The application of deep learning algorithms to financial data is difficult due to heavy non-stationarities which can lead to over-fitted models that underperform under regime changes. Using the Numerai tournament data set as a motivating example, we propose a machine learning pipeline for trading market-neutral stock portfolios based on tabular data which is robust under changes in market conditions. We evaluate various machine-learning models, including Gradient Boosting Decision Trees (GBDTs) and Neural Networks with and without simple feature engineering, as the building blocks for the pipeline. We find that GBDT models with dropout display high performance, robustness and generalisability with relatively low complexity and reduced computational cost. We then show that online learning techniques can be used in post-prediction processing to enhance the results. In particular, dynamic feature neutralisation, an efficient procedure that requires no retraining of models and can be applied post-prediction to any machine learning model, improves robustness by reducing drawdown in volatile market conditions. Furthermore, we demonstrate that the creation of model ensembles through dynamic model selection based on recent model performance leads to improved performance over baseline by improving the Sharpe and Calmar ratios. We also evaluate the robustness of our pipeline across different data splits and random seeds with good reproducibility of results.
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自然图像和医学图像之间的根本差异最近有利于对医学图像应用中的Imagenet转移学习使用自我监督学习(SSL)。图像类型之间的差异主要是由于成像方式和医学图像利用了广泛的基于物理的技术,而自然图像仅使用可见光捕获。尽管许多人证明了医学图像上的SSL导致了更好的下游任务绩效,但我们的工作表明可以获得更多的性能。在构建学习问题时,经常不考虑用于获取医学图像的科学原理。因此,我们建议在生成SSL期间合并定量成像原理,以提高图像质量和定量生物学准确性。我们表明,这种培训模式可为有限数据的下游监督培训提供更好的起始状态。我们的模型还生成了验证临床定量分析软件的图像。
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语言模型既展示了定量的改进,又展示了新的定性功能,随着规模的增加。尽管它们具有潜在的变革性影响,但这些新能力的特征却很差。为了为未来的研究提供信息,为破坏性的新模型能力做准备,并改善社会有害的效果,至关重要的是,我们必须了解目前和近乎未来的能力和语言模型的局限性。为了应对这一挑战,我们介绍了超越模仿游戏基准(Big Bench)。 Big Bench目前由204个任务组成,由132家机构的442位作者贡献。任务主题是多样的,从语言学,儿童发展,数学,常识性推理,生物学,物理学,社会偏见,软件开发等等。 Big-Bench专注于被认为超出当前语言模型的功能的任务。我们评估了OpenAI的GPT型号,Google内部密集变压器体系结构和大型基础上的开关稀疏变压器的行为,跨越了数百万到数十亿个参数。此外,一个人类专家评估者团队执行了所有任务,以提供强大的基准。研究结果包括:模型性能和校准都随规模改善,但绝对的术语(以及与评估者的性能相比);在模型类中的性能非常相似,尽管带有稀疏性。逐渐和预测的任务通常涉及大量知识或记忆成分,而在临界规模上表现出“突破性”行为的任务通常涉及多个步骤或组成部分或脆性指标;社交偏见通常会随着含糊不清的环境而随着规模而增加,但这可以通过提示来改善。
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科学主题的分类方案概述了其知识体系。它还可以用于促进访问研究文章和与受试者相关的其他材料。例如,ACM计算分类系统(CCS)用于ACM数字库搜索界面以及索引计算机科学论文。我们观察到,计算语言学(CL)和自然语言处理(NLP),不存在综合分类系统等CCS或数学主题分类(MSC)。我们提出了一个分类方案 - 基于在这一主题的77个大学课程的在线讲座的分析,Cl / NLP的Clicker。目前拟议的分类学包括334个主题,并侧重于CL / NLP的教育方面;它主要是基于,但不是完全,在NLP课程的讲义中。我们讨论这种分类系统如何帮助各种现实世界应用,包括辅导平台,资源检索,资源推荐,先决条件链学习和调查生成。
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Pennylane是用于量子计算机可区分编程的Python 3软件框架。该库为近期量子计算设备提供了统一的体系结构,支持量子和连续变化的范例。 Pennylane的核心特征是能够以与经典技术(例如反向传播)兼容的方式来计算变异量子电路的梯度。因此,Pennylane扩展了在优化和机器学习中常见的自动分化算法,以包括量子和混合计算。插件系统使该框架与任何基于门的量子模拟器或硬件兼容。我们为硬件提供商提供插件,包括Xanadu Cloud,Amazon Braket和IBM Quantum,允许Pennylane优化在公开访问的量子设备上运行。在古典方面,Pennylane与加速的机器学习库(例如Tensorflow,Pytorch,Jax和Autograd)接口。 Pennylane可用于优化变分的量子本素体,量子近似优化,量子机学习模型和许多其他应用。
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View-dependent effects such as reflections pose a substantial challenge for image-based and neural rendering algorithms. Above all, curved reflectors are particularly hard, as they lead to highly non-linear reflection flows as the camera moves. We introduce a new point-based representation to compute Neural Point Catacaustics allowing novel-view synthesis of scenes with curved reflectors, from a set of casually-captured input photos. At the core of our method is a neural warp field that models catacaustic trajectories of reflections, so complex specular effects can be rendered using efficient point splatting in conjunction with a neural renderer. One of our key contributions is the explicit representation of reflections with a reflection point cloud which is displaced by the neural warp field, and a primary point cloud which is optimized to represent the rest of the scene. After a short manual annotation step, our approach allows interactive high-quality renderings of novel views with accurate reflection flow. Additionally, the explicit representation of reflection flow supports several forms of scene manipulation in captured scenes, such as reflection editing, cloning of specular objects, reflection tracking across views, and comfortable stereo viewing. We provide the source code and other supplemental material on https://repo-sam.inria.fr/ fungraph/neural_catacaustics/
