最近,高级机器学习方法在资产管理中的应用已成为最有趣的主题之一。不幸的是,由于数据短缺问题,这些方法的应用(例如深神经网络)很困难。为了解决这个问题,我们提出了一种使用神经网络的新方法,以基于其组件的财务报表数据来构建交易所交易基金(ETF)的投资组合。尽管在过去的几十年中出现了许多ETF和ETF管理的投资组合,但应用神经网络来管理ETF投资组合的能力受到限制,因为ETF的数量和历史存在分别相对较小,并且比个体的人数较小且短。股票。因此,我们使用单个股票的数据来训练我们的神经网络,以预测单个股票的未来性能,并使用这些预测和投资组合存款文件(PDF)来构建ETF的投资组合。已经进行了多个实验,我们发现我们提出的方法的表现优于基准。我们认为,当管理最近列出的ETF(例如主题ETF)时,我们的方法可能会更有益,而培训高级机器学习方法的历史数据相对有限。
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金融行业已采用机器学习(ML)作为定量研究的一种形式来支持更好的投资决策,但是在实践中经常忽略了一些挑战。 (1)ML代码倾向于非结构化和临时,这阻碍了与他人的合作。 (2)资源需求和依赖项因使用了哪种算法而有所不同,因此需要灵活且可扩展的系统。 (3)传统金融领域专家很难在基于ML的策略中运用其经验和知识,除非他们获得了最近的技术专业知识。本文介绍了Shai-Am,这是一个与我们自己的Python框架集成的ML平台。该平台利用现有的现代开源技术,管理基于ML的策略的容器化管道,并具有统一的接口来解决上述问题。每种策略都实现了核心框架中定义的接口。该框架旨在增强可重复性和可读性,从而促进定量研究中的协作工作。 Shai-Am的目标是成为纯粹的AI资产经理,以解决金融市场中的各种任务。
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了解产品内容的视觉和语言表示对于电子商务中的搜索和推荐应用程序至关重要。作为在线购物平台的骨干,受到代表学习研究的最新成功的启发,我们提出了一个对比度学习框架,该框架使用未标记的原始产品文本和图像来对齐语言和视觉模型。我们介绍了我们用来培训大规模代表性学习模型的技术,并共享解决特定领域挑战的解决方案。我们使用预先训练的模型作为多种下游任务的骨干进行研究,包括类别分类,属性提取,产品匹配,产品聚类和成人产品识别。实验结果表明,我们所提出的方法在每个下游任务中均优于单个模态和多种方式的基线。
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The automated segmentation and tracking of macrophages during their migration are challenging tasks due to their dynamically changing shapes and motions. This paper proposes a new algorithm to achieve automatic cell tracking in time-lapse microscopy macrophage data. First, we design a segmentation method employing space-time filtering, local Otsu's thresholding, and the SUBSURF (subjective surface segmentation) method. Next, the partial trajectories for cells overlapping in the temporal direction are extracted in the segmented images. Finally, the extracted trajectories are linked by considering their direction of movement. The segmented images and the obtained trajectories from the proposed method are compared with those of the semi-automatic segmentation and manual tracking. The proposed tracking achieved 97.4% of accuracy for macrophage data under challenging situations, feeble fluorescent intensity, irregular shapes, and motion of macrophages. We expect that the automatically extracted trajectories of macrophages can provide pieces of evidence of how macrophages migrate depending on their polarization modes in the situation, such as during wound healing.
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Data-centric AI has shed light on the significance of data within the machine learning (ML) pipeline. Acknowledging its importance, various research and policies are suggested by academia, industry, and government departments. Although the capability of utilizing existing data is essential, the capability to build a dataset has become more important than ever. In consideration of this trend, we propose a "Data Management Operation and Recipes" that will guide the industry regardless of the task or domain. In other words, this paper presents the concept of DMOps derived from real-world experience. By offering a baseline for building data, we want to help the industry streamline its data operation optimally.
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According to the rapid development of drone technologies, drones are widely used in many applications including military domains. In this paper, a novel situation-aware DRL- based autonomous nonlinear drone mobility control algorithm in cyber-physical loitering munition applications. On the battlefield, the design of DRL-based autonomous control algorithm is not straightforward because real-world data gathering is generally not available. Therefore, the approach in this paper is that cyber-physical virtual environment is constructed with Unity environment. Based on the virtual cyber-physical battlefield scenarios, a DRL-based automated nonlinear drone mobility control algorithm can be designed, evaluated, and visualized. Moreover, many obstacles exist which is harmful for linear trajectory control in real-world battlefield scenarios. Thus, our proposed autonomous nonlinear drone mobility control algorithm utilizes situation-aware components those are implemented with a Raycast function in Unity virtual scenarios. Based on the gathered situation-aware information, the drone can autonomously and nonlinearly adjust its trajectory during flight. Therefore, this approach is obviously beneficial for avoiding obstacles in obstacle-deployed battlefields. Our visualization-based performance evaluation shows that the proposed algorithm is superior from the other linear mobility control algorithms.
