Click here to read the full story with my Friend Link! Breast cancer is the second most common cancer in women and men worldwide. In 2012, it represented about 12 percent of all new cancer cases and 25 percent of all cancers in women. Breast cancer starts when cells in the breast begin to grow out of control. These cells usually form a tumor that can often be seen on an x-ray or felt as a lump. The tumor is malignant (cancer) if the cells can grow into (invade) surrounding tissues or spread (metastasize) to distant areas of the body.

Noting that overlapping imaging features on contrast-enhanced computed tomography (CT) can make it challenging to differentiate between acute diverticulitis and colon cancer, researchers say an emerging deep learning model may provide enhanced sensitivity and specificity for these conditions. In a retrospective study recently published in JAMA Network Open, researchers developed and tested a three-dimensional (3D) convolutional neural network (CNN) for 585 patients (mean age of 63.2) who underwent surgery for colon cancer or acute diverticulitis between July 1, 2005 and October 1, 2020, had venous phase CT imaging within 60 days prior to surgery and had segmental wall thickening in the colon that was independent of disease stage. In comparison to mean sensitivity and specificity rates of 77.6 percent and 81.6 percent, respectively, for radiologist readers, the study authors noted an 83.3 percent sensitivity rate and an 86.6 percent specificity rate for the 3D CNN model. The combination of the deep learning model and radiologist assessment resulted in an eight percent increase in sensitivity (85.6 percent) and a 9.7 percent increase in specificity (91.3 percent) over radiologist assessments, according to the study findings. The study authors also noted the reduction of false-negative rates with the 3D CNN model.

The goal of the Search for Extraterrestrial Intelligence (SETI) is to quantify the prevalence of technological life beyond Earth via their "technosignatures". One theorized technosignature is narrowband Doppler drifting radio signals. The principal challenge in conducting SETI in the radio domain is developing a generalized technique to reject human radio frequency interference (RFI). Here, we present the most comprehensive deep-learning based technosignature search to date, returning 8 promising ETI signals of interest for re-observation as part of the Breakthrough Listen initiative. The search comprises 820 unique targets observed with the Robert C. Byrd Green Bank Telescope, totaling over 480, hr of on-sky data. We implement a novel beta-Convolutional Variational Autoencoder to identify technosignature candidates in a semi-unsupervised manner while keeping the false positive rate manageably low. This new approach presents itself as a leading solution in accelerating SETI and other transient research into the age of data-driven astronomy.

A significant body of recent research in the field of Learning Analytics has focused on leveraging machine learning approaches for predicting at-risk students in order to initiate timely interventions and thereby elevate retention and completion rates. The overarching feature of the majority of these research studies has been on the science of prediction only. The component of predictive analytics concerned with interpreting the internals of the models and explaining their predictions for individual cases to stakeholders has largely been neglected. Additionally, works that attempt to employ data-driven prescriptive analytics to automatically generate evidence-based remedial advice for at-risk learners are in their infancy. eXplainable AI is a field that has recently emerged providing cutting-edge tools which support transparent predictive analytics and techniques for generating tailored advice for at-risk students. This study proposes a novel framework that unifies both transparent machine learning as well as techniques for enabling prescriptive analytics, while integrating the latest advances in large language models. This work practically demonstrates the proposed framework using predictive models for identifying at-risk learners of programme non-completion. The study then further demonstrates how predictive modelling can be augmented with prescriptive analytics on two case studies in order to generate human-readable prescriptive feedback for those who are at risk using ChatGPT.

The prediction of financial markets is a challenging yet important task. In modern electronically-driven markets, traditional time-series econometric methods often appear incapable of capturing the true complexity of the multi-level interactions driving the price dynamics. While recent research has established the effectiveness of traditional machine learning (ML) models in financial applications, their intrinsic inability to deal with uncertainties, which is a great concern in econometrics research and real business applications, constitutes a major drawback. Bayesian methods naturally appear as a suitable remedy conveying the predictive ability of ML methods with the probabilistically-oriented practice of econometric research. By adopting a state-of-the-art second-order optimization algorithm, we train a Bayesian bilinear neural network with temporal attention, suitable for the challenging time-series task of predicting mid-price movements in ultra-high-frequency limit-order book markets. We thoroughly compare our Bayesian model with traditional ML alternatives by addressing the use of predictive distributions to analyze errors and uncertainties associated with the estimated parameters and model forecasts. Our results underline the feasibility of the Bayesian deep-learning approach and its predictive and decisional advantages in complex econometric tasks, prompting future research in this direction.

