Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing over time properties, making their analysis a complex task. Improvement of understanding and development of methods for financial time series analysis is essential for successful operation on financial markets. In this study we propose a volume-based data pre-processing method for making financial time series more suitable for machine learning pipelines. We use a statistical approach for assessing the performance of the method. Namely, we formally state the hypotheses, set up associated classification tasks, compute effect sizes with confidence intervals, and run statistical tests to validate the hypotheses. We additionally assess the trading performance of the proposed method on historical data and compare it to a previously published approach. Our analysis shows that the proposed volume-based method allows successful classification of the financial time series patterns, and also leads to better classification performance than a price action-based method, excelling specifically on more liquid financial instruments. Finally, we propose an approach for obtaining feature interactions directly from tree-based models on example of CatBoost estimator, as well as formally assess the relatedness of the proposed approach and SHAP feature interactions with a positive outcome.

Face detector frequently confronts extreme scale variance challenge. The famous solutions are Multi-scale training, Data-anchor-sampling and Random crop strategy. In this paper, we indicate 2 significant elements to resolve extreme scale variance problem by investigating the difference among the previous solutions, including the fore-ground and back-ground information of an image and the scale information. However, current excellent solutions can only utilize the former information while neglecting to absorb the latter one effectively. In order to help the detector utilize the scale information efficiently, we analyze the relationship between the detector performance and the scale distribution of the training data. Based on this analysis, we propose a Selective Scale Enhancement (SSE) strategy which can assimilate these two information efficiently and simultaneously. Finally, our method achieves state-of-the-art detection performance on all common face detection benchmarks, including AFW, PASCAL face, FDDB and Wider Face datasets. Note that our result achieves six champions on the Wider Face dataset.

Class imbalance is a common issue in many domain applications of learning algorithms. Oftentimes, in the same domains it is much more relevant to correctly classify and profile minority class observations. This need can be addressed by Feature Selection (FS), that offers several further advantages, s.a. decreasing computational costs, aiding inference and interpretability. However, traditional FS techniques may become sub-optimal in the presence of strongly imbalanced data. To achieve FS advantages in this setting, we propose a filtering FS algorithm ranking feature importance on the basis of the Reconstruction Error of a Deep Sparse AutoEncoders Ensemble (DSAEE). We use each DSAE trained only on majority class to reconstruct both classes. From the analysis of the aggregated Reconstruction Error, we determine the features where the minority class presents a different distribution of values w.r.t. the overrepresented one, thus identifying the most relevant features to discriminate between the two. We empirically demonstrate the efficacy of our algorithm in several experiments on high-dimensional datasets of varying sample size, showcasing its capability to select relevant and generalizable features to profile and classify minority class, outperforming other benchmark FS methods. We also briefly present a real application in radiogenomics, where the methodology was applied successfully.

Colon and Lung cancer is one of the most perilous and dangerous ailments that individuals are enduring worldwide and has become a general medical problem. To lessen the risk of death, a legitimate and early finding is particularly required. In any case, it is a truly troublesome task that depends on the experience of histopathologists. If a histologist is under-prepared it may even hazard the life of a patient. As of late, deep learning has picked up energy, and it is being valued in the analysis of Medical Imaging. This paper intends to utilize and alter the current pre-trained CNN-based model to identify lung and colon cancer utilizing histopathological images with better augmentation techniques. In this paper, eight distinctive Pre-trained CNN models, VGG16, NASNetMobile, InceptionV3, InceptionResNetV2, ResNet50, Xception, MobileNet, and DenseNet169 are trained on LC25000 dataset. The model performances are assessed on precision, recall, f1score, accuracy, and auroc score. The results exhibit that all eight models accomplished noteworthy results ranging from 96% to 100% accuracy. Subsequently, GradCAM and SmoothGrad are also used to picture the attention images of Pre-trained CNN models classifying malignant and benign images.

We ask the following question: what training information is required to design an effective outlier/out-of-distribution (OOD) detector, i.e., detecting samples that lie far away from the training distribution? Since unlabeled data is easily accessible for many applications, the most compelling approach is to develop detectors based on only unlabeled in-distribution data. However, we observe that most existing detectors based on unlabeled data perform poorly, often equivalent to a random prediction. In contrast, existing state-of-the-art OOD detectors achieve impressive performance but require access to fine-grained data labels for supervised training. We propose SSD, an outlier detector based on only unlabeled in-distribution data. We use self-supervised representation learning followed by a Mahalanobis distance based detection in the feature space. We demonstrate that SSD outperforms most existing detectors based on unlabeled data by a large margin. Additionally, SSD even achieves performance on par, and sometimes even better, with supervised training based detectors. Finally, we expand our detection framework with two key extensions. First, we formulate few-shot OOD detection, in which the detector has access to only one to five samples from each class of the targeted OOD dataset. Second, we extend our framework to incorporate training data labels, if available. We find that our novel detection framework based on SSD displays enhanced performance with these extensions, and achieves state-of-the-art performance. Our code is publicly available at https://github.com/inspire-group/SSD.

