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Stock Forecasting using M-Band Wavelet-Based SVR and RNN-LSTMs Models
Nguyen, Hieu Quang, Rahimyar, Abdul Hasib, Wang, Xiaodi
The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made through analysis of financial stock data. To handle big data sets, current convention involves the use of the Moving Average. However, by utilizing the Wavelet Transform in place of the Moving Average to denoise stock signals, financial data can be smoothened and more accurately broken down. This newly transformed, denoised, and more stable stock data can be followed up by non-parametric statistical methods, such as Support Vector Regression (SVR) and Recurrent Neural Network (RNN) based Long Short-Term Memory (LSTM) networks to predict future stock prices. Through the implementation of these methods, one is left with a more accurate stock forecast, and in turn, increased profits.
Casting Light on Invisible Cities: Computationally Engaging with Literary Criticism
Literary critics often attempt to uncover meaning in a single work of literature through careful reading and analysis. Applying natural language processing methods to aid in such literary analyses remains a challenge in digital humanities. While most previous work focuses on "distant reading" by algorithmically discovering high-level patterns from large collections of literary works, here we sharpen the focus of our methods to a single literary theory about Italo Calvino's postmodern novel Invisible Cities, which consists of 55 short descriptions of imaginary cities. Calvino has provided a classification of these cities into eleven thematic groups, but literary scholars disagree as to how trustworthy his categorization is. Due to the unique structure of this novel, we can computationally weigh in on this debate: we leverage pretrained contextualized representations to embed each city's description and use unsupervised methods to cluster these embeddings. Additionally, we compare results of our computational approach to similarity judgments generated by human readers. Our work is a first step towards incorporating natural language processing into literary criticism.
Memory-Sample Tradeoffs for Linear Regression with Small Error
Sharan, Vatsal, Sidford, Aaron, Valiant, Gregory
We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without memory constraints. Specifically, consider a sequence of labeled examples $(a_1,b_1), (a_2,b_2)\ldots,$ with $a_i$ drawn independently from a $d$-dimensional isotropic Gaussian, and where $b_i = \langle a_i, x\rangle + \eta_i,$ for a fixed $x \in \mathbb{R}^d$ with $\|x\|_2 = 1$ and with independent noise $\eta_i$ drawn uniformly from the interval $[-2^{-d/5},2^{-d/5}].$ We show that any algorithm with at most $d^2/4$ bits of memory requires at least $\Omega(d \log \log \frac{1}{\epsilon})$ samples to approximate $x$ to $\ell_2$ error $\epsilon$ with probability of success at least $2/3$, for $\epsilon$ sufficiently small as a function of $d$. In contrast, for such $\epsilon$, $x$ can be recovered to error $\epsilon$ with probability $1-o(1)$ with memory $O\left(d^2 \log(1/\epsilon)\right)$ using $d$ examples. This represents the first nontrivial lower bounds for regression with super-linear memory, and may open the door for strong memory/sample tradeoffs for continuous optimization.
PLOTS: Procedure Learning from Observations using Subtask Structure
Mu, Tong, Goel, Karan, Brunskill, Emma
In many cases an intelligent agent may want to learn how to mimic a single observed demonstrated trajectory. In this work we consider how to perform such procedural learning from observation, which could help to enable agents to better use the enormous set of video data on observation sequences. Our approach exploits the properties of this setting to incrementally build an open loop action plan that can yield the desired subsequence, and can be used in both Markov and partially observable Markov domains. In addition, procedures commonly involve repeated extended temporal action subsequences. Our method optimistically explores actions to leverage potential repeated structure in the procedure. In comparing to some state-of-the-art approaches we find that our explicit procedural learning from observation method is about 100 times faster than policy-gradient based approaches that learn a stochastic policy and is faster than model based approaches as well. We also find that performing optimistic action selection yields substantial speed ups when latent dynamical structure is present.
Predicting drug-target interaction using 3D structure-embedded graph representations from graph neural networks
Lim, Jaechang, Ryu, Seongok, Park, Kyubyong, Choe, Yo Joong, Ham, Jiyeon, Kim, Woo Youn
Accurate prediction of drug-target interaction (DTI) is essential for in silico drug design. For the purpose, we propose a novel approach for predicting DTI using a GNN that directly incorporates the 3D structure of a protein-ligand complex. We also apply a distance-aware graph attention algorithm with gate augmentation to increase the performance of our model. As a result, our model shows better performance than docking and other deep learning methods for both virtual screening and pose prediction. In addition, our model can reproduce the natural population distribution of active molecules and inactive molecules.
Conformative Filtering for Implicit Feedback Data
Khawar, Farhan, Zhang, Nevin L.
