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Stock Market Forecasting Based on Text Mining Technology: A Support Vector Machine Method
News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online financial news, to predict Chinese stock tendency and stock prices based on support vector machine (SVM). Firstly, we collect 2,302,692 news items, which date from 1/1/2008 to 1/1/2015. Secondly, based on this dataset, a specific domain stop-word dictionary and a precise sentiment dictionary are formed. Thirdly, we propose a forecasting model using SVM. On the algorithm of SVM implementation, we also propose two-parameter optimization algorithms to search for the best initial parameter setting. The result shows that parameter G has the main effect, while parameter C's effect is not obvious. Furthermore, support vector regression (SVR) models for different Chinese stocks are similar whereas in support vector classification (SVC) models best parameters are quite differential. Series of contrast experiments show that: a) News has significant influence on stock market; b) Expansion input vector for additional situations when that day has no news data is better than normal input in SVR, yet is worse in SVC; c) SVR shows a fantastic degree of fitting in predicting stock fluctuation while such result has some time lag; d) News effect time lag for stock market is less than two days; e) In SVC, historic stock data has a most efficient time lag which is about 10 days, whereas in SVR this effect is not obvious. Besides, based on the special structure of the input vector, we also design a method to calculate the financial source impact factor. Result suggests that the news quality and audience number both have a significant effect on the source impact factor. Besides, for Chinese investors, traditional media has more influence than digital media.
MRCNet: Crowd Counting and Density Map Estimation in Aerial and Ground Imagery
Bahmanyar, Reza, Vig, Elenora, Reinartz, Peter
In spite of the many advantages of aerial imagery for crowd monitoring and management at mass events, datasets of aerial images of crowds are still lacking in the field. As a remedy, in this work we introduce a novel crowd dataset, the DLR Aerial Crowd Dataset (DLR-ACD), which is composed of 33 large aerial images acquired from 16 flight campaigns over mass events with 226,291 persons annotated. To the best of our knowledge, DLR-ACD is the first aerial crowd dataset and will be released publicly. To tackle the problem of accurate crowd counting and density map estimation in aerial images of crowds, this work also proposes a new encoder-decoder convolutional neural network, the so-called Multi-Resolution Crowd Network MRCNet. The encoder is based on the VGG-16 network and the decoder is composed of a set of bilinear upsampling and convolutional layers. Using two losses, one at an earlier level and another at the last level of the decoder, MRCNet estimates crowd counts and high-resolution crowd density maps as two different but interrelated tasks. In addition, MRCNet utilizes contextual and detailed local information by combining high- and low-level features through a number of lateral connections inspired by the Feature Pyramid Network (FPN) technique. We evaluated MRCNet on the proposed DLR-ACD dataset as well as on the ShanghaiTech dataset, a CCTV-based crowd counting benchmark. The results demonstrate that MRCNet outperforms the state-of-the-art crowd counting methods in estimating the crowd counts and density maps for both aerial and CCTV-based images.
Impact of Low-bitwidth Quantization on the Adversarial Robustness for Embedded Neural Networks
Bernhard, Rémi, Moellic, Pierre-Alain, Dutertre, Jean-Max
As the will to deploy neural networks models on embedded systems grows, and considering the related memory footprint and energy consumption issues, finding lighter solutions to store neural networks such as weight quantization and more efficient inference methods become major research topics. Parallel to that, adversarial machine learning has risen recently with an impressive and significant attention, unveiling some critical flaws of machine learning models, especially neural networks. In particular, perturbed inputs called adversarial examples have been shown to fool a model into making incorrect predictions. In this article, we investigate the adversarial robustness of quantized neural networks under different threat models for a classical supervised image classification task. We show that quantization does not offer any robust protection, results in severe form of gradient masking and advance some hypotheses to explain it. However, we experimentally observe poor transferability capacities which we explain by quantization value shift phenomenon and gradient misalignment and explore how these results can be exploited with an ensemble-based defense.
Maximal adversarial perturbations for obfuscation: Hiding certain attributes while preserving rest
Ilanchezian, Indu, Vepakomma, Praneeth, Singh, Abhishek, Gupta, Otkrist, Prasanna, G. N. Srinivasa, Raskar, Ramesh
In this paper we investigate the usage of adversarial perturbations for the purpose of privacy from human perception and model (machine) based detection. We employ adversarial perturbations for obfuscating certain variables in raw data while preserving the rest. Current adversarial perturbation methods are used for data poisoning with minimal perturbations of the raw data such that the machine learning model's performance is adversely impacted while the human vision cannot perceive the difference in the poisoned dataset due to minimal nature of perturbations. We instead apply relatively maximal perturbations of raw data to conditionally damage model's classification of one attribute while preserving the model performance over another attribute. In addition, the maximal nature of perturbation helps adversely impact human perception in classifying hidden attribute apart from impacting model performance. We validate our result qualitatively by showing the obfuscated dataset and quantitatively by showing the inability of models trained on clean data to predict the hidden attribute from the perturbed dataset while being able to predict the rest of attributes.
