Extreme multi-label classification (XMC) is the problem of finding the relevant labels for an input from a very large universe of possible labels. XMC has wide applications in machine learning including product categorization [AGPV13, YJKD14], webpage annotation [PKB 15] and hash-tag suggestion [DWP 15], where both the sample size and the label size are extremely large. Recently, many XMC methods have been proposed with new benchmark results on standard datasets [PKG 18, GMW 19, JBCV19]. XMC problem, as well as many other modern machine learning problems, often require a large amount of data. As the size of the data grows, the annotation of the data becomes less accurate, and large-scale data annotation with high quality becomes growingly expensive. As a result, modern machine learning applications need to deal with certain types of weak supervision, including partial but noisy labeling and active labeling.

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic mixture models into deep recurrent neural networks. The resulting deep mixture models simultaneously address several practical challenges important in the development of automated high-frequency trading strategies that were previously neglected in the literature: 1) probabilistic forecasting of the price movements; 2) single objective prediction of both the direction and size of the price movements. We train our models on high-frequency Bitcoin market data and evaluate them against benchmark models obtained from the literature. We show that our model outperforms the benchmark models in both a metric-based test and in a simulated trading scenario

Active learning (AL) selects the most beneficial unlabeled samples to label, and hence a better machine learning model can be trained from the same number of labeled samples. Most existing active learning for regression (ALR) approaches are supervised, which means the sampling process must use some label information, or an existing regression model. This paper considers completely unsupervised ALR, i.e., how to select the samples to label without knowing any true label information. We propose a novel unsupervised ALR approach, iterative representativeness-diversity maximization (iRDM), to optimally balance the representativeness and the diversity of the selected samples. Experiments on 12 datasets from various domains demonstrated its effectiveness. Our iRDM can be applied to both linear regression and kernel regression, and it even significantly outperforms supervised ALR when the number of labeled samples is small.

In this work, we perform a wide variety of experiments with different Deep Learning architectures in small data conditions. We show that model complexity is a critical factor when only a few samples per class are available. Differently from the literature, we improve the state of the art using low complexity models. We show that standard convolutional neural networks with relatively few parameters are effective in this scenario. In many of our experiments, low complexity models outperform state-of-the-art architectures. Moreover, we propose a novel network that uses an unsupervised loss to regularize its training. Such architecture either improves the results either performs comparably well to low capacity networks. Surprisingly, experiments show that the dynamic data augmentation pipeline is not beneficial in this particular domain. Statically augmenting the dataset might be a promising research direction while dropout maintains its role as a good regularizer.

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most challenging and exciting problems for quantitative finance and practitioners alike. The massive increase in data generated and captured in recent years presents an opportunity to leverage Machine Learning algorithms. This study directly compares and contrasts state-of-the-art implementations of modern Machine Learning algorithms on high performance computing (HPC) infrastructures versus the traditional and highly popular Capital Asset Pricing Model (CAPM) on U.S equities data. The implemented Machine Learning models - trained on time series data for an entire stock universe (in addition to exogenous macroeconomic variables) significantly outperform the CAPM on out-of-sample (OOS) test data.

Generative Adversarial Networks (GANs) are an emerging form of indirect encoding. The GAN is trained to induce a latent space on training data, and a real-valued evolutionary algorithm can search that latent space. Such Latent Variable Evolution (LVE) has recently been applied to game levels. However, it is hard for objective scores to capture level features that are appealing to players. Therefore, this paper introduces a tool for interactive LVE of tile-based levels for games. The tool also allows for direct exploration of the latent dimensions, and allows users to play discovered levels. The tool works for a variety of GAN models trained for both Super Mario Bros. and The Legend of Zelda, and is easily generalizable to other games. A user study shows that both the evolution and latent space exploration features are appreciated, with a slight preference for direct exploration, but combining these features allows users to discover even better levels. User feedback also indicates how this system could eventually grow into a commercial design tool, with the addition of a few enhancements.

The paper presents a framework to reconstruct explanations for multiple choices science questions through explanation-centred corpora. Building upon the notion of unification in science, the framework ranks explanatory facts with respect to question and candidate answer by leveraging a combination of two different scores: (a) A Relevance Score (RS) that represents the extent to which a given fact is specific to the question; (b) A Unification Score (US) that takes into account the explanatory power of a fact, determined according to its frequency in explanations for similar questions. An extensive evaluation of the framework is performed on the Worldtree corpus, adopting IR weighting schemes for its implementation. The following findings are presented: (1) The proposed approach achieves competitive results when compared to state-of-the-art Transformers, yet possessing the property of being scalable to large explanatory knowledge bases; (2) The combined model significantly outperforms IR baselines ( 7.8/8.4 MAP), confirming the complementary aspects of relevance and unification score; (3) The constructed explanations can support downstream models for answer prediction, improving the accuracy of BERT for multiple choices QA on both ARC easy ( 6.92%) and challenge ( 15.69%) questions.

Artificial Intelligence (AI) has achieved great success in many domains, and game AI is widely regarded as its beachhead since the dawn of AI. In recent years, studies on game AI have gradually evolved from relatively simple environments (e.g., perfect-information games such as Go, chess, shogi or two-player imperfect-information games such as heads-up Texas hold'em) to more complex ones (e.g., multi-player imperfect-information games such as multi-player Texas hold'em and StartCraft II). Mahjong is a popular multi-player imperfect-information game worldwide but very challenging for AI research due to its complex playing/scoring rules and rich hidden information. We design an AI for Mahjong, named Suphx, based on deep reinforcement learning with some newly introduced techniques including global reward prediction, oracle guiding, and run-time policy adaptation. Suphx has demonstrated stronger performance than most top human players in terms of stable rank and is rated above 99.99% of all the officially ranked human players in the Tenhou platform. This is the first time that a computer program outperforms most top human players in Mahjong.

In this paper, we introduce a novel interpreting framework that learns an interpretable model based on an ontology-based sampling technique to explain agnostic prediction models. Different from existing approaches, our algorithm considers contextual correlation among words, described in domain knowledge ontologies, to generate semantic explanations. To narrow down the search space for explanations, which is a major problem of long and complicated text data, we design a learnable anchor algorithm, to better extract explanations locally. A set of regulations is further introduced, regarding combining learned interpretable representations with anchors to generate comprehensible semantic explanations. An extensive experiment conducted on two real-world datasets shows that our approach generates more precise and insightful explanations compared with baseline approaches.

Maximizing utility with a budget constraint is the primary goal for advertisers in real-time bidding (RTB) systems. The policy maximizing the utility is referred to as the optimal bidding strategy. Earlier works on optimal bidding strategy apply model-based batch reinforcement learning methods which can not generalize to unknown budget and time constraint. Further, the advertiser observes a censored market price which makes direct evaluation infeasible on batch test datasets. Previous works ignore the losing auctions to alleviate the difficulty with censored states; thus significantly modifying the test distribution. We address the challenge of lacking a clear evaluation procedure as well as the error propagated through batch reinforcement learning methods in RTB systems. We exploit two conditional independence structures in the sequential bidding process that allow us to propose a novel practical framework using the maximum entropy principle to imitate the behavior of the true distribution observed in real-time traffic. Moreover, the framework allows us to train a model that can generalize to the unseen budget conditions than limit only to those observed in history. We compare our methods on two real-world RTB datasets with several baselines and demonstrate significantly improved performance under various budget settings.