深度加强学习(DRL)已广泛研究了投资组合管理任务。然而,由于深神经网络的黑匣子性质,了解基于DRL的交易策略是挑战性的。在本文中,我们提出了一种实证方法来解释组合管理任务的DRL代理商的策略。首先,我们在后威尔作为参考模型中使用线性模型,通过假设了解远见的实际库存回报来找到最佳的投资组合权重。特别地,我们使用后可以的线性模型的系数作为参考特征权重。其次,对于DRL代理商,我们使用集成梯度来定义特征权重,这是线性回归模型下的奖励和特征之间的系数。第三,我们在两种情况下研究预测力,单步预测和多步预测。特别地,我们通过计算DRL代理的特征权重和参考特征权重之间的线性相关性来量化预测力,并且类似于机器学习方法。最后,我们在01/01/2009年至09/01/201期间评估了Dow Jones 30 Constinuent Stocks的投资组合管理任务。我们的方法凭经验揭示了DRL代理表现出比机器学习方法更强的多步测预测能力。
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As one of the most important psychic stress reactions, micro-expressions (MEs), are spontaneous and transient facial expressions that can reveal the genuine emotions of human beings. Thus, recognizing MEs (MER) automatically is becoming increasingly crucial in the field of affective computing, and provides essential technical support in lie detection, psychological analysis and other areas. However, the lack of abundant ME data seriously restricts the development of cutting-edge data-driven MER models. Despite the recent efforts of several spontaneous ME datasets to alleviate this problem, it is still a tiny amount of work. To solve the problem of ME data hunger, we construct a dynamic spontaneous ME dataset with the largest current ME data scale, called DFME (Dynamic Facial Micro-expressions), which includes 7,526 well-labeled ME videos induced by 671 participants and annotated by more than 20 annotators throughout three years. Afterwards, we adopt four classical spatiotemporal feature learning models on DFME to perform MER experiments to objectively verify the validity of DFME dataset. In addition, we explore different solutions to the class imbalance and key-frame sequence sampling problems in dynamic MER respectively on DFME, so as to provide a valuable reference for future research. The comprehensive experimental results show that our DFME dataset can facilitate the research of automatic MER, and provide a new benchmark for MER. DFME will be published via https://mea-lab-421.github.io.
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Representing and synthesizing novel views in real-world dynamic scenes from casual monocular videos is a long-standing problem. Existing solutions typically approach dynamic scenes by applying geometry techniques or utilizing temporal information between several adjacent frames without considering the underlying background distribution in the entire scene or the transmittance over the ray dimension, limiting their performance on static and occlusion areas. Our approach $\textbf{D}$istribution-$\textbf{D}$riven neural radiance fields offers high-quality view synthesis and a 3D solution to $\textbf{D}$etach the background from the entire $\textbf{D}$ynamic scene, which is called $\text{D}^4$NeRF. Specifically, it employs a neural representation to capture the scene distribution in the static background and a 6D-input NeRF to represent dynamic objects, respectively. Each ray sample is given an additional occlusion weight to indicate the transmittance lying in the static and dynamic components. We evaluate $\text{D}^4$NeRF on public dynamic scenes and our urban driving scenes acquired from an autonomous-driving dataset. Extensive experiments demonstrate that our approach outperforms previous methods in rendering texture details and motion areas while also producing a clean static background. Our code will be released at https://github.com/Luciferbobo/D4NeRF.
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Cashews are grown by over 3 million smallholders in more than 40 countries worldwide as a principal source of income. As the third largest cashew producer in Africa, Benin has nearly 200,000 smallholder cashew growers contributing 15% of the country's national export earnings. However, a lack of information on where and how cashew trees grow across the country hinders decision-making that could support increased cashew production and poverty alleviation. By leveraging 2.4-m Planet Basemaps and 0.5-m aerial imagery, newly developed deep learning algorithms, and large-scale ground truth datasets, we successfully produced the first national map of cashew in Benin and characterized the expansion of cashew plantations between 2015 and 2021. In particular, we developed a SpatioTemporal Classification with Attention (STCA) model to map the distribution of cashew plantations, which can fully capture texture information from discriminative time steps during a growing season. We further developed a Clustering Augmented Self-supervised Temporal Classification (CASTC) model to distinguish high-density versus low-density cashew plantations by automatic feature extraction and optimized clustering. Results show that the STCA model has an overall accuracy of 80% and the CASTC model achieved an overall accuracy of 77.9%. We found that the cashew area in Benin has doubled from 2015 to 2021 with 60% of new plantation development coming from cropland or fallow land, while encroachment of cashew plantations into protected areas has increased by 70%. Only half of cashew plantations were high-density in 2021, suggesting high potential for intensification. Our study illustrates the power of combining high-resolution remote sensing imagery and state-of-the-art deep learning algorithms to better understand tree crops in the heterogeneous smallholder landscape.
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The traditional statistical inference is static, in the sense that the estimate of the quantity of interest does not affect the future evolution of the quantity. In some sequential estimation problems however, the future values of the quantity to be estimated depend on the estimate of its current value. This type of estimation problems has been formulated as the dynamic inference problem. In this work, we formulate the Bayesian learning problem for dynamic inference, where the unknown quantity-generation model is assumed to be randomly drawn according to a random model parameter. We derive the optimal Bayesian learning rules, both offline and online, to minimize the inference loss. Moreover, learning for dynamic inference can serve as a meta problem, such that all familiar machine learning problems, including supervised learning, imitation learning and reinforcement learning, can be cast as its special cases or variants. Gaining a good understanding of this unifying meta problem thus sheds light on a broad spectrum of machine learning problems as well.
