Deep Learning
CNNPred: CNN-based stock market prediction using several data sources
Hoseinzade, Ehsan, Haratizadeh, Saman
Feature extraction from financial data is one of the most important problems in market prediction domain for which many approaches have been suggested. Among other modern tools, convolutional neural networks (CNN) have recently been applied for automatic feature selection and market prediction. However, in experiments reported so far, less attention has been paid to the correlation among different markets as a possible source of information for extracting features. In this paper, we suggest a CNN-based framework with specially designed CNNs, that can be applied on a collection of data from a variety of sources, including different markets, in order to extract features for predicting the future of those markets. The suggested framework has been applied for predicting the next day's direction of movement for the indices of S&P 500, NASDAQ, DJI, NYSE, and RUSSELL markets based on various sets of initial features. The evaluations show a significant improvement in prediction's performance compared to the state of the art baseline algorithms.
Deep multi-survey classification of variable stars
Aguirre, Carlos, Pichara, Karim, Becker, Ignacio
During the last decade, a considerable amount of effort has been made to classify variable stars using different machine learning techniques. Typically, light curves are represented as vectors of statistical descriptors or features that are used to train various algorithms. These features demand big computational powers that can last from hours to days, making impossible to create scalable and efficient ways of automatically classifying variable stars. Also, light curves from different surveys cannot be integrated and analyzed together when using features, because of observational differences. For example, having variations in cadence and filters, feature distributions become biased and require expensive data-calibration models. The vast amount of data that will be generated soon make necessary to develop scalable machine learning architectures without expensive integration techniques. Convolutional Neural Networks have shown impressing results in raw image classification and representation within the machine learning literature. In this work, we present a novel Deep Learning model for light curve classification, mainly based on convolutional units. Our architecture receives as input the differences between time and magnitude of light curves. It captures the essential classification patterns regardless of cadence and filter. In addition, we introduce a novel data augmentation schema for unevenly sampled time series. We test our method using three different surveys: OGLE-III; Corot; and VVV, which differ in filters, cadence, and area of the sky. We show that besides the benefit of scalability, our model obtains state of the art levels accuracy in light curve classification benchmarks.
Dermatologist Level Dermoscopy Skin Cancer Classification Using Different Deep Learning Convolutional Neural Networks Algorithms
Rezvantalab, Amirreza, Safigholi, Habib, Karimijeshni, Somayeh
In this paper, the effectiveness and capability of convolutional neural networks have been studied in the classification of 8 skin diseases. Different pre-trained state-of-the-art architectures (DenseNet 201, ResNet 152, Inception v3, InceptionResNet v2) were used and applied on 10135 dermoscopy skin images in total (HAM10000: 10015, PH2: 120). The utilized dataset includes 8 diagnostic categories - melanoma, melanocytic nevi, basal cell carcinoma, benign keratosis, actinic keratosis and intraepithelial carcinoma, dermatofibroma, vascular lesions, and atypical nevi. The aim is to compare the ability of deep learning with the performance of highly trained dermatologists. Overall, the mean results show that all deep learning models outperformed dermatologists (at least 11%). The best ROC AUC values for melanoma and basal cell carcinoma are 94.40% (ResNet 152) and 99.30% (DenseNet 201) versus 82.26% and 88.82% of dermatologists, respectively. Also, DenseNet 201 had the highest macro and micro averaged AUC values for overall classification (98.16%, 98.79%, respectively).
A Data-driven Prognostic Architecture for Online Monitoring of Hard Disks Using Deep LSTM Networks
Basak, Sanchita, Sengupta, Saptarshi, Dubey, Abhishek
With the advent of pervasive cloud computing technologies, service reliability and availability are becoming major concerns,especially as we start to integrate cyber-physical systems with the cloud networks. A number of smart and connected community systems such as emergency response systems utilize cloud networks to analyze real-time data streams and provide context-sensitive decision support.Improving overall system reliability requires us to study all the aspects of the end-to-end of this distributed system,including the backend data servers. In this paper, we describe a bi-layered prognostic architecture for predicting the Remaining Useful Life (RUL) of components of backend servers,especially those that are subjected to degradation. We show that our architecture is especially good at predicting the remaining useful life of hard disks. A Deep LSTM Network is used as the backbone of this fast, data-driven decision framework and dynamically captures the pattern of the incoming data. In the article, we discuss the architecture of the neural network and describe the mechanisms to choose the various hyper-parameters. We describe the challenges faced in extracting effective training sets from highly unorganized and class-imbalanced big data and establish methods for online predictions with extensive data pre-processing, feature extraction and validation through test sets with unknown remaining useful lives of the hard disks. Our algorithm performs especially well in predicting RUL near the critical zone of a device approaching failure.The proposed architecture is able to predict whether a disk is going to fail in next ten days with an average precision of 0.8435.In future, we will extend this architecture to learn and predict the RUL of the edge devices in the end-to-end distributed systems of smart communities, taking into consideration context-sensitive external features such as weather.