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This paper proposes a new regularization algorithm referred to as macro-block dropout. The overfitting issue has been a difficult problem in training large neural network models. The dropout technique has proven to be simple yet very effective for regularization by preventing complex co-adaptations during training. In our work, we define a macro-block that contains a large number of units from the input to a Recurrent Neural Network (RNN). Rather than applying dropout to each unit, we apply random dropout to each macro-block. This algorithm has the effect of applying different drop out rates for each layer even if we keep a constant average dropout rate, which has better regularization effects. In our experiments using Recurrent Neural Network-Transducer (RNN-T), this algorithm shows relatively 4.30 % and 6.13 % Word Error Rates (WERs) improvement over the conventional dropout on LibriSpeech test-clean and test-other. With an Attention-based Encoder-Decoder (AED) model, this algorithm shows relatively 4.36 % and 5.85 % WERs improvement over the conventional dropout on the same test sets.
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Affect understanding capability is essential for social robots to autonomously interact with a group of users in an intuitive and reciprocal way. However, the challenge of multi-person affect understanding comes from not only the accurate perception of each user's affective state (e.g., engagement) but also the recognition of the affect interplay between the members (e.g., joint engagement) that presents as complex, but subtle, nonverbal exchanges between them. Here we present a novel hybrid framework for identifying a parent-child dyad's joint engagement by combining a deep learning framework with various video augmentation techniques. Using a dataset of parent-child dyads reading storybooks together with a social robot at home, we first train RGB frame- and skeleton-based joint engagement recognition models with four video augmentation techniques (General Aug, DeepFake, CutOut, and Mixed) applied datasets to improve joint engagement classification performance. Second, we demonstrate experimental results on the use of trained models in the robot-parent-child interaction context. Third, we introduce a behavior-based metric for evaluating the learned representation of the models to investigate the model interpretability when recognizing joint engagement. This work serves as the first step toward fully unlocking the potential of end-to-end video understanding models pre-trained on large public datasets and augmented with data augmentation and visualization techniques for affect recognition in the multi-person human-robot interaction in the wild.
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Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches used for training. When calculating the loss function, off-policy algorithms assume that all samples are of the same importance. In this paper, we hypothesize that training can be enhanced by assigning different importance for each experience based on their temporal-difference (TD) error directly in the training objective. We propose a novel method that introduces a weighting factor for each experience when calculating the loss function at the learning stage. In addition to improving convergence speed when used with uniform sampling, the method can be combined with prioritization methods for non-uniform sampling. Combining the proposed method with prioritization methods improves sampling efficiency while increasing the performance of TD-based off-policy RL algorithms. The effectiveness of the proposed method is demonstrated by experiments in six environments of the OpenAI Gym suite. The experimental results demonstrate that the proposed method achieves a 33%~76% reduction of convergence speed in three environments and an 11% increase in returns and a 3%~10% increase in success rate for other three environments.
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Neural fields, also known as coordinate-based or implicit neural representations, have shown a remarkable capability of representing, generating, and manipulating various forms of signals. For video representations, however, mapping pixel-wise coordinates to RGB colors has shown relatively low compression performance and slow convergence and inference speed. Frame-wise video representation, which maps a temporal coordinate to its entire frame, has recently emerged as an alternative method to represent videos, improving compression rates and encoding speed. While promising, it has still failed to reach the performance of state-of-the-art video compression algorithms. In this work, we propose FFNeRV, a novel method for incorporating flow information into frame-wise representations to exploit the temporal redundancy across the frames in videos inspired by the standard video codecs. Furthermore, we introduce a fully convolutional architecture, enabled by one-dimensional temporal grids, improving the continuity of spatial features. Experimental results show that FFNeRV yields the best performance for video compression and frame interpolation among the methods using frame-wise representations or neural fields. To reduce the model size even further, we devise a more compact convolutional architecture using the group and pointwise convolutions. With model compression techniques, including quantization-aware training and entropy coding, FFNeRV outperforms widely-used standard video codecs (H.264 and HEVC) and performs on par with state-of-the-art video compression algorithms.
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