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Dark patterns and deceptive designs (DPs) are user interface elements that trick people into taking actions that benefit the purveyor. Such designs are widely deployed, with special varieties found in certain nations like Japan that can be traced to global power hierarchies and the local socio-linguistic context of use. In this breaking work, we report on the first user study involving Japanese people (n=30) experiencing a mock shopping website injected with simulated DPs. We found that Alphabet Soup and Misleading Reference Pricing were the most deceptive and least noticeable. Social Proofs, Sneaking in Items, and Untranslation were the least deceptive but Untranslation prevented most from cancelling their account. Mood significantly worsened after experiencing the website. We contribute the first empirical findings on a Japanese consumer base alongside a scalable approach to evaluating user attitudes, perceptions, and behaviours towards DPs in an interactive context. We urge for more human participant research and ideally collaborations with industry to assess real designs in the wild.

Kawaii computing is a new term for a steadily growing body of work on the Japanese notion of "cute" in human-computer interaction (HCI) research and practice. Kawaii is distinguished from general notions of cute by its experiential and culturally-sensitive nature. While it can be designed into the appearance and behaviour of interactive agents, interfaces, and systems, kawaii also refers to certain affective and cultural dimensions experienced by culturally Japanese users, i.e., kawaii user experiences (UX) and mental models of kawaii elicited by the socio-cultural context of Japan. In this scoping review, we map out the ways in which kawaii has been explored within HCI research and related fields as a factor of design and experience. We illuminate theoretical and methodological gaps and opportunities for future work on kawaii computing.

This paper studies generalized inverse reinforcement learning (GIRL) in Markov decision processes (MDPs), that is, the problem of learning the basic components of an MDP given observed behavior (policy) that might not be optimal. These components include not only the reward function and transition probability matrices, but also the action space and state space that are not exactly known but are known to belong to given uncertainty sets. We address two key challenges in GIRL: first, the need to quantify the discrepancy between the observed policy and the underlying optimal policy; second, the difficulty of mathematically characterizing the underlying optimal policy when the basic components of an MDP are unobservable or partially observable. Then, we propose the mathematical formulation for GIRL and develop a fast heuristic algorithm. Numerical results on both finite and infinite state problems show the merit of our formulation and algorithm.

A novel population-based optimization method is proposed in this paper, the Calico Salmon Migration Algorithm (CSMA), which is inspired by the natural behavior of calico salmon during their migration for mating. The CSMA optimization process comprises four stages: selecting the search space by swimming into the river, expanding the search space from the river into the ocean, performing precise search during the migrating process, and breeding new subspecies by the remaining calico salmon population. To evaluate the effectiveness of the new optimizer, we conducted a series of experiments using different optimization problems and compared the results with various optimization algorithms in the literature. The numerical experimental results for benchmark functions demonstrate that the proposed CSMA outperforms other competing optimization algorithms in terms of convergence speed, accuracy, and stability. Furthermore, the Friedman ranking test shows that the CSMA is ranked first among similar algorithms.

Large language models (LLMs) show promise for natural language tasks but struggle when applied directly to complex domains like finance. LLMs have difficulty reasoning about and integrating all relevant information. We propose a data-centric approach to enable LLMs to better handle financial tasks. Our key insight is that rather than overloading the LLM with everything at once, it is more effective to preprocess and pre-understand the data. We create a financial LLM (FLLM) using multitask prompt-based finetuning to achieve data pre-processing and pre-understanding. However, labeled data is scarce for each task. To overcome manual annotation costs, we employ abductive augmentation reasoning (AAR) to automatically generate training data by modifying the pseudo labels from FLLM's own outputs. Experiments show our data-centric FLLM with AAR substantially outperforms baseline financial LLMs designed for raw text, achieving state-of-the-art on financial analysis and interpretation tasks. We also open source a new benchmark for financial analysis and interpretation. Our methodology provides a promising path to unlock LLMs' potential for complex real-world domains.

We propose a general framework for decoding quantum error-correcting codes with generative modeling. The model utilizes autoregressive neural networks, specifically Transformers, to learn the joint probability of logical operators and syndromes. This training is in an unsupervised way, without the need for labeled training data, and is thus referred to as pre-training. After the pre-training, the model can efficiently compute the likelihood of logical operators for any given syndrome, using maximum likelihood decoding. It can directly generate the most-likely logical operators with computational complexity $\mathcal O(2k)$ in the number of logical qubits $k$, which is significantly better than the conventional maximum likelihood decoding algorithms that require $\mathcal O(4^k)$ computation. Based on the pre-trained model, we further propose refinement to achieve more accurately the likelihood of logical operators for a given syndrome by directly sampling the stabilizer operators. We perform numerical experiments on stabilizer codes with small code distances, using both depolarizing error models and error models with correlated noise. The results show that our approach provides significantly better decoding accuracy than the minimum weight perfect matching and belief-propagation-based algorithms. Our framework is general and can be applied to any error model and quantum codes with different topologies such as surface codes and quantum LDPC codes. Furthermore, it leverages the parallelization capabilities of GPUs, enabling simultaneous decoding of a large number of syndromes. Our approach sheds light on the efficient and accurate decoding of quantum error-correcting codes using generative artificial intelligence and modern computational power., Comment: Comments are welcome

