput of multi-queue SSDs, enabling designs that may appear counterintuitive under traditional paradigms We then validate these insights through experiments using Facebook's LSM-tree-based key-value store, RocksDB. We conclude that the MQSSD model offers a more accurate abstraction of modern hardware than previous models, allowing for greater insight and optimization.

cs.DS↗

arXiv2024

Dynamic Black-Litterman

The Black-Litterman model is a framework for incorporating forward-looking expert views in a portfolio optimization problem. Existing work focuses almost exclusively on single-period problems with the forecast horizon matching that of the investor. We consider a generalization where the investor trades dynamically and views can be over horizons that differ from the investor. By exploiting the underlying graphical structure relating the asset prices and views, we derive the conditional distribution of asset returns when the price process is geometric Brownian motion, and show that it can be written in terms of a multi-dimensional Brownian bridge. The components of the Brownian bridge are dependent one-dimensional Brownian bridges with hitting times that are determined by the statistics of the price process and views. The new price process is an affine factor model with the conditional log-price process playing the role of a vector of factors. We derive an explicit expression for the optimal dynamic investment policy and analyze the hedging demand for changes in the new covariate. More generally, the paper shows that Bayesian graphical models are a natural framework for incorporating complex information structures in the Black-Litterman model. The connection between Brownian motion conditional on noisy observations of its terminal value and multi-dimensional Brownian bridge is novel and of independent interest.

q-fin.PM↗

arXiv2023

Estimating Policy Effects in a Social Network with Independent Set Sampling

Evaluating the impact of policy interventions on respondents who are embedded in a social network is often challenging due to the presence of network interference within the treatment groups, as well as between treatment and non-treatment groups throughout the network. In this paper, we propose a novel empirical strategy that combines network sampling based on the identification of independent sets with a stochastic actor-oriented model (SAOM) to infer the direct and net effects of a policy. By assigning respondents from an independent set to the treatment, we are able to block direct spillover of the treatment among the treated respondents for an extended period of time, during which the direct effect of the treatment can be isolated from the associated network interference. We empirically demonstrate this using a simulation-based evaluation of a fictitious policy implementation using both real-life and generated networks, and use a counterfactual approach to estimate the treatment effect of the policy. Our results highlight the effectiveness of our proposed empirical strategy, and notably, the role of network sampling techniques in influencing the evaluation of policy effects. The findings from this study have the potential to help researchers and policymakers with planning, designing, and anticipating policy responses in a networked society.

cs.SI↗

arXiv2022

Proteus: A Self-Designing Range Filter

We introduce Proteus, a novel self-designing approximate range filter, which configures itself based on sampled data in order to optimize its false positive rate (FPR) for a given space requirement. Proteus unifies the probabilistic and deterministic design spaces of state-of-the-art range filters to achieve robust performance across a larger variety of use cases. At the core of Proteus lies our Contextual Prefix FPR (CPFPR) model - a formal framework for the FPR of prefix-based filters across their design spaces. We empirically demonstrate the accuracy of our model and Proteus' ability to optimize over both synthetic workloads and real-world datasets. We further evaluate Proteus in RocksDB and show that it is able to improve end-to-end performance by as much as 5.3x over more brittle state-of-the-art methods such as SuRF and Rosetta. Our experiments also indicate that the cost of modeling is not significant compared to the end-to-end performance gains and that Proteus is robust to workload shifts.

cs.DB↗

arXiv2021

Deep Reinforcement Learning for Solving the Heterogeneous Capacitated Vehicle Routing Problem

Existing deep reinforcement learning (DRL) based methods for solving the capacitated vehicle routing problem (CVRP) intrinsically cope with homogeneous vehicle fleet, in which the fleet is assumed as repetitions of a single vehicle. Hence, their key to construct a solution solely lies in the selection of the next node (customer) to visit excluding the selection of vehicle. However, vehicles in real-world scenarios are likely to be heterogeneous with different characteristics that affect their capacity (or travel speed), rendering existing DRL methods less effective. In this paper, we tackle heterogeneous CVRP (HCVRP), where vehicles are mainly characterized by different capacities. We consider both min-max and min-sum objectives for HCVRP, which aim to minimize the longest or total travel time of the vehicle(s) in the fleet. To solve those problems, we propose a DRL method based on the attention mechanism with a vehicle selection decoder accounting for the heterogeneous fleet constraint and a node selection decoder accounting for the route construction, which learns to construct a solution by automatically selecting both a vehicle and a node for this vehicle at each step. Experimental results based on randomly generated instances show that, with desirable generalization to various problem sizes, our method outperforms the state-of-the-art DRL method and most of the conventional heuristics, and also delivers competitive performance against the state-of-the-art heuristic method, i.e., SISR. Additionally, the results of extended experiments demonstrate that our method is also able to solve CVRPLib instances with satisfactory performance.

