The volatility of the price movements reflects the ubiquitous In this paper, we take a fully data driven approach and determine uncertainty within financial markets. It is critical the configurations with as few exogenous input as that the level of risk (aka, the degree of variation), indicated possible, or even purely from the historical data. We propose by volatility, is taken into consideration before investment a neural network re-formulation of stochastic volatility decisions are made and portfolio are optimised (Hull by leveraging stochastic models and recurrent neural networks 2006); volatility is substantially a key variable in the pricing (RNNs). In inspired by the work from Chung et al. of derivative securities. Hence, estimating and forecasting (Chung et al. 2015) and Fraccaro et al. (Fraccaro et al. 2016), volatility is of great importance in branches of financial studies, the proposed model is rooted in variational inference and including investment, risk management, security valuation equipped with the latest advances of stochastic neural networks.

In this paper, we consider the challenging problem of riskaware proactive scheduling with the objective of minimizing robust makespan. State-of-the-art approaches based on probabilistic constrained optimization lead to Mixed Integer Linear Programs that must be heuristically approximated. We optimize the robust makespan via a coherent risk measure, Conditional Value-at-Risk (CVaR). Since traditional CVaR optimization approaches assuming linear spaces does not suit our problem, we propose a general branch-and-bound framework for combinatorial CVaR minimization. We then design an approximate complete algorithm, and employ resource reasoning to enable constraint propagation for multiple samples. Empirical results show that our algorithm outperforms state-of-the-art approaches with higher solution quality.

Sensor-based activity recognition aims to predict users' activities from multi-dimensional streams of various sensor readings received from ubiquitous sensors. To use machine learning techniques for sensor-based activity recognition, previous approaches focused on composing a feature vector to represent sensor-reading streams received within a period of various lengths. With the constructed feature vectors, e.g., using predefined orders of moments in statistics, and their corresponding labels of activities, standard classification algorithms can be applied to train a predictive model, which will be used to make predictions online. However, we argue that in this way some important information, e.g., statistical information captured by higher-order moments, may be discarded when constructing features. Therefore, in this paper, we propose a new method, denoted by SMMAR, based on learning from distributions for sensor-based activity recognition. Specifically, we consider sensor readings received within a period as a sample, which can be represented by a feature vector of infinite dimensions in a Reproducing Kernel Hilbert Space (RKHS) using kernel embedding techniques. We then train a classifier in the RKHS. To scale-up the proposed method, we further offer an accelerated version by utilizing an explicit feature map instead of using a kernel function. We conduct experiments on four benchmark datasets to verify the effectiveness and scalability of our proposed method.

Plan recognition is the task of inferring the plan of an agent, based on an incomplete sequence of its observed actions. Previous formulations of plan recognition commit early to discretizations of the environment and the observed agent's actions. This leads to reduced recognition accuracy. To address this, we first provide a formalization of recognition problems which admits continuous environments, as well as discrete domains. We then show that through mirroring---generalizing plan-recognition by planning---we can apply continuous-world motion planners in plan recognition. We provide formal arguments for the usefulness of mirroring, and empirically evaluate mirroring in more than a thousand recognition problems in three continuous domains and six classical planning domains.

Current domain-independent, classical planners require symbolic models of the problem domain and instance as input, resulting in a knowledge acquisition bottleneck. Meanwhile, although deep learning has achieved significant success in many fields, the knowledge is encoded in a subsymbolic representation which is incompatible with symbolic systems such as planners. We propose LatPlan, an unsupervised architecture combining deep learning and classical planning. Given only an unlabeled set of image pairs showing a subset of transitions allowed in the environment (training inputs), and a pair of images representing the initial and the goal states (planning inputs), LatPlan finds a plan to the goal state in a symbolic latent space and returns a visualized plan execution. The contribution of this paper is twofold: (1) State Autoencoder, which finds a propositional state representation of the environment using a Variational Autoencoder. It generates a discrete latent vector from the images, based on which a PDDL model can be constructed and then solved by an off-the-shelf planner. (2) Action Autoencoder / Discriminator, a neural architecture which jointly finds the action symbols and the implicit action models (preconditions/effects), and provides a successor function for the implicit graph search. We evaluate LatPlan using image-based versions of 3 planning domains: 8-puzzle, Towers of Hanoi and LightsOut.

