横截面策略是一种经典且流行的交易方式,最近的高性能变体结合了复杂的神经体系结构。尽管这些策略已成功地应用于涉及具有悠久历史的成熟资产的数据丰富的设置,但将它们部署在具有有限样本的仪器上,通常会产生过度合适的模型,具有降级性能。在本文中,我们介绍了融合的编码器网络 - 混合参数共享转移排名模型。该模型融合了使用在源数据集上操作的编码器 - 注意模块提取的信息,该模块具有相似但单独的模块,该模块集中在较小的目标数据集上。除了减轻目标数据稀缺性问题外,模型的自我注意机制还可以考虑工具之间的相互作用,不仅在模型训练期间的损失水平,而且在推理时间处。融合的编码器网络专注于市场资本化应用于前十的加密货币,融合的编码器网络在大多数性能指标上优于参考基准,在大多数绩效指标上的参考基准,相对于古典动量,夏普的比率和改进的速度比较提高了三倍。在没有交易成本的情况下,大约50%的基准模型。即使考虑到与加密货币相关的高交易成本后,它仍会继续超过基准。
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已经发现,已经发现深度学习架构,特别是深度动量网络(DMNS)[1904.04912]是一种有效的势头和平均逆转交易的方法。然而,近年来一些关键挑战涉及学习长期依赖,在考虑返回交易成本净净额并适应新的市场制度时,绩效的退化,特别是在SARS-COV-2危机期间。注意机制或基于变换器的架构是对这些挑战的解决方案,因为它们允许网络专注于过去和长期模式的重要时间步骤。我们介绍了势头变压器,一种基于关注的架构,胜过基准,并且本质上是可解释的,为我们提供更大的深入学习交易策略。我们的模型是基于LSTM的DMN的扩展,它通过在风险调整的性能度量上优化网络,直接输出位置尺寸,例如锐利比率。我们发现注意力LSTM混合解码器仅时间融合变压器(TFT)样式架构是最佳的执行模型。在可解释性方面,我们观察注意力模式的显着结构,在动量转点时具有重要的重要性。因此,时间序列被分段为制度,并且该模型倾向于关注以前的制度中的先前时间步骤。我们发现ChangePoint检测(CPD)[2105.13727],另一个用于响应政权变化的技术可以补充多抬头的注意力,特别是当我们在多个时间尺度运行CPD时。通过添加可解释的变量选择网络,我们观察CPD如何帮助我们的模型在日常返回数据上主要远离交易。我们注意到该模型可以智能地切换和混合古典策略 - 基于数据的决定。
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动量策略是替代投资的重要组成部分,是商品交易顾问(CTA)的核心。然而,这些策略已被发现难以调整市场条件的快速变化,例如在2020年市场崩溃期间。特别是,在动量转向点之后,在趋势从上升趋势(下降趋势)逆转到下降趋势(上升趋势),时间序列动量(TSMOM)策略容易发生不良赌注。为了提高对政权变更的响应,我们介绍了一种新颖的方法,在那里我们将在线切换点检测(CPD)模块插入深势网络(DMN)[1904.04912]管道,它使用LSTM深度学习架构同时学习趋势估算与定位尺寸。此外,我们的模型能够优化它的平衡1)延迟延期的速度策略,它利用持续趋势,但没有过度反应到本地化价格移动,而且2)通过快速翻转其位置,这是一种快速平均转换策略制度,然后再次将其交换为利用本地化的价格。我们的CPD模块输出ChangePoint位置和严重性分数,允许我们的模型以数据驱动的方式学习响应变化的不平衡或更小,更局部化的变换点。在1995 - 2020年期间,在1995 - 2020年期间,添加CPD模块的添加导致夏普率的提高三分之一。该模块在显着的非间抗性期间特别有益,特别是在最近几年(2015-2020)中,性能提升大约三分之二。随着传统的动量策略在此期间的表现不佳,这很有趣。
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我们研究了使用尖刺,现场依赖的随机矩阵理论研究迷你批次对深神经网络损失景观的影响。我们表明,批量黑森州的极值值的大小大于经验丰富的黑森州。我们还获得了类似的结果对Hessian的概括高斯牛顿矩阵近似。由于我们的定理,我们推导出作为批量大小的最大学习速率的分析表达式,为随机梯度下降(线性缩放)和自适应算法(例如ADAM(Square Root Scaling)提供了通知实际培训方案,例如光滑,非凸深神经网络。虽然随机梯度下降的线性缩放是在我们概括的更多限制性条件下导出的,但是适应优化者的平方根缩放规则是我们的知识,完全小说。随机二阶方法和自适应方法的百分比,我们得出了最小阻尼系数与学习率与批量尺寸的比率成比例。我们在Cifar-$ 100 $和ImageNet数据集上验证了我们的VGG / WimerEsnet架构上的索赔。根据我们对象检的调查,我们基于飞行学习率和动量学习者开发了一个随机兰齐齐竞争,这避免了对这些关键的超参数进行昂贵的多重评估的需求,并在预残留的情况下显示出良好的初步结果Cifar的architecure - $ 100 $。
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Diversity Searcher is a tool originally developed to help analyse diversity in news media texts. It relies on a form of automated content analysis and thus rests on prior assumptions and depends on certain design choices related to diversity and fairness. One such design choice is the external knowledge source(s) used. In this article, we discuss implications that these sources can have on the results of content analysis. We compare two data sources that Diversity Searcher has worked with - DBpedia and Wikidata - with respect to their ontological coverage and diversity, and describe implications for the resulting analyses of text corpora. We describe a case study of the relative over- or under-representation of Belgian political parties between 1990 and 2020 in the English-language DBpedia, the Dutch-language DBpedia, and Wikidata, and highlight the many decisions needed with regard to the design of this data analysis and the assumptions behind it, as well as implications from the results. In particular, we came across a staggering over-representation of the political right in the English-language DBpedia.