To Compress, or Not to Compress: Characterizing Deep Learning Model Compression for Embedded Inference
Qin, Qing, Ren, Jie, Yu, Jialong, Gao, Ling, Wang, Hai, Zheng, Jie, Feng, Yansong, Fang, Jianbin, Wang, Zheng
The recent advances in deep neural networks (DNNs) make them attractive for embedded systems. However, it can take a long time for DNNs to make an inference on resource-constrained computing devices. Model compression techniques can address the computation issue of deep inference on embedded devices. This technique is highly attractive, as it does not rely on specialized hardware, or computation-offloading that is often infeasible due to privacy concerns or high latency. However, it remains unclear how model compression techniques perform across a wide range of DNNs. To design efficient embedded deep learning solutions, we need to understand their behaviors. This work develops a quantitative approach to characterize model compression techniques on a representative embedded deep learning architecture, the NVIDIA Jetson Tx2. We perform extensive experiments by considering 11 influential neural network architectures from the image classification and the natural language processing domains. We experimentally show that how two mainstream compression techniques, data quantization and pruning, perform on these network architectures and the implications of compression techniques to the model storage size, inference time, energy consumption and performance metrics. We demonstrate that there are opportunities to achieve fast deep inference on embedded systems, but one must carefully choose the compression settings. Our results provide insights on when and how to apply model compression techniques and guidelines for designing efficient embedded deep learning systems.
Depth with Nonlinearity Creates No Bad Local Minima in ResNets
Kawaguchi, Kenji, Bengio, Yoshua
In this paper, we prove that depth with nonlinearity creates no bad local minima in a type of arbitrarily deep ResNets studied in previous work, in the sense that the values of all local minima are no worse than the global minima values of corresponding shallow linear predictors with arbitrary fixed features, and are guaranteed to further improve via residual representations. As a result, this paper provides an affirmative answer to an open question stated in a paper in the conference on Neural Information Processing Systems (NIPS) 2018. We note that even though our paper advances the theoretical foundation of deep learning and non-convex optimization, there is still a gap between theory and many practical deep learning applications.
RLgraph: Flexible Computation Graphs for Deep Reinforcement Learning
Schaarschmidt, Michael, Mika, Sven, Fricke, Kai, Yoneki, Eiko
Reinforcement learning (RL) tasks are challenging to implement, execute and test due to algorithmic instability, hyper-parameter sensitivity, and heterogeneous distributed communication patterns. We argue for the separation of logical component composition, backend graph definition, and distributed execution. To this end, we introduce RLgraph, a library for designing and executing high performance RL computation graphs in both static graph and define-by-run paradigms. The resulting implementations yield high performance across different deep learning frameworks and distributed backends.
Making Sense of Artificial Intelligence, Machine Learning, and Deep Learning
There seems to be much confusion among the ranks of the untrained when it comes to an understanding of some basic IT concepts. This is especially true when looking at Artificial Intelligence (AI) and the misuse of nomenclature such as Machine Learning (ML), and Deep Learning (DL). In this article, I will try to brush away the mists of confusion, and present the case for each specific data related technologies. First of all, you need to understand that all three are related and sit within a specific hierarchy. To properly understand the differences between these three technologies, let's first look at how they stack together in terms of hierarchy.
Review: Artificial Intelligence in 2018 โ Towards Data Science
Artificial Intelligence is not a buzzword anymore. As of 2018, it is a well-developed branch of Big Data analytics with multiple applications and active projects. Here is a brief review of the topic. AI is the umbrella term for various approaches to big data analysis, like machine learning models and deep learning networks. We have recently demystified the terms of AI, ML and DL and the differences between them, so feel free to check this up.