预测基金绩效对投资者和基金经理都是有益的,但这是一项艰巨的任务。在本文中,我们测试了深度学习模型是否比传统统计技术更准确地预测基金绩效。基金绩效通常通过Sharpe比率进行评估,该比例代表了风险调整的绩效,以确保基金之间有意义的可比性。我们根据每月收益率数据序列数据计算了年度夏普比率,该数据的时间序列数据为600多个投资于美国上市大型股票的开放式共同基金投资。我们发现,经过现代贝叶斯优化训练的长期短期记忆(LSTM)和封闭式复发单元(GRUS)深度学习方法比传统统计量相比,预测基金的Sharpe比率更高。结合了LSTM和GRU的预测的合奏方法,可以实现所有模型的最佳性能。有证据表明,深度学习和结合能提供有希望的解决方案,以应对基金绩效预测的挑战。
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我们介绍了第一项经验研究,研究了突发性检测对意向检测和插槽填充的下游任务的影响。我们对越南人进行了这项研究,这是一种低资源语言,没有以前的研究,也没有公共数据集可用于探索。首先,我们通过手动添加上下文不满并注释它们来扩展流利的越南意图检测和插槽填充phoatis。然后,我们使用强基线进行实验进行实验,以基于预训练的语言模型,以检测和关节意图检测和插槽填充。我们发现:(i)爆发对下游意图检测和插槽填充任务的性能产生负面影响,并且(ii)在探索环境中,预先训练的多语言语言模型XLM-R有助于产生更好的意图检测和插槽比预先训练的单语言模型phobert填充表演,这与在流利性环境中通常发现的相反。
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连续时间扩散过程的离散化是一种广泛认可的采样方法。然而,当通常需要平滑(梯度Lipschitz)时,似乎是一个相当大的限制。本文研究了通过欧拉离散化进行采样的问题,其中潜在的功能被认为是弱平滑分布的混合物,满足弱耗散。我们在Kullback-Leibler(KL)发散中建立了迭代的趋势,以达到$ \ epsilon $ - 仅在维度上的多项式依赖性的目标分布。我们在放松\citet{}erdogdu2020convergence无穷条件退化凸和庞加莱下证明收敛担保\'{E}不平等或不强烈外凸球。此外,我们还提供了$ l _ {\ beta} $ - Wasserstein度量的融合,用于平滑潜力。
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客户端之间的非独立和相同分布(非IID)数据分布被视为降低联合学习(FL)性能的关键因素。处理非IID数据(如个性化FL和联邦多任务学习(FMTL)的几种方法对研究社区有很大兴趣。在这项工作中,首先,我们使用Laplacian正规化制定FMTL问题,明确地利用客户模型之间的关系进行多任务学习。然后,我们介绍了FMTL问题的新视图,首次表明配制的FMTL问题可用于传统的FL和个性化FL。我们还提出了两种算法FEDU和DFEDU,分别解决了通信集中和分散方案中的配制FMTL问题。从理论上讲,我们证明了两种算法的收敛速率实现了用于非凸起目标的强大凸起和载位加速的线性加速。实验,我们表明我们的算法优于FL设置的传统算法FedVG,在FMTL设置中的Mocha,以及个性化流程中的PFEDME和PER-FEDAVG。
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Here, we demonstrate how machine learning enables the prediction of comonomers reactivity ratios based on the molecular structure of monomers. We combined multi-task learning, multi-inputs, and Graph Attention Network to build a model capable of predicting reactivity ratios based on the monomers chemical structures.
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Modern deep neural networks have achieved superhuman performance in tasks from image classification to game play. Surprisingly, these various complex systems with massive amounts of parameters exhibit the same remarkable structural properties in their last-layer features and classifiers across canonical datasets. This phenomenon is known as "Neural Collapse," and it was discovered empirically by Papyan et al. \cite{Papyan20}. Recent papers have theoretically shown the global solutions to the training network problem under a simplified "unconstrained feature model" exhibiting this phenomenon. We take a step further and prove the Neural Collapse occurrence for deep linear network for the popular mean squared error (MSE) and cross entropy (CE) loss. Furthermore, we extend our research to imbalanced data for MSE loss and present the first geometric analysis for Neural Collapse under this setting.
