This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the follow-up project of the research "Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting". First, the project included an application of Recurrent Neural Networks (RNN) and Long Short-Term Memory (LSTM) networks to provide a novel way of predicting stock option trends. Additionally, it examined the dependence of the ML models by evaluating the experimental method of combining multiple ML models to improve prediction results and decision-making. Lastly, two improved trading strategies and simulated investing results were presented. The Binomial Asset Pricing Model with discrete time stochastic process analysis and portfolio hedging was applied and suggested an optimized investment expectation. These results can be utilized in real-life trading strategies to optimize stock option investment results based on historical data.
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This paper presents a methodology for combining programming and mathematics to optimize elevator wait times. Based on simulated user data generated according to the canonical three-peak model of elevator traffic, we first develop a naive model from an intuitive understanding of the logic behind elevators. We take into consideration a general array of features including capacity, acceleration, and maximum wait time thresholds to adequately model realistic circumstances. Using the same evaluation framework, we proceed to develop a Deep Q Learning model in an attempt to match the hard-coded naive approach for elevator control. Throughout the majority of the paper, we work under a Markov Decision Process (MDP) schema, but later explore how the assumption fails to characterize the highly stochastic overall Elevator Group Control System (EGCS).
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我们提出了VDL-Surogate,这是一种基于视图的神经网络贴属替代模型,用于集合模拟的参数空间探索,该模拟允许高分辨率可视化和用户指定的视觉映射。支持替代物的参数空间探索允许域科学家预览模拟结果,而无需运行大量计算成本的模拟。但是,受计算资源的限制,现有的替代模型可能无法产生以可视化和分析的足够分辨率的预览。为了提高计算资源的有效利用并支持高分辨率探索,我们从不同的角度进行射线铸造以收集样品并产生紧凑的潜在表示。这种潜在的编码过程降低了替代模型培训的成本,同时保持产出质量。在模型训练阶段,我们选择观点以覆盖整个观看球体,并为所选观点提供相应的VDL-Surrogate模型。在模型推理阶段,我们在先前选择的观点上预测潜在表示,并将潜在表示形式解码为数据空间。对于任何给定的观点,我们在选定的观点上对解码数据进行插值,并使用用户指定的视觉映射生成可视化。我们展示了VDL-Surogate在宇宙学和海洋模拟中的有效性和效率,并具有定量和定性评估。源代码可在\ url {https://github.com/trainsn/vdl-surrogate}上公开获得。
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我们建议探索一个称为视听分割(AVS)的新问题,其中的目标是输出在图像帧时产生声音的对象的像素级映射。为了促进这项研究,我们构建了第一个视频分割基准(AVSBENCH),为声音视频中的声音对象提供像素的注释。使用此基准测试了两个设置:1)具有单个声源的半监督音频分割和2)完全监督的音频段段,并带有多个声源。为了解决AVS问题,我们提出了一种新颖的方法,该方法使用时间像素的视听相互作用模块注入音频语义作为视觉分割过程的指导。我们还设计正规化损失,以鼓励训练期间的视听映射。 AVSBench上的定量和定性实验将我们的方法与相关任务中的几种现有方法进行了比较,这表明所提出的方法有望在音频和像素视觉语义之间建立桥梁。代码可从https://github.com/opennlplab/avsbench获得。
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评估生成的对抗网络(GANS)的表现是由于其实际意义的重要课题。虽然已经提出了几种评估指标,但它们通常会评估整个产生的图像分布的质量。对于参考标制图像合成(RIS)任务,即呈现另一参考图像的样式的源图像,其中,在评估单个生成图像的质量至关重要时,这些度量不适用于这些度量。在本文中,我们提出了一般学习的框架,参考引导图像合成评估(RISA)来定量地评估单个生成图像的质量。值得注意的是,RISA的培训不需要人类注释。具体而言,RISA的训练数据由RIS中的培训过程中的中间模型获取,并且基于图像质量与迭代之间的正相关性,通过模型迭代的数量弱写。由于该注释作为监督信号太粗糙,我们介绍了两种技术:1)一种像素 - 明智的插值方案,以改进粗标签,以及2)多个二进制分类器来替换NA \“IVE回归。此外,无人监督引入对比损失以有效地捕获所生成的图像及其参考图像之间的风格相似性。各种数据集的经验结果表明,RISA与人偏好和跨越模型的井中转移良好。
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Blind image quality assessment (BIQA) remains challenging due to the diversity of distortion and image content variation, which complicate the distortion patterns crossing different scales and aggravate the difficulty of the regression problem for BIQA. However, existing BIQA methods often fail to consider multi-scale distortion patterns and image content, and little research has been done on learning strategies to make the regression model produce better performance. In this paper, we propose a simple yet effective Progressive Multi-Task Image Quality Assessment (PMT-IQA) model, which contains a multi-scale feature extraction module (MS) and a progressive multi-task learning module (PMT), to help the model learn complex distortion patterns and better optimize the regression issue to align with the law of human learning process from easy to hard. To verify the effectiveness of the proposed PMT-IQA model, we conduct experiments on four widely used public datasets, and the experimental results indicate that the performance of PMT-IQA is superior to the comparison approaches, and both MS and PMT modules improve the model's performance.