Algorithmic decision-making (ADM) increasingly shapes people's daily lives. Given that such autonomous systems can cause severe harm to individuals and social groups, fairness concerns have arisen. A human-centric approach demanded by scholars and policymakers requires taking people's fairness perceptions into account when designing and implementing ADM. We provide a comprehensive, systematic literature review synthesizing the existing empirical insights on perceptions of algorithmic fairness from 39 empirical studies spanning multiple domains and scientific disciplines. Through thorough coding, we systemize the current empirical literature along four dimensions: (a) algorithmic predictors, (b) human predictors, (c) comparative effects (human decision-making vs. algorithmic decision-making), and (d) consequences of ADM. While we identify much heterogeneity around the theoretical concepts and empirical measurements of algorithmic fairness, the insights come almost exclusively from Western-democratic contexts. By advocating for more interdisciplinary research adopting a society-in-the-loop framework, we hope our work will contribute to fairer and more responsible ADM.

The analysis of the compression effects in generative adversarial networks (GANs) after training, i.e. without any fine-tuning, remains an unstudied, albeit important, topic with the increasing trend of their computation and memory requirements. While existing works discuss the difficulty of compressing GANs during training, requiring novel methods designed with the instability of GANs training in mind, we show that existing compression methods (namely clipping and quantization) may be directly applied to compress GANs post-training, without any additional changes. High compression levels may distort the generated set, likely leading to an increase of outliers that may negatively affect the overall assessment of existing k-nearest neighbor (KNN) based metrics. We propose two new precision and recall metrics based on locality-sensitive hashing (LSH), which, on top of increasing the outlier robustness, decrease the complexity of assessing an evaluation sample against $n$ reference samples from $O(n)$ to $O(\log(n))$, if using LSH and KNN, and to $O(1)$, if only applying LSH. We show that low-bit compression of several pre-trained GANs on multiple datasets induces a trade-off between precision and recall, retaining sample quality while sacrificing sample diversity.

Goal Recognition is the task of discerning the correct intended goal that an agent aims to achieve, given a set of possible goals, a domain model, and a sequence of observations as a sample of the plan being executed in the environment. Existing approaches assume that the possible goals are formalized as a conjunction in deterministic settings. In this paper, we develop a novel approach that is capable of recognizing temporally extended goals in Fully Observable Non-Deterministic (FOND) planning domain models, focusing on goals on finite traces expressed in Linear Temporal Logic (LTLf) and (Pure) Past Linear Temporal Logic (PLTLf). We empirically evaluate our goal recognition approach using different LTLf and PLTLf goals over six common FOND planning domain models, and show that our approach is accurate to recognize temporally extended goals at several levels of observability.

We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted samples using Gaussian process regression. A heteroscedastic noise model is employed, in which additive Gaussian noise terms with independent variances are associated with each and all of the observed labels. Thus, the method effectively applies a sample-specific Tikhonov regularization term, generalizing the uniform regularization prevalent in standard Gaussian process regression. Optimizing the noise model using maximum likelihood estimation leads to the containment of the GPR model's predictive error by the posterior standard deviation in leave-one-out cross-validation. A multiplicative update scheme is proposed for solving the maximum likelihood estimation problem under non-negative constraints. While we provide a proof of monotonic convergence for certain special cases, the multiplicative scheme has empirically demonstrated monotonic convergence behavior in virtually all our numerical experiments. We show that the presented method can pinpoint corrupted samples and lead to better regression models when trained on synthetic and real-world scientific data sets.

Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint, measures such as the area under the receiver operating characteristic curve, or the area under the precision recall curve, are too general because they include unrealistic decision thresholds. On the other hand, measures such as accuracy, sensitivity or the F1 score are measures at a single threshold that reflect an individual single probability or predicted risk, rather than a range of individuals or risk. We propose a method in between, deep ROC analysis, that examines groups of probabilities or predicted risks for more insightful analysis. We translate esoteric measures into familiar terms: AUC and the normalized concordant partial AUC are balanced average accuracy (a new finding); the normalized partial AUC is average sensitivity; and the normalized horizontal partial AUC is average specificity. Along with post-test measures, we provide a method that can improve model selection in some cases and provide interpretation and assurance for patients in each risk group. We demonstrate deep ROC analysis in two case studies and provide a toolkit in Python.