Sports video analysis is a widespread research topic. Its applications are very diverse, like events detection during a match, video summary, or fine-grained movement analysis of athletes. As part of the MediaEval 2022 benchmarking initiative, this task aims at detecting and classifying subtle movements from sport videos. We focus on recordings of table tennis matches. Conducted since 2019, this task provides a classification challenge from untrimmed videos recorded under natural conditions with known temporal boundaries for each stroke. Since 2021, the task also provides a stroke detection challenge from un-annotated, untrimmed videos. This year, the training, validation, and test sets are enhanced to ensure that all strokes are represented in each dataset. The dataset is now similar to the one used in [1, 2]. This research is intended to build tools for coaches and athletes who want to further evaluate their sport performances.

We initiate a study of supervised learning from many independent sequences ("trajectories") of non-independent covariates, reflecting tasks in sequence modeling, control, and reinforcement learning. Conceptually, our multi-trajectory setup sits between two traditional settings in statistical learning theory: learning from independent examples and learning from a single auto-correlated sequence. Our conditions for efficient learning generalize the former setting--trajectories must be non-degenerate in ways that extend standard requirements for independent examples. Notably, we do not require that trajectories be ergodic, long, nor strictly stable. For linear least-squares regression, given $n$-dimensional examples produced by $m$ trajectories, each of length $T$, we observe a notable change in statistical efficiency as the number of trajectories increases from a few (namely $m \lesssim n$) to many (namely $m \gtrsim n$). Specifically, we establish that the worst-case error rate of this problem is $\Theta(n / m T)$ whenever $m \gtrsim n$. Meanwhile, when $m \lesssim n$, we establish a (sharp) lower bound of $\Omega(n^2 / m^2 T)$ on the worst-case error rate, realized by a simple, marginally unstable linear dynamical system. A key upshot is that, in domains where trajectories regularly reset, the error rate eventually behaves as if all of the examples were independent, drawn from their marginals. As a corollary of our analysis, we also improve guarantees for the linear system identification problem.

Company financial risk is ubiquitous and early risk assessment for listed companies can avoid considerable losses. Traditional methods mainly focus on the financial statements of companies and lack the complex relationships among them. However, the financial statements are often biased and lagged, making it difficult to identify risks accurately and timely. To address the challenges, we redefine the problem as \textbf{company financial risk assessment on tribe-style graph} by taking each listed company and its shareholders as a tribe and leveraging financial news to build inter-tribe connections. Such tribe-style graphs present different patterns to distinguish risky companies from normal ones. However, most nodes in the tribe-style graph lack attributes, making it difficult to directly adopt existing graph learning methods (e.g., Graph Neural Networks(GNNs)). In this paper, we propose a novel Hierarchical Graph Neural Network (TH-GNN) for Tribe-style graphs via two levels, with the first level to encode the structure pattern of the tribes with contrastive learning, and the second level to diffuse information based on the inter-tribe relations, achieving effective and efficient risk assessment. Extensive experiments on the real-world company dataset show that our method achieves significant improvements on financial risk assessment over previous competing methods. Also, the extensive ablation studies and visualization comprehensively show the effectiveness of our method.

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which may suffer from the false positive issue due to overfitting. In this paper, we propose a practical approach to address backtest overfitting for cryptocurrency trading using deep reinforcement learning. First, we formulate the detection of backtest overfitting as a hypothesis test. Then, we train the DRL agents, estimate the probability of overfitting, and reject the overfitted agents, increasing the chance of good trading performance. Finally, on 10 cryptocurrencies over a testing period from 05/01/2022 to 06/27/2022 (during which the crypto market crashed two times), we show that the less overfitted deep reinforcement learning agents have a higher return than that of more overfitted agents, an equal weight strategy, and the S&P DBM Index (market benchmark), offering confidence in possible deployment to a real market.

The fairness of machine learning-based decisions has become an increasingly important focus in the design of supervised machine learning methods. Most fairness approaches optimize a specified trade-off between performance measure(s) (e.g., accuracy, log loss, or AUC) and fairness metric(s) (e.g., demographic parity, equalized odds). This begs the question: are the right performance-fairness trade-offs being specified? We instead re-cast fair machine learning as an imitation learning task by introducing superhuman fairness, which seeks to simultaneously outperform human decisions on multiple predictive performance and fairness measures. We demonstrate the benefits of this approach given suboptimal decisions.