深度学习模型已在解决财务时间序列分析问题,推翻常规机器学习和统计方法方面已成为主导。大多数情况下,由于市场条件固有的差异,经过培训的一个市场或安全性的模型不能直接应用于另一个市场或安全性。此外,随着市场随着时间的推移的发展,有必要在提供新数据时更新现有模型或培训新模型。这种情况是大多数财务预测应用程序固有的,自然会提出以下研究问题:如何有效地将预训练的模型适应新的数据集,同时保留旧数据的性能,尤其是当旧数据无法访问时?在本文中,我们提出了一种方法,可以有效保留在一组证券上预先培训的神经网络中可用的知识,并将其调整以实现新的证券。在我们的方法中,通过保持现有连接的固定来维护预先训练的神经网络中编码的先验知识,并且通过一组增强连接对新证券进行调整,并使用新数据对新证券进行了调整。辅助连接被限制为低级。这不仅使我们能够快速针对新任务进行优化,而且还可以降低部署阶段的存储和运行时间复杂性。我们的方法的效率在使用大规模限制订单数据集的股票中价运动预测问题中得到了经验验证。实验结果表明,我们的方法增强了预测性能,并减少了网络参数的总数。
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在实践中,非常苛刻,有时无法收集足够大的标记数据数据集以成功培训机器学习模型,并且对此问题的一个可能解决方案是转移学习。本研究旨在评估如何可转让的时间序列数据和哪些条件下的不同域之间的特征。在训练期间,在模型的预测性能和收敛速度方面观察到转移学习的影响。在我们的实验中,我们使用1,500和9,000个数据实例的减少数据集来模仿现实世界的条件。使用相同的缩小数据集,我们培训了两组机器学习模型:那些随着转移学习的培训和从头开始培训的机器学习模型。使用四台机器学习模型进行实验。在相同的应用领域(地震学)以及相互不同的应用领域(地震,语音,医学,金融)之间进行知识转移。我们在训练期间遵守模型的预测性能和收敛速度。为了确认所获得的结果的有效性,我们重复了实验七次并应用了统计测试以确认结果的重要性。我们研究的一般性结论是转移学习可能会增加或不会对模型的预测性能或其收敛速度产生负面影响。在更多细节中分析收集的数据,以确定哪些源域和目标域兼容以用于传输知识。我们还分析了目标数据集大小的效果和模型的选择及其超参数对转移学习的影响。
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Previous attempts to predict stock price from limit order book (LOB) data are mostly based on deep convolutional neural networks. Although convolutions offer efficiency by restricting their operations to local interactions, it is at the cost of potentially missing out on the detection of long-range dependencies. Recent studies address this problem by employing additional recurrent or attention layers that increase computational complexity. In this work, we propose Axial-LOB, a novel fully-attentional deep learning architecture for predicting price movements of stocks from LOB data. By utilizing gated position-sensitive axial attention layers our architecture is able to construct feature maps that incorporate global interactions, while significantly reducing the size of the parameter space. Unlike previous works, Axial-LOB does not rely on hand-crafted convolutional kernels and hence has stable performance under input permutations and the capacity to incorporate additional LOB features. The effectiveness of Axial-LOB is demonstrated on a large benchmark dataset, containing time series representations of millions of high-frequency trading events, where our model establishes a new state of the art, achieving an excellent directional classification performance at all tested prediction horizons.
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Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-ofthe-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.
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近年来,随着传感器和智能设备的广泛传播,物联网(IoT)系统的数据生成速度已大大增加。在物联网系统中,必须经常处理,转换和分析大量数据,以实现各种物联网服务和功能。机器学习(ML)方法已显示出其物联网数据分析的能力。但是,将ML模型应用于物联网数据分析任务仍然面临许多困难和挑战,特别是有效的模型选择,设计/调整和更新,这给经验丰富的数据科学家带来了巨大的需求。此外,物联网数据的动态性质可能引入概念漂移问题,从而导致模型性能降解。为了减少人类的努力,自动化机器学习(AUTOML)已成为一个流行的领域,旨在自动选择,构建,调整和更新机器学习模型,以在指定任务上实现最佳性能。在本文中,我们对Automl区域中模型选择,调整和更新过程中的现有方法进行了审查,以识别和总结将ML算法应用于IoT数据分析的每个步骤的最佳解决方案。为了证明我们的发现并帮助工业用户和研究人员更好地实施汽车方法,在这项工作中提出了将汽车应用于IoT异常检测问题的案例研究。最后,我们讨论并分类了该领域的挑战和研究方向。
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The stock market prediction has been a traditional yet complex problem researched within diverse research areas and application domains due to its non-linear, highly volatile and complex nature. Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. Deep learning has dominated many domains, gained much success and popularity in recent years in stock market prediction. This motivates us to provide a structured and comprehensive overview of the research on stock market prediction focusing on deep learning techniques. We present four elaborated subtasks of stock market prediction and propose a novel taxonomy to summarize the state-of-the-art models based on deep neural networks from 2011 to 2022. In addition, we also provide detailed statistics on the datasets and evaluation metrics commonly used in the stock market. Finally, we highlight some open issues and point out several future directions by sharing some new perspectives on stock market prediction.
