The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to extracting features that represent general mechanism of financial markets. In this paper, we investigate the importance of extracting such general features in stock market prediction domain and show how it can improve the performance of financial market prediction. We present a framework called U-CNNpred, that uses a CNN-based structure. A base model is trained in a specially designed layer-wise training procedure over a pool of historical data from many financial markets, in order to extract the common patterns from different markets. Our experiments, in which we have used hundreds of stocks in S\&P 500 as well as 14 famous indices around the world, show that this model can outperform baseline algorithms when predicting the directional movement of the markets for which it has been trained for. We also show that the base model can be fine-tuned for predicting new markets and achieve a better performance compared to the state of the art baseline algorithms that focus on constructing market-specific models from scratch.

--V ehicle trajectory prediction is crucial for autonomous driving and advanced driver assistant systems. While existing approaches may sample from a predicted distribution of vehicle trajectories, they lack the ability to explore it - a key ability for evaluating safety from a planning and verification perspective. In this work, we devise a novel approach for generating realistic and diverse vehicle trajectories. We extend the generative adversarial network (GAN) framework with a low-dimensional approximate semantic space, and shape that space to capture semantics such as merging and turning. We sample from this space in a way that mimics the predicted distribution, but allows us to control coverage of semantically distinct outcomes. We validate our approach on a publicly available dataset and show results that achieve state of the art prediction performance, while providing improved coverage of the space of predicted trajectory semantics. V ehicle trajectory prediction is crucial for autonomous driving and advanced driver assistant systems. While existing literature relates to improving the accuracy of prediction [1]-[5], the diversity of the predicted trajectories [6], [7] must be explored.

Convolutional Neural Networks (CNNs) have demonstrated state-of-the-art performance on many visual recognition tasks. However, the combination of convolution and pooling operations only shows invariance to small local location changes in meaningful objects in input. Sometimes, such networks are trained using data augmentation to encode this invariance into the parameters, which restricts the capacity of the model to learn the content of these objects. A more efficient use of the parameter budget is to encode rotation or translation invariance into the model architecture, which relieves the model from the need to learn them. To enable the model to focus on learning the content of objects other than their locations, we propose to conduct patch ranking of the feature maps before feeding them into the next layer. When patch ranking is combined with convolution and pooling operations, we obtain consistent representations despite the location of meaningful objects in input. We show that the patch ranking module improves the performance of the CNN on many benchmark tasks, including MNIST digit recognition, large-scale image recognition, and image retrieval. The code is available at https://github.com//jasonustc/caffe-multigpu/tree/TICNN .

Convolutional neural networks (CNNs) have achieved state-of-the-art results on many visual recognition tasks. However, current CNN models still exhibit a poor ability to be invariant to spatial transformations of images. Intuitively, with sufficient layers and parameters, hierarchical combinations of convolution (matrix multiplication and non-linear activation) and pooling operations should be able to learn a robust mapping from transformed input images to transform-invariant representations. In this paper, we propose randomly transforming (rotation, scale, and translation) feature maps of CNNs during the training stage. This prevents complex dependencies of specific rotation, scale, and translation levels of training images in CNN models. Rather, each convolutional kernel learns to detect a feature that is generally helpful for producing the transform-invariant answer given the combinatorially large variety of transform levels of its input feature maps. In this way, we do not require any extra training supervision or modification to the optimization process and training images. We show that random transformation provides significant improvements of CNNs on many benchmark tasks, including small-scale image recognition, large-scale image recognition, and image retrieval. The code is available at https://github.com/jasonustc/caffe-multigpu/tree/TICNN.

Through training on unlabeled data, anomaly detection has the potential to impact computer-aided diagnosis by outlining suspicious regions. Previous work on deep-learning-based anomaly detection has primarily focused on the reconstruction error. We argue instead, that pixel-wise anomaly ratings derived from a Variational Autoencoder based score approximation yield a theoretically better grounded and more faithful estimate. In our experiments, Variational Autoencoder gradient-based rating outperforms other approaches on unsupervised pixel-wise tumor detection on the BraTS-2017 dataset with a ROC-AUC of 0.94.

Processes are a crucial artefact in organizations, since they coordinate the execution of activities so that products and services are provided. The use of models to analyse the underlying processes is a well-known practice. However, due to the complexity and continuous evolution of their processes, organizations need an effective way of analysing the relation between processes and models. Conformance checking techniques asses the suitability of a process model in representing an underlying process, observed through a collection of real executions. One important metric in conformance checking is to asses the precision of the model with respect to the observed executions, i.e., characterize the ability of the model to produce behavior unrelated to the one observed. In this paper we present the notion of anti-alignment as a concept to help unveiling runs in the model that may deviate significantly from the observed behavior. Using anti-alignments, a new metric for precision is proposed. In contrast to existing metrics, anti-alignment based precision metrics satisfy most of the required axioms highlighted in a recent publication. Moreover, a complexity analysis of the problem of computing anti-alignments is provided, which sheds light into the practicability of using anti-alignment to estimate precision. Experiments are provided that witness the validity of the concepts introduced in this paper.

We develop a normative framework for hierarchical model-based policy optimization based on applying second-order methods in the space of all possible state-action paths. The resulting natural path gradient performs policy updates in a manner which is sensitive to the long-range correlational structure of the induced stationary state-action densities. We demonstrate that the natural path gradient can be computed exactly given an environment dynamics model and depends on expressions akin to higher-order successor representations. In simulation, we show that the priorization of local policy updates in the resulting policy flow indeed reflects the intuitive state-space hierarchy in several toy problems.

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the Markov assumption that governs most single-agent RL methods and is one of the key challenges in multi-agent RL. To tackle this, we propose to train multiple policies for each agent and postpone the selection of the best policy at execution time. Specifically, we model the environment non-stationarity with a finite set of scenarios and train policies fitting each scenario. In addition to multiple policies, each agent also learns a policy predictor to determine which policy is the best with its local information. By doing so, each agent is able to adapt its policy when the environment changes and consequentially the other agents alter their policies during execution. We empirically evaluated our method on a variety of common benchmark problems proposed for multi-agent deep RL in the literature. Our experimental results show that the agents trained by our algorithm have better adaptiveness in changing environments and outperform the state-of-the-art methods in all the tested environments.

Hierarchical Task Network (HTN) planning is showing its power in real-world planning. Although domain experts have partial hierarchical domain knowledge, it is time-consuming to specify all HTN methods, leaving them incomplete. On the other hand, traditional HTN learning approaches focus only on declarative goals, omitting the hierarchical domain knowledge. In this paper, we propose a novel learning framework to refine HTN methods via task insertion with completely preserving the original methods. As it is difficult to identify incomplete methods without designating declarative goals for compound tasks, we introduce the notion of prioritized preference to capture the incompleteness possibility of methods. Specifically, the framework first computes the preferred completion profile w.r .t.the prioritized preference to refine the incomplete methods. Then it finds the minimal set of refined methods via a method substitution operation. Experimental analysis demonstrates that our approach is effective, especially in solving new HTN planning instances.

In this work we explore the use of latent representations obtained from multiple input sensory modalities (such as images or sounds) in allowing an agent to learn and exploit policies over different subsets of input modalities. We propose a three-stage architecture that allows a reinforcement learning agent trained over a given sensory modality, to execute its task on a different sensory modality --for example, learning a visual policy over image inputs, and the n execute such policy when only sound inputs are available. We show that the generalized policies achieve better out-of-the-b ox performance when compared to different baselines. Moreover, we sho w this holds in different OpenAI gym and video game environments, even when using different multimodal generative models and reinforcement learning algorithms.