arXiv subjects

Duy Nguyen

Publications and source records attributed to Duy Nguyen.

At least 37 records · Page 2Linked to original sources

arXiv2025

Fake Advertisements Detection Using Automated Multimodal Learning: A Case Study for Vietnamese Real Estate Data

The popularity of e-commerce has given rise to fake advertisements that can expose users to financial and data risks while damaging the reputation of these e-commerce platforms. For these reasons, detecting and removing such fake advertisements are important for the success of e-commerce websites. In this paper, we propose FADAML, a novel end-to-end machine learning system to detect and filter out fake online advertisements. Our system combines techniques in multimodal machine learning and automated machine learning to achieve a high detection rate. As a case study, we apply FADAML to detect fake advertisements on popular Vietnamese real estate websites. Our experiments show that we can achieve 91.5% detection accuracy, which significantly outperforms three different state-of-the-art fake news detection systems.

cs.LG↗

arXiv2024

Moments of Student's t-distribution: A Unified Approach

In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the moments of Student's t-distribution can be written in terms of the familiar Gamma function, Kummer's confluent hypergeometric function, and the hypergeometric function.

math.PR↗

arXiv2024

Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach

In a reinforcement learning (RL) framework, we study the exploratory version of the continuous time expected utility (EU) maximization problem with a portfolio constraint that includes widely-used financial regulations such as short-selling constraints and borrowing prohibition. The optimal feedback policy of the exploratory unconstrained classical EU problem is shown to be Gaussian. In the case where the portfolio weight is constrained to a given interval, the corresponding constrained optimal exploratory policy follows a truncated Gaussian distribution. We verify that the closed form optimal solution obtained for logarithmic utility and quadratic utility for both unconstrained and constrained situations converge to the non-exploratory expected utility counterpart when the exploration weight goes to zero. Finally, we establish a policy improvement theorem and devise an implementable reinforcement learning algorithm by casting the optimal problem in a martingale framework. Our numerical examples show that exploration leads to an optimal wealth process that is more dispersedly distributed with heavier tail compared to that of the case without exploration. This effect becomes less significant as the exploration parameter is smaller. Moreover, the numerical implementation also confirms the intuitive understanding that a broader domain of investment opportunities necessitates a higher exploration cost. Notably, when subjected to both short-selling and money borrowing constraints, the exploration cost becomes negligible compared to the unconstrained case.

q-fin.MF↗

arXiv2024

Multi-level Phenotypic Models of Cardiovascular Disease and Obstructive Sleep Apnea Comorbidities: A Longitudinal Wisconsin Sleep Cohort Study

Cardiovascular diseases (CVDs) are notably prevalent among patients with obstructive sleep apnea (OSA), posing unique challenges in predicting CVD progression due to the intricate interactions of comorbidities. Traditional models typically lack the necessary dynamic and longitudinal scope to accurately forecast CVD trajectories in OSA patients. This study introduces a novel multi-level phenotypic model to analyze the progression and interplay of these conditions over time, utilizing data from the Wisconsin Sleep Cohort, which includes 1,123 participants followed for decades. Our methodology comprises three advanced steps: (1) Conducting feature importance analysis through tree-based models to underscore critical predictive variables like total cholesterol, low-density lipoprotein (LDL), and diabetes. (2) Developing a logistic mixed-effects model (LGMM) to track longitudinal transitions and pinpoint significant factors, which displayed a diagnostic accuracy of 0.9556. (3) Implementing t-distributed Stochastic Neighbor Embedding (t-SNE) alongside Gaussian Mixture Models (GMM) to segment patient data into distinct phenotypic clusters that reflect varied risk profiles and disease progression pathways. This phenotypic clustering revealed two main groups, with one showing a markedly increased risk of major adverse cardiovascular events (MACEs), underscored by the significant predictive role of nocturnal hypoxia and sympathetic nervous system activity from sleep data. Analysis of transitions and trajectories with t-SNE and GMM highlighted different progression rates within the cohort, with one cluster progressing more slowly towards severe CVD states than the other. This study offers a comprehensive understanding of the dynamic relationship between CVD and OSA, providing valuable tools for predicting disease onset and tailoring treatment approaches.