We address the problem of mitigating congestion and preventing hotspots in busy water areas such as Singapore Straits and port waters. Increasing maritime traffic coupled with narrow waterways makes vessel schedule coordination for just-in-time arrival critical for navigational safety. Our contributions are: 1) We formulate the maritime traffic management problem based on the real case study of Singapore waters; 2) We model the problem as a variant of the resource-constrained project scheduling problem (RCPSP), and formulate mixed-integer and constraint programming (MIP/CP) formulations; 3) To improve the scalability, we develop a combinatorial Benders (CB) approach that is significantly more effective than standard MIP and CP formulations. We also develop symmetry breaking constraints and optimality cuts that further enhance the CB approach's effectiveness; 4) We develop a realistic maritime traffic simulator using electronic navigation charts of Singapore Straits. Our scheduling approach on synthetic problems and a real 55-day AIS dataset results in significant reduction of the traffic density while incurring minimal delays.

In this paper, we focus on multiple-choice reading comprehension which aims to answer a question given a passage and multiple candidate options. We present the hierarchical attention flow to adequately leverage candidate options to model the interactions among passages, questions and candidate options. We observe that leveraging candidate options to boost evidence gathering from the passages play a vital role in this task, which is ignored in previous works. In addition, we explicitly model the option correlations with attention mechanism to obtain better option representations, which are further fed into a bilinear layer to obtain the ranking score for each option. On a large-scale multiple-choice reading comprehension dataset (i.e. the RACE dataset), the proposed model outperforms two previous neural network baselines on both RACE-M and RACE-H subsets and yields the state-of-the-art overall results.

There are two major problems in duplicate question identification, namely lexical gap and essential constituents matching. Previous methods either design various similarity features or learn representations via neural networks, which try to solve the lexical gap but neglect the essential constituents matching. In this paper, we focus on the essential constituents matching problem and use FrameNet-style semantic parsing to tackle it. Two approaches are proposed to integrate FrameNet parsing with neural networks. An ensemble approach combines a traditional model with manually designed features and a neural network model. An embedding approach converts frame parses to embeddings, which are combined with word embeddings at the input of neural networks. Experiments on Quora question pairs dataset demonstrate that the ensemble approach is more effective and outperforms all baselines.

Representation learning is a fundamental problem in natural language processing. This paper studies how to learn a structured representation for text classification. Unlike most existing representation models that either use no structure or rely on pre-specified structures, we propose a reinforcement learning (RL) method to learn sentence representation by discovering optimized structures automatically. We demonstrate two attempts to build structured representation: Information Distilled LSTM (ID-LSTM) and Hierarchically Structured LSTM (HS-LSTM). ID-LSTM selects only important, task-relevant words, and HS-LSTM discovers phrase structures in a sentence. Structure discovery in the two representation models is formulated as a sequential decision problem: current decision of structure discovery affects following decisions, which can be addressed by policy gradient RL. Results show that our method can learn task-friendly representations by identifying important words or task-relevant structures without explicit structure annotations, and thus yields competitive performance.

Neural network methods have achieved great success in reviews sentiment classification. Recently, some works achieved improvement by incorporating user and product information to generate a review representation. However, in reviews, we observe that some words or sentences show strong user's preference, and some others tend to indicate product's characteristic. The two kinds of information play different roles in determining the sentiment label of a review. Therefore, it is not reasonable to encode user and product information together into one representation. In this paper, we propose a novel framework to encode user and product information. Firstly, we apply two individual hierarchical neural networks to generate two representations, with user attention or with product attention. Then, we design a combined strategy to make full use of the two representations for training and final prediction. The experimental results show that our model obviously outperforms other state-of-the-art methods on IMDB and Yelp datasets. Through the visualization of attention over words related to user or product, we validate our observation mentioned above.