cs.LG↗

arXiv2021

Heterogeneous Attentions for Solving Pickup and Delivery Problem via Deep Reinforcement Learning

Recently, there is an emerging trend to apply deep reinforcement learning to solve the vehicle routing problem (VRP), where a learnt policy governs the selection of next node for visiting. However, existing methods could not handle well the pairing and precedence relationships in the pickup and delivery problem (PDP), which is a representative variant of VRP. To address this challenging issue, we leverage a novel neural network integrated with a heterogeneous attention mechanism to empower the policy in deep reinforcement learning to automatically select the nodes. In particular, the heterogeneous attention mechanism specifically prescribes attentions for each role of the nodes while taking into account the precedence constraint, i.e., the pickup node must precede the pairing delivery node. Further integrated with a masking scheme, the learnt policy is expected to find higher-quality solutions for solving PDP. Extensive experimental results show that our method outperforms the state-of-the-art heuristic and deep learning model, respectively, and generalizes well to different distributions and problem sizes.

cs.LG↗

arXiv2021

PointBA: Towards Backdoor Attacks in 3D Point Cloud

3D deep learning has been increasingly more popular for a variety of tasks including many safety-critical applications. However, recently several works raise the security issues of 3D deep models. Although most of them consider adversarial attacks, we identify that backdoor attack is indeed a more serious threat to 3D deep learning systems but remains unexplored. We present the backdoor attacks in 3D point cloud with a unified framework that exploits the unique properties of 3D data and networks. In particular, we design two attack approaches on point cloud: the poison-label backdoor attack (PointPBA) and the clean-label backdoor attack (PointCBA). The first one is straightforward and effective in practice, while the latter is more sophisticated assuming there are certain data inspections. The attack algorithms are mainly motivated and developed by 1) the recent discovery of 3D adversarial samples suggesting the vulnerability of deep models under spatial transformation; 2) the proposed feature disentanglement technique that manipulates the feature of the data through optimization methods and its potential to embed a new task. Extensive experiments show the efficacy of the PointPBA with over 95% success rate across various 3D datasets and models, and the more stealthy PointCBA with around 50% success rate. Our proposed backdoor attack in 3D point cloud is expected to perform as a baseline for improving the robustness of 3D deep models.

cs.LG↗

arXiv2021

Do the Rich Get Richer? Fairness Analysis for Blockchain Incentives

Proof-of-Work (PoW) is the most widely adopted incentive model in current blockchain systems, which unfortunately is energy inefficient. Proof-of-Stake (PoS) is then proposed to tackle the energy issue. The rich-get-richer concern of PoS has been heavily debated in the blockchain community. The debate is centered around the argument that whether rich miners possessing more stakes will obtain higher staking rewards and further increase their potential income in the future. In this paper, we define two types of fairness, i.e., expectational fairness and robust fairness, that are useful for answering this question. In particular, expectational fairness illustrates that the expected income of a miner is proportional to her initial investment, indicating that the expected return on investment is a constant. To better capture the uncertainty of mining outcomes, robust fairness is proposed to characterize whether the return on investment concentrates to a constant with high probability as time evolves. Our analysis shows that the classical PoW mechanism can always preserve both types of fairness as long as the mining game runs for a sufficiently long time. Furthermore, we observe that current PoS blockchains implement various incentive models and discuss three representatives, namely ML-PoS, SL-PoS and C-PoS. We find that (i) ML-PoS (e.g., Qtum and Blackcoin) preserves expectational fairness but may not achieve robust fairness, (ii) SL-PoS (e.g., NXT) does not protect any type of fairness, and (iii) C-PoS (e.g., Ethereum 2.0) outperforms ML-PoS in terms of robust fairness while still maintaining expectational fairness. Finally, massive experiments on real blockchain systems and extensive numerical simulations are performed to validate our analysis.

cs.CR↗

arXiv2020

An Exponential Factorization Machine with Percentage Error Minimization to Retail Sales Forecasting

