现有的出版物表明,限制票据数据可用于预测股票市场的短期波动性。由于股票不独立,因此一股股票的变化也会影响其他相关股票。在本文中,我们有兴趣以基于限制票据数据和关系数据的多变量方法预测短期实现波动性。为实现这一目标,我们引入了绘图变压器网络以实现波动预测。该模型允许组合限制票据特征和与不同来源的无限数量的时间和横截面关系。通过基于S&P 500指数的大约500股股票的实验,我们为我们的模型找到了比其他基准更好的表现。
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由于市场的不确定性,预测文本信息的股票价格是一个具有挑战性的任务,并且难以理解机器的观点。以前的研究主要关注基于单一新闻的情绪提取。但是,金融市场上的股票可以高度相关,有关一股股票的一个新闻可以迅速影响其他股票的价格。要考虑到这一效果,我们提出了一种新的股票运动预测框架:用于库存预测(MGRN)的多图复发网络。该架构允许将文本情绪与其他财务数据中提取的财务新闻和多个关系信息相结合。通过精度测试和STOXX Europe 600指数中的股票的交易仿真,我们展示了我们模型的更好的性能而不是其他基准。
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We present a dynamic path planning algorithm to navigate an amphibious rotor craft through a concave time-invariant obstacle field while attempting to minimize energy usage. We create a nonlinear quaternion state model that represents the rotor craft dynamics above and below the water. The 6 degree of freedom dynamics used within a layered architecture to generate motion paths for the vehicle to follow and the required control inputs. The rotor craft has a 3 dimensional map of its surroundings that is updated via limited range onboard sensor readings within the current medium (air or water). Path planning is done via PRM and D* Lite.
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Nine language-vision AI models trained on web scrapes with the Contrastive Language-Image Pretraining (CLIP) objective are evaluated for evidence of a bias studied by psychologists: the sexual objectification of girls and women, which occurs when a person's human characteristics are disregarded and the person is treated as a body or a collection of body parts. A first experiment uses standardized images of women from the Sexual OBjectification and EMotion Database, and finds that, commensurate with prior research in psychology, human characteristics are disassociated from images of objectified women: the model's recognition of emotional state is mediated by whether the subject is fully or partially clothed. Embedding association tests (EATs) return significant effect sizes for both anger (d >.8) and sadness (d >.5). A second experiment measures the effect in a representative application: an automatic image captioner (Antarctic Captions) includes words denoting emotion less than 50% as often for images of partially clothed women than for images of fully clothed women. A third experiment finds that images of female professionals (scientists, doctors, executives) are likely to be associated with sexual descriptions relative to images of male professionals. A fourth experiment shows that a prompt of "a [age] year old girl" generates sexualized images (as determined by an NSFW classifier) up to 73% of the time for VQGAN-CLIP (age 17), and up to 40% of the time for Stable Diffusion (ages 14 and 18); the corresponding rate for boys never surpasses 9%. The evidence indicates that language-vision AI models trained on automatically collected web scrapes learn biases of sexual objectification, which propagate to downstream applications.
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Algorithms that involve both forecasting and optimization are at the core of solutions to many difficult real-world problems, such as in supply chains (inventory optimization), traffic, and in the transition towards carbon-free energy generation in battery/load/production scheduling in sustainable energy systems. Typically, in these scenarios we want to solve an optimization problem that depends on unknown future values, which therefore need to be forecast. As both forecasting and optimization are difficult problems in their own right, relatively few research has been done in this area. This paper presents the findings of the ``IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling," held in 2021. We present a comparison and evaluation of the seven highest-ranked solutions in the competition, to provide researchers with a benchmark problem and to establish the state of the art for this benchmark, with the aim to foster and facilitate research in this area. The competition used data from the Monash Microgrid, as well as weather data and energy market data. It then focused on two main challenges: forecasting renewable energy production and demand, and obtaining an optimal schedule for the activities (lectures) and on-site batteries that lead to the lowest cost of energy. The most accurate forecasts were obtained by gradient-boosted tree and random forest models, and optimization was mostly performed using mixed integer linear and quadratic programming. The winning method predicted different scenarios and optimized over all scenarios jointly using a sample average approximation method.
