Accuracy
Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT
With the rapid development of big data and computing devices, low-latency automatic trading platforms based on real-time information acquisition have become the main components of the stock trading market, so the topic of quantitative trading has received widespread attention. And for non-strongly efficient trading markets, human emotions and expectations always dominate market trends and trading decisions. Therefore, this paper starts from the theory of emotion, taking East Money as an example, crawling user comment titles data from its corresponding stock bar and performing data cleaning. Subsequently, a natural language processing model BERT was constructed, and the BERT model was fine-tuned using existing annotated data sets. The experimental results show that the fine-tuned model has different degrees of performance improvement compared to the original model and the baseline model. Subsequently, based on the above model, the user comment data crawled is labeled with emotional polarity, and the obtained label information is combined with the Alpha191 model to participate in regression, and significant regression results are obtained. Subsequently, the regression model is used to predict the average price change for the next five days, and use it as a signal to guide automatic trading. The experimental results show that the incorporation of emotional factors increased the return rate by 73.8\% compared to the baseline during the trading period, and by 32.41\% compared to the original alpha191 model. Finally, we discuss the advantages and disadvantages of incorporating emotional factors into quantitative trading, and give possible directions for further research in the future.
On the Definition of Appropriate Trust and the Tools that Come with it
Evaluating the efficiency of human-AI interactions is challenging, including subjective and objective quality aspects. With the focus on the human experience of the explanations, evaluations of explanation methods have become mostly subjective, making comparative evaluations almost impossible and highly linked to the individual user. However, it is commonly agreed that one aspect of explanation quality is how effectively the user can detect if the predictions are trustworthy and correct, i.e., if the explanations can increase the user's appropriate trust in the model. This paper starts with the definitions of appropriate trust from the literature. It compares the definitions with model performance evaluation, showing the strong similarities between appropriate trust and model performance evaluation. The paper's main contribution is a novel approach to evaluating appropriate trust by taking advantage of the likenesses between definitions. The paper offers several straightforward evaluation methods for different aspects of user performance, including suggesting a method for measuring uncertainty and appropriate trust in regression.
Syntactic Variation Across the Grammar: Modelling a Complex Adaptive System
While language is a complex adaptive system, most work on syntactic variation observes a few individual constructions in isolation from the rest of the grammar. This means that the grammar, a network which connects thousands of structures at different levels of abstraction, is reduced to a few disconnected variables. This paper quantifies the impact of such reductions by systematically modelling dialectal variation across 49 local populations of English speakers in 16 countries. We perform dialect classification with both an entire grammar as well as with isolated nodes within the grammar in order to characterize the syntactic differences between these dialects. The results show, first, that many individual nodes within the grammar are subject to variation but, in isolation, none perform as well as the grammar as a whole. This indicates that an important part of syntactic variation consists of interactions between different parts of the grammar. Second, the results show that the similarity between dialects depends heavily on the sub-set of the grammar being observed: for example, New Zealand English could be more similar to Australian English in phrasal verbs but at the same time more similar to UK English in dative phrases.
Combining low-dose CT-based radiomics and metabolomics for early lung cancer screening support
Zyla, Joanna, Marczyk, Michal, Prazuch, Wojciech, Socha, Marek, Suwalska, Aleksandra, Durawa, Agata, Jelitto-Gorska, Malgorzata, Dziadziuszko, Katarzyna, Szurowska, Edyta, Rzyman, Witold, Widlak, Piotr, Polanska, Joanna
Due to its predominantly asymptomatic or mildly symptomatic progression, lung cancer is often diagnosed in advanced stages, resulting in poorer survival rates for patients. As with other cancers, early detection significantly improves the chances of successful treatment. Early diagnosis can be facilitated through screening programs designed to detect lung tissue tumors when they are still small, typically around 3mm in size. However, the analysis of extensive screening program data is hampered by limited access to medical experts. In this study, we developed a procedure for identifying potential malignant neoplastic lesions within lung parenchyma. The system leverages machine learning (ML) techniques applied to two types of measurements: low-dose Computed Tomography-based radiomics and metabolomics. Using data from two Polish screening programs, two ML algorithms were tested, along with various integration methods, to create a final model that combines both modalities to support lung cancer screening.
Using Artificial Intelligence for the Automation of Knitting Patterns
Knitting patterns are a crucial component in the creation and design of knitted materials. Traditionally, these patterns were taught informally, but thanks to advancements in technology, anyone interested in knitting can use the patterns as a guide to start knitting. Perhaps because knitting is mostly a hobby, with the exception of industrial manufacturing utilising specialised knitting machines, the use of Al in knitting is less widespread than its application in other fields. However, it is important to determine whether knitted pattern classification using an automated system is viable. In order to recognise and classify knitting patterns. Using data augmentation and a transfer learning technique, this study proposes a deep learning model. The Inception ResNet-V2 is the main feature extraction and classification algorithm used in the model. Metrics like accuracy, logarithmic loss, F1-score, precision, and recall score were used to evaluate the model. The model evaluation's findings demonstrate high model accuracy, precision, recall, and F1 score. In addition, the AUC score for majority of the classes was in the range (0.7-0.9). A comparative analysis was done using other pretrained models and a ResNet-50 model with transfer learning and the proposed model evaluation results surpassed all others. The major limitation for this project is time, as with more time, there might have been better accuracy over a larger number of epochs.
