GROUND TRUTH SIMULA TION FOR DEEP LEARNING CLASSIFICA TION OF MID-RESOLUTION VENUS IMAGES VIA UNMIXING OF HIGH-RESOLUTION HYPERSPECTRAL FENIX DA T A Ido Faran, Nathan S. Netanyahu Eli (Omid) David Bar-Ilan University Dept. of Computer Science ramat-gan 5290002, Israel Maxim Shoshany, Fadi Kizel Jisung Geba Chang, Ronit Rud Technion Israel Institute of Technology Faculty of Civil and Environmental Engineering Haifa 3200003, Israel ABSTRACT Training a deep neural network for classification constitutes a major problem in remote sensing due to the lack of adequate field data. Acquiring high-resolution ground truth (GT) by human interpretation is both cost-ineffective and inconsistent. We propose, instead, to utilize high-resolution, hyperspectral images for solving this problem, by unmixing these images to obtain reliable GT for training a deep network. Specifically, we simulate GT from high-resolution, hyperspectral FENIX images, and use it for training a convolutional neural network (CNN) for pixel-based classification. We show how the model can be transferred successfully to classify new mid-resolution VENµ S imagery.

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used for intermittent demand forecasting. We then develop a set of models that benefit from recurrent neural networks to parameterize conditional interdemand time and size distributions, building on the latest paradigm in "deep" temporal point processes. We present favorable empirical findings on discrete and continuous time intermittent demand data, validating the practical value of our approach.

Massive electronic health records (EHRs) enable the success of learning accurate patient representations to support various predictive health applications. In contrast, doctor representation was not well studied despite that doctors play pivotal roles in healthcare. How to construct the right doctor representations? How to use doctor representation to solve important health analytic problems? In this work, we study the problem on {\it clinical trial recruitment}, which is about identifying the right doctors to help conduct the trials based on the trial description and patient EHR data of those doctors. We propose doctor2vec which simultaneously learns 1) doctor representations from EHR data and 2) trial representations from the description and categorical information about the trials. In particular, doctor2vec utilizes a dynamic memory network where the doctor's experience with patients are stored in the memory bank and the network will dynamically assign weights based on the trial representation via an attention mechanism. Validated on large real-world trials and EHR data including 2,609 trials, 25K doctors and 430K patients, doctor2vec demonstrated improved performance over the best baseline by up to $8.7\%$ in PR-AUC. We also demonstrated that the doctor2vec embedding can be transferred to benefit data insufficiency settings including trial recruitment in less populated/newly explored country with $13.7\%$ improvement or for rare diseases with $8.1\%$ improvement in PR-AUC.

Learning meaningful graphs from data plays important roles in many data mining and machine learning tasks, such as data representation and analysis, dimension reduction, data clustering, and visualization, etc. In this work, for the first time, we present a highly-scalable spectral approach (GRASPEL) for learning large graphs from data. By limiting the precision matrix to be a graph Laplacian, our approach aims to estimate ultra-sparse (tree-like) weighted undirected graphs and shows a clear connection with the prior graphical Lasso method. By interleaving the latest high-performance nearly-linear time spectral methods for graph sparsification, coarsening and embedding, ultra-sparse yet spectrally-robust graphs can be learned by identifying and including the most spectrally-critical edges into the graph. Compared with prior state-of-the-art graph learning approaches, GRASPEL is more scalable and allows substantially improving computing efficiency and solution quality of a variety of data mining and machine learning applications, such as spectral clustering (SC), and t-Distributed Stochastic Neighbor Embedding (t-SNE). {For example, when comparing with graphs constructed using existing methods, GRASPEL achieved the best spectral clustering efficiency and accuracy.

One promising research direction is to view deep neural networks through the lens of information theory (Tishby and Zaslavsky, 2015). Abstractly, deep connections exist between the information a learning algorithm extracts and its generalization capabilities (Bassily et al., 2017; Banerjee, 2006). Inspired by these general results, recent papers have attempted to measure information-theoretic quantities in ordinary deterministic neural networks (Shwartz-Ziv and Tishby, 2017; Achille and Soatto, 2017; Achille and Soatto, 2019). Both practical and theoretical problems arise in the deterministic case (Amjad and Geiger, 2018; Saxe et al., 2018; Kolchinsky et al., 2018). These difficulties stem from the fact that mutual information (MI) is reparameterization independent (Cover and Thomas, 2012). 1 One workaround is to make a network explicitly stochastic, either in its activations (Alemi et al., 2016) or its weights (Achille and Soatto, 2017).

