We explore the abilities of two machine learning approaches for no-arbitrage interpolation of European vanilla option prices, which jointly yield the corresponding local volatility surface: a finite dimensional Gaussian process (GP) regression approach under no-arbitrage constraints based on prices, and a neural net (NN) approach with penalization of arbitrages based on implied volatilities. We demonstrate the performance of these approaches relative to the SSVI industry standard. The GP approach is proven arbitrage-free, whereas arbitrages are only penalized under the SSVI and NN approaches. The GP approach obtains the best out-of-sample calibration error and provides uncertainty quantification.The NN approach yields a smoother local volatility and a better backtesting performance, as its training criterion incorporates a local volatility regularization term.

我们使用深层部分最小二乘（DPL）来估算单个股票收益的资产定价模型，该模型以灵活而动态的方式利用调理信息，同时将超额回报归因于一小部分统计风险因素。新颖的贡献是解决非线性因子结构，从而推进经验资产定价中深度学习的当前范式，该定价在假设高斯资产回报和因素的假设下使用线性随机折现因子。通过使用预测的最小二乘正方形来共同投影公司特征和资产回报到潜在因素的子空间，并使用深度学习从因子负载到资产回报中学习非线性图。捕获这种非线性风险因素结构的结果是通过线性风险因素暴露和相互作用效应来表征资产回报中的异常情况。因此，深度学习捕获异常值的众所周知的能力，在潜在因素结构中的角色和高阶项在因素风险溢价上的作用。从经验方面来说，我们实施了DPLS因子模型，并表现出比Lasso和Plain Vanilla深度学习模型表现出卓越的性能。此外，由于DPL的更简约的架构，我们的网络培训时间大大减少了。具体而言，在1989年12月至2018年1月的一段时间内使用Russell 1000指数中的3290资产，我们评估了我们的DPLS因子模型，并生成比深度学习大约1.2倍的信息比率。 DPLS解释了变化和定价错误，并确定了最突出的潜在因素和公司特征。

我们介绍了Encoder-Forecaster卷积的长短短期记忆（LSTM）深度学习模型，为微软天气的运营降水Newcasting产品提供动力。该模型作为输入一系列天气雷达马赛克，并确定在最多6小时内的铅倍时确定未来雷达反射率。通过沿着特征维度堆叠大型输入接收领域，并通过从基于物理的高分辨率快速刷新（HRRR）模型的预测，通过预测来调节模型的预测，我们能够在多个度量标准上以20-25％的光流和HRRR基线优于光流量和HRRR基线平均在所有交货时间上。

Extracting complex structures from grid-based data is a common key step in automated medical image analysis. The conventional solution to recovering tree-structured geometries typically involves computing the minimal cost path through intermediate representations derived from segmentation masks. However, this methodology has significant limitations in the context of projective imaging of tree-structured 3D anatomical data such as coronary arteries, since there are often overlapping branches in the 2D projection. In this work, we propose a novel approach to predicting tree connectivity structure which reformulates the task as an optimization problem over individual steps of a recursive process. We design and train a two-stage model which leverages the UNet and Transformer architectures and introduces an image-based prompting technique. Our proposed method achieves compelling results on a pair of synthetic datasets, and outperforms a shortest-path baseline.

There are multiple scales of abstraction from which we can describe the same image, depending on whether we are focusing on fine-grained details or a more global attribute of the image. In brain mapping, learning to automatically parse images to build representations of both small-scale features (e.g., the presence of cells or blood vessels) and global properties of an image (e.g., which brain region the image comes from) is a crucial and open challenge. However, most existing datasets and benchmarks for neuroanatomy consider only a single downstream task at a time. To bridge this gap, we introduce a new dataset, annotations, and multiple downstream tasks that provide diverse ways to readout information about brain structure and architecture from the same image. Our multi-task neuroimaging benchmark (MTNeuro) is built on volumetric, micrometer-resolution X-ray microtomography images spanning a large thalamocortical section of mouse brain, encompassing multiple cortical and subcortical regions. We generated a number of different prediction challenges and evaluated several supervised and self-supervised models for brain-region prediction and pixel-level semantic segmentation of microstructures. Our experiments not only highlight the rich heterogeneity of this dataset, but also provide insights into how self-supervised approaches can be used to learn representations that capture multiple attributes of a single image and perform well on a variety of downstream tasks. Datasets, code, and pre-trained baseline models are provided at: https://mtneuro.github.io/ .

