在本文中,我们研究了使用深层学习技术预测外汇货币对未来波动性的问题。我们逐步展示如何通过对白天波动率的经验模式的指导来构建深度学习网络。数值结果表明,与传统的基线(即自回归和GARCH模型)相比,多尺寸长的短期内存(LSTM)模型与多货币对的输入相比一致地实现了最先进的准确性,即自动增加和加入模型其他深度学习模式。
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合成数据是一种新兴技术,可以显着加快AI机器学习管道的开发和部署。在这项工作中,我们通过将连续时间随机模型与新提出的签名$ W_1 $公制组合,开发高保真时间序列发生器,SIGWGAN。前者是基于随机微分方程的Logsig-RNN模型,而后者源自通用和原则性的数学特征,以表征时间序列引起的度量。Sigwgan允许在产生高保真样本的同时在监督学习中转向计算上的GaN Min-Max问题。我们验证了由流行的量化风险模型和经验财务数据产生的合成数据的提出模型。代码在https://github.com/sigcgans/sig-wassersein-gans.git上获得。
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本文有助于识别基于骨架的人类行动认可。关键步骤是开发一种通用网络架构,以提取用于时空骨架数据的判别特征。在本文中,我们提出了一种新型模块,即Logsig-RNN,其是日志签名层和复发类型神经网络(RNN)的组合。前者来自数学上的签名技术和记录签名作为流数据的表示,可以管理高采样率流,非均匀采样和变量长度的时间序列。它用作复发层的增强,可以方便地插入神经网络。此外,我们提出了两个路径转换层,以显着降低路径尺寸,同时保留进入Logsig-RNN模块的基本信息。最后,数值结果表明,在SOTA网络中通过LOGSIG-RNN模块替换RNN模块一致地提高了在精度和鲁棒性方面的Chalearn手势数据和NTU RGB + D 120动作数据上的性能。特别是,我们通过将简单的路径转换层与Logsig-RNN组合来实现Chalearn2013手势数据的最先进的准确性。代码可在https://github.com/steveliao93/gcn_logsigrnn获得。
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Interview has been regarded as one of the most crucial step for recruitment. To fully prepare for the interview with the recruiters, job seekers usually practice with mock interviews between each other. However, such a mock interview with peers is generally far away from the real interview experience: the mock interviewers are not guaranteed to be professional and are not likely to behave like a real interviewer. Due to the rapid growth of online recruitment in recent years, recruiters tend to have online interviews, which makes it possible to collect real interview data from real interviewers. In this paper, we propose a novel application named EZInterviewer, which aims to learn from the online interview data and provides mock interview services to the job seekers. The task is challenging in two ways: (1) the interview data are now available but still of low-resource; (2) to generate meaningful and relevant interview dialogs requires thorough understanding of both resumes and job descriptions. To address the low-resource challenge, EZInterviewer is trained on a very small set of interview dialogs. The key idea is to reduce the number of parameters that rely on interview dialogs by disentangling the knowledge selector and dialog generator so that most parameters can be trained with ungrounded dialogs as well as the resume data that are not low-resource. Evaluation results on a real-world job interview dialog dataset indicate that we achieve promising results to generate mock interviews. With the help of EZInterviewer, we hope to make mock interview practice become easier for job seekers.
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General nonlinear sieve learnings are classes of nonlinear sieves that can approximate nonlinear functions of high dimensional variables much more flexibly than various linear sieves (or series). This paper considers general nonlinear sieve quasi-likelihood ratio (GN-QLR) based inference on expectation functionals of time series data, where the functionals of interest are based on some nonparametric function that satisfy conditional moment restrictions and are learned using multilayer neural networks. While the asymptotic normality of the estimated functionals depends on some unknown Riesz representer of the functional space, we show that the optimally weighted GN-QLR statistic is asymptotically Chi-square distributed, regardless whether the expectation functional is regular (root-$n$ estimable) or not. This holds when the data are weakly dependent beta-mixing condition. We apply our method to the off-policy evaluation in reinforcement learning, by formulating the Bellman equation into the conditional moment restriction framework, so that we can make inference about the state-specific value functional using the proposed GN-QLR method with time series data. In addition, estimating the averaged partial means and averaged partial derivatives of nonparametric instrumental variables and quantile IV models are also presented as leading examples. Finally, a Monte Carlo study shows the finite sample performance of the procedure
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This paper presents a safety-critical locomotion control framework for quadrupedal robots. Our goal is to enable quadrupedal robots to safely navigate in cluttered environments. To tackle this, we introduce exponential Discrete Control Barrier Functions (exponential DCBFs) with duality-based obstacle avoidance constraints into a Nonlinear Model Predictive Control (NMPC) with Whole-Body Control (WBC) framework for quadrupedal locomotion control. This enables us to use polytopes to describe the shapes of the robot and obstacles for collision avoidance while doing locomotion control of quadrupedal robots. Compared to most prior work, especially using CBFs, that utilize spherical and conservative approximation for obstacle avoidance, this work demonstrates a quadrupedal robot autonomously and safely navigating through very tight spaces in the real world. (Our open-source code is available at github.com/HybridRobotics/quadruped_nmpc_dcbf_duality, and the video is available at youtu.be/p1gSQjwXm1Q.)