stat.AP↗

arXiv2024

Cold-start Recommendation by Personalized Embedding Region Elicitation

Rating elicitation is a success element for recommender systems to perform well at cold-starting, in which the systems need to recommend items to a newly arrived user with no prior knowledge about the user's preference. Existing elicitation methods employ a fixed set of items to learn the user's preference and then infer the users' preferences on the remaining items. Using a fixed seed set can limit the performance of the recommendation system since the seed set is unlikely optimal for all new users with potentially diverse preferences. This paper addresses this challenge using a 2-phase, personalized elicitation scheme. First, the elicitation scheme asks users to rate a small set of popular items in a ``burn-in'' phase. Second, it sequentially asks the user to rate adaptive items to refine the preference and the user's representation. Throughout the process, the system represents the user's embedding value not by a point estimate but by a region estimate. The value of information obtained by asking the user's rating on an item is quantified by the distance from the region center embedding space that contains with high confidence the true embedding value of the user. Finally, the recommendations are successively generated by considering the preference region of the user. We show that each subproblem in the elicitation scheme can be efficiently implemented. Further, we empirically demonstrate the effectiveness of the proposed method against existing rating-elicitation methods on several prominent datasets.

cs.IR↗

arXiv2024

Cost-Adaptive Recourse Recommendation by Adaptive Preference Elicitation

Algorithmic recourse recommends a cost-efficient action to a subject to reverse an unfavorable machine learning classification decision. Most existing methods in the literature generate recourse under the assumption of complete knowledge about the cost function. In real-world practice, subjects could have distinct preferences, leading to incomplete information about the underlying cost function of the subject. This paper proposes a two-step approach integrating preference learning into the recourse generation problem. In the first step, we design a question-answering framework to refine the confidence set of the Mahalanobis matrix cost of the subject sequentially. Then, we generate recourse by utilizing two methods: gradient-based and graph-based cost-adaptive recourse that ensures validity while considering the whole confidence set of the cost matrix. The numerical evaluation demonstrates the benefits of our approach over state-of-the-art baselines in delivering cost-efficient recourse recommendations.

cs.LG↗

arXiv2023

Dynamic Tiling: A Model-Agnostic, Adaptive, Scalable, and Inference-Data-Centric Approach for Efficient and Accurate Small Object Detection

We introduce Dynamic Tiling, a model-agnostic, adaptive, and scalable approach for small object detection, anchored in our inference-data-centric philosophy. Dynamic Tiling starts with non-overlapping tiles for initial detections and utilizes dynamic overlapping rates along with a tile minimizer. This dual approach effectively resolves fragmented objects, improves detection accuracy, and minimizes computational overhead by reducing the number of forward passes through the object detection model. Adaptable to a variety of operational environments, our method negates the need for laborious recalibration. Additionally, our large-small filtering mechanism boosts the detection quality across a range of object sizes. Overall, Dynamic Tiling outperforms existing model-agnostic uniform cropping methods, setting new benchmarks for efficiency and accuracy.

cs.CV↗

arXiv2023

Distributionally Robust Recourse Action

A recourse action aims to explain a particular algorithmic decision by showing one specific way in which the instance could be modified to receive an alternate outcome. Existing recourse generation methods often assume that the machine learning model does not change over time. However, this assumption does not always hold in practice because of data distribution shifts, and in this case, the recourse action may become invalid. To redress this shortcoming, we propose the Distributionally Robust Recourse Action (DiRRAc) framework, which generates a recourse action that has a high probability of being valid under a mixture of model shifts. We formulate the robustified recourse setup as a min-max optimization problem, where the max problem is specified by Gelbrich distance over an ambiguity set around the distribution of model parameters. Then we suggest a projected gradient descent algorithm to find a robust recourse according to the min-max objective. We show that our DiRRAc framework can be extended to hedge against the misspecification of the mixture weights. Numerical experiments with both synthetic and three real-world datasets demonstrate the benefits of our proposed framework over state-of-the-art recourse methods.

cs.LG↗

arXiv2023

Feasible Recourse Plan via Diverse Interpolation

Explaining algorithmic decisions and recommending actionable feedback is increasingly important for machine learning applications. Recently, significant efforts have been invested in finding a diverse set of recourses to cover the wide spectrum of users' preferences. However, existing works often neglect the requirement that the recourses should be close to the data manifold; hence, the constructed recourses might be implausible and unsatisfying to users. To address these issues, we propose a novel approach that explicitly directs the diverse set of actionable recourses towards the data manifold. We first find a diverse set of prototypes in the favorable class that balances the trade-off between diversity and proximity. We demonstrate two specific methods to find these prototypes: either by finding the maximum a posteriori estimate of a determinantal point process or by solving a quadratic binary program. To ensure the actionability constraints, we construct an actionability graph in which the nodes represent the training samples and the edges indicate the feasible action between two instances. We then find a feasible path to each prototype, and this path demonstrates the feasible actions for each recourse in the plan. The experimental results show that our method produces a set of recourses that are close to the data manifold while delivering a better cost-diversity trade-off than existing approaches.