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Machine learning-based segmentation in medical imaging is widely used in clinical applications from diagnostics to radiotherapy treatment planning. Segmented medical images with ground truth are useful for investigating the properties of different segmentation performance metrics to inform metric selection. Regular geometrical shapes are often used to synthesize segmentation errors and illustrate properties of performance metrics, but they lack the complexity of anatomical variations in real images. In this study, we present a tool to emulate segmentations by adjusting the reference (truth) masks of anatomical objects extracted from real medical images. Our tool is designed to modify the defined truth contours and emulate different types of segmentation errors with a set of user-configurable parameters. We defined the ground truth objects from 230 patient images in the Glioma Image Segmentation for Radiotherapy (GLIS-RT) database. For each object, we used our segmentation synthesis tool to synthesize 10 versions of segmentation (i.e., 10 simulated segmentors or algorithms), where each version has a pre-defined combination of segmentation errors. We then applied 20 performance metrics to evaluate all synthetic segmentations. We demonstrated the properties of these metrics, including their ability to capture specific types of segmentation errors. By analyzing the intrinsic properties of these metrics and categorizing the segmentation errors, we are working toward the goal of developing a decision-tree tool for assisting in the selection of segmentation performance metrics.
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Designing better deep networks and better reinforcement learning (RL) algorithms are both important for deep RL. This work focuses on the former. Previous methods build the network with several modules like CNN, LSTM and Attention. Recent methods combine the Transformer with these modules for better performance. However, it requires tedious optimization skills to train a network composed of mixed modules, making these methods inconvenient to be used in practice. In this paper, we propose to design \emph{pure Transformer-based networks} for deep RL, aiming at providing off-the-shelf backbones for both the online and offline settings. Specifically, the Transformer in Transformer (TIT) backbone is proposed, which cascades two Transformers in a very natural way: the inner one is used to process a single observation, while the outer one is responsible for processing the observation history; combining both is expected to extract spatial-temporal representations for good decision-making. Experiments show that TIT can achieve satisfactory performance in different settings, consistently.
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Event cameras that asynchronously output low-latency event streams provide great opportunities for state estimation under challenging situations. Despite event-based visual odometry having been extensively studied in recent years, most of them are based on monocular and few research on stereo event vision. In this paper, we present ESVIO, the first event-based stereo visual-inertial odometry, which leverages the complementary advantages of event streams, standard images and inertial measurements. Our proposed pipeline achieves temporal tracking and instantaneous matching between consecutive stereo event streams, thereby obtaining robust state estimation. In addition, the motion compensation method is designed to emphasize the edge of scenes by warping each event to reference moments with IMU and ESVIO back-end. We validate that both ESIO (purely event-based) and ESVIO (event with image-aided) have superior performance compared with other image-based and event-based baseline methods on public and self-collected datasets. Furthermore, we use our pipeline to perform onboard quadrotor flights under low-light environments. A real-world large-scale experiment is also conducted to demonstrate long-term effectiveness. We highlight that this work is a real-time, accurate system that is aimed at robust state estimation under challenging environments.
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Abstractive dialogue summarization has long been viewed as an important standalone task in natural language processing, but no previous work has explored the possibility of whether abstractive dialogue summarization can also be used as a means to boost an NLP system's performance on other important dialogue comprehension tasks. In this paper, we propose a novel type of dialogue summarization task - STRUctured DiaLoguE Summarization - that can help pre-trained language models to better understand dialogues and improve their performance on important dialogue comprehension tasks. We further collect human annotations of STRUDEL summaries over 400 dialogues and introduce a new STRUDEL dialogue comprehension modeling framework that integrates STRUDEL into a graph-neural-network-based dialogue reasoning module over transformer encoder language models to improve their dialogue comprehension abilities. In our empirical experiments on two important downstream dialogue comprehension tasks - dialogue question answering and dialogue response prediction - we show that our STRUDEL dialogue comprehension model can significantly improve the dialogue comprehension performance of transformer encoder language models.
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Human Activity Recognition (HAR) is one of the core research areas in mobile and wearable computing. With the application of deep learning (DL) techniques such as CNN, recognizing periodic or static activities (e.g, walking, lying, cycling, etc.) has become a well studied problem. What remains a major challenge though is the sporadic activity recognition (SAR) problem, where activities of interest tend to be non periodic, and occur less frequently when compared with the often large amount of irrelevant background activities. Recent works suggested that sequential DL models (such as LSTMs) have great potential for modeling nonperiodic behaviours, and in this paper we studied some LSTM training strategies for SAR. Specifically, we proposed two simple yet effective LSTM variants, namely delay model and inverse model, for two SAR scenarios (with and without time critical requirement). For time critical SAR, the delay model can effectively exploit predefined delay intervals (within tolerance) in form of contextual information for improved performance. For regular SAR task, the second proposed, inverse model can learn patterns from the time series in an inverse manner, which can be complementary to the forward model (i.e.,LSTM), and combining both can boost the performance. These two LSTM variants are very practical, and they can be deemed as training strategies without alteration of the LSTM fundamentals. We also studied some additional LSTM training strategies, which can further improve the accuracy. We evaluated our models on two SAR and one non-SAR datasets, and the promising results demonstrated the effectiveness of our approaches in HAR applications.
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