Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies have been applied successfully to data-rich settings involving mature assets with long histories, deploying them on instruments with limited samples generally produce over-fitted models with degraded performance. In this paper, we introduce Fused Encoder Networks -- a novel and hybrid parameter-sharing transfer ranking model. The model fuses information extracted using an encoder-attention module operated on a source dataset with a similar but separate module focused on a smaller target dataset of interest. This mitigates the issue of models with poor generalisability that are a consequence of training on scarce target data. Additionally, the self-attention mechanism enables interactions among instruments to be accounted for, not just at the loss level during model training, but also at inference time. Focusing on momentum applied to the top ten cryptocurrencies by market capitalisation as a demonstrative use-case, the Fused Encoder Networks outperforms the reference benchmarks on most performance measures, delivering a three-fold boost in the Sharpe ratio over classical momentum as well as an improvement of approximately 50% against the best benchmark model without transaction costs. It continues outperforming baselines even after accounting for the high transaction costs associated with trading cryptocurrencies.

In recent years, there has been a growing interest in the development of language models capable of generating text with controllable attributes. While several approaches have been proposed, many of these methods require condition-specific data or significant computational resources. In this study, we propose a novel method called Gamma Sampling, which enables controllable language generation without the need for any training data and maintains a fast generation speed. Gamma Sampling incorporates attribute-related information into the sampling process, effectively guiding the language model to produce text with desired attributes. Our experimental results demonstrate that Gamma Sampling, when applied to GPT2, outperforms representative baselines in terms of diversity, attribute relevance, and overall quality of the generated samples.

Density Ratio Estimation (DRE) is an important machine learning technique with many downstream applications. We consider the challenge of DRE with missing not at random (MNAR) data. In this setting, we show that using standard DRE methods leads to biased results while our proposal (M-KLIEP), an adaptation of the popular DRE procedure KLIEP, restores consistency. Moreover, we provide finite sample estimation error bounds for M-KLIEP, which demonstrate minimax optimality with respect to both sample size and worst-case missingness. We then adapt an important downstream application of DRE, Neyman-Pearson (NP) classification, to this MNAR setting. Our procedure both controls Type I error and achieves high power, with high probability. Finally, we demonstrate promising empirical performance both synthetic data and real-world data with simulated missingness.

Explainable artificial intelligence is increasingly used in machine learning (ML) based decision-making systems in healthcare. However, little research has compared the utility of different explanation methods in guiding healthcare experts for patient care. Moreover, it is unclear how useful, understandable, actionable and trustworthy these methods are for healthcare experts, as they often require technical ML knowledge. This paper presents an explanation dashboard that predicts the risk of diabetes onset and explains those predictions with data-centric, feature-importance, and example-based explanations. We designed an interactive dashboard to assist healthcare experts, such as nurses and physicians, in monitoring the risk of diabetes onset and recommending measures to minimize risk. We conducted a qualitative study with 11 healthcare experts and a mixed-methods study with 45 healthcare experts and 51 diabetic patients to compare the different explanation methods in our dashboard in terms of understandability, usefulness, actionability, and trust. Results indicate that our participants preferred our representation of data-centric explanations that provide local explanations with a global overview over other methods. Therefore, this paper highlights the importance of visually directive data-centric explanation method for assisting healthcare experts to gain actionable insights from patient health records. Furthermore, we share our design implications for tailoring the visual representation of different explanation methods for healthcare experts.

Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training dataset time series will be discarded, once training is completed. Models can merely rely on lookback window information for inference, which impedes models from analyzing time series from a global perspective. And these windows used by Transformers are quite narrow because they must model each time-step therein. Under this point-wise processing style, broadening windows will rapidly exhaust their model capacity. This, for fine-grained time series, leads to a bottleneck in information input and prediction output, which is mortal to long-term series forecasting. To overcome the barrier, we propose a brand-new methodology to utilize Transformer for time series forecasting. Specifically, we split time series into patches by day and reform point-wise to patch-wise processing, which considerably enhances the information input and output of Transformers. To further help models leverage the whole training set's global information during inference, we distill the information, store it in time representations, and replace series with time representations as the main modeling entities. Our designed time-modeling Transformer -- Dateformer yields state-of-the-art accuracy on 7 real-world datasets with a 33.6\% relative improvement and extends the maximum forecast range to half-year.

