The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time series observations. As an extension, we study whether $\textit{local topological properties}$, as captured via persistent homology, can serve as a reliable signal that provides complementary information for learning to forecast. To this end, we propose $\textit{topological attention}$, which allows attending to local topological features within a time horizon of historical data. Our approach easily integrates into existing end-to-end trainable forecasting models, such as $\texttt{N-BEATS}$, and in combination with the latter exhibits state-of-the-art performance on the large-scale M4 benchmark dataset of 100,000 diverse time series from different domains. Ablation experiments, as well as a comparison to a broad range of forecasting methods in a setting where only a single time series is available for training, corroborate the beneficial nature of including local topological information through an attention mechanism.

Convolutional Neural Networks (CNNs) have been dominating classification tasks in various domains, such as machine vision, machine listening, and natural language processing. In machine listening, while generally exhibiting very good generalization capabilities, CNNs are sensitive to the specific audio recording device used, which has been recognized as a substantial problem in the acoustic scene classification (DCASE) community. In this study, we investigate the relationship between over-parameterization of acoustic scene classification models, and their resulting generalization abilities. Specifically, we test scaling CNNs in width and depth, under different conditions. Our results indicate that increasing width improves generalization to unseen devices, even without an increase in the number of parameters.

We consider non-convex stochastic optimization problems where the objective functions have super-linearly growing and discontinuous stochastic gradients. In such a setting, we provide a non-asymptotic analysis for the tamed unadjusted stochastic Langevin algorithm (TUSLA) introduced in Lovas et al. (2021). In particular, we establish non-asymptotic error bounds for the TUSLA algorithm in Wasserstein-1 and Wasserstein-2 distances. The latter result enables us to further derive non-asymptotic estimates for the expected excess risk. To illustrate the applicability of the main results, we consider an example from transfer learning with ReLU neural networks, which represents a key paradigm in machine learning. Numerical experiments are presented for the aforementioned example which supports our theoretical findings. Hence, in this setting, we demonstrate both theoretically and numerically that the TUSLA algorithm can solve the optimization problem involving neural networks with ReLU activation function. Besides, we provide simulation results for synthetic examples where popular algorithms, e.g. ADAM, AMSGrad, RMSProp, and (vanilla) SGD, may fail to find the minimizer of the objective functions due to the super-linear growth and the discontinuity of the corresponding stochastic gradient, while the TUSLA algorithm converges rapidly to the optimal solution.

Time series of data arising across geophysical sciences, remote sensing, automatic control, and a variety of other scientific and engineering applications often reflect observations of an underlying dynamical system operating in a latent state-space. Estimating the evolution of this latent state from data is the central challenge of data assimilation (DA) [28, 39, 49, 68, 75]. However, in these and other applications, we often lack an accurate model of the underlying dynamics, and the dynamical model needs to be learned from the observations to perform DA. This paper introduces auto-differentiable ensemble Kalman filters (AD-EnKFs), a machine learning (ML) framework for the principled co-learning of states and dynamics. This framework enables learning in three core categories of unknown dynamics: (a) parametric dynamical models with unknown parameter values; (b) fully-unknown dynamics captured using neural network (NN) surrogate models; and (c) inaccurate or partially-known dynamical models that can be improved using NN corrections. AD-EnKFs are designed to scale to high-dimensional states, observations, and NN surrogate models. In order to describe the main idea behind the AD-EnKF framework, let us introduce briefly the problem of interest. Our setting will be formalized in §2 below.

Physiological motion, such as cardiac and respiratory motion, during Magnetic Resonance (MR) image acquisition can cause image artifacts. Motion correction techniques have been proposed to compensate for these types of motion during thoracic scans, relying on accurate motion estimation from undersampled motion-resolved reconstruction. A particular interest and challenge lie in the derivation of reliable non-rigid motion fields from the undersampled motion-resolved data. Motion estimation is usually formulated in image space via diffusion, parametric-spline, or optical flow methods. However, image-based registration can be impaired by remaining aliasing artifacts due to the undersampled motion-resolved reconstruction. In this work, we describe a formalism to perform non-rigid registration directly in the sampled Fourier space, i.e. k-space. We propose a deep-learning based approach to perform fast and accurate non-rigid registration from the undersampled k-space data. The basic working principle originates from the Local All-Pass (LAP) technique, a recently introduced optical flow-based registration. The proposed LAPNet is compared against traditional and deep learning image-based registrations and tested on fully-sampled and highly-accelerated (with two undersampling strategies) 3D respiratory motion-resolved MR images in a cohort of 40 patients with suspected liver or lung metastases and 25 healthy subjects. The proposed LAPNet provided consistent and superior performance to image-based approaches throughout different sampling trajectories and acceleration factors.