This paper proposes a new approach to sales forecasting for new products with long lead time but short product life cycle. These SKUs are usually sold for one season only, without any replenishments. An exponential factorization machine (EFM) sales forecast model is developed to solve this problem which not only considers SKU attributes, but also pairwise interactions. The EFM model is significantly different from the original Factorization Machines (FM) from two-fold: (1) the attribute-level formulation for explanatory variables and (2) exponential formulation for the positive response variable. The attribute-level formation excludes infeasible intra-attribute interactions and results in more efficient feature engineering comparing with the conventional one-hot encoding, while the exponential formulation is demonstrated more effective than the log-transformation for the positive but not skewed distributed responses. In order to estimate the parameters, percentage error squares (PES) and error squares (ES) are minimized by a proposed adaptive batch gradient descent method over the training set. Real-world data provided by a footwear retailer in Singapore is used for testing the proposed approach. The forecasting performance in terms of both mean absolute percentage error (MAPE) and mean absolute error (MAE) compares favourably with not only off-the-shelf models but also results reported by extant sales and demand forecasting studies. The effectiveness of the proposed approach is also demonstrated by two external public datasets. Moreover, we prove the theoretical relationships between PES and ES minimization, and present an important property of the PES minimization for regression models; that it trains models to underestimate data. This property fits the situation of sales forecasting where unit-holding cost is much greater than the unit-shortage cost.

cs.LG↗

arXiv2020

Revisiting Modified Greedy Algorithm for Monotone Submodular Maximization with a Knapsack Constraint

Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we show that this algorithm can achieve an approximation factor of $0.405$, which significantly improves the known factors of $0.357$ given by Wolsey and $(1-1/\mathrm{e})/2\approx 0.316$ given by Khuller et al. More importantly, our analysis closes a gap in Khuller et al.'s proof for the extensively mentioned approximation factor of $(1-1/\sqrt{\mathrm{e}})\approx 0.393$ in the literature to clarify a long-standing misconception on this issue. Second, we enhance the modified greedy algorithm to derive a data-dependent upper bound on the optimum. We empirically demonstrate the tightness of our upper bound with a real-world application. The bound enables us to obtain a data-dependent ratio typically much higher than $0.405$ between the solution value of the modified greedy algorithm and the optimum. It can also be used to significantly improve the efficiency of algorithms such as branch and bound.

cs.DS↗

arXiv2020

Campus3D: A Photogrammetry Point Cloud Benchmark for Hierarchical Understanding of Outdoor Scene

Learning on 3D scene-based point cloud has received extensive attention as its promising application in many fields, and well-annotated and multisource datasets can catalyze the development of those data-driven approaches. To facilitate the research of this area, we present a richly-annotated 3D point cloud dataset for multiple outdoor scene understanding tasks and also an effective learning framework for its hierarchical segmentation task. The dataset was generated via the photogrammetric processing on unmanned aerial vehicle (UAV) images of the National University of Singapore (NUS) campus, and has been point-wisely annotated with both hierarchical and instance-based labels. Based on it, we formulate a hierarchical learning problem for 3D point cloud segmentation and propose a measurement evaluating consistency across various hierarchies. To solve this problem, a two-stage method including multi-task (MT) learning and hierarchical ensemble (HE) with consistency consideration is proposed. Experimental results demonstrate the superiority of the proposed method and potential advantages of our hierarchical annotations. In addition, we benchmark results of semantic and instance segmentation, which is accessible online at https://3d.dataset.site with the dataset and all source codes.

cs.CV↗

arXiv2020

Directed Graph Convolutional Network

Graph Convolutional Networks (GCNs) have been widely used due to their outstanding performance in processing graph-structured data. However, the undirected graphs limit their application scope. In this paper, we extend spectral-based graph convolution to directed graphs by using first- and second-order proximity, which can not only retain the connection properties of the directed graph, but also expand the receptive field of the convolution operation. A new GCN model, called DGCN, is then designed to learn representations on the directed graph, leveraging both the first- and second-order proximity information. We empirically show the fact that GCNs working only with DGCNs can encode more useful information from graph and help achieve better performance when generalized to other models. Moreover, extensive experiments on citation networks and co-purchase datasets demonstrate the superiority of our model against the state-of-the-art methods.

cs.LG↗

arXiv2020

Efficient Approximation Algorithms for Adaptive Influence Maximization

Given a social network $G$ and an integer $k$, the influence maximization (IM) problem asks for a seed set $S$ of $k$ nodes from $G$ to maximize the expected number of nodes influenced via a propagation model. The majority of the existing algorithms for the IM problem are developed only under the non-adaptive setting, i.e., where all $k$ seed nodes are selected in one batch without observing how they influence other users in real world. In this paper, we study the adaptive IM problem where the $k$ seed nodes are selected in batches of equal size $b$, such that the $i$-th batch is identified after the actual influence results of the former $i-1$ batches are observed. In this paper, we propose the first practical algorithm for the adaptive IM problem that could provide the worst-case approximation guarantee of $1-\mathrm{e}^{\rho_b(\varepsilon-1)}$, where $\rho_b=1-(1-1/b)^b$ and $\varepsilon \in (0, 1)$ is a user-specified parameter. In particular, we propose a general framework AdaptGreedy that could be instantiated by any existing non-adaptive IM algorithms with expected approximation guarantee. Our approach is based on a novel randomized policy that is applicable to the general adaptive stochastic maximization problem, which may be of independent interest. In addition, we propose a novel non-adaptive IM algorithm called EPIC which not only provides strong expected approximation guarantee, but also presents superior performance compared with the existing IM algorithms. Meanwhile, we clarify some existing misunderstandings in recent work and shed light on further study of the adaptive IM problem. We conduct experiments on real social networks to evaluate our proposed algorithms comprehensively, and the experimental results strongly corroborate the superiorities and effectiveness of our approach.