Implicit feedback is the simplest form of user feedback that can be used for item recommendation. It is easy to collect and is domain independent. However, there is a lack of negative examples. Previous work tackles this problem by assuming that users are not interested or not as much interested in the unconsumed items. Those assumptions are often severely violated since non-consumption can be due to factors like unawareness or lack of resources. Therefore, non-consumption by a user does not always mean disinterest or irrelevance. In this paper, we propose a novel method called Conformative Filtering (CoF) to address the issue. The motivating observation is that if there is a large group of users who share the same taste and none of them have consumed an item before, then it is likely that the item is not of interest to the group. We perform multidimensional clustering on implicit feedback data using hierarchical latent tree analysis (HLTA) to identify user `tastes' groups and make recommendations for a user based on her memberships in the groups and on the past behavior of the groups. Experiments on two real-world datasets from different domains show that CoF has superior performance compared to several common baselines.
Forecasting Drought Using Multilayer Perceptron Artificial Neural Network Model
Ali, Zulifqar, Hussain, Ijaz, Faisal, Muhammad, Nazir, Hafiza Mamona, Hussain, Tajammal, Shad, Muhammad Yousaf, Shoukry, Alaa Mohamd, Gani, Showkat Hussain
These days human beings are facing many environmental challenges due to frequently occurring drought hazards. It may have an effect on the countrys environment, the community, and industries. Several adverse impacts of drought hazard are continued in Pakistan, including other hazards. However, early measurement and detection of drought can provide guidance to water resources management for employing drought mitigation policies. In this paper, we used a multilayer perceptron neural network (MLPNN) algorithm for drought forecasting. We applied and tested MLPNN algorithm on monthly time series data of Standardized Precipitation Evapotranspiration Index (SPEI) for seventeen climatological stations located in Northern Area and KPK (Pakistan). We found that MLPNN has potential capability for SPEI drought forecasting based on performance measures (i.e., Mean Average Error (MAE), the coefficient of correlation R, and Root Mean Square Error (RMSE). Water resources and management planner can take necessary action in advance (e.g., in water scarcity areas) by using MLPNN model as part of their decision making.
Ensemble Convolutional Neural Networks for Mode Inference in Smartphone Travel Survey
Yazdizadeh, Ali, Patterson, Zachary, Farooq, Bilal
We develop ensemble Convolutional Neural Networks (CNNs) to classify the transportation mode of trip data collected as part of a large-scale smartphone travel survey in Montreal, Canada. Our proposed ensemble library is composed of a series of CNN models with different hyper-parameter values and CNN architectures. In our final model, we combine the output of CNN models using "average voting", "majority voting" and "optimal weights" methods. Furthermore, we exploit the ensemble library by deploying a Random Forest model as a meta-learner. The ensemble method with random forest as meta-learner shows an accuracy of 91.8% which surpasses the other three ensemble combination methods, as well as other comparable models reported in the literature. The "majority voting" and "optimal weights" combination methods result in prediction accuracy rates around 89%, while "average voting" is able to achieve an accuracy of only 85%.
FLARe: Forecasting by Learning Anticipated Representations
Wu, Yeahuay Joie, Devarakonda, Surya Teja, Fiterau, Madalina
Computational models that forecast the progression of Alzheimer's disease at the patient level are extremely useful tools for identifying high risk cohorts for early intervention and treatment planning. The state-of-the-art work in this area proposes models that forecast by using latent representations extracted from the longitudinal data across multiple modalities, including volumetric information extracted from medical scans and demographic info. These models incorporate the time horizon, which is the amount of time between the last recorded visit and the future visit, by directly concatenating a representation of it to the data latent representation. In this paper, we present a model which generates a sequence of latent representations of the patient status across the time horizon, providing more informative modeling of the temporal relationships between the patient's history and future visits. Our proposed model outperforms the baseline in terms of forecasting accuracy and F1 score with the added benefit of robustly handling mis sing visits.
SPONGE: A generalized eigenproblem for clustering signed networks
Cucuringu, Mihai, Davies, Peter, Glielmo, Aldo, Tyagi, Hemant
We introduce a principled and theoretically sound spectral method for $k$-way clustering in signed graphs, where the affinity measure between nodes takes either positive or negative values. Our approach is motivated by social balance theory, where the task of clustering aims to decompose the network into disjoint groups, such that individuals within the same group are connected by as many positive edges as possible, while individuals from different groups are connected by as many negative edges as possible. Our algorithm relies on a generalized eigenproblem formulation inspired by recent work on constrained clustering. We provide theoretical guarantees for our approach in the setting of a signed stochastic block model, by leveraging tools from matrix perturbation theory and random matrix theory. An extensive set of numerical experiments on both synthetic and real data shows that our approach compares favorably with state-of-the-art methods for signed clustering, especially for large number of clusters and sparse measurement graphs.