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Deep domain adaptation has emerged as a new learning technique to address the lack of massive amounts of labeled data. Compared to conventional methods, which learn shared feature subspaces or reuse important source instances with shallow representations, deep domain adaptation methods leverage deep networks to learn more transferable representations by embedding domain adaptation in the pipeline of deep learning. There have been comprehensive surveys for shallow domain adaptation, but few timely reviews the emerging deep learning based methods. In this paper, we provide a comprehensive survey of deep domain adaptation methods for computer vision applications with four major contributions. First, we present a taxonomy of different deep domain adaptation scenarios according to the properties of data that define how two domains are diverged. Second, we summarize deep domain adaptation approaches into several categories based on training loss, and analyze and compare briefly the state-of-the-art methods under these categories. Third, we overview the computer vision applications that go beyond image classification, such as face recognition, semantic segmentation and object detection. Fourth, some potential deficiencies of current methods and several future directions are highlighted.
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Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to mid-price stock predictions. Processing raw data as inputs for prediction models (e.g., data thinning and feature engineering) can primarily affect the performance of the prediction methods. However, researchers rarely discuss this topic. This motivated us to propose three novel modelling strategies for processing raw data. We illustrate how our novel modelling strategies improve forecasting performance by analyzing high-frequency data of the Dow Jones 30 component stocks. In these experiments, our strategies often lead to statistically significant improvement in predictions. The three strategies improve the F1 scores of the SVM models by 0.056, 0.087, and 0.016, respectively.
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Continual Learning (CL) is a field dedicated to devise algorithms able to achieve lifelong learning. Overcoming the knowledge disruption of previously acquired concepts, a drawback affecting deep learning models and that goes by the name of catastrophic forgetting, is a hard challenge. Currently, deep learning methods can attain impressive results when the data modeled does not undergo a considerable distributional shift in subsequent learning sessions, but whenever we expose such systems to this incremental setting, performance drop very quickly. Overcoming this limitation is fundamental as it would allow us to build truly intelligent systems showing stability and plasticity. Secondly, it would allow us to overcome the onerous limitation of retraining these architectures from scratch with the new updated data. In this thesis, we tackle the problem from multiple directions. In a first study, we show that in rehearsal-based techniques (systems that use memory buffer), the quantity of data stored in the rehearsal buffer is a more important factor over the quality of the data. Secondly, we propose one of the early works of incremental learning on ViTs architectures, comparing functional, weight and attention regularization approaches and propose effective novel a novel asymmetric loss. At the end we conclude with a study on pretraining and how it affects the performance in Continual Learning, raising some questions about the effective progression of the field. We then conclude with some future directions and closing remarks.