cs.LG↗

arXiv2022

Leveraging Clinically Relevant Biometric Constraints To Supervise A Deep Learning Model For The Accurate Caliper Placement To Obtain Sonographic Measurements Of The Fetal Brain

Multiple studies have demonstrated that obtaining standardized fetal brain biometry from mid-trimester ultrasonography (USG) examination is key for the reliable assessment of fetal neurodevelopment and the screening of central nervous system (CNS) anomalies. Obtaining these measurements is highly subjective, expertise-driven, and requires years of training experience, limiting quality prenatal care for all pregnant mothers. In this study, we propose a deep learning (DL) approach to compute 3 key fetal brain biometry from the 2D USG images of the transcerebellar plane (TC) through the accurate and automated caliper placement (2 per biometry) by modeling it as a landmark detection problem. We leveraged clinically relevant biometric constraints (relationship between caliper points) and domain-relevant data augmentation to improve the accuracy of a U-Net DL model (trained/tested on: 596 images, 473 subjects/143 images, 143 subjects). We performed multiple experiments demonstrating the effect of the DL backbone, data augmentation, generalizability and benchmarked against a recent state-of-the-art approach through extensive clinical validation (DL vs. 7 experienced clinicians). For all cases, the mean errors in the placement of the individual caliper points and the computed biometry were comparable to error rates among clinicians. The clinical translation of the proposed framework can assist novice users from low-resource settings in the reliable and standardized assessment of fetal brain sonograms.

eess.IV↗

arXiv2022

Robust Bayesian Recourse

Algorithmic recourse aims to recommend an informative feedback to overturn an unfavorable machine learning decision. We introduce in this paper the Bayesian recourse, a model-agnostic recourse that minimizes the posterior probability odds ratio. Further, we present its min-max robust counterpart with the goal of hedging against future changes in the machine learning model parameters. The robust counterpart explicitly takes into account possible perturbations of the data in a Gaussian mixture ambiguity set prescribed using the optimal transport (Wasserstein) distance. We show that the resulting worst-case objective function can be decomposed into solving a series of two-dimensional optimization subproblems, and the min-max recourse finding problem is thus amenable to a gradient descent algorithm. Contrary to existing methods for generating robust recourses, the robust Bayesian recourse does not require a linear approximation step. The numerical experiment demonstrates the effectiveness of our proposed robust Bayesian recourse facing model shifts. Our code is available at https://github.com/VinAIResearch/robust-bayesian-recourse.

cs.LG↗

arXiv2022

Counterfactual Plans under Distributional Ambiguity

Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so that the model's prediction will be altered. As the predictive model can be updated subject to the future arrival of new data, a counterfactual plan may become ineffective or infeasible with respect to the future values of the model parameters. In this work, we study the counterfactual plans under model uncertainty, in which the distribution of the model parameters is partially prescribed using only the first- and second-moment information. First, we propose an uncertainty quantification tool to compute the lower and upper bounds of the probability of validity for any given counterfactual plan. We then provide corrective methods to adjust the counterfactual plan to improve the validity measure. The numerical experiments validate our bounds and demonstrate that our correction increases the robustness of the counterfactual plans in different real-world datasets.

cs.LG↗

arXiv2021

Posterior concentration and fast convergence rates for generalized Bayesian learning

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may not be unique. We prove that under the multi-scale Bernstein's condition, the generalized posterior distribution concentrates around the set of optimal hypotheses and the generalized Bayes estimator can achieve fast learning rate. Our results are applied to show that the standard Bayesian linear regression is robust to heavy-tailed distributions.

math.ST↗

arXiv2021

Fine-grained Hand Gesture Recognition in Multi-viewpoint Hand Hygiene

This paper contributes a new high-quality dataset for hand gesture recognition in hand hygiene systems, named "MFH". Generally, current datasets are not focused on: (i) fine-grained actions; and (ii) data mismatch between different viewpoints, which are available under realistic settings. To address the aforementioned issues, the MFH dataset is proposed to contain a total of 731147 samples obtained by different camera views in 6 non-overlapping locations. Additionally, each sample belongs to one of seven steps introduced by the World Health Organization (WHO). As a minor contribution, inspired by advances in fine-grained image recognition and distribution adaptation, this paper recommends using the self-supervised learning method to handle these preceding problems. The extensive experiments on the benchmarking MFH dataset show that the introduced method yields competitive performance in both the Accuracy and the Macro F1-score. The code and the MFH dataset are available at https://github.com/willogy-team/hand-gesture-recognition-smc2021.

