由于它存在的挑战以及甚至进行预测准确性或预测的潜在奖励,财务预测是机器学习研究的一个重要而活跃的机器学习研究领域。传统上,财务预测严重依赖于结构化财务报表的定量指标和指标。盈利会议呼叫数据(包括文本和音频)是使用深度盈利和相关方法的各种预测任务的重要非结构化数据的重要来源。但是,当前基于深度学习的方法在他们处理数字数据的方式有限;数字通常被视为普通文本令牌,而不利用其底层数字结构。本文介绍了一个以数字为导向的分层变压器模型,以预测库存退货,以及使用多模态对齐收益的财务风险通过利用不同类别的数字(货币,时间,百分比等)及其幅度来调用数据。我们使用现实世界公共可公共数据集介绍了对几个最先进的基线的NumHTML的全面评估结果。结果表明,NumHTML在各种评估指标中显着优于当前最先进的指标,并且它有可能在实际交易环境中提供重大的财务收益。
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We present a way to create small yet difficult model counting instances. Our generator is highly parameterizable: the number of variables of the instances it produces, as well as their number of clauses and the number of literals in each clause, can all be set to any value. Our instances have been tested on state of the art model counters, against other difficult model counting instances, in the Model Counting Competition. The smallest unsolved instances of the competition, both in terms of number of variables and number of clauses, were ours. We also observe a peak of difficulty when fixing the number of variables and varying the number of clauses, in both random instances and instances built by our generator. Using these results, we predict the parameter values for which the hardest to count instances will occur.
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Diffusion generative models have recently been applied to domains where the available data can be seen as a discretization of an underlying function, such as audio signals or time series. However, these models operate directly on the discretized data, and there are no semantics in the modeling process that relate the observed data to the underlying functional forms. We generalize diffusion models to operate directly in function space by developing the foundational theory for such models in terms of Gaussian measures on Hilbert spaces. A significant benefit of our function space point of view is that it allows us to explicitly specify the space of functions we are working in, leading us to develop methods for diffusion generative modeling in Sobolev spaces. Our approach allows us to perform both unconditional and conditional generation of function-valued data. We demonstrate our methods on several synthetic and real-world benchmarks.
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In reasoning about sequential events it is natural to pose probabilistic queries such as "when will event A occur next" or "what is the probability of A occurring before B", with applications in areas such as user modeling, medicine, and finance. However, with machine learning shifting towards neural autoregressive models such as RNNs and transformers, probabilistic querying has been largely restricted to simple cases such as next-event prediction. This is in part due to the fact that future querying involves marginalization over large path spaces, which is not straightforward to do efficiently in such models. In this paper we introduce a general typology for predictive queries in neural autoregressive sequence models and show that such queries can be systematically represented by sets of elementary building blocks. We leverage this typology to develop new query estimation methods based on beam search, importance sampling, and hybrids. Across four large-scale sequence datasets from different application domains, as well as for the GPT-2 language model, we demonstrate the ability to make query answering tractable for arbitrary queries in exponentially-large predictive path-spaces, and find clear differences in cost-accuracy tradeoffs between search and sampling methods.
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The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration properties of a model with respect to a variable of interest, generalizing traditional score-based calibration and metrics such as expected calibration error (ECE). In particular, we find that models with near-perfect ECE can exhibit significant variable-based calibration error as a function of features of the data. We demonstrate this phenomenon both theoretically and in practice on multiple well-known datasets, and show that it can persist after the application of existing recalibration methods. To mitigate this issue, we propose strategies for detection, visualization, and quantification of variable-based calibration error. We then examine the limitations of current score-based recalibration methods and explore potential modifications. Finally, we discuss the implications of these findings, emphasizing that an understanding of calibration beyond simple aggregate measures is crucial for endeavors such as fairness and model interpretability.