Alleviating Privacy Attacks via Causal Learning
Tople, Shruti, Sharma, Amit, Nori, Aditya
Machine learning models, especially deep neural networks have been shown to reveal membership information of inputs in the training data. Such membership inference attacks are a serious privacy concern, for example, patients providing medical records to build a model that detects HIV would not want their identity to be leaked. Further, we show that the attack accuracy amplifies when the model is used to predict samples that come from a different distribution than the training set, which is often the case in real world applications. Therefore, we propose the use of causal learning approaches where a model learns the causal relationship between the input features and the outcome. Causal models are known to be invariant to the training distribution and hence generalize well to shifts between samples from the same distribution and across different distributions. First, we prove that models learned using causal structure provide stronger differential privacy guarantees than associational models under reasonable assumptions. Next, we show that causal models trained on sufficiently large samples are robust to membership inference attacks across different distributions of datasets and those trained on smaller sample sizes always have lower attack accuracy than corresponding associational models. Finally, we confirm our theoretical claims with experimental evaluation on $4$ datasets with moderately complex Bayesian networks. We observe that neural network-based associational models exhibit up to 80% attack accuracy under different test distributions and sample sizes whereas causal models exhibit attack accuracy close to a random guess. Our results confirm the value of the generalizability of causal models in reducing susceptibility to privacy attacks.
Improved histogram-based anomaly detector with the extended principal component features
Aryal, Sunil, Baniya, Arbind Agrahari, Santosh, KC
In this era of big data, databases are growing rapidly in terms of the number of records. Fast automatic detection of anomalous records in these massive databases is a challenging task. Traditional distance based anomaly detectors are not applicable in these massive datasets. Recently, a simple but extremely fast anomaly detector using one-dimensional histograms has been introduced. The anomaly score of a data instance is computed as the product of the probability mass of histograms in each dimensions where it falls into. It is shown to produce competitive results compared to many state-of-the-art methods in many datasets. Because it assumes data features are independent of each other, it results in poor detection accuracy when there is correlation between features. To address this issue, we propose to increase the feature size by adding more features based on principal components. Our results show that using the original input features together with principal components improves the detection accuracy of histogram-based anomaly detector significantly without compromising much in terms of run-time.
Rethinking Task and Metrics of Instance Segmentation on 3D Point Clouds
Arase, Kosuke, Mukuta, Yusuke, Harada, Tatsuya
Instance segmentation on 3D point clouds is one of the most extensively researched areas toward the realization of autonomous cars and robots. Certain existing studies have split input point clouds into small regions such as 1m x 1m; one reason for this is that models in the studies cannot consume a large number of points because of the large space complexity. However, because such small regions occasionally include a very small number of instances belonging to the same class, an evaluation using existing metrics such as mAP is largely affected by the category recognition performance. To address these problems, we propose a new method with space complexity O(Np) such that large regions can be consumed, as well as novel metrics for tasks that are independent of the categories or size of the inputs. Our method learns a mapping from input point clouds to an embedding space, where the embeddings form clusters for each instance and distinguish instances using these clusters during testing. Our method achieves state-of-the-art performance using both existing and the proposed metrics. Moreover, we show that our new metric can evaluate the performance of a task without being affected by any other condition.
On a convergence property of a geometrical algorithm for statistical manifolds
Akaho, Shotaro, Hino, Hideitsu, Murata, Noboru
Information geometry is a framework to analyze statistical inference and machine learning[2]. Geometrically, statistical inference and many machine learning algorithms can be regarded as procedures to find a projection to a model subspace from a given data point. In this paper, we focus on an algorithm to find the projection. Since the projection is given by minimizing a divergence, a common approach to finding the projection is a gradient-based method[6]. However, such an approach is not applicable in some cases. For instance, several attempts to extend the information geometrical framework to nonparametric cases[3, 9, 13, 15], where we need to consider a function space or each data is represented as a point process. In such a case, it is difficult to compute the derivative of divergence that is necessary for gradient-based methods, and in some cases, it is difficult to deal with the coordinate explicitly. Takano et al.[15] proposed a geometrical algorithm to find the projection for nonparametric e-mixture distribution, where the model subspace is spanned by several empirical distributions. The algorithm that is derived based on the generalized Pythagorean theorem only depends on the values of divergences.
Active Federated Learning
Goetz, Jack, Malik, Kshitiz, Bui, Duc, Moon, Seungwhan, Liu, Honglei, Kumar, Anuj
Federated Learning allows for population level models to be trained without centralizing client data by transmitting the global model to clients, calculating gradients locally, then averaging the gradients. Downloading models and uploading gradients uses the client's bandwidth, so minimizing these transmission costs is important. The data on each client is highly variable, so the benefit of training on different clients may differ dramatically. To exploit this we propose Active Federated Learning, where in each round clients are selected not uniformly at random, but with a probability conditioned on the current model and the data on the client to maximize efficiency. We propose a cheap, simple and intuitive sampling scheme which reduces the number of required training iterations by 20-70% while maintaining the same model accuracy, and which mimics well known resampling techniques under certain conditions.
MGP-AttTCN: An Interpretable Machine Learning Model for the Prediction of Sepsis
Rosnati, Margherita, Fortuin, Vincent
With a mortality rate of 5.4 million lives worldwide every year and a healthcare cost of more than 16 billion dollars in the USA alone, sepsis is one of the leading causes of hospital mortality and an increasing concern in the ageing western world. Recently, medical and technological advances have helped re-define the illness criteria of this disease, which is otherwise poorly understood by the medical society. Together with the rise of widely accessible Electronic Health Records, the advances in data mining and complex nonlinear algorithms are a promising avenue for the early detection of sepsis. This work contributes to the research effort in the field of automated sepsis detection with an open-access labelling of the medical MIMIC-III data set. Moreover, we propose MGP-AttTCN: a joint multitask Gaussian Process and attention-based deep learning model to early predict the occurrence of sepsis in an interpretable manner. We show that our model outperforms the current state-of-the-art and present evidence that different labelling heuristics lead to discrepancies in task difficulty.