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations; which memory did what and when. This work has implications for many financial applications including to credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTM and a simple sliding window learner (feed-forward neural net (FFNN)). Secondly, we show that CL based on a sliding window learner (FFNN) is more effective than CL based on a sequential learner (LSTM). Thirdly, we examine how real-world, time-series noise impacts several similarity approaches used in CL memory addressing. We provide these insights using an approach called Continual Learning Augmentation (CLA) tested on a complex real world problem; emerging market equities investment decision making. CLA provides a test-bed as it can be based on different types of time-series learner, allowing testing of LSTM and sliding window (FFNN) learners side by side. CLA is also used to test several distance approaches used in a memory recall-gate: euclidean distance (ED), dynamic time warping (DTW), auto-encoder (AE) and a novel hybrid approach, warp-AE. We find CLA out-performs simple LSTM and FFNN learners and CLA based on a sliding window (CLA-FFNN) out-performs a LSTM (CLA-LSTM) implementation. While for memory-addressing, ED under-performs DTW and AE but warp-AE shows the best overall performance in a real-world financial task.

Echocardiography (echo) is a common means of evaluating cardiac conditions. Due to the label scarcity, semi-supervised paradigms in automated echo analysis are getting traction. One of the most sought-after problems in echo is the segmentation of cardiac structures (e.g. chambers). Accordingly, we propose an echocardiogram generation approach using generative adversarial networks with a conditional patch-based discriminator. In this work, we validate the feasibility of GAN-enhanced echo generation with different conditions (segmentation masks), namely, the left ventricle, ventricular myocardium, and atrium. Results show that the proposed adversarial algorithm can generate high-quality echo frames whose cardiac structures match the given segmentation masks. This method is expected to facilitate the training of other machine learning models in a semi-supervised fashion as suggested in similar researches.

The retail banking services are one of the pillars of the modern economic growth. However, the evolution of the client's habits in modern societies and the recent European regulations promoting more competition mean the retail banks will encounter serious challenges for the next few years, endangering their activities. They now face an impossible compromise: maximizing the satisfaction of their hyper-connected clients while avoiding any risk of default and being regulatory compliant. Therefore, advanced and novel research concepts are a serious game-changer to gain a competitive advantage. In this context, we investigate in this thesis different concepts bridging the gap between persistent homology, neural networks, recommender engines and reinforcement learning with the aim of improving the quality of the retail banking services. Our contribution is threefold. First, we highlight how to overcome insufficient financial data by generating artificial data using generative models and persistent homology. Then, we present how to perform accurate financial recommendations in multi-dimensions. Finally, we underline a reinforcement learning model-free approach to determine the optimal policy of money management based on the aggregated financial transactions of the clients. Our experimental data sets, extracted from well-known institutions where the privacy and the confidentiality of the clients were not put at risk, support our contributions. In this work, we provide the motivations of our retail banking research project, describe the theory employed to improve the financial services quality and evaluate quantitatively and qualitatively our methodologies for each of the proposed research scenarios.

--Schema Matching is a method of finding attributes that are either similar to each other linguistically or represent the same information. In this project, we take a hybrid approach at solving this problem by making use of both the provided data and the schema name to perform one to one schema matching and introduce creation of a global dictionary to achieve one to many schema matching. We experiment with two methods of one to one matching and compare both based on their F-scores, precision and recall. We also compare our method with the ones previously suggested and highlight differences between them. The schema of a database is the skeleton that represents its logical view. In other words, a schema describes the data contained in a database, with the name of each attribute in a relation and its data type contained in the relation's schema. Any time the different tables maintained by a peer management system need to be linked to each other or when one branch of a company is closed down and all its data needs to be redistributed to the database maintained by other branches or when one company takes over another company and all data of the child comapny needs to be integrated with that of the parent company, the need to match schemas of multiple relations with each other arises. Consider the Tables I and II. Here, the ideal schema mappings would be: FName LName Name, Major Maj Stream and Address House No St Name .

Behavior initiation is a form of leadership and is an important aspect of social organization that affects the processes of group formation, dynamics, and decision-making in human societies and other social animal species. In this work, we formalize the "Coordination Initiator Inference Problem" and propose a simple yet powerful framework for extracting periods of coordinated activity and determining individuals who initiated this coordination, based solely on the activity of individuals within a group during those periods. The proposed approach, given arbitrary individual time series, automatically (1) identifies times of coordinated group activity, (2) determines the identities of initiators of those activities, and (3) classifies the likely mechanism by which the group coordination occurred, all of which are novel computational tasks. We demonstrate our framework on both simulated and real-world data: trajectories tracking of animals as well as stock market data. Our method is competitive with existing global leadership inference methods but provides the first approaches for local leadership and coordination mechanism classification. Our results are consistent with ground-truthed biological data and the framework finds many known events in financial data which are not otherwise reflected in the aggregate NASDAQ index. Our method is easily generalizable to any coordinated time-series data from interacting entities.