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我们提出了连续表示的时间扩展变化,我们称其为t-SR。 T-SR通过在原始动作重复序列上构造后继表示,捕获了时间扩展动作的预期状态过渡动力学。这种时间抽象的这种形式不能学习相关任务结构的自上而下的层次结构,而是对耦合动作和动作重复的自下而上的组成。这减少了在没有学习层次政策的情况下控制中所需的决策数量。因此,T-SR直接考虑了时间扩展的动作序列的时间范围,而无需预定义或域特异性选项。我们表明,在具有动态奖励结构的环境中,T-SR能够利用后继表示的灵活性和时间扩展的动作提供的抽象。因此,在一系列稀疏的网格世界环境中,T-SR最佳地适应策略远比基于可比的无模型的强化学习方法快得多。我们还表明,T-SR学到的解决这些任务的方式要求学习的策略的始终如一的频率比非临时扩展的策略少。
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文档级信息提取(IE)任务最近开始使用端到端的神经网络技术对其句子级别的IE同行进行认真重新审视。但是,对方法的评估在许多维度上受到限制。特别是,Precision/Recell/F1分数通常报道,几乎没有关于模型造成的错误范围的见解。我们基于Kummerfeld和Klein(2013)的工作,为基于转换的框架提出了用于文档级事件和(N- ARY)关系提取的自动化错误分析的框架。我们采用我们的框架来比较来自三个域的数据集上的两种最先进的文档级模板填充方法;然后,为了衡量IE自30年前成立以来的进展,与MUC-4(1992)评估的四个系统相比。
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当国家行动对具有等效的奖励和过渡动态时,动物能够从有限的经验中迅速推断出来。另一方面,现代的强化学习系统必须通过反复试验进行艰苦的学习,以使国家行动对相当于价值 - 需要从其环境中进行过多的大量样本。已经提出了MDP同态,将观察到的环境的MDP降低到抽象的MDP,这可以实现更有效的样本策略学习。因此,当可以先验地构建合适的MDP同构时,已经实现了样本效率的令人印象深刻的提高 - 通常是通过利用执业者对环境对称性的知识来实现​​的。我们提出了一种在离散作用空间中构建同态的新方法,该方法使用部分环境动力学模型来推断哪种状态作用对导致同一状态 - 将状态行动空间的大小减少了一个等于动作空间的基数。我们称此方法等效效果抽象。在GridWorld环境中,我们从经验上证明了等效效果抽象可以提高基于模型的方法的无模型设置和计划效率的样品效率。此外,我们在Cartpole上表明,我们的方法的表现优于学习同构的现有方法,同时使用33倍的培训数据。
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在分布式学习中,中央服务器根据持有本地数据样本的节点提供的更新来训练模型。在一个或多个发送不正确信息(拜占庭对手)的恶意服务器的情况下,用于模型训练的标准算法(例如随机梯度下降(SGD))无法收敛。在本文中,我们提出了Blanchard等人最初提出的通用拜占庭弹性SGD方法的简化收敛理论。[Neurips 2017]。与现有分析相比,我们在(可能是非convex)目标函数(可能是非凸)的标准假设和随机梯度上的灵活假设上表明了收敛到固定点的固定点。
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用快速自动驾驶汽车导航越野,取决于强大的感知系统,该系统与不可传输的地形区分开来。通常,这取决于语义理解,该语义理解基于人类专家注释的图像的监督学习。这需要对人类时间进行大量投资,假定正确的专家分类,并且小细节可能导致错误分类。为了应对这些挑战,我们提出了一种方法,可以以一种自我监督的方式从过去的车辆体验中预测高风险的地形。首先,我们开发了一种将车辆轨迹投射到前摄像头图像中的工具。其次,在地形的3D表示中的遮挡被过滤掉。第三,在蒙面车辆轨迹区域训练的自动编码器根据重建误差确定低风险和高风险地形。我们通过两种型号和不同的瓶颈评估了我们的方法,并使用了两个不同的训练站点和四轮越野车。与来自类似地形的两个独立的语义标签的独立测试集比较,表明能够将地面作为低风险和植被为高风险,精度为81.1%和85.1%。
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