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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Climate change has increased the intensity, frequency, and duration of extreme weather events and natural disasters across the world. While the increased data on natural disasters improves the scope of machine learning (ML) in this field, progress is relatively slow. One bottleneck is the lack of benchmark datasets that would allow ML researchers to quantify their progress against a standard metric. The objective of this short paper is to explore the state of benchmark datasets for ML tasks related to natural disasters, categorizing them according to the disaster management cycle. We compile a list of existing benchmark datasets introduced in the past five years. We propose a web platform - NADBenchmarks - where researchers can search for benchmark datasets for natural disasters, and we develop a preliminary version of such a platform using our compiled list. This paper is intended to aid researchers in finding benchmark datasets to train their ML models on, and provide general directions for topics where they can contribute new benchmark datasets.
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We demonstrate a Physics-informed Neural Network (PINN) based model for real-time health monitoring of a heat exchanger, that plays a critical role in improving energy efficiency of thermal power plants. A hypernetwork based approach is used to enable the domain-decomposed PINN learn the thermal behavior of the heat exchanger in response to dynamic boundary conditions, eliminating the need to re-train. As a result, we achieve orders of magnitude reduction in inference time in comparison to existing PINNs, while maintaining the accuracy on par with the physics-based simulations. This makes the approach very attractive for predictive maintenance of the heat exchanger in digital twin environments.
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Deep Learning and Machine Learning based models have become extremely popular in text processing and information retrieval. However, the non-linear structures present inside the networks make these models largely inscrutable. A significant body of research has focused on increasing the transparency of these models. This article provides a broad overview of research on the explainability and interpretability of natural language processing and information retrieval methods. More specifically, we survey approaches that have been applied to explain word embeddings, sequence modeling, attention modules, transformers, BERT, and document ranking. The concluding section suggests some possible directions for future research on this topic.
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Foveated imaging provides a better tradeoff between situational awareness (field of view) and resolution and is critical in long-wavelength infrared regimes because of the size, weight, power, and cost of thermal sensors. We demonstrate computational foveated imaging by exploiting the ability of a meta-optical frontend to discriminate between different polarization states and a computational backend to reconstruct the captured image/video. The frontend is a three-element optic: the first element which we call the "foveal" element is a metalens that focuses s-polarized light at a distance of $f_1$ without affecting the p-polarized light; the second element which we call the "perifoveal" element is another metalens that focuses p-polarized light at a distance of $f_2$ without affecting the s-polarized light. The third element is a freely rotating polarizer that dynamically changes the mixing ratios between the two polarization states. Both the foveal element (focal length = 150mm; diameter = 75mm), and the perifoveal element (focal length = 25mm; diameter = 25mm) were fabricated as polarization-sensitive, all-silicon, meta surfaces resulting in a large-aperture, 1:6 foveal expansion, thermal imaging capability. A computational backend then utilizes a deep image prior to separate the resultant multiplexed image or video into a foveated image consisting of a high-resolution center and a lower-resolution large field of view context. We build a first-of-its-kind prototype system and demonstrate 12 frames per second real-time, thermal, foveated image, and video capture in the wild.
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Motivated by the goal of endowing robots with a means for focusing attention in order to operate reliably in complex, uncertain, and time-varying environments, we consider how a robot can (i) determine which portions of its environment to pay attention to at any given point in time, (ii) infer changes in context (e.g., task or environment dynamics), and (iii) switch its attention accordingly. In this work, we tackle these questions by modeling context switches in a time-varying Markov decision process (MDP) framework. We utilize the theory of bisimulation-based state abstractions in order to synthesize mechanisms for paying attention to context-relevant information. We then present an algorithm based on Bayesian inference for detecting changes in the robot's context (task or environment dynamics) as it operates online, and use this to trigger switches between different abstraction-based attention mechanisms. Our approach is demonstrated on two examples: (i) an illustrative discrete-state tracking problem, and (ii) a continuous-state tracking problem implemented on a quadrupedal hardware platform. These examples demonstrate the ability of our approach to detect context switches online and robustly ignore task-irrelevant distractors by paying attention to context-relevant information.
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While large pretrained language models (PLMs) demonstrate incredible fluency and performance on many natural language tasks, recent work has shown that well-performing PLMs are very sensitive to what prompts are feed into them. Even when prompts are semantically identical, language models may give very different answers. When considering safe and trustworthy deployments of PLMs we would like their outputs to be consistent under prompts that mean the same thing or convey the same intent. While some work has looked into how state-of-the-art PLMs address this need, they have been limited to only evaluating lexical equality of single- or multi-word answers and do not address consistency of generative text sequences. In order to understand consistency of PLMs under text generation settings, we develop a measure of semantic consistency that allows the comparison of open-ended text outputs. We implement several versions of this consistency metric to evaluate the performance of a number of PLMs on paraphrased versions of questions in the TruthfulQA dataset, we find that our proposed metrics are considerably more consistent than traditional metrics embodying lexical consistency, and also correlate with human evaluation of output consistency to a higher degree.
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New technologies and the availability of geospatial data have drawn attention to spatio-temporal biases present in society. For example: the COVID-19 pandemic highlighted disparities in the availability of broadband service and its role in the digital divide; the environmental justice movement in the United States has raised awareness to health implications for minority populations stemming from historical redlining practices; and studies have found varying quality and coverage in the collection and sharing of open-source geospatial data. Despite the extensive literature on machine learning (ML) fairness, few algorithmic strategies have been proposed to mitigate such biases. In this paper we highlight the unique challenges for quantifying and addressing spatio-temporal biases, through the lens of use cases presented in the scientific literature and media. We envision a roadmap of ML strategies that need to be developed or adapted to quantify and overcome these challenges -- including transfer learning, active learning, and reinforcement learning techniques. Further, we discuss the potential role of ML in providing guidance to policy makers on issues related to spatial fairness.
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The presence of bias in deep models leads to unfair outcomes for certain demographic subgroups. Research in bias focuses primarily on facial recognition and attribute prediction with scarce emphasis on face detection. Existing studies consider face detection as binary classification into 'face' and 'non-face' classes. In this work, we investigate possible bias in the domain of face detection through facial region localization which is currently unexplored. Since facial region localization is an essential task for all face recognition pipelines, it is imperative to analyze the presence of such bias in popular deep models. Most existing face detection datasets lack suitable annotation for such analysis. Therefore, we web-curate the Fair Face Localization with Attributes (F2LA) dataset and manually annotate more than 10 attributes per face, including facial localization information. Utilizing the extensive annotations from F2LA, an experimental setup is designed to study the performance of four pre-trained face detectors. We observe (i) a high disparity in detection accuracies across gender and skin-tone, and (ii) interplay of confounding factors beyond demography. The F2LA data and associated annotations can be accessed at http://iab-rubric.org/index.php/F2LA.
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This paper proposes a modification to RNN-Transducer (RNN-T) models for automatic speech recognition (ASR). In standard RNN-T, the emission of a blank symbol consumes exactly one input frame; in our proposed method, we introduce additional blank symbols, which consume two or more input frames when emitted. We refer to the added symbols as big blanks, and the method multi-blank RNN-T. For training multi-blank RNN-Ts, we propose a novel logit under-normalization method in order to prioritize emissions of big blanks. With experiments on multiple languages and datasets, we show that multi-blank RNN-T methods could bring relative speedups of over +90%/+139% to model inference for English Librispeech and German Multilingual Librispeech datasets, respectively. The multi-blank RNN-T method also improves ASR accuracy consistently. We will release our implementation of the method in the NeMo (\url{https://github.com/NVIDIA/NeMo}) toolkit.
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