Statistical Learning
Learning segmentation from point trajectories