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Edge computing is changing the face of many industries and services. Common edge computing models offload computing which is prone to security risks and privacy violation. However, advances in deep learning enabled Internet of Things (IoTs) to take decisions and run cognitive tasks locally. This research introduces a decentralized-control edge model where most computation and decisions are moved to the IoT level. The model aims at decreasing communication to the edge which in return enhances efficiency and decreases latency. The model also avoids data transfer which raises security and privacy risks. To examine the model, we developed SAFEMYRIDES, a scene-aware ridesharing monitoring system where smart phones are detecting violations at the runtime. Current real-time monitoring systems are costly and require continuous network connectivity. The system uses optimized deep learning that run locally on IoTs to detect violations in ridesharing and record violation incidences. The system would enhance safety and security in ridesharing without violating privacy.
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Cognitive Computing (COC) aims to build highly cognitive machines with low computational resources that respond in real-time. However, scholarly literature shows varying research areas and various interpretations of COC. This calls for a cohesive architecture that delineates the nature of COC. We argue that if Herbert Simon considered the design science is the science of artificial, cognitive systems are the products of cognitive science or 'the newest science of the artificial'. Therefore, building a conceptual basis for COC is an essential step into prospective cognitive computing-based systems. This paper proposes an architecture of COC through analyzing the literature on COC using a myriad of statistical analysis methods. Then, we compare the statistical analysis results with previous qualitative analysis results to confirm our findings. The study also comprehensively surveys the recent research on COC to identify the state of the art and connect the advances in varied research disciplines in COC. The study found that there are three underlaying computing paradigms, Von-Neuman, Neuromorphic Engineering and Quantum Computing, that comprehensively complement the structure of cognitive computation. The research discuss possible applications and open research directions under the COC umbrella.
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Reading comprehension of legal text can be a particularly challenging task due to the length and complexity of legal clauses and a shortage of expert-annotated datasets. To address this challenge, we introduce the Merger Agreement Understanding Dataset (MAUD), an expert-annotated reading comprehension dataset based on the American Bar Association's 2021 Public Target Deal Points Study, with over 39,000 examples and over 47,000 total annotations. Our fine-tuned Transformer baselines show promising results, with models performing well above random on most questions. However, on a large subset of questions, there is still room for significant improvement. As the only expert-annotated merger agreement dataset, MAUD is valuable as a benchmark for both the legal profession and the NLP community.
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In this work, we address the problem of unsupervised moving object segmentation (MOS) in 4D LiDAR data recorded from a stationary sensor, where no ground truth annotations are involved. Deep learning-based state-of-the-art methods for LiDAR MOS strongly depend on annotated ground truth data, which is expensive to obtain and scarce in existence. To close this gap in the stationary setting, we propose a novel 4D LiDAR representation based on multivariate time series that relaxes the problem of unsupervised MOS to a time series clustering problem. More specifically, we propose modeling the change in occupancy of a voxel by a multivariate occupancy time series (MOTS), which captures spatio-temporal occupancy changes on the voxel level and its surrounding neighborhood. To perform unsupervised MOS, we train a neural network in a self-supervised manner to encode MOTS into voxel-level feature representations, which can be partitioned by a clustering algorithm into moving or stationary. Experiments on stationary scenes from the Raw KITTI dataset show that our fully unsupervised approach achieves performance that is comparable to that of supervised state-of-the-art approaches.
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