AI in finance broadly refers to the applications of AI techniques in financial businesses. This area has been lasting for decades with both classic and modern AI techniques applied to increasingly broader areas of finance, economy and society. In contrast to either discussing the problems, aspects and opportunities of finance that have benefited from specific AI techniques and in particular some new-generation AI and data science (AIDS) areas or reviewing the progress of applying specific techniques to resolving certain financial problems, this review offers a comprehensive and dense roadmap of the overwhelming challenges, techniques and opportunities of AI research in finance over the past decades. The landscapes and challenges of financial businesses and data are firstly outlined, followed by a comprehensive categorization and a dense overview of the decades of AI research in finance. We then structure and illustrate the data-driven analytics and learning of financial businesses and data. The comparison, criticism and discussion of classic vs. modern AI techniques for finance are followed. Lastly, open issues and opportunities address future AI-empowered finance and finance-motivated AI research.

Vessel tracing by modeling vascular structures in 3D medical images with centerlines and radii can provide useful information for vascular health. Existing algorithms have been developed but there are certain persistent problems such as incomplete or inaccurate vessel tracing, especially in complicated vascular beds like the intracranial arteries. We propose here a deep learning based open curve active contour model (DOST) to trace vessels in 3D images. Initial curves were proposed from a centerline segmentation neural network. Then data-driven machine knowledge was used to predict the stretching direction and vessel radius of the initial curve, while the active contour model (as human knowledge) maintained smoothness and intensity fitness of curves. Finally, considering the nonloop topology of most vasculatures, individually traced vessels were connected into a tree topology by applying a minimum spanning tree algorithm on a global connection graph. We evaluated DOST on a Time-of-Flight (TOF) MRA intracranial artery dataset and demonstrated its superior performance over existing segmentation-based and tracking-based vessel tracing methods. In addition, DOST showed strong adaptability on different imaging modalities (CTA, MR T1 SPACE) and vascular beds (coronary arteries).

One of the key challenges in visual imitation learning is collecting large amounts of expert demonstrations for a given task. While methods for collecting human demonstrations are becoming easier with teleoperation methods and the use of low-cost assistive tools, we often still require 100-1000 demonstrations for every task to learn a visual representation and policy. To address this, we turn to an alternate form of data that does not require task-specific demonstrations -- play. Playing is a fundamental method children use to learn a set of skills and behaviors and visual representations in early learning. Importantly, play data is diverse, task-agnostic, and relatively cheap to obtain. In this work, we propose to use playful interactions in a self-supervised manner to learn visual representations for downstream tasks. We collect 2 hours of playful data in 19 diverse environments and use self-predictive learning to extract visual representations. Given these representations, we train policies using imitation learning for two downstream tasks: Pushing and Stacking. We demonstrate that our visual representations generalize better than standard behavior cloning and can achieve similar performance with only half the number of required demonstrations. Our representations, which are trained from scratch, compare favorably against ImageNet pretrained representations. Finally, we provide an experimental analysis on the effects of different pretraining modes on downstream task learning.

Previous work on policy learning for Malaria control has often formulated the problem as an optimization problem assuming the objective function and the search space have a specific structure. The problem has been formulated as multi-armed bandits, contextual bandits and a Markov Decision Process in isolation. Furthermore, an emphasis is put on developing new algorithms specific to an instance of Malaria control, while ignoring a plethora of simpler and general algorithms in the literature. In this work, we formally study the formulation of Malaria control and present a comprehensive analysis of several formulations used in the literature. In addition, we implement and analyze several reinforcement learning algorithms in all formulations and compare them to black box optimization. In contrast to previous work, our results show that simple algorithms based on Upper Confidence Bounds are sufficient for learning good Malaria policies, and tend to outperform their more advanced counterparts on the malaria OpenAI Gym environment.

Double compression is accompanied by various types of video manipulation and its traces can be exploited to determine whether a video is a forgery. This Letter presents a convolutional neural network for detecting double compression in MPEG-4 videos. Through analysis of the intra-coding process, we utilize two refined features for capturing the subtle artifacts caused by double compression. The discrete cosine transform (DCT) histogram feature effectively detects the change of statistical characteristics in DCT coefficients and the parameter-based feature is utilized as auxiliary information to help the network learn double compression artifacts. When compared with state-of-the-art networks and forensic method, the results show that the proposed approach achieves a higher performance.