Performance Analysis
Company-as-Tribe: Company Financial Risk Assessment on Tribe-Style Graph with Hierarchical Graph Neural Networks
Bi, Wendong, Xu, Bingbing, Sun, Xiaoqian, Wang, Zidong, Shen, Huawei, Cheng, Xueqi
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.
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
Gort, Berend Jelmer Dirk, Liu, Xiao-Yang, Sun, Xinghang, Gao, Jiechao, Chen, Shuaiyu, Wang, Christina Dan
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.
Superhuman Fairness
Memarrast, Omid, Vu, Linh, Ziebart, Brian
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.
An Analysis of Classification Approaches for Hit Song Prediction using Engineered Metadata Features with Lyrics and Audio Features
Zhao, Mengyisong, Harvey, Morgan, Cameron, David, Hopfgartner, Frank, Gillet, Valerie J.
Hit song prediction, one of the emerging fields in music information retrieval (MIR), remains a considerable challenge. Being able to understand what makes a given song a hit is clearly beneficial to the whole music industry. Previous approaches to hit song prediction have focused on using audio features of a record. This study aims to improve the prediction result of the top 10 hits among Billboard Hot 100 songs using more alternative metadata, including song audio features provided by Spotify, song lyrics, and novel metadata-based features (title topic, popularity continuity and genre class). Five machine learning approaches are applied, including: k-nearest neighbours, Naive Bayes, Random Forest, Logistic Regression and Multilayer Perceptron. Our results show that Random Forest (RF) and Logistic Regression (LR) with all features (including novel features, song audio features and lyrics features) outperforms other models, achieving 89.1% and 87.2% accuracy, and 0.91 and 0.93 AUC, respectively. Our findings also demonstrate the utility of our novel music metadata features, which contributed most to the models' discriminative performance.
Real-time LIDAR localization in natural and urban environments
Tinchev, Georgi, Penate-Sanchez, Adrian, Fallon, Maurice
Localization is a key challenge in many robotics applications. In this work we explore LIDAR-based global localization in both urban and natural environments and develop a method suitable for online application. Our approach leverages efficient deep learning architecture capable of learning compact point cloud descriptors directly from 3D data. The method uses an efficient feature space representation of a set of segmented point clouds to match between the current scene and the prior map. We show that down-sampling in the inner layers of the network can significantly reduce computation time without sacrificing performance. We present substantial evaluation of LIDAR-based global localization methods on nine scenarios from six datasets varying between urban, park, forest, and industrial environments. Part of which includes post-processed data from 30 sequences of the Oxford RobotCar dataset, which we make publicly available. Our experiments demonstrate a factor of three reduction of computation, 70% lower memory consumption with marginal loss in localization frequency. The proposed method allows the full pipeline to run on robots with limited computation payload such as drones, quadrupeds, and UGVs as it does not require a GPU at run time.
Friend-training: Learning from Models of Different but Related Tasks
Zhang, Mian, Jin, Lifeng, Song, Linfeng, Mi, Haitao, Zhou, Xiabing, Yu, Dong
Current self-training methods such as standard self-training, co-training, tri-training, and others often focus on improving model performance on a single task, utilizing differences in input features, model architectures, and training processes. However, many tasks in natural language processing are about different but related aspects of language, and models trained for one task can be great teachers for other related tasks. In this work, we propose friend-training, a cross-task self-training framework, where models trained to do different tasks are used in an iterative training, pseudo-labeling, and retraining process to help each other for better selection of pseudo-labels. With two dialogue understanding tasks, conversational semantic role labeling and dialogue rewriting, chosen for a case study, we show that the models trained with the friend-training framework achieve the best performance compared to strong baselines.
Learning to Reject with a Fixed Predictor: Application to Decontextualization
Mohri, Christopher, Andor, Daniel, Choi, Eunsol, Collins, Michael
Large language models, often trained with billions of parameters, have achieved impressive performance in recent years (Raffel et al., 2019) and are used in a wide variety of natural language generation tasks. However, their output is sometimes undesirable, with hallucinated content (Maynez et al., 2020; Filippova, 2020), and much work remains to fully understand their properties. In many applications, such as healthcare, question-answering systems, or customer service, incorrect predictions are particularly costly and must be avoided. This motivates the design of algorithms for large language models and other NLP tasks that achieve high precision on a large fraction of the input set, while abstaining on the rest. How can we devise such accurate models that allow a reject option?
FreeMatch: Self-adaptive Thresholding for Semi-supervised Learning
Wang, Yidong, Chen, Hao, Heng, Qiang, Hou, Wenxin, Fan, Yue, Wu, Zhen, Wang, Jindong, Savvides, Marios, Shinozaki, Takahiro, Raj, Bhiksha, Schiele, Bernt, Xie, Xing
Semi-supervised Learning (SSL) has witnessed great success owing to the impressive performances brought by various methods based on pseudo labeling and consistency regularization. However, we argue that existing methods might fail to utilize the unlabeled data more effectively since they either use a pre-defined / fixed threshold or an ad-hoc threshold adjusting scheme, resulting in inferior performance and slow convergence. We first analyze a motivating example to obtain intuitions on the relationship between the desirable threshold and model's learning status. Based on the analysis, we hence propose FreeMatch to adjust the confidence threshold in a self-adaptive manner according to the model's learning status. We further introduce a self-adaptive class fairness regularization penalty to encourage the model for diverse predictions during the early training stage. Extensive experiments indicate the superiority of FreeMatch especially when the labeled data are extremely rare. FreeMatch achieves 5.78%, 13.59%, and 1.28% error rate reduction over the latest state-of-the-art method FlexMatch on CIFAR-10 with 1 label per class, STL-10 with 4 labels per class, and ImageNet with 100 labels per class, respectively. Moreover, FreeMatch can also boost the performance of imbalanced SSL. The codes can be found at https://github.com/microsoft/Semi-supervised-learning.
Review of methods for automatic cerebral microbleeds detection
Ferlin, Maria, Klawikowska, Zuzanna, Grochowski, Michał, Grzywińska, Małgorzata, Szurowska, Edyta
Cerebral microbleeds detection is an important and challenging task. With the gaining popularity of the MRI, the ability to detect cerebral microbleeds also raises. Unfortunately, for radiologists, it is a time-consuming and laborious procedure. For this reason, various solutions to automate this process have been proposed for several years, but none of them is currently used in medical practice. In this context, the need to systematize the existing knowledge and best practices has been recognized as a factor facilitating the imminent synthesis of a real CMBs detection system practically applicable in medicine. To the best of our knowledge, all available publications regarding automatic cerebral microbleeds detection have been gathered, described, and assessed in this paper in order to distinguish the current research state and provide a starting point for future studies.
Human Fall Detection- Multimodality Approach
Wang, Xi, Penta, Ramya, Sehgal, Bhavya, Chen-Song, Dale
Falls have become more frequent in recent years, which has been harmful for senior citizens.Therefore detecting falls have become important and several data sets and machine learning model have been introduced related to fall detection. In this project report, a human fall detection method is proposed using a multi modality approach. We used the UP-FALL detection data set which is collected by dozens of volunteers using different sensors and two cameras. We use wrist sensor with acclerometer data keeping labels to binary classification, namely fall and no fall from the data set.We used fusion of camera and sensor data to increase performance. The experimental results shows that using only wrist data as compared to multi sensor for binary classification did not impact the model prediction performance for fall detection.