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Machine Reading Comprehension has become one of the most advanced and popular research topics in the fields of Natural Language Processing in recent years. The classification of answerability questions is a relatively significant sub-task in machine reading comprehension; however, there haven't been many studies. Retro-Reader is one of the studies that has solved this problem effectively. However, the encoders of most traditional machine reading comprehension models in general and Retro-Reader, in particular, have not been able to exploit the contextual semantic information of the context completely. Inspired by SemBERT, we use semantic role labels from the SRL task to add semantics to pre-trained language models such as mBERT, XLM-R, PhoBERT. This experiment was conducted to compare the influence of semantics on the classification of answerability for the Vietnamese machine reading comprehension. Additionally, we hope this experiment will enhance the encoder for the Retro-Reader model's Sketchy Reading Module. The improved Retro-Reader model's encoder with semantics was first applied to the Vietnamese Machine Reading Comprehension task and obtained positive results.
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RTE is a significant problem and is a reasonably active research community. The proposed research works on the approach to this problem are pretty diverse with many different directions. For Vietnamese, the RTE problem is moderately new, but this problem plays a vital role in natural language understanding systems. Currently, methods to solve this problem based on contextual word representation learning models have given outstanding results. However, Vietnamese is a semantically rich language. Therefore, in this paper, we want to present an experiment combining semantic word representation through the SRL task with context representation of BERT relative models for the RTE problem. The experimental results give conclusions about the influence and role of semantic representation on Vietnamese in understanding natural language. The experimental results show that the semantic-aware contextual representation model has about 1% higher performance than the model that does not incorporate semantic representation. In addition, the effects on the data domain in Vietnamese are also higher than those in English. This result also shows the positive influence of SRL on RTE problem in Vietnamese.
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To the best of our knowledge, this paper made the first attempt to answer whether word segmentation is necessary for Vietnamese sentiment classification. To do this, we presented five pre-trained monolingual S4- based language models for Vietnamese, including one model without word segmentation, and four models using RDRsegmenter, uitnlp, pyvi, or underthesea toolkits in the pre-processing data phase. According to comprehensive experimental results on two corpora, including the VLSP2016-SA corpus of technical article reviews from the news and social media and the UIT-VSFC corpus of the educational survey, we have two suggestions. Firstly, using traditional classifiers like Naive Bayes or Support Vector Machines, word segmentation maybe not be necessary for the Vietnamese sentiment classification corpus, which comes from the social domain. Secondly, word segmentation is necessary for Vietnamese sentiment classification when word segmentation is used before using the BPE method and feeding into the deep learning model. In this way, the RDRsegmenter is the stable toolkit for word segmentation among the uitnlp, pyvi, and underthesea toolkits.
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Diabetic Retinopathy (DR) is a leading cause of vision loss in the world, and early DR detection is necessary to prevent vision loss and support an appropriate treatment. In this work, we leverage interactive machine learning and introduce a joint learning framework, termed DRG-Net, to effectively learn both disease grading and multi-lesion segmentation. Our DRG-Net consists of two modules: (i) DRG-AI-System to classify DR Grading, localize lesion areas, and provide visual explanations; (ii) DRG-Expert-Interaction to receive feedback from user-expert and improve the DRG-AI-System. To deal with sparse data, we utilize transfer learning mechanisms to extract invariant feature representations by using Wasserstein distance and adversarial learning-based entropy minimization. Besides, we propose a novel attention strategy at both low- and high-level features to automatically select the most significant lesion information and provide explainable properties. In terms of human interaction, we further develop DRG-Net as a tool that enables expert users to correct the system's predictions, which may then be used to update the system as a whole. Moreover, thanks to the attention mechanism and loss functions constraint between lesion features and classification features, our approach can be robust given a certain level of noise in the feedback of users. We have benchmarked DRG-Net on the two largest DR datasets, i.e., IDRID and FGADR, and compared it to various state-of-the-art deep learning networks. In addition to outperforming other SOTA approaches, DRG-Net is effectively updated using user feedback, even in a weakly-supervised manner.
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