When studying interacting systems, computing their statistical properties is a fundamental problem in various fields such as physics, applied mathematics, and machine learning. However, this task can be quite challenging due to the exponential growth of the state space as the system size increases. Many standard methods have significant weaknesses. For instance, message-passing algorithms can be inaccurate and even fail to converge due to short loops. At the same time, tensor network methods can have exponential computational complexity in large graphs due to long loops. This work proposes a new method called ``tensor network message passing.'' This approach allows us to compute local observables like marginal probabilities and correlations by combining the strengths of tensor networks in contracting small sub-graphs with many short loops and the strengths of message-passing methods in globally sparse graphs, thus addressing the crucial weaknesses of both approaches. Our algorithm is exact for systems that are globally tree-like and locally dense-connected when the dense local graphs have limited treewidth. We have conducted numerical experiments on synthetic and real-world graphs to compute magnetizations of Ising models and spin glasses, to demonstrate the superiority of our approach over standard belief propagation and the recently proposed loopy message-passing algorithm. In addition, we discuss the potential applications of our method in inference problems in networks, combinatorial optimization problems, and decoding problems in quantum error correction., Comment: Comments are welcome!

It is very difficult to forecast the production rate of oil wells as the output of a single well is sensitive to various uncertain factors, which implicitly or explicitly show the influence of the static, temporal and spatial properties on the oil well production. In this study, a novel machine learning model is constructed to fuse the static geological information, dynamic well production history, and spatial information of the adjacent water injection wells. There are 3 basic modules in this stacking model, which are regarded as the encoders to extract the features from different types of data. One is Multi-Layer Perceptron, which is to analyze the static geological properties of the reservoir that might influence the well production rate. The other two are both LSTMs, which have the input in the form of two matrices rather than vectors, standing for the temporal and the spatial information of the target well. The difference of the two modules is that in the spatial information processing module we take into consideration the time delay of water flooding response, from the injection well to the target well. In addition, we use Symbolic Transfer Entropy to prove the superiorities of the stacking model from the perspective of Causality Discovery. It is proved theoretically and practically that the presented model can make full use of the model structure to integrate the characteristics of the data and the experts' knowledge into the process of machine learning, greatly improving the accuracy and generalization ability of prediction.

We consider infinite horizon Markov decision processes (MDPs) with fast-slow structure, meaning that certain parts of the state space move "fast" (and in a sense, are more influential) while other parts transition more "slowly." Such structure is common in real-world problems where sequential decisions need to be made at high frequencies, yet information that varies at a slower timescale also influences the optimal policy. Examples include: (1) service allocation for a multi-class queue with (slowly varying) stochastic costs, (2) a restless multi-armed bandit with an environmental state, and (3) energy demand response, where both day-ahead and real-time prices play a role in the firm's revenue. Models that fully capture these problems often result in MDPs with large state spaces and large effective time horizons (due to frequent decisions), rendering them computationally intractable. We propose an approximate dynamic programming algorithmic framework based on the idea of "freezing" the slow states, solving a set of simpler finite-horizon MDPs (the lower-level MDPs), and applying value iteration (VI) to an auxiliary MDP that transitions on a slower timescale (the upper-level MDP). We also extend the technique to a function approximation setting, where a feature-based linear architecture is used. On the theoretical side, we analyze the regret incurred by each variant of our frozen-state approach. Finally, we give empirical evidence that the frozen-state approach generates effective policies using just a fraction of the computational cost, while illustrating that simply omitting slow states from the decision modeling is often not a viable heuristic., Comment: 69 pages, 9 figures

Eigen mode selection ought to be a practical issue in some real game systems, as it is a practical issue in the dynamics behaviour of a building, bridge, or molecular, because of the mathematical similarity in theory. However, its reality and accuracy have not been known in real games. We design a 5-strategy game which, in the replicator dynamics theory, is predicted to exist two eigen modes. Further, in behaviour game theory, the game is predicted that the mode selection should depends on the game parameter. We conduct human subject game experiments by controlling the parameter. The data confirm that, the predictions on the mode existence as well as the mode selection are significantly supported. This finding suggests that, like the equilibrium selection concept in classical game theory, eigen mode selection is an issue in game dynamics theory., Comment: game dynamics theory, eigen mode, human subject, experimental economics, behavior game theory, eigenvector, eigencycle

Game dynamics theory, as a field of science, the consistency of theory and experiment is essential. In the past 10 years, important progress has been made in the merging of the theory and experiment in this field, in which dynamics cycle is the presentation. However, the merging works have not got rid of the constraints of Euclidean two-dimensional cycle so far. This paper uses a classic four-strategy game to study the dynamic structure (non-Euclidean superplane cycle). The consistency is in significant between the three ways: (1) the analytical results from evolutionary dynamics equations, (2) agent-based simulation results from learning models and (3) laboratory results from human subjects game experiments. The consistency suggests that, game dynamic structure could be quantitatively predictable, observable and controllable in general., Comment: game theory; laboratory game experiment; eigenvector; dynamics system theory

Deep learning models in large-scale machine learning systems are often continuously trained with enormous data from production environments. The sheer volume of streaming training data poses a significant challenge to real-time training subsystems and ad-hoc sampling is the standard practice. Our key insight is that these deployed ML systems continuously perform forward passes on data instances during inference, but ad-hoc sampling does not take advantage of this substantial computational effort. Therefore, we propose to record a constant amount of information per instance from these forward passes. The extra information measurably improves the selection of which data instances should participate in forward and backward passes. A novel optimization framework is proposed to analyze this problem and we provide an efficient approximation algorithm under the framework of Mini-batch gradient descent as a practical solution. We also demonstrate the effectiveness of our framework and algorithm on several large-scale classification and regression tasks, when compared with competitive baselines widely used in industry., Comment: 13 pages