Technical analysis is used to discover investment opportunities. To test this hypothesis we propose an hybrid system using machine learning techniques together with genetic algorithms. Using technical analysis there are more ways to represent a currency exchange time series than the ones it is possible to test computationally, i.e., it is unfeasible to search the whole input feature space thus a genetic algorithm is an alternative. In this work, an architecture for automatic feature selection is proposed to optimize the cross validated performance estimation of a Naive Bayes model using a genetic algorithm. The proposed architecture improves the return on investment of the unoptimized system from 0,43% to 10,29% in the validation set. The features selected and the model decision boundary are visualized using the algorithm t-Distributed Stochastic Neighbor embedding.

Image classification has become one of the main tasks in the field of computer vision technologies. In this context, a recent algorithm called CapsNet that implements an approach based on activity vectors and dynamic routing between capsules may overcome some of the limitations of the current state of the art artificial neural networks (ANN) classifiers, such as convolutional neural networks (CNN). In this paper, we evaluated the performance of the CapsNet algorithm in comparison with three well-known classifiers (Fisher-faces, LeNet, and ResNet). We tested the classification accuracy on four datasets with a different number of instances and classes, including images of faces, traffic signs, and everyday objects. The evaluation results show that even for simple architectures, training the CapsNet algorithm requires significant computational resources and its classification performance falls below the average accuracy values of the other three classifiers. However, we argue that CapsNet seems to be a promising new technique for image classification, and further experiments using more robust computation resources and re-fined CapsNet architectures may produce better outcomes.

Collecting the large datasets needed to train deep neural networks can be very difficult, particularly for the many applications for which sharing and pooling data is complicated by practical, ethical, or legal concerns. However, it may be the case that derivative datasets or predictive models developed within individual sites can be shared and combined with fewer restrictions. Training on distributed datasets and combining the resulting networks is often viewed as continual learning, but these methods require networks to be trained sequentially. In this paper, we introduce parallel weight consolidation (PWC), a continual learning method to consolidate the weights of neural networks trained in parallel on independent datasets. We perform a brain segmentation case study using PWC to consolidate several dilated convolutional neural networks trained in parallel on independent structural magnetic resonance imaging (sMRI) datasets from different sites. We found that PWC led to increased performance on held-out test sets from the different sites, as well as on a very large and completely independent multi-site dataset. This demonstrates the feasibility of PWC for combining the knowledge learned by networks trained on different datasets.

The training of medical image analysis systems using machine learning approaches follows a common script: collect and annotate a large dataset, train the classifier on the training set, and test it on a holdout test set. This process bears no direct resemblance with radiologist training, which is based on solving a series of tasks of increasing difficulty, where each task involves the use of significantly smaller datasets than those used in machine learning. In this paper, we propose a novel training approach inspired by how radiologists are trained. In particular, we explore the use of meta-training that models a classifier based on a series of tasks. Tasks are selected using teacher-student curriculum learning, where each task consists of simple classification problems containing small training sets. We hypothesize that our proposed meta-training approach can be used to pre-train medical image analysis models. This hypothesis is tested on the automatic breast screening classification from DCE-MRI trained with weakly labeled datasets. The classification performance achieved by our approach is shown to be the best in the field for that application, compared to state of art baseline approaches: DenseNet, multiple - instance learning and multi-task learning.

Real-world machine learning applications often have complex test metrics, and may have training and test data that follow different distributions. We propose addressing these issues by using a weighted loss function with a standard convex loss, but with weights on the training examples that are learned to optimize the test metric of interest on the validation set. These metric-optimized example weights can be learned for any test metric, including black box losses and customized metrics for specific applications. We illustrate the performance of our proposal with public benchmark datasets and real-world applications with domain shift and custom loss functions that balance multiple objectives, impose fairness policies, and are non-convex and non-decomposable.

Neural networks have become an increasingly popular solution for network intrusion detection systems (NIDS). Their capability of learning complex patterns and behaviors make them a suitable solution for differentiating between normal traffic and network attacks. However, a drawback of neural networks is the amount of resources needed to train them. Many network gateways and routers devices, which could potentially host an NIDS, simply do not have the memory or processing power to train and sometimes even execute such models. More importantly, the existing neural network solutions are trained in a supervised manner. Meaning that an expert must label the network traffic and update the model manually from time to time. In this paper, we present Kitsune: a plug and play NIDS which can learn to detect attacks on the local network, without supervision, and in an efficient online manner. Kitsune's core algorithm (KitNET) uses an ensemble of neural networks called autoencoders to collectively differentiate between normal and abnormal traffic patterns. KitNET is supported by a feature extraction framework which efficiently tracks the patterns of every network channel. Our evaluations show that Kitsune can detect various attacks with a performance comparable to offline anomaly detectors, even on a Raspberry PI. This demonstrates that Kitsune can be a practical and economic NIDS.

Note: Parts of this post are based on my ACL 2018 paper Strong Baselines for Neural Semi-supervised Learning under Domain Shift with Barbara Plank. Unsupervised learning constitutes one of the main challenges for current machine learning models and one of the key elements that is missing for general artificial intelligence. While unsupervised learning on its own is still elusive, researchers have a made a lot of progress in combining unsupervised learning with supervised learning. This branch of machine learning research is called semi-supervised learning. Semi-supervised learning has a long history. For a (slightly outdated) overview, refer to Zhu (2005) [1] and Chapelle et al. (2006) [2]. Particularly recently, semi-supervised learning has seen some success, considerably reducing the error rate on important benchmarks.

Looking ahead to 2018, rising awareness of the impact of bias, and the importance of fairness and transparency, means that data scientists need to go beyond simply optimizing a business metric. We will need to treat these issues seriously, in much the same way we devote resources to fixing security and privacy issues. While there's no comprehensive checklist one can go through to systematically address issues pertaining to fairness, transparency, and accountability, the good news is that the machine learning research community has started to offer suggestions and some initial steps model builders can take. Let me go through a couple of simple examples. Imagine you have an important feature (say, distance from a specific location) of a machine learning model.

One of the most common tasks performed by data scientists and data analysts are prediction and machine learning. This course will cover the basic components of building and applying prediction functions with an emphasis on practical applications. The course will provide basic grounding in concepts such as training and tests sets, overfitting, and error rates. The course will also introduce a range of model based and algorithmic machine learning methods including regression, classification trees, Naive Bayes, and random forests. The course will cover the complete process of building prediction functions including data collection, feature creation, algorithms, and evaluation.

This paper considers membership attacks to deep generative models, which is to check whether a given instance x was used in the training data or not. Membership attack is an important topic closely related to the privacy issue of training data and most prior work were on supervised learning. In this paper we propose new methods to launch membership attacks against Variational Autoencoders (VAEs) and Generative Adversarial Networks (GANs). The main idea is to train another neural network (called the attacker network) to search for the seed to reproduce the target data x. The difference of the generated data and x is used to conclude whether x is in the training data or not. We examine extensively the similarity/correlation and differences of membership attack with model generalization, overfitting, and diversity of the model. On different data sets we show our membership attacks are more effective than alternative methods.