Victoria
Novel Modelling Strategies for High-frequency Stock Trading Data
Zhang, Xuekui, Huang, Yuying, Xu, Ke, Xing, Li
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.
Comparing Subjective Perceptions of Robot-to-Human Handover Trajectories
Calvert, Alexander, Chan, Wesley, Tran, Tin, Sheikholeslami, Sara, Newbury, Rhys, Cosgun, Akansel, Croft, Elizabeth
Robots must move legibly around people for safety reasons, especially for tasks where physical contact is possible. One such task is handovers, which requires implicit communication on where and when physical contact (object transfer) occurs. In this work, we study whether the trajectory model used by a robot during the reaching phase affects the subjective perceptions of receivers for robot-to-human handovers. We conducted a user study where 32 participants were handed over three objects with four trajectory models: three were versions of a minimum jerk trajectory, and one was an ellipse-fitting-based trajectory. The start position of the handover was fixed for all trajectories, and the end position was allowed to vary randomly around a fixed position by $\pm$3 cm in all axis. The user study found no significant differences among the handover trajectories in survey questions relating to safety, predictability, naturalness, and other subjective metrics. While these results seemingly reject the hypothesis that the trajectory affects human perceptions of a handover, it prompts future research to investigate the effect of other variables, such as robot speed, object transfer position, object orientation at the transfer point, and explicit communication signals such as gaze and speech.
SSM-Net: feature learning for Music Structure Analysis using a Self-Similarity-Matrix based loss
Peeters, Geoffroy, Angulo, Florian
In this paper, we propose a new paradigm to learn audio features for Music Structure Analysis (MSA). We train a deep encoder to learn features such that the Self-Similarity-Matrix (SSM) resulting from those approximates a ground-truth SSM. This is done by minimizing a loss between both SSMs. Since this loss is differentiable w.r.t. its input features we can train the encoder in a straightforward way. We successfully demonstrate the use of this training paradigm using the Area Under the Curve ROC (AUC) on the RWC-Pop dataset.
Explainable AI over the Internet of Things (IoT): Overview, State-of-the-Art and Future Directions
Jagatheesaperumal, Senthil Kumar, Pham, Quoc-Viet, Ruby, Rukhsana, Yang, Zhaohui, Xu, Chunmei, Zhang, Zhaoyang
Explainable Artificial Intelligence (XAI) is transforming the field of Artificial Intelligence (AI) by enhancing the trust of end-users in machines. As the number of connected devices keeps on growing, the Internet of Things (IoT) market needs to be trustworthy for the end-users. However, existing literature still lacks a systematic and comprehensive survey work on the use of XAI for IoT. To bridge this lacking, in this paper, we address the XAI frameworks with a focus on their characteristics and support for IoT. We illustrate the widely-used XAI services for IoT applications, such as security enhancement, Internet of Medical Things (IoMT), Industrial IoT (IIoT), and Internet of City Things (IoCT). We also suggest the implementation choice of XAI models over IoT systems in these applications with appropriate examples and summarize the key inferences for future works. Moreover, we present the cutting-edge development in edge XAI structures and the support of sixth-generation (6G) communication services for IoT applications, along with key inferences. In a nutshell, this paper constitutes the first holistic compilation on the development of XAI-based frameworks tailored for the demands of future IoT use cases.
MAIL: Malware Analysis Intermediate Language
This paper introduces and presents a new language named MAIL (Malware Analysis Intermediate Language). MAIL is basically used for building malware analysis and detection tools. MAIL provides an abstract representation of an assembly program and hence the ability of a tool to automate malware analysis and detection. By translating binaries compiled for different platforms to MAIL, a tool can achieve platform independence. Each MAIL statement is annotated with patterns that can be used by a tool to optimize malware analysis and detection.
Credit-Based Congestion Pricing: Equilibrium Properties and Optimal Scheme Design
Jalota, Devansh, Lazarus, Jessica, Bayen, Alexandre, Pavone, Marco
Credit-based congestion pricing (CBCP) has emerged as a mechanism to alleviate the social inequity concerns of road congestion pricing - a promising strategy for traffic congestion mitigation - by providing low-income users with travel credits to offset some of their toll payments. While CBCP offers immense potential for addressing inequity issues that hamper the practical viability of congestion pricing, the deployment of CBCP in practice is nascent, and the potential efficacy and optimal design of CBCP schemes have yet to be formalized. In this work, we study the design of CBCP schemes to achieve particular societal objectives and investigate their influence on traffic patterns when routing heterogeneous users with different values of time (VoTs) in a multi-lane highway with an express lane. We introduce a new non-atomic congestion game model of a mixed-economy, wherein eligible users receive travel credits while the remaining ineligible users pay out-of-pocket to use the express lane. In this setting, we investigate the effect of CBCP schemes on traffic patterns by characterizing the properties (i.e., existence, comparative statics) of the corresponding Nash equilibria and, in the setting when eligible users have time-invariant VoTs, develop a convex program to compute these equilibria. We further present a bi-level optimization framework to design optimal CBCP schemes to achieve a central planner's societal objectives. Finally, we conduct numerical experiments based on a case study of the San Mateo 101 Express Lanes Project, one of the first North American CBCP pilots. Our results demonstrate the potential of CBCP to enable low-income travelers to avail of the travel time savings provided by congestion pricing on express lanes while having comparatively low impacts on the travel costs of other road users.
