Modeling financial time series is challenging due to their high volatility and unexpected happenings on the market. Most financial models and algorithms trying to fill the lack of historical financial time series struggle to perform and are highly vulnerable to overfitting. As an alternative, we introduce in this paper a deep neural network called the WGAN-GP, a data-driven model that focuses on sample generation. The WGAN-GP consists of a generator and discriminator function which utilize an LSTM architecture. The WGAN-GP is supposed to learn the underlying structure of the input data, which in our case, is the Bitcoin. Bitcoin is unique in its behavior; the prices fluctuate what makes guessing the price trend hardly impossible. Through adversarial training, the WGAN-GP should learn the underlying structure of the bitcoin and generate very similar samples of the bitcoin distribution. The generated synthetic time series are visually indistinguishable from the real data. But the numerical results show that the generated data were close to the real data distribution but distinguishable. The model mainly shows a stable learning behavior. However, the model has space for optimization, which could be achieved by adjusting the hyperparameters.

Deep Neural Networks (DNNs) have an enormous potential to learn from complex biomedical data. In particular, DNNs have been used to seamlessly fuse heterogeneous information from neuroanatomy, genetics, biomarkers, and neuropsychological tests for highly accurate Alzheimer's disease diagnosis. On the other hand, their black-box nature is still a barrier for the adoption of such a system in the clinic, where interpretability is absolutely essential. We propose Shapley Value Explanation of Heterogeneous Neural Networks (SVEHNN) for explaining the Alzheimer's diagnosis made by a DNN from the 3D point cloud of the neuroanatomy and tabular biomarkers. Our explanations are based on the Shapley value, which is the unique method that satisfies all fundamental axioms for local explanations previously established in the literature. Thus, SVEHNN has many desirable characteristics that previous work on interpretability for medical decision making is lacking. To avoid the exponential time complexity of the Shapley value, we propose to transform a given DNN into a Lightweight Probabilistic Deep Network without re-training, thus achieving a complexity only quadratic in the number of features. In our experiments on synthetic and real data, we show that we can closely approximate the exact Shapley value with a dramatically reduced runtime and can reveal the hidden knowledge the network has learned from the data.

Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral Attention (SA) module, which merges global and local frequency domain information in the model's embedded space. By characterizing in the spectral domain the embedding of the time series as occurrences of a random process, our method can identify global trends and seasonality patterns. Two spectral attention models, global and local to the time series, integrate this information within the forecast and perform spectral filtering to remove time series's noise. The proposed architecture has a number of useful properties: it can be effectively incorporated into well-know forecast architectures, requiring a low number of parameters and producing interpretable results that improve forecasting accuracy. We test the Spectral Attention Autoregressive Model (SAAM) on several well-know forecast datasets, consistently demonstrating that our model compares favorably to state-of-the-art approaches.

Extracting the interaction rules of biological agents from moving sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this framework ignores the structures of the generative process in animal behaviors, which may lead to interpretational problems and sometimes erroneous assessments of causality. In this paper, we propose a new framework for learning Granger causality from multi-animal trajectories via augmented theory-based behavioral models with interpretable data-driven models. We adopt an approach for augmenting incomplete multi-agent behavioral models described by time-varying dynamical systems with neural networks. For efficient and interpretable learning, our model leverages theory-based architectures separating navigation and motion processes, and the theory-guided regularization for reliable behavioral modeling. This can provide interpretable signs of Granger-causal effects over time, i.e., when specific others cause the approach or separation. In experiments using synthetic datasets, our method achieved better performance than various baselines. We then analyzed multi-animal datasets of mice, flies, birds, and bats, which verified our method and obtained novel biological insights.

The increased success of Deep Learning (DL) has recently sparked large-scale deployment of DL models in many diverse industry segments. Yet, a crucial weakness of supervised model is the inherent difficulty in handling out-of-distribution samples, i.e., samples belonging to classes that were not presented to the model at training time. We propose in this paper a novel way to formulate the out-of-distribution detection problem, tailored for DL models. Our method does not require fine tuning process on training data, yet is significantly more accurate than the state of the art for out-of-distribution detection.

We propose an AID-purifier that can boost the robustness of adversarially-trained networks by purifying their inputs. AID-purifier is an auxiliary network that works as an add-on to an already trained main classifier. To keep it computationally light, it is trained as a discriminator with a binary cross-entropy loss. To obtain additionally useful information from the adversarial examples, the architecture design is closely related to information maximization principles where two layers of the main classification network are piped to the auxiliary network. To assist the iterative optimization procedure of purification, the auxiliary network is trained with AVmixup. AID-purifier can be used together with other purifiers such as PixelDefend for an extra enhancement. The overall results indicate that the best performing adversarially-trained networks can be enhanced by the best performing purification networks, where AID-purifier is a competitive candidate that is light and robust.