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We apply the vision transformer, a deep machine learning model build around the attention mechanism, on mel-spectrogram representations of raw audio recordings. When adding mel-based data augmentation techniques and sample-weighting, we achieve comparable performance on both (PRS and CCS challenge) tasks of ComParE21, outperforming most single model baselines. We further introduce overlapping vertical patching and evaluate the influence of parameter configurations. Index Terms: audio classification, attention, mel-spectrogram, unbalanced data-sets, computational paralinguistics
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Common to all different kinds of recurrent neural networks (RNNs) is the intention to model relations between data points through time. When there is no immediate relationship between subsequent data points (like when the data points are generated at random, e.g.), we show that RNNs are still able to remember a few data points back into the sequence by memorizing them by heart using standard backpropagation. However, we also show that for classical RNNs, LSTM and GRU networks the distance of data points between recurrent calls that can be reproduced this way is highly limited (compared to even a loose connection between data points) and subject to various constraints imposed by the type and size of the RNN in question. This implies the existence of a hard limit (way below the information-theoretic one) for the distance between related data points within which RNNs are still able to recognize said relation.
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The proliferation of automatic faithfulness metrics for summarization has produced a need for benchmarks to evaluate them. While existing benchmarks measure the correlation with human judgements of faithfulness on model-generated summaries, they are insufficient for diagnosing whether metrics are: 1) consistent, i.e., decrease as errors are introduced into a summary, 2) effective on human-written texts, and 3) sensitive to different error types (as summaries can contain multiple errors). To address these needs, we present a benchmark of unfaithful minimal pairs (BUMP), a dataset of 889 human-written, minimally different summary pairs, where a single error (from an ontology of 7 types) is introduced to a summary from the CNN/DailyMail dataset to produce an unfaithful summary. We find BUMP complements existing benchmarks in a number of ways: 1) the summaries in BUMP are harder to discriminate and less probable under SOTA summarization models, 2) BUMP enables measuring the consistency of metrics, and reveals that the most discriminative metrics tend not to be the most consistent, 3) BUMP enables the measurement of metrics' performance on individual error types and highlights areas of weakness for future work.
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Earthquakes, fire, and floods often cause structural collapses of buildings. The inspection of damaged buildings poses a high risk for emergency forces or is even impossible, though. We present three recent selected missions of the Robotics Task Force of the German Rescue Robotics Center, where both ground and aerial robots were used to explore destroyed buildings. We describe and reflect the missions as well as the lessons learned that have resulted from them. In order to make robots from research laboratories fit for real operations, realistic test environments were set up for outdoor and indoor use and tested in regular exercises by researchers and emergency forces. Based on this experience, the robots and their control software were significantly improved. Furthermore, top teams of researchers and first responders were formed, each with realistic assessments of the operational and practical suitability of robotic systems.
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The number of international benchmarking competitions is steadily increasing in various fields of machine learning (ML) research and practice. So far, however, little is known about the common practice as well as bottlenecks faced by the community in tackling the research questions posed. To shed light on the status quo of algorithm development in the specific field of biomedical imaging analysis, we designed an international survey that was issued to all participants of challenges conducted in conjunction with the IEEE ISBI 2021 and MICCAI 2021 conferences (80 competitions in total). The survey covered participants' expertise and working environments, their chosen strategies, as well as algorithm characteristics. A median of 72% challenge participants took part in the survey. According to our results, knowledge exchange was the primary incentive (70%) for participation, while the reception of prize money played only a minor role (16%). While a median of 80 working hours was spent on method development, a large portion of participants stated that they did not have enough time for method development (32%). 25% perceived the infrastructure to be a bottleneck. Overall, 94% of all solutions were deep learning-based. Of these, 84% were based on standard architectures. 43% of the respondents reported that the data samples (e.g., images) were too large to be processed at once. This was most commonly addressed by patch-based training (69%), downsampling (37%), and solving 3D analysis tasks as a series of 2D tasks. K-fold cross-validation on the training set was performed by only 37% of the participants and only 50% of the participants performed ensembling based on multiple identical models (61%) or heterogeneous models (39%). 48% of the respondents applied postprocessing steps.
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