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在多标签学习中,单个数据点与多个目标标签相关联的多任务学习的特定情况,在文献中广泛假定,为了获得最佳准确性,应明确建模标签之间的依赖性。这个前提导致提供的方法的扩散,以学习和预测标签,例如,一个标签的预测会影响对其他标签的预测。即使现在人们承认,在许多情况下,最佳性能并不需要一种依赖模型,但此类模型在某些情况下继续超越独立模型,这暗示了其对其性能的替代解释以外的标签依赖性,而文献仅是文献才是最近开始解开。利用并扩展了最近的发现,我们将多标签学习的原始前提转移到其头上,并在任务标签之间没有任何可衡量的依赖性的情况下特别处理联合模型的问题;例如,当任务标签来自单独的问题域时。我们将洞察力从这项研究转移到建立转移学习方法,该方法挑战了长期以来的假设,即任务的可转移性来自源和目标域或模型之间相似性的测量。这使我们能够设计和测试一种传输学习方法,该方法是模型驱动的,而不是纯粹的数据驱动,并且它是黑匣子和模型不合时式(可以考虑任何基本模型类)。我们表明,从本质上讲,我们可以根据源模型容量创建任务依赖性。我们获得的结果具有重要的含义,并在多标签和转移学习领域为将来的工作提供了明确的方向。
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Wearable sensor-based human activity recognition (HAR) has emerged as a principal research area and is utilized in a variety of applications. Recently, deep learning-based methods have achieved significant improvement in the HAR field with the development of human-computer interaction applications. However, they are limited to operating in a local neighborhood in the process of a standard convolution neural network, and correlations between different sensors on body positions are ignored. In addition, they still face significant challenging problems with performance degradation due to large gaps in the distribution of training and test data, and behavioral differences between subjects. In this work, we propose a novel Transformer-based Adversarial learning framework for human activity recognition using wearable sensors via Self-KnowledgE Distillation (TASKED), that accounts for individual sensor orientations and spatial and temporal features. The proposed method is capable of learning cross-domain embedding feature representations from multiple subjects datasets using adversarial learning and the maximum mean discrepancy (MMD) regularization to align the data distribution over multiple domains. In the proposed method, we adopt the teacher-free self-knowledge distillation to improve the stability of the training procedure and the performance of human activity recognition. Experimental results show that TASKED not only outperforms state-of-the-art methods on the four real-world public HAR datasets (alone or combined) but also improves the subject generalization effectively.
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在本文中,我们提出了时间序列分类方法的创新转移学习。我们没有使用UCR存档中的现有数据集作为源数据集,而是生成了15,000,000个合成单变量时间序列数据集,该数据集是使用我们唯一的合成时间序列生成器算法创建的,该数据可以生成具有不同模式和角度和角度和不同序列长度的数据。此外,我们没有像以前的研究一样使用UCR存档提供的分类任务作为源任务,而是使用自己的55个回归任务作为源任务,这比从UCR存档中选择分类任务更好
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海洋生态系统及其鱼类栖息地越来越重要,因为它们在提供有价值的食物来源和保护效果方面的重要作用。由于它们的偏僻且难以接近自然,因此通常使用水下摄像头对海洋环境和鱼类栖息地进行监测。这些相机产生了大量数字数据,这些数据无法通过当前的手动处理方法有效地分析,这些方法涉及人类观察者。 DL是一种尖端的AI技术,在分析视觉数据时表现出了前所未有的性能。尽管它应用于无数领域,但仍在探索其在水下鱼类栖息地监测中的使用。在本文中,我们提供了一个涵盖DL的关键概念的教程,该教程可帮助读者了解对DL的工作原理的高级理解。该教程还解释了一个逐步的程序,讲述了如何为诸如水下鱼类监测等挑战性应用开发DL算法。此外,我们还提供了针对鱼类栖息地监测的关键深度学习技术的全面调查,包括分类,计数,定位和细分。此外,我们对水下鱼类数据集进行了公开调查,并比较水下鱼类监测域中的各种DL技术。我们还讨论了鱼类栖息地加工深度学习的新兴领域的一些挑战和机遇。本文是为了作为希望掌握对DL的高级了解,通过遵循我们的分步教程而为其应用开发的海洋科学家的教程,并了解如何发展其研究,以促进他们的研究。努力。同时,它适用于希望调查基于DL的最先进方法的计算机科学家,以进行鱼类栖息地监测。
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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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仇恨言论的大规模传播,针对特定群体的仇恨内容,是一个批评社会重要性的问题。仇恨语音检测的自动化方法通常采用最先进的深度学习(DL)的文本分类器 - 非常大的预训练的神经语言模型超过1亿个参数,将这些模型适应仇恨语音检测的任务相关标记的数据集。不幸的是,只有许多标记的数据集有限的尺寸可用于此目的。我们为推进这种事态的高潜力进行了几项贡献。我们呈现HyperNetworks用于仇恨语音检测,这是一种特殊的DL网络,其权重由小型辅助网络调节。这些架构在字符级运行,而不是字级,并且与流行的DL分类器相比,几个较小的顺序大小。我们进一步表明,在命名为IT数据增强的过程中使用大量自动生成的示例的培训讨厌检测分类器通常是有益的,但这种做法尤其提高了所提出的HyperNetworks的性能。事实上,我们实现了比艺术最新的语言模型相当或更好的性能,这些模型是使用这种方法的预先训练的和数量级,与使用五个公共仇恨语音数据集进行评估。
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There is a growing interest in learning data representations that work well for many different types of problems and data. In this paper, we look in particular at the task of learning a single visual representation that can be successfully utilized in the analysis of very different types of images, from dog breeds to stop signs and digits. Inspired by recent work on learning networks that predict the parameters of another, we develop a tunable deep network architecture that, by means of adapter residual modules, can be steered on the fly to diverse visual domains. Our method achieves a high degree of parameter sharing while maintaining or even improving the accuracy of domain-specific representations. We also introduce the Visual Decathlon Challenge, a benchmark that evaluates the ability of representations to capture simultaneously ten very different visual domains and measures their ability to perform well uniformly.