Analysis and Comparison of Classification Metrics
A variety of different performance metrics are commonly used in the machine learning literature for the evaluation of classification systems. Some of the most common ones for measuring quality of hard decisions are standard and balanced accuracy, standard and balanced error rate, F-beta score, and Matthews correlation coefficient (MCC). In this document, we review the definition of these and other metrics and compare them with the expected cost (EC), a metric introduced in every statistical learning course but rarely used in the machine learning literature. We show that both the standard and balanced error rates are special cases of the EC. Further, we show its relation with F-beta score and MCC and argue that EC is superior to these traditional metrics for being based on first principles from statistics, and for being more general, interpretable, and adaptable to any application scenario. The metrics mentioned above measure the quality of hard decisions. Yet, most modern classification systems output continuous scores for the classes which we may want to evaluate directly. Metrics for measuring the quality of system scores include the area under the ROC curve, equal error rate, cross-entropy, Brier score, and Bayes EC or Bayes risk, among others. The last three metrics are special cases of a family of metrics given by the expected value of proper scoring rules (PSRs). We review the theory behind these metrics, showing that they are a principled way to measure the quality of the posterior probabilities produced by a system. Finally, we show how to use these metrics to compute a system's calibration loss and compare this metric with the widely-used expected calibration error (ECE), arguing that calibration loss based on PSRs is superior to the ECE for being more interpretable, more general, and directly applicable to the multi-class case, among other reasons.
A Comprehensive Analysis of AI Biases in DeepFake Detection With Massively Annotated Databases
Xu, Ying, Terhรถrst, Philipp, Raja, Kiran, Pedersen, Marius
In recent years, image and video manipulations with Deepfake have become a severe concern for security and society. Many detection models and datasets have been proposed to detect Deepfake data reliably. However, there is an increased concern that these models and training databases might be biased and, thus, cause Deepfake detectors to fail. In this work, we investigate the bias issue caused by public Deepfake datasets by (a) providing large-scale demographic and non-demographic attribute annotations of 47 different attributes for five popular Deepfake datasets and (b) comprehensively analysing AI-bias of three state-of-the-art Deepfake detection backbone models on these datasets. The investigation analyses the influence of a large variety of distinctive attributes (from over 65M labels) on the detection performance, including demographic (age, gender, ethnicity) and non-demographic (hair, skin, accessories, etc.) information. The results indicate that investigated databases lack diversity and, more importantly, show that the utilised Deepfake detection backbone models are strongly biased towards many investigated attributes. The Deepfake detection backbone methods, which are trained with biased datasets, might output incorrect detection results, thereby leading to generalisability, fairness, and security issues. We hope that the findings of this study and the annotation databases will help to evaluate and mitigate bias in future Deepfake detection techniques. The annotation datasets and the corresponding code are publicly available.
Distribution and volume based scoring for Isolation Forests
Dhouib, Hichem, Wilms, Alissa, Boes, Paul
We make two contributions to the Isolation Forest method for anomaly and outlier detection. The first contribution is an information-theoretically motivated generalisation of the score function that is used to aggregate the scores across random tree estimators. This generalisation allows one to take into account not just the ensemble average across trees but instead the whole distribution. The second contribution is an alternative scoring function at the level of the individual tree estimator, in which we replace the depth-based scoring of the Isolation Forest with one based on hyper-volumes associated to an isolation tree's leaf nodes. We motivate the use of both of these methods on generated data and also evaluate them on 34 datasets from the recent and exhaustive ``ADBench'' benchmark, finding significant improvement over the standard isolation forest for both variants on some datasets and improvement on average across all datasets for one of the two variants. The code to reproduce our results is made available as part of the submission.
Information Leakage from Data Updates in Machine Learning Models
Hui, Tian, Farokhi, Farhad, Ohrimenko, Olga
In this paper we consider the setting where machine learning models are retrained on updated datasets in order to incorporate the most up-to-date information or reflect distribution shifts. We investigate whether one can infer information about these updates in the training data (e.g., changes to attribute values of records). Here, the adversary has access to snapshots of the machine learning model before and after the change in the dataset occurs. Contrary to the existing literature, we assume that an attribute of a single or multiple training data points are changed rather than entire data records are removed or added. We propose attacks based on the difference in the prediction confidence of the original model and the updated model. We evaluate our attack methods on two public datasets along with multi-layer perceptron and logistic regression models. We validate that two snapshots of the model can result in higher information leakage in comparison to having access to only the updated model. Moreover, we observe that data records with rare values are more vulnerable to attacks, which points to the disparate vulnerability of privacy attacks in the update setting. When multiple records with the same original attribute value are updated to the same new value (i.e., repeated changes), the attacker is more likely to correctly guess the updated values since repeated changes leave a larger footprint on the trained model. These observations point to vulnerability of machine learning models to attribute inference attacks in the update setting.
Probe: Learning Users' Personalized Projection Bias in Intertemporal Choices
Intertemporal choices involve making decisions that require weighing the costs in the present against the benefits in the future. One specific type of intertemporal choice is the decision between purchasing an individual item or opting for a bundle that includes that item. Previous research assumes that individuals have accurate expectations of the factors involved in these choices. However, in reality, users' perceptions of these factors are often biased, leading to irrational and suboptimal decision-making. In this work, we specifically focus on two commonly observed biases: projection bias and the reference-point effect. To address these biases, we propose a novel bias-embedded preference model called Probe. The Probe incorporates a weight function to capture users' projection bias and a value function to account for the reference-point effect, and introduce prospect theory from behavioral economics to combine the weight and value functions. This allows us to determine the probability of users selecting the bundle or a single item. We provide a thorough theoretical analysis to demonstrate the impact of projection bias on the design of bundle sales strategies. Through experimental results, we show that the proposed Probe model outperforms existing methods and contributes to a better understanding of users' irrational behaviors in bundle purchases. This investigation can facilitate a deeper comprehension of users' decision-making mechanisms, enable the provision of personalized services, and assist users in making more rational and optimal decisions.