Deep Learning
Performance evaluation of deep neural networks for forecasting time-series with multiple structural breaks and high volatility
Jain, Shikhar, Kaushik, Rohit, Jain, Siddhant, Dash, Tirtharaj
The problem of automatic forecasting of time-series data has been a long-standing challenge for the machine learning and forecasting community. The problem is relatively simple when the series is stationary. However, the majority of the real-world time-series problems have non-stationary characteristics making the understanding of the trend and seasonality very complex. Further, it is assumed that the future response is dependent on the past data and, therefore, can be modeled using a function approximator. Our interest in this paper is to study the applicability of the popular deep neural networks (DNN) comprehensively as function approximators for non-stationary time-series forecasting. We employ the following DNN models: Multi-layer Perceptron (MLP), Convolutional Neural Network (CNN), and RNN with Long-Short Term Memory (LSTM-RNN) and RNN with Gated-Recurrent Unit (GRU-RNN). These powerful DNN methods have been evaluated over popular Indian financial stocks data comprising of five stocks from National Stock Exchange Nifty-50 (NSE-Nifty50), and five stocks from Bombay Stock Exchange 30 (BSE-30). Further, the performance evaluation of these DNNs in terms of their predictive power has been done using two fashions: (1) single-step forecasting, (2) multi-step forecasting. Our extensive simulation experiments on these ten datasets report that the performance of these DNNs for single-step forecasting is pretty convincing as the predictions are found to follow the truely observed values closely. However, we also find that all these DNN models perform miserably in the case of multi-step time-series forecasting, based on the datasets used by us. Consequently, we observe that none of these DNN models are reliable for multi-step time-series forecasting.
Deep learning methods in speaker recognition: a review
Sztahó, Dávid, Szaszák, György, Beke, András
This paper summarizes the applied deep learning practices in the field of speaker recognition, both verification and identification. Speaker recognition has been a widely used field topic of speech technolog y. Many research works have been carried out and little progress has been achieved in the past 5 - 6 years. However, as deep learning techniques do advance in most machine learning fields, the former state - of - the - art methods are getting replaced by them in s peaker recognition too. It seems that DL becomes the now state - of - the - art solution for both speaker verification and identification. The standard x - vectors, additional to i - vectors, are used as baseline in most of the novel works. The increasing amount of gathered data opens up the territory to DL, where they are the most effective.
Explicit-Blurred Memory Network for Analyzing Patient Electronic Health Records
Chakraborty, Prithwish, Wang, Fei, Hu, Jianying, Sow, Daby
In recent years, we have witnessed an increased interest in temporal modeling of patient records from large scale Electronic Health Records (EHR). While simpler RNN models have been used for such problems, memory networks, which in other domains were found to generalize well, are underutilized. Traditional memory networks involve diffused and non-linear operations where influence of past events on outputs are not readily quantifiable. We posit that this lack of interpretability makes such networks not applicable for EHR analysis. While networks with explicit memory have been proposed recently, the discontinuities imposed by the discrete operations make such networks harder to train and require more supervision. The problem is further exacerbated in the limited data setting of EHR studies. In this paper, we propose a novel memory architecture that is more interpretable than traditional memory networks while being easier to train than explicit memory banks. Inspired by well-known models of human cognition, we propose partitioning the external memory space into (a) a primary explicit memory block to store exact replicas of recent events to support interpretations, followed by (b) a secondary blurred memory block that accumulates salient aspects of past events dropped from the explicit block as higher level abstractions and allow training with less supervision by stabilize the gradients. We apply the model for 3 learning problems on ICU records from the MIMIC III database spanning millions of data points. Our model performs comparably to the state-of the art while also, crucially, enabling ready interpretation of the results.
ASCAI: Adaptive Sampling for acquiring Compact AI
Javaheripi, Mojan, Samragh, Mohammad, Javidi, Tara, Koushanfar, Farinaz
This paper introduces ASCAI, a novel adaptive sampling methodology that can learn how to effectively compress Deep Neural Networks (DNNs) for accelerated inference on resource-constrained platforms. Modern DNN compression techniques comprise various hyperparameters that require per-layer customization to ensure high accuracy. Choosing such hyperparameters is cumbersome as the pertinent search space grows exponentially with the number of model layers. To effectively traverse this large space, we devise an intelligent sampling mechanism that adapts the sampling strategy using customized operations inspired by genetic algorithms. As a special case, we consider the space of model compression as a vector space. The adaptively selected samples enable ASCAI to automatically learn how to tune per-layer compression hyperparameters to optimize the accuracy/model-size trade-off. Our extensive evaluations show that ASCAI outperforms rule-based and reinforcement learning methods in terms of compression rate and/or accuracy
Modelling EHR timeseries by restricting feature interaction
Zhang, Kun, Xue, Yuan, Flores, Gerardo, Rajkomar, Alvin, Cui, Claire, Dai, Andrew M.
Time series data are prevalent in electronic health records, mostly in the form of physiological parameters such as vital signs and lab tests. The patterns of these values may be significant indicators of patients' clinical states and there might be patterns that are unknown to clinicians but are highly predictive of some outcomes. Many of these values are also missing which makes it difficult to apply existing methods like decision trees. We propose a recurrent neural network model that reduces overfitting to noisy observations by limiting interactions between features. We analyze its performance on mortality, ICD-9 and AKI prediction from observational values on the Medical Information Mart for Intensive Care III (MIMIC-III) dataset. Our models result in an improvement of 1.1% [p<0.01] in AU-ROC for mortality prediction under the MetaVision subset and 1.0% and 2.2% [p<0.01] respectively for mortality and AKI under the full MIMIC-III dataset compared to existing state-of-the-art interpolation, embedding and decay-based recurrent models.