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良好的研究努力致力于利用股票预测中的深度神经网络。虽然远程依赖性和混沌属性仍然是在预测未来价格趋势之前降低最先进的深度学习模型的表现。在这项研究中,我们提出了一个新的框架来解决这两个问题。具体地,在将时间序列转换为复杂网络方面,我们将市场价格系列转换为图形。然后,从映射的图表中提取参考时间点和节点权重之间的关联的结构信息以解决关于远程依赖性和混沌属性的问题。我们采取图形嵌入式以表示时间点之间的关联作为预测模型输入。节点重量被用作先验知识,以增强时间关注的学习。我们拟议的框架的有效性通过现实世界股票数据验证,我们的方法在几个最先进的基准中获得了最佳性能。此外,在进行的交易模拟中,我们的框架进一步获得了最高的累积利润。我们的结果补充了复杂网络方法在金融领域的现有应用,并为金融市场中决策支持的投资应用提供了富有识别的影响。
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Image classification with small datasets has been an active research area in the recent past. However, as research in this scope is still in its infancy, two key ingredients are missing for ensuring reliable and truthful progress: a systematic and extensive overview of the state of the art, and a common benchmark to allow for objective comparisons between published methods. This article addresses both issues. First, we systematically organize and connect past studies to consolidate a community that is currently fragmented and scattered. Second, we propose a common benchmark that allows for an objective comparison of approaches. It consists of five datasets spanning various domains (e.g., natural images, medical imagery, satellite data) and data types (RGB, grayscale, multispectral). We use this benchmark to re-evaluate the standard cross-entropy baseline and ten existing methods published between 2017 and 2021 at renowned venues. Surprisingly, we find that thorough hyper-parameter tuning on held-out validation data results in a highly competitive baseline and highlights a stunted growth of performance over the years. Indeed, only a single specialized method dating back to 2019 clearly wins our benchmark and outperforms the baseline classifier.
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The International Workshop on Reading Music Systems (WoRMS) is a workshop that tries to connect researchers who develop systems for reading music, such as in the field of Optical Music Recognition, with other researchers and practitioners that could benefit from such systems, like librarians or musicologists. The relevant topics of interest for the workshop include, but are not limited to: Music reading systems; Optical music recognition; Datasets and performance evaluation; Image processing on music scores; Writer identification; Authoring, editing, storing and presentation systems for music scores; Multi-modal systems; Novel input-methods for music to produce written music; Web-based Music Information Retrieval services; Applications and projects; Use-cases related to written music. These are the proceedings of the 3rd International Workshop on Reading Music Systems, held in Alicante on the 23rd of July 2021.
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转移学习已通过深度审慎的语言模型广泛用于自然语言处理,例如来自变形金刚和通用句子编码器的双向编码器表示。尽管取得了巨大的成功,但语言模型应用于小型数据集时会过多地适合,并且很容易忘记与分类器进行微调时。为了解决这个忘记将深入的语言模型从一个域转移到另一个领域的问题,现有的努力探索了微调方法,以减少忘记。我们建议DeepeMotex是一种有效的顺序转移学习方法,以检测文本中的情绪。为了避免忘记问题,通过从Twitter收集的大量情绪标记的数据来仪器进行微调步骤。我们使用策划的Twitter数据集和基准数据集进行了一项实验研究。 DeepeMotex模型在测试数据集上实现多级情绪分类的精度超过91%。我们评估了微调DeepeMotex模型在分类Emoint和刺激基准数据集中的情绪时的性能。这些模型在基准数据集中的73%的实例中正确分类了情绪。所提出的DeepeMotex-Bert模型优于BI-LSTM在基准数据集上的BI-LSTM增长23%。我们还研究了微调数据集的大小对模型准确性的影响。我们的评估结果表明,通过大量情绪标记的数据进行微调提高了最终目标任务模型的鲁棒性和有效性。
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