Language contact is a pervasive phenomenon reflected in the borrowing of words from donor to recipient languages. Most computational approaches to borrowing detection treat all languages under study as equally important, even though dominant languages have a stronger impact on heritage languages than vice versa. We test new methods for lexical borrowing detection in contact situations where dominant languages play an important role, applying two classical sequence comparison methods and one machine learning method to a sample of seven Latin American languages which have all borrowed extensively from Spanish. All methods perform well, with the supervised machine learning system outperforming the classical systems. A review of detection errors shows that borrowing detection could be substantially improved by taking into account donor words with divergent meanings from recipient words.

In the last two decades, the combination of machine learning and quantum computing has been an ever-growing topic of interest but, to this date, the limitations of quantum computing hardware have somewhat restricted the use of complex multi-qubit operations for machine learning. In this paper, we capitalize on the cyclical nature of quantum state probabilities observed on pulsed qubits to propose a single-qubit feed forward block whose architecture allows for classical parameters to be used in a way similar to classical neural networks. To do this, we modulate the pulses exciting qubits to induce superimposed rotations around the Bloch Sphere. The approach presented here has the advantage of employing a single qubit per block. Thus, it is linear with respect to the number of blocks, not polynomial with respect to the number of neurons as opposed to the majority of methods elsewhere. Further, since it employs classical parameters, a large number of iterations and updates at training can be effected without dwelling on coherence times and the gradients can be reused and stored if necessary. We also show how an analogy can be drawn to neural networks using sine-squared activation functions and illustrate how the feed-forward block presented here may be used and implemented on pulse-enabled quantum computers.

In a partially observable Markov decision process (POMDP), an agent typically uses a representation of the past to approximate the underlying MDP. We propose to utilize a frozen Pretrained Language Transformer (PLT) for history representation and compression to improve sample efficiency. To avoid training of the Transformer, we introduce FrozenHopfield, which automatically associates observations with pretrained token embeddings. To form these associations, a modern Hopfield network stores these token embeddings, which are retrieved by queries that are obtained by a random but fixed projection of observations. Our new method, HELM, enables actor-critic network architectures that contain a pretrained language Transformer for history representation as a memory module. Since a representation of the past need not be learned, HELM is much more sample efficient than competitors. On Minigrid and Procgen environments HELM achieves new state-of-the-art results. Our code is available at https://github.com/ml-jku/helm.

With the advent of new and advanced programming languages, it becomes imperative to migrate legacy software to new programming languages. Unsupervised Machine Learning-based Program Translation could play an essential role in such migration, even without a sufficiently sizeable reliable corpus of parallel source code. However, these translators are far from perfect due to their statistical nature. This work investigates unsupervised program translators and where and why they fail. With in-depth error analysis of such failures, we have identified that the cases where such translators fail follow a few particular patterns. With this insight, we develop a rule-based program mutation engine, which pre-processes the input code if the input follows specific patterns and post-process the output if the output follows certain patterns. We show that our code processing tool, in conjunction with the program translator, can form a hybrid program translator and significantly improve the state-of-the-art. In the future, we envision an end-to-end program translation tool where programming domain knowledge can be embedded into an ML-based translation pipeline using pre- and post-processing steps.

Sparse tensors are rapidly becoming critical components of modern deep learning workloads. However, developing high-performance sparse operators can be difficult and tedious, and existing vendor libraries cannot satisfy the escalating demands from new operators. Sparse tensor compilers simplify the development of operators, but efficient sparse compilation for deep learning remains challenging because a single sparse format cannot maximize hardware efficiency, and single-shot compilers cannot keep up with latest hardware and system advances. In this paper, we observe that the key to addressing both these challenges is to leverage composable formats and composable transformations. We propose SparseTIR, a sparse tensor compilation abstraction that offers composable formats and composable transformations for deep learning workloads. SparseTIR constructs a search space over these composable components for performance tuning. With these improvements, SparseTIR obtains consistent performance speedups vs vendor libraries on GPUs for single operators: 1.20-2.34x for GNN operators, 1.05-2.98x for sparse attention operators, and 0.56-7.45x for sparse convolution operators. SparseTIR also accelerates end-to-end GNNs by 1.08-1.52x for GraphSAGE training, and 4.20-40.18x for RGCN inference.