Soft-Labeled Contrastive Pre-training for Function-level Code Representation
Li, Xiaonan, Guo, Daya, Gong, Yeyun, Lin, Yun, Shen, Yelong, Qiu, Xipeng, Jiang, Daxin, Chen, Weizhu, Duan, Nan
Code contrastive pre-training has recently achieved significant progress on code-related tasks. In this paper, we present \textbf{SCodeR}, a \textbf{S}oft-labeled contrastive pre-training framework with two positive sample construction methods to learn functional-level \textbf{Code} \textbf{R}epresentation. Considering the relevance between codes in a large-scale code corpus, the soft-labeled contrastive pre-training can obtain fine-grained soft-labels through an iterative adversarial manner and use them to learn better code representation. The positive sample construction is another key for contrastive pre-training. Previous works use transformation-based methods like variable renaming to generate semantically equal positive codes. However, they usually result in the generated code with a highly similar surface form, and thus mislead the model to focus on superficial code structure instead of code semantics. To encourage SCodeR to capture semantic information from the code, we utilize code comments and abstract syntax sub-trees of the code to build positive samples. We conduct experiments on four code-related tasks over seven datasets. Extensive experimental results show that SCodeR achieves new state-of-the-art performance on all of them, which illustrates the effectiveness of the proposed pre-training method.
Model-based Evaluation of Driver Control Workloads in Haptic-based Driver Assistance Systems
Mbanisi, Kenechukwu C., Kimpara, Hideyuki, Li, Zhi, Prokhorov, Danil, Gennert, Michael A.
This study presents a novel approach for modeling and simulating human-vehicle interactions in order to examine the effects of automated driving systems (ADS) on driving performance and driver control workload. Existing driver-ADS interaction studies have relied on simulated or real-world human driver experiments that are limited in providing objective evaluation of the dynamic interactions and control workloads on the driver. Our approach leverages an integrated human model-based active driving system (HuMADS) to simulate the dynamic interaction between the driver model and the haptic-based ADS during a vehicle overtaking task. Two driver arm-steering models were developed for both tense and relaxed human driver conditions and validated against experimental data. We conducted a simulation study to evaluate the effects of three different haptic shared control conditions (based on the presence and type of control conflict) on overtaking task performance and driver workloads. We found that No Conflict shared control scenarios result in improved driving performance and reduced control workloads, while Conflict scenarios result in unsafe maneuvers and increased workloads. These findings, which are consistent with experimental studies, demonstrate the potential for our approach to improving future ADS design for safer driver assistance systems.
AR Point&Click: An Interface for Setting Robot Navigation Goals
Gu, Morris, Croft, Elizabeth, Cosgun, Akansel
This paper considers the problem of designating navigation goal locations for interactive mobile robots. We investigate a point-andclick interface, implemented with an Augmented Reality (AR) headset. The cameras on the AR headset are used to detect natural pointing gestures performed by the user. The selected goal is visualized through the AR headset, allowing the users to adjust the goal location if desired. We conduct a user study in which participants set consecutive navigation goals for the robot using three different interfaces: AR Point&Click, Person Following and Tablet (birdeye map view). Results show that the proposed AR Point&Click interface improved the perceived accuracy, efficiency and reduced mental load compared to the baseline tablet interface, and it performed on-par to the Person Following method. These results show that the AR Point&Click is a feasible interaction model for setting navigation goals.
Unsupervised Space Partitioning for Nearest Neighbor Search
Fahim, Abrar, Ali, Mohammed Eunus, Cheema, Muhammad Aamir
Approximate Nearest Neighbor Search (ANNS) in high dimensional spaces is crucial for many real-life applications (e.g., e-commerce, web, multimedia, etc.) dealing with an abundance of data. This paper proposes an end-to-end learning framework that couples the partitioning (one critical step of ANNS) and learning-to-search steps using a custom loss function. A key advantage of our proposed solution is that it does not require any expensive pre-processing of the dataset, which is one of the critical limitations of the state-of-the-art approach. We achieve the above edge by formulating a multi-objective custom loss function that does not need ground truth labels to quantify the quality of a given data-space partition, making it entirely unsupervised. We also propose an ensembling technique by adding varying input weights to the loss function to train an ensemble of models to enhance the search quality. On several standard benchmarks for ANNS, we show that our method beats the state-of-the-art space partitioning method and the ubiquitous K-means clustering method while using fewer parameters and shorter offline training times. We also show that incorporating our space-partitioning strategy into state-of-the-art ANNS techniques such as ScaNN can improve their performance significantly. Finally, we present our unsupervised partitioning approach as a promising alternative to many widely used clustering methods, such as K-means clustering and DBSCAN.