Cohn and Umans proposed a framework for developing fast matrix multiplication algorithms based on the embedding computation in certain groups algebras. In subsequent work with Kleinberg and Szegedy, they connected this to the search for combinatorial objects called strong uniquely solvable puzzles (strong USPs). We begin a systematic computer-aided search for these objects. We develop and implement constraint-based algorithms build on reductions to $\mathrm{SAT}$ and $\mathrm{IP}$ to verify that puzzles are strong USPs, and to search for large strong USPs. We produce tight bounds on the maximum size of a strong USP for width $k \le 5$, construct puzzles of small width that are larger than previous work, and improve the upper bounds on strong USP size for $k \le 12$. Although our work only deals with puzzles of small-constant width, the strong USPs we find imply matrix multiplication algorithms that run in $O(n^\omega)$ time with exponent $\omega \le 2.66$. While our algorithms do not beat the fastest algorithms, our work provides evidence and, perhaps, a path to finding families of strong USPs that imply matrix multiplication algorithms that are more efficient than those currently known.

Agile robotics presents a difficult challenge with robots moving at high speeds requiring precise and low-latency sensing and control. Creating agile motion that accomplishes the task at hand while being safe to execute is a key requirement for agile robots to gain human trust. This requires designing new approaches that are flexible and maintain knowledge over world constraints. In this paper, we consider the problem of building a flexible and adaptive controller for a challenging agile mobile manipulation task of hitting ground strokes on a wheelchair tennis robot. We propose and evaluate an extension to work done on learning striking behaviors using a probabilistic movement primitive (ProMP) framework by (1) demonstrating the safe execution of learned primitives on an agile mobile manipulator setup, and (2) proposing an online primitive refinement procedure that utilizes evaluative feedback from humans on the executed trajectories.

Curating datasets for object segmentation is a difficult task. With the advent of large-scale pre-trained generative models, conditional image generation has been given a significant boost in result quality and ease of use. In this paper, we present a novel method that enables the generation of general foreground-background segmentation models from simple textual descriptions, without requiring segmentation labels. We leverage and explore pre-trained latent diffusion models, to automatically generate weak segmentation masks for concepts and objects. The masks are then used to fine-tune the diffusion model on an inpainting task, which enables fine-grained removal of the object, while at the same time providing a synthetic foreground and background dataset. We demonstrate that using this method beats previous methods in both discriminative and generative performance and closes the gap with fully supervised training while requiring no pixel-wise object labels. We show results on the task of segmenting four different objects (humans, dogs, cars, birds).

Artificial Intelligence (AI) has become commonplace to solve routine everyday tasks. Because of the exponential growth in medical imaging data volume and complexity, the workload on radiologists is steadily increasing. We project that the gap between the number of imaging exams and the number of expert radiologist readers required to cover this increase will continue to expand, consequently introducing a demand for AI-based tools that improve the efficiency with which radiologists can comfortably interpret these exams. AI has been shown to improve efficiency in medical-image generation, processing, and interpretation, and a variety of such AI models have been developed across research labs worldwide. However, very few of these, if any, find their way into routine clinical use, a discrepancy that reflects the divide between AI research and successful AI translation. To address the barrier to clinical deployment, we have formed MONAI Consortium, an open-source community which is building standards for AI deployment in healthcare institutions, and developing tools and infrastructure to facilitate their implementation. This report represents several years of weekly discussions and hands-on problem solving experience by groups of industry experts and clinicians in the MONAI Consortium. We identify barriers between AI-model development in research labs and subsequent clinical deployment and propose solutions. Our report provides guidance on processes which take an imaging AI model from development to clinical implementation in a healthcare institution. We discuss various AI integration points in a clinical Radiology workflow. We also present a taxonomy of Radiology AI use-cases. Through this report, we intend to educate the stakeholders in healthcare and AI (AI researchers, radiologists, imaging informaticists, and regulators) about cross-disciplinary challenges and possible solutions.

Automated cellular instance segmentation is a process utilized for accelerating biological research for the past two decades, and recent advancements have produced higher quality results with less effort from the biologist. Most current endeavors focus on completely cutting the researcher out of the picture by generating highly generalized models. However, these models invariably fail when faced with novel data, distributed differently than the ones used for training. Rather than approaching the problem with methods that presume the availability of large amounts of target data and computing power for retraining, in this work we address the even greater challenge of designing an approach that requires minimal amounts of new annotated data as well as training time. We do so by designing specialized contrastive losses that leverage the few annotated samples very efficiently. A large set of results show that 3 to 5 annotations lead to models with accuracy that: 1) significantly mitigate the covariate shift effects; 2) matches or surpasses other adaptation methods; 3) even approaches methods that have been fully retrained on the target distribution. The adaptation training is only a few minutes, paving a path towards a balance between model performance, computing requirements and expert-level annotation needs.