Seq-U-Net: A One-Dimensional Causal U-Net for Efficient Sequence Modelling
Stoller, Daniel, Tian, Mi, Ewert, Sebastian, Dixon, Simon
Convolutional neural networks (CNNs) with dilated filters such as the Wavenet or the Temporal Convolutional Network (TCN) have shown good results in a variety of sequence modelling tasks. However, efficiently modelling long-term dependencies in these sequences is still challenging. Although the receptive field of these models grows exponentially with the number of layers, computing the convolutions over very long sequences of features in each layer is time and memory-intensive, prohibiting the use of longer receptive fields in practice. To increase efficiency, we make use of the "slow feature" hypothesis stating that many features of interest are slowly varying over time. For this, we use a U-Net architecture that computes features at multiple time-scales and adapt it to our auto-regressive scenario by making convolutions causal. We apply our model ("Seq-U-Net") to a variety of tasks including language and audio generation. In comparison to TCN and Wavenet, our network consistently saves memory and computation time, with speed-ups for training and inference of over 4x in the audio generation experiment in particular, while achieving a comparable performance in all tasks.
A Comparative Study between Bayesian and Frequentist Neural Networks for Remaining Useful Life Estimation in Condition-Based Maintenance
In the last decade, deep learning (DL) has outperformed model-based and statistical approaches in predicting the remaining useful life (RUL) of machinery in the context of condition-based maintenance. One of the major drawbacks of DL is that it heavily depends on a large amount of labeled data, which are typically expensive and time-consuming to obtain, especially in industrial applications. Scarce training data lead to uncertain estimates of the model's parameters, which in turn result in poor prognostic performance. Quantifying this parameter uncertainty is important in order to determine how reliable the prediction is. Traditional DL techniques such as neural networks are incapable of capturing the uncertainty in the training data, thus they are overconfident about their estimates. On the contrary, Bayesian deep learning has recently emerged as a promising solution to account for uncertainty in the training process, achieving state-of-the-art performance in many classification and regression tasks. In this work Bayesian DL techniques such as Bayesian dense neural networks and Bayesian convolutional neural networks are applied to RUL estimation and compared to their frequentist counterparts from the literature. The effectiveness of the proposed models is verified on the popular C-MAPSS dataset. Furthermore, parameter uncertainty is quantified and used to gain additional insight into the data.
Understanding Graph Neural Networks with Asymmetric Geometric Scattering Transforms
Perlmutter, Michael, Gao, Feng, Wolf, Guy, Hirn, Matthew
The scattering transform is a multilayered wavelet-based deep learning architecture that acts as a model of convolutional neural networks. Recently, several works have introduced generalizations of the scattering transform for non-Euclidean settings such as graphs. Our work builds upon these constructions by introducing windowed and non-windowed graph scattering transforms based upon a very general class of asymmetric wavelets. We show that these asymmetric graph scattering transforms have many of the same theoretical guarantees as their symmetric counterparts. This work helps bridge the gap between scattering and other graph neural networks by introducing a large family of networks with provable stability and invariance guarantees. This lays the groundwork for future deep learning architectures for graph-structured data that have learned filters and also provably have desirable theoretical properties.
Privacy and Utility Preserving Sensor-Data Transformations
Malekzadeh, Mohammad, Clegg, Richard G., Cavallaro, Andrea, Haddadi, Hamed
Queen Mary University of London, Imperial College LondonAbstract Sensitive inferences and user re-identification are major threats to privacy when raw sensor data from wearable or portable devices are shared with cloud-assisted applications. To mitigate these threats, we propose mechanisms to transform sensor data before sharing them with applications running on users' devices. These transformations aim at eliminating patterns that can be used for user re-identification or for inferring potentially sensitive activities, while introducing a minor utility loss for the target application (or task). We show that, on gesture and activity recognition tasks, we can prevent inference of potentially sensitive activities while keeping the reduction in recognition accuracy of nonsensitive activities to less than 5 percentage points. We also show that we can reduce the accuracy of user re-identification and of the potential inference of gender to the level of a random guess, while keeping the accuracy of activity recognition comparable to that obtained on the original data.1. Introduction Sensors such as accelerometer, gyroscope, and magnetometer, embedded in personal smart devices generate data that can be used to monitor users' activities, interactions, and mood [1, 2, 3]. Applications (apps) installed on smart devices can get access to raw sensor data to make required(i.e. However, sensor data can also facilitate some potentially sensitive ( i.e. undesired) inferences that a user might wish to keep private, such as discovering smoking habits [4] or revealing personal attributes such as age and gender [5]. Some patterns in raw sensor data may also enable user re-identification [6]. Information privacy can be defined as "the right to select what personal information about me is known to what people" [7].
Attention on Abstract Visual Reasoning
Hahne, Lukas, Lüddecke, Timo, Wörgötter, Florentin, Kappel, David
Attention mechanisms have been boosting the performance of deep learning models on a wide range of applications, ranging from speech understanding to program induction. However, despite experiments from psychology which suggest that attention plays an essential role in visual reasoning, the full potential of attention mechanisms has so far not been explored to solve abstract cognitive tasks on image data. In this work, we propose a hybrid network architecture, grounded on self-attention and relational reasoning. We call this new model Attention Relation Network (ARNe). ARNe combines features from the recently introduced Transformer and the Wild Relation Network (WReN). We test ARNe on the Procedurally Generated Matrices (PGMs) datasets for abstract visual reasoning. ARNe excels the WReN model on this task by 11.28 ppt. Relational concepts between objects are efficiently learned demanding only 35% of the training samples to surpass reported accuracy of the base line model. Our proposed hybrid model, represents an alternative on learning abstract relations using self-attention and demonstrates that the Transformer network is also well suited for abstract visual reasoning.