股票市场的不可预测性和波动性使得使用任何广义计划赚取可观的利润具有挑战性。许多先前的研究尝试了不同的技术来建立机器学习模型,这可以通过进行实时交易来在美国股票市场赚取可观的利润。但是,很少有研究重点是在特定交易期找到最佳功能的重要性。我们的顶级方法使用该性能将功能从总共148缩小到大约30。此外,在每次训练我们的机器学习模型之前,都会动态选择前25个功能。它与四个分类器一起使用合奏学习:高斯天真贝叶斯,决策树,带L1正则化的逻辑回归和随机梯度下降,以决定是长时间还是短的特定股票。我们的最佳模型在2011年7月至2019年1月之间进行的每日交易,可获得54.35%的利润。最后,我们的工作表明,加权分类器的混合物的表现要比任何在股票市场做出交易决策的个人预测指标更好。
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Human Activity Recognition (HAR) is an emerging technology with several applications in surveillance, security, and healthcare sectors. Noninvasive HAR systems based on Wi-Fi Channel State Information (CSI) signals can be developed leveraging the quick growth of ubiquitous Wi-Fi technologies, and the correlation between CSI dynamics and body motions. In this paper, we propose Principal Component-based Wavelet Convolutional Neural Network (or PCWCNN) -- a novel approach that offers robustness and efficiency for practical real-time applications. Our proposed method incorporates two efficient preprocessing algorithms -- the Principal Component Analysis (PCA) and the Discrete Wavelet Transform (DWT). We employ an adaptive activity segmentation algorithm that is accurate and computationally light. Additionally, we used the Wavelet CNN for classification, which is a deep convolutional network analogous to the well-studied ResNet and DenseNet networks. We empirically show that our proposed PCWCNN model performs very well on a real dataset, outperforming existing approaches.
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Pretrained language models (PLMs) often fail to fairly represent target users from certain world regions because of the under-representation of those regions in training datasets. With recent PLMs trained on enormous data sources, quantifying their potential biases is difficult, due to their black-box nature and the sheer scale of the data sources. In this work, we devise an approach to study the geographic bias (and knowledge) present in PLMs, proposing a Geographic-Representation Probing Framework adopting a self-conditioning method coupled with entity-country mappings. Our findings suggest PLMs' representations map surprisingly well to the physical world in terms of country-to-country associations, but this knowledge is unequally shared across languages. Last, we explain how large PLMs despite exhibiting notions of geographical proximity, over-amplify geopolitical favouritism at inference time.
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Adversarial attacks hamper the decision-making ability of neural networks by perturbing the input signal. The addition of calculated small distortion to images, for instance, can deceive a well-trained image classification network. In this work, we propose a novel attack technique called Sparse Adversarial and Interpretable Attack Framework (SAIF). Specifically, we design imperceptible attacks that contain low-magnitude perturbations at a small number of pixels and leverage these sparse attacks to reveal the vulnerability of classifiers. We use the Frank-Wolfe (conditional gradient) algorithm to simultaneously optimize the attack perturbations for bounded magnitude and sparsity with $O(1/\sqrt{T})$ convergence. Empirical results show that SAIF computes highly imperceptible and interpretable adversarial examples, and outperforms state-of-the-art sparse attack methods on the ImageNet dataset.
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Can we take a recurrent neural network (RNN) trained to translate between languages and augment it to support a new natural language without retraining the model from scratch? Can we fix the faulty behavior of the RNN by replacing portions associated with the faulty behavior? Recent works on decomposing a fully connected neural network (FCNN) and convolutional neural network (CNN) into modules have shown the value of engineering deep models in this manner, which is standard in traditional SE but foreign for deep learning models. However, prior works focus on the image-based multiclass classification problems and cannot be applied to RNN due to (a) different layer structures, (b) loop structures, (c) different types of input-output architectures, and (d) usage of both nonlinear and logistic activation functions. In this work, we propose the first approach to decompose an RNN into modules. We study different types of RNNs, i.e., Vanilla, LSTM, and GRU. Further, we show how such RNN modules can be reused and replaced in various scenarios. We evaluate our approach against 5 canonical datasets (i.e., Math QA, Brown Corpus, Wiki-toxicity, Clinc OOS, and Tatoeba) and 4 model variants for each dataset. We found that decomposing a trained model has a small cost (Accuracy: -0.6%, BLEU score: +0.10%). Also, the decomposed modules can be reused and replaced without needing to retrain.