cs.SI↗

arXiv2020

On Isometry Robustness of Deep 3D Point Cloud Models under Adversarial Attacks

While deep learning in 3D domain has achieved revolutionary performance in many tasks, the robustness of these models has not been sufficiently studied or explored. Regarding the 3D adversarial samples, most existing works focus on manipulation of local points, which may fail to invoke the global geometry properties, like robustness under linear projection that preserves the Euclidean distance, i.e., isometry. In this work, we show that existing state-of-the-art deep 3D models are extremely vulnerable to isometry transformations. Armed with the Thompson Sampling, we develop a black-box attack with success rate over 95% on ModelNet40 data set. Incorporating with the Restricted Isometry Property, we propose a novel framework of white-box attack on top of spectral norm based perturbation. In contrast to previous works, our adversarial samples are experimentally shown to be strongly transferable. Evaluated on a sequence of prevailing 3D models, our white-box attack achieves success rates from 98.88% to 100%. It maintains a successful attack rate over 95% even within an imperceptible rotation range $[\pm 2.81^{\circ}]$.

cs.LG↗

arXiv2019

Learning Variable Ordering Heuristics for Solving Constraint Satisfaction Problems

Backtracking search algorithms are often used to solve the Constraint Satisfaction Problem (CSP). The efficiency of backtracking search depends greatly on the variable ordering heuristics. Currently, the most commonly used heuristics are hand-crafted based on expert knowledge. In this paper, we propose a deep reinforcement learning based approach to automatically discover new variable ordering heuristics that are better adapted for a given class of CSP instances. We show that directly optimizing the search cost is hard for bootstrapping, and propose to optimize the expected cost of reaching a leaf node in the search tree. To capture the complex relations among the variables and constraints, we design a representation scheme based on Graph Neural Network that can process CSP instances with different sizes and constraint arities. Experimental results on random CSP instances show that the learned policies outperform classical hand-crafted heuristics in terms of minimizing the search tree size, and can effectively generalize to instances that are larger than those used in training.

cs.AI↗

arXiv2019

Learning Improvement Heuristics for Solving Routing Problems

Recent studies in using deep learning to solve routing problems focus on construction heuristics, the solutions of which are still far from optimality. Improvement heuristics have great potential to narrow this gap by iteratively refining a solution. However, classic improvement heuristics are all guided by hand-crafted rules which may limit their performance. In this paper, we propose a deep reinforcement learning framework to learn the improvement heuristics for routing problems. We design a self-attention based deep architecture as the policy network to guide the selection of next solution. We apply our method to two important routing problems, i.e. travelling salesman problem (TSP) and capacitated vehicle routing problem (CVRP). Experiments show that our method outperforms state-of-the-art deep learning based approaches. The learned policies are more effective than the traditional hand-crafted ones, and can be further enhanced by simple diversifying strategies. Moreover, the policies generalize well to different problem sizes, initial solutions and even real-world dataset.

cs.AI↗

arXiv2019

Efficient Approximation Algorithms for Adaptive Target Profit Maximization

Given a social network $G$, the profit maximization (PM) problem asks for a set of seed nodes to maximize the profit, i.e., revenue of influence spread less the cost of seed selection. The target profit maximization (TPM) problem, which generalizes the PM problem, aims to select a subset of seed nodes from a target user set $T$ to maximize the profit. Existing algorithms for PM mostly consider the nonadaptive setting, where all seed nodes are selected in one batch without any knowledge on how they may influence other users. In this paper, we study TPM in adaptive setting, where the seed users are selected through multiple batches, such that the selection of a batch exploits the knowledge of actual influence in the previous batches. To acquire an overall understanding, we study the adaptive TPM problem under both the oracle model and the noise model, and propose ADG and AddATP algorithms to address them with strong theoretical guarantees, respectively. In addition, to better handle the sampling errors under the noise model, we propose the idea of hybrid error based on which we design a novel algorithm HATP that boosts the efficiency of AddATP significantly. We conduct extensive experiments on real social networks to evaluate the performance, and the experimental results strongly confirm the superiorities and effectiveness of our solutions.

cs.SI↗