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Artificial intelligence(AI) systems based on deep neural networks (DNNs) and machine learning (ML) algorithms are increasingly used to solve critical problems in bioinformatics, biomedical informatics, and precision medicine. However, complex DNN or ML models that are unavoidably opaque and perceived as black-box methods, may not be able to explain why and how they make certain decisions. Such black-box models are difficult to comprehend not only for targeted users and decision-makers but also for AI developers. Besides, in sensitive areas like healthcare, explainability and accountability are not only desirable properties of AI but also legal requirements -- especially when AI may have significant impacts on human lives. Explainable artificial intelligence (XAI) is an emerging field that aims to mitigate the opaqueness of black-box models and make it possible to interpret how AI systems make their decisions with transparency. An interpretable ML model can explain how it makes predictions and which factors affect the model's outcomes. The majority of state-of-the-art interpretable ML methods have been developed in a domain-agnostic way and originate from computer vision, automated reasoning, or even statistics. Many of these methods cannot be directly applied to bioinformatics problems, without prior customization, extension, and domain adoption. In this paper, we discuss the importance of explainability with a focus on bioinformatics. We analyse and comprehensively overview of model-specific and model-agnostic interpretable ML methods and tools. Via several case studies covering bioimaging, cancer genomics, and biomedical text mining, we show how bioinformatics research could benefit from XAI methods and how they could help improve decision fairness.
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Kernel machines have sustained continuous progress in the field of quantum chemistry. In particular, they have proven to be successful in the low-data regime of force field reconstruction. This is because many physical invariances and symmetries can be incorporated into the kernel function to compensate for much larger datasets. So far, the scalability of this approach has however been hindered by its cubical runtime in the number of training points. While it is known, that iterative Krylov subspace solvers can overcome these burdens, they crucially rely on effective preconditioners, which are elusive in practice. Practical preconditioners need to be computationally efficient and numerically robust at the same time. Here, we consider the broad class of Nystr\"om-type methods to construct preconditioners based on successively more sophisticated low-rank approximations of the original kernel matrix, each of which provides a different set of computational trade-offs. All considered methods estimate the relevant subspace spanned by the kernel matrix columns using different strategies to identify a representative set of inducing points. Our comprehensive study covers the full spectrum of approaches, starting from naive random sampling to leverage score estimates and incomplete Cholesky factorizations, up to exact SVD decompositions.
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We present an automatic method for annotating images of indoor scenes with the CAD models of the objects by relying on RGB-D scans. Through a visual evaluation by 3D experts, we show that our method retrieves annotations that are at least as accurate as manual annotations, and can thus be used as ground truth without the burden of manually annotating 3D data. We do this using an analysis-by-synthesis approach, which compares renderings of the CAD models with the captured scene. We introduce a 'cloning procedure' that identifies objects that have the same geometry, to annotate these objects with the same CAD models. This allows us to obtain complete annotations for the ScanNet dataset and the recent ARKitScenes dataset.
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Objective: Imbalances of the electrolyte concentration levels in the body can lead to catastrophic consequences, but accurate and accessible measurements could improve patient outcomes. While blood tests provide accurate measurements, they are invasive and the laboratory analysis can be slow or inaccessible. In contrast, an electrocardiogram (ECG) is a widely adopted tool which is quick and simple to acquire. However, the problem of estimating continuous electrolyte concentrations directly from ECGs is not well-studied. We therefore investigate if regression methods can be used for accurate ECG-based prediction of electrolyte concentrations. Methods: We explore the use of deep neural networks (DNNs) for this task. We analyze the regression performance across four electrolytes, utilizing a novel dataset containing over 290000 ECGs. For improved understanding, we also study the full spectrum from continuous predictions to binary classification of extreme concentration levels. To enhance clinical usefulness, we finally extend to a probabilistic regression approach and evaluate different uncertainty estimates. Results: We find that the performance varies significantly between different electrolytes, which is clinically justified in the interplay of electrolytes and their manifestation in the ECG. We also compare the regression accuracy with that of traditional machine learning models, demonstrating superior performance of DNNs. Conclusion: Discretization can lead to good classification performance, but does not help solve the original problem of predicting continuous concentration levels. While probabilistic regression demonstrates potential practical usefulness, the uncertainty estimates are not particularly well-calibrated. Significance: Our study is a first step towards accurate and reliable ECG-based prediction of electrolyte concentration levels.
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Earthquakes, fire, and floods often cause structural collapses of buildings. The inspection of damaged buildings poses a high risk for emergency forces or is even impossible, though. We present three recent selected missions of the Robotics Task Force of the German Rescue Robotics Center, where both ground and aerial robots were used to explore destroyed buildings. We describe and reflect the missions as well as the lessons learned that have resulted from them. In order to make robots from research laboratories fit for real operations, realistic test environments were set up for outdoor and indoor use and tested in regular exercises by researchers and emergency forces. Based on this experience, the robots and their control software were significantly improved. Furthermore, top teams of researchers and first responders were formed, each with realistic assessments of the operational and practical suitability of robotic systems.
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