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Video semantic segmentation (VSS) is beneficial for dealing with dynamic scenes due to the continuous property of the real-world environment. On the one hand, some methods alleviate the predicted inconsistent problem between continuous frames. On the other hand, other methods employ the previous frame as the prior information to assist in segmenting the current frame. Although the previous methods achieve superior performances on the independent and identically distributed (i.i.d) data, they can not generalize well on other unseen domains. Thus, we explore a new task, the video generalizable semantic segmentation (VGSS) task that considers both continuous frames and domain generalization. In this paper, we propose a class-wise non-salient region generalized (CNSG) framework for the VGSS task. Concretely, we first define the class-wise non-salient feature, which describes features of the class-wise non-salient region that carry more generalizable information. Then, we propose a class-wise non-salient feature reasoning strategy to select and enhance the most generalized channels adaptively. Finally, we propose an inter-frame non-salient centroid alignment loss to alleviate the predicted inconsistent problem in the VGSS task. We also extend our video-based framework to the image-based generalizable semantic segmentation (IGSS) task. Experiments demonstrate that our CNSG framework yields significant improvement in the VGSS and IGSS tasks.
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In this paper, we improve the kernel alignment regret bound for online kernel learning in the regime of the Hinge loss function. Previous algorithm achieves a regret of $O((\mathcal{A}_TT\ln{T})^{\frac{1}{4}})$ at a computational complexity (space and per-round time) of $O(\sqrt{\mathcal{A}_TT\ln{T}})$, where $\mathcal{A}_T$ is called \textit{kernel alignment}. We propose an algorithm whose regret bound and computational complexity are better than previous results. Our results depend on the decay rate of eigenvalues of the kernel matrix. If the eigenvalues of the kernel matrix decay exponentially, then our algorithm enjoys a regret of $O(\sqrt{\mathcal{A}_T})$ at a computational complexity of $O(\ln^2{T})$. Otherwise, our algorithm enjoys a regret of $O((\mathcal{A}_TT)^{\frac{1}{4}})$ at a computational complexity of $O(\sqrt{\mathcal{A}_TT})$. We extend our algorithm to batch learning and obtain a $O(\frac{1}{T}\sqrt{\mathbb{E}[\mathcal{A}_T]})$ excess risk bound which improves the previous $O(1/\sqrt{T})$ bound.
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Frost damage is one of the main factors leading to wheat yield reduction. Therefore, the detection of wheat frost accurately and efficiently is beneficial for growers to take corresponding measures in time to reduce economic loss. To detect the wheat frost, in this paper we create a hyperspectral wheat frost data set by collecting the data characterized by temperature, wheat yield, and hyperspectral information provided by the handheld hyperspectral spectrometer. However, due to the imbalance of data, that is, the number of healthy samples is much higher than the number of frost damage samples, a deep learning algorithm tends to predict biasedly towards the healthy samples resulting in model overfitting of the healthy samples. Therefore, we propose a method based on deep cost-sensitive learning, which uses a one-dimensional convolutional neural network as the basic framework and incorporates cost-sensitive learning with fixed factors and adjustment factors into the loss function to train the network. Meanwhile, the accuracy and score are used as evaluation metrics. Experimental results show that the detection accuracy and the score reached 0.943 and 0.623 respectively, this demonstration shows that this method not only ensures the overall accuracy but also effectively improves the detection rate of frost samples.
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Nearest Neighbor Machine Translation (kNNMT) is a simple and effective method of augmenting neural machine translation (NMT) with a token-level nearest neighbor retrieval mechanism. The effectiveness of kNNMT directly depends on the quality of retrieved neighbors. However, original kNNMT builds datastores based on representations from NMT models, which would result in poor retrieval accuracy when NMT models are not good enough, leading to sub-optimal translation performance. In this paper, we propose PRED, a framework that leverages Pre-trained models for Datastores in kNN-MT. Better representations from pre-trained models allow us to build datastores of better quality. We also design a novel contrastive alignment objective to mitigate the representation gap between the NMT model and pre-trained models, enabling the NMT model to retrieve from better datastores. We conduct extensive experiments on both bilingual and multilingual translation benchmarks, including WMT17 English $\leftrightarrow$ Chinese, WMT14 English $\leftrightarrow$ German, IWSLT14 German $\leftrightarrow$ English, and IWSLT14 multilingual datasets. Empirical results demonstrate the effectiveness of PRED.
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