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As natural language processing (NLP) for gender bias becomes a significant interdisciplinary topic, the prevalent data-driven techniques such as large-scale language models suffer from data inadequacy and biased corpus, especially for languages with insufficient resources such as Chinese. To this end, we propose a Chinese cOrpus foR Gender bIas Probing and Mitigation CORGI-PM, which contains 32.9k sentences with high-quality labels derived by following an annotation scheme specifically developed for gender bias in the Chinese context. Moreover, we address three challenges for automatic textual gender bias mitigation, which requires the models to detect, classify, and mitigate textual gender bias. We also conduct experiments with state-of-the-art language models to provide baselines. To our best knowledge, CORGI-PM is the first sentence-level Chinese corpus for gender bias probing and mitigation.
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It has been observed in practice that applying pruning-at-initialization methods to neural networks and training the sparsified networks can not only retain the testing performance of the original dense models, but also sometimes even slightly boost the generalization performance. Theoretical understanding for such experimental observations are yet to be developed. This work makes the first attempt to study how different pruning fractions affect the model's gradient descent dynamics and generalization. Specifically, this work considers a classification task for overparameterized two-layer neural networks, where the network is randomly pruned according to different rates at the initialization. It is shown that as long as the pruning fraction is below a certain threshold, gradient descent can drive the training loss toward zero and the network exhibits good generalization performance. More surprisingly, the generalization bound gets better as the pruning fraction gets larger. To complement this positive result, this work further shows a negative result: there exists a large pruning fraction such that while gradient descent is still able to drive the training loss toward zero (by memorizing noise), the generalization performance is no better than random guessing. This further suggests that pruning can change the feature learning process, which leads to the performance drop of the pruned neural network. Up to our knowledge, this is the \textbf{first} generalization result for pruned neural networks, suggesting that pruning can improve the neural network's generalization.
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Time-series anomaly detection is an important task and has been widely applied in the industry. Since manual data annotation is expensive and inefficient, most applications adopt unsupervised anomaly detection methods, but the results are usually sub-optimal and unsatisfactory to end customers. Weak supervision is a promising paradigm for obtaining considerable labels in a low-cost way, which enables the customers to label data by writing heuristic rules rather than annotating each instance individually. However, in the time-series domain, it is hard for people to write reasonable labeling functions as the time-series data is numerically continuous and difficult to be understood. In this paper, we propose a Label-Efficient Interactive Time-Series Anomaly Detection (LEIAD) system, which enables a user to improve the results of unsupervised anomaly detection by performing only a small amount of interactions with the system. To achieve this goal, the system integrates weak supervision and active learning collaboratively while generating labeling functions automatically using only a few labeled data. All of these techniques are complementary and can promote each other in a reinforced manner. We conduct experiments on three time-series anomaly detection datasets, demonstrating that the proposed system is superior to existing solutions in both weak supervision and active learning areas. Also, the system has been tested in a real scenario in industry to show its practicality.
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As an important variant of entity alignment (EA), multi-modal entity alignment (MMEA) aims to discover identical entities across different knowledge graphs (KGs) with multiple modalities like images. However, current MMEA algorithms all adopt KG-level modality fusion strategies but ignore modality differences among individual entities, hurting the robustness to potential noise involved in modalities (e.g., unidentifiable images and relations). In this paper we present MEAformer, a multi-modal entity alignment transformer approach for meta modality hybrid, to dynamically predict the mutual correlation coefficients among modalities for instance-level feature fusion. A modal-aware hard entity replay strategy is also proposed for addressing vague entity details. Extensive experimental results show that our model not only achieves SOTA performance on multiple training scenarios including supervised, unsupervised, iterative, and low resource, but also has limited parameters, optimistic speed, and good interpretability. Our code will be available soon.
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