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Reliable forecasting of traffic flow requires efficient modeling of traffic data. Different correlations and influences arise in a dynamic traffic network, making modeling a complicated task. Existing literature has proposed many different methods to capture the complex underlying spatial-temporal relations of traffic networks. However, methods still struggle to capture different local and global dependencies of long-range nature. Also, as more and more sophisticated methods are being proposed, models are increasingly becoming memory-heavy and, thus, unsuitable for low-powered devices. In this paper, we focus on solving these problems by proposing a novel deep learning framework - STLGRU. Specifically, our proposed STLGRU can effectively capture both local and global spatial-temporal relations of a traffic network using memory-augmented attention and gating mechanism. Instead of employing separate temporal and spatial components, we show that our memory module and gated unit can learn the spatial-temporal dependencies successfully, allowing for reduced memory usage with fewer parameters. We extensively experiment on several real-world traffic prediction datasets to show that our model performs better than existing methods while the memory footprint remains lower. Code is available at \url{https://github.com/Kishor-Bhaumik/STLGRU}.
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Most camera lens systems are designed in isolation, separately from downstream computer vision methods. Recently, joint optimization approaches that design lenses alongside other components of the image acquisition and processing pipeline -- notably, downstream neural networks -- have achieved improved imaging quality or better performance on vision tasks. However, these existing methods optimize only a subset of lens parameters and cannot optimize glass materials given their categorical nature. In this work, we develop a differentiable spherical lens simulation model that accurately captures geometrical aberrations. We propose an optimization strategy to address the challenges of lens design -- notorious for non-convex loss function landscapes and many manufacturing constraints -- that are exacerbated in joint optimization tasks. Specifically, we introduce quantized continuous glass variables to facilitate the optimization and selection of glass materials in an end-to-end design context, and couple this with carefully designed constraints to support manufacturability. In automotive object detection, we show improved detection performance over existing designs even when simplifying designs to two- or three-element lenses, despite significantly degrading the image quality. Code and optical designs will be made publicly available.
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Recent advances in pixel-level tasks (e.g., segmentation) illustrate the benefit of long-range interactions between aggregated region-based representations that can enhance local features. However, such pixel-to-region associations and the resulting representation, which often take the form of attention, cannot model the underlying semantic structure of the scene (e.g., individual objects and, by extension, their interactions). In this work, we take a step toward addressing this limitation. Specifically, we propose an architecture where we learn to project image features into latent region representations and perform global reasoning across them, using a transformer, to produce contextualized and scene-consistent representations that are then fused with original pixel-level features. Our design enables the latent regions to represent semantically meaningful concepts, by ensuring that activated regions are spatially disjoint and unions of such regions correspond to connected object segments. The resulting semantic global reasoning (SGR) is end-to-end trainable and can be combined with any semantic segmentation framework and backbone. Combining SGR with DeepLabV3 results in a semantic segmentation performance that is competitive to the state-of-the-art, while resulting in more semantically interpretable and diverse region representations, which we show can effectively transfer to detection and instance segmentation. Further, we propose a new metric that allows us to measure the semantics of representations at both the object class and instance level.
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We introduce an information-maximization approach for the Generalized Category Discovery (GCD) problem. Specifically, we explore a parametric family of loss functions evaluating the mutual information between the features and the labels, and find automatically the one that maximizes the predictive performances. Furthermore, we introduce the Elbow Maximum Centroid-Shift (EMaCS) technique, which estimates the number of classes in the unlabeled set. We report comprehensive experiments, which show that our mutual information-based approach (MIB) is both versatile and highly competitive under various GCD scenarios. The gap between the proposed approach and the existing methods is significant, more so when dealing with fine-grained classification problems. Our code: \url{https://github.com/fchiaroni/Mutual-Information-Based-GCD}.
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Data-driven modeling approaches such as jump tables are promising techniques to model populations of resistive random-access memory (ReRAM) or other emerging memory devices for hardware neural network simulations. As these tables rely on data interpolation, this work explores the open questions about their fidelity in relation to the stochastic device behavior they model. We study how various jump table device models impact the attained network performance estimates, a concept we define as modeling bias. Two methods of jump table device modeling, binning and Optuna-optimized binning, are explored using synthetic data with known distributions for benchmarking purposes, as well as experimental data obtained from TiOx ReRAM devices. Results on a multi-layer perceptron trained on MNIST show that device models based on binning can behave unpredictably particularly at low number of points in the device dataset, sometimes over-promising, sometimes under-promising target network accuracy. This paper also proposes device level metrics that indicate similar trends with the modeling bias metric at the network level. The proposed approach opens the possibility for future investigations into statistical device models with better performance, as well as experimentally verified modeling bias in different in-memory computing and neural network architectures.
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