Locating diseases in chest X-ray images with few careful annotations saves large human effort. Recent works approached this task with innovative weakly-supervised algorithms such as multi-instance learning (MIL) and class activation maps (CAM), however, these methods often yield inaccurate or incomplete regions. One of the reasons is the neglection of the pathological implications hidden in the relationship across anatomical regions within each image and the relationship across images. In this paper, we argue that the cross-region and cross-image relationship, as contextual and compensating information, is vital to obtain more consistent and integral regions. To model the relationship, we propose the Graph Regularized Embedding Network (GREN), which leverages the intra-image and inter-image information to locate diseases on chest X-ray images. GREN uses a pre-trained U-Net to segment the lung lobes, and then models the intra-image relationship between the lung lobes using an intra-image graph to compare different regions. Meanwhile, the relationship between in-batch images is modeled by an inter-image graph to compare multiple images. This process mimics the training and decision-making process of a radiologist: comparing multiple regions and images for diagnosis. In order for the deep embedding layers of the neural network to retain structural information (important in the localization task), we use the Hash coding and Hamming distance to compute the graphs, which are used as regularizers to facilitate training. By means of this, our approach achieves the state-of-the-art result on NIH chest X-ray dataset for weakly-supervised disease localization. Our codes are accessible online.

We propose the k-Shortest-Path (k-SP) constraint: a novel constraint on the agent's trajectory that improves the sample efficiency in sparse-reward MDPs. We show that any optimal policy necessarily satisfies the k-SP constraint. Notably, the k-SP constraint prevents the policy from exploring state-action pairs along the non-k-SP trajectories (e.g., going back and forth). However, in practice, excluding state-action pairs may hinder the convergence of RL algorithms. To overcome this, we propose a novel cost function that penalizes the policy violating SP constraint, instead of completely excluding it. Our numerical experiment in a tabular RL setting demonstrates that the SP constraint can significantly reduce the trajectory space of policy. As a result, our constraint enables more sample efficient learning by suppressing redundant exploration and exploitation. Our experiments on MiniGrid, DeepMind Lab, Atari, and Fetch show that the proposed method significantly improves proximal policy optimization (PPO) and outperforms existing novelty-seeking exploration methods including count-based exploration even in continuous control tasks, indicating that it improves the sample efficiency by preventing the agent from taking redundant actions.

Most existing Vision-and-Language (V&L) models rely on pre-trained visual encoders, using a relatively small set of manually-annotated data (as compared to web-crawled data), to perceive the visual world. However, it has been observed that large-scale pretraining usually can result in better generalization performance, e.g., CLIP (Contrastive Language-Image Pre-training), trained on a massive amount of image-caption pairs, has shown a strong zero-shot capability on various vision tasks. To further study the advantage brought by CLIP, we propose to use CLIP as the visual encoder in various V&L models in two typical scenarios: 1) plugging CLIP into task-specific fine-tuning; 2) combining CLIP with V&L pre-training and transferring to downstream tasks. We show that CLIP significantly outperforms widely-used visual encoders trained with in-domain annotated data, such as BottomUp-TopDown. We achieve competitive or better results on diverse V&L tasks, while establishing new state-of-the-art results on Visual Question Answering, Visual Entailment, and V&L Navigation tasks. We release our code at https://github.com/clip-vil/CLIP-ViL.

Being uncertain when facing the unknown is key to intelligent decision making. However, machine learning algorithms lack reliable estimates about their predictive uncertainty. This leads to wrong and overly-confident decisions when encountering classes unseen during training. Despite the importance of equipping classifiers with uncertainty estimates ready for the real world, prior work has focused on small datasets and little or no class discrepancy between training and testing data. To close this gap, we introduce UIMNET: a realistic, ImageNet-scale test-bed to evaluate predictive uncertainty estimates for deep image classifiers. Our benchmark provides implementations of eight state-of-the-art algorithms, six uncertainty measures, four in-domain metrics, three out-domain metrics, and a fully automated pipeline to train, calibrate, ensemble, select, and evaluate models. Our test-bed is open-source and all of our results are reproducible from a fixed commit in our repository. Adding new datasets, algorithms, measures, or metrics is a matter of a few lines of code-in so hoping that UIMNET becomes a stepping stone towards realistic, rigorous, and reproducible research in uncertainty estimation. Our results show that ensembles of ERM classifiers as well as single MIMO classifiers are the two best alternatives currently available to measure uncertainty about both in-domain and out-domain classes.