cs.CV↗

arXiv2021

Maximum Likelihood Estimation of Diffusions by Continuous Time Markov Chain

In this paper we present a novel method for estimating the parameters of a parametric diffusion processes. Our approach is based on a closed-form Maximum Likelihood estimator for an approximating Continuous Time Markov Chain (CTMC) of the diffusion process. Unlike typical time discretization approaches, such as psuedo-likelihood approximations with Shoji-Ozaki or Kessler's method, the CTMC approximation introduces no time-discretization error during parameter estimation, and is thus well-suited for typical econometric situations with infrequently sampled data. Due to the structure of the CTMC, we are able to obtain closed-form approximations for the sample likelihood which hold for general univariate diffusions. Comparisons of the state-discretization approach with approximate MLE (time-discretization) and Exact MLE (when applicable) demonstrate favorable performance of the CMTC estimator. Simulated examples are provided in addition to real data experiments with FX rates and constant maturity interest rates.

stat.ME↗

arXiv2021

Stability and Stabilization of Coupled Jump Diffusions and Applications

This paper develops stability and stabilization results for systems of fully coupled jump diffusions. Such systems frequently arise in numerous applications where each subsystem (component) is operated under the influence of other subsystems (components). This paper derives sufficient conditions under which the underlying coupled jump diffusion is stable. The results are then applied to investigate the stability of linearizable jump diffusions, fast-slow coupled jump diffusions. Moreover, weak stabilization of interacting systems and consensus of leader-following systems are examined.

math.PR↗

arXiv2021

Variational Bayes on Manifolds

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational parameter space is Euclidean, which hinders the potential broad application of VB methods. This paper extends the scope of VB to the case where the variational parameter space is a Riemannian manifold. We develop an efficient manifold-based VB algorithm that exploits both the geometric structure of the constraint parameter space and the information geometry of the manifold of VB approximating probability distributions. Our algorithm is provably convergent and achieves a convergence rate of order $\mathcal O(1/\sqrt{T})$ and $\mathcal O(1/T^{2-2ε})$ for a non-convex evidence lower bound function and a strongly retraction-convex evidence lower bound function, respectively. We develop in particular two manifold VB algorithms, Manifold Gaussian VB and Manifold Neural Net VB, and demonstrate through numerical experiments that the proposed algorithms are stable, less sensitive to initialization and compares favourably to existing VB methods.

cs.LG↗

arXiv2020

Electrospun nanodiamond-silk fibroin membranes: a multifunctional platform for biosensing and wound healing applications

Next generation wound care technology capable of diagnosing wound parameters, promoting healthy cell growth and reducing pathogenic infections noninvasively will provide patients with an improved standard of care and an accelerated wound repair. Temperature is one of the indicating biomarkers specific to chronic wounds. This work reports a hybrid, multifunctional optical platform: nanodiamond-silk membranes as bioinspired dressings capable of temperature sensing and wound healing. The hybrid was fabricated through electrospinning and formed sub-micron fibrous membranes with high porosity. The silk fibres are capable of compensating for the lack of extracellular matrix at the wound site, supporting the wound healing. The negatively charged nitrogen vacancy (NV-) color centres in nanodiamonds (NDs) exhibit optically detected magnetic resonance (ODMR) properties and act as fluorescent nanoscale thermometers, capable of sensing temperature variations associated to the presence of infection or inflammation in a wound, without physically removing the dressing. Our results show that the presence of NDs in the hybrid ND-silk membranes improve the thermal stability of silk fibres. The NV- color centres in NDs embedded in silk fibres exhibit well-retained fluorescent and ODMR. Using the NV- centres as fluorescent nanoscale thermometers, we achieved temperature sensing at a range of temperatures, including the biologically relevant temperature window, on cell-cultured ND-silk membranes. Enhancement in the temperature sensitivity of the NV- centres was observed for the hybrids. The membranes were further tested in vivo in a murine wound healing model and demonstrated biocompatibility and equivalent wound closure rates as the control wounds. Additionally, the hybrid ND-silk membranes showed selective antifouling and biocidal propensity toward Gram-negative Pseudomonas aeruginosa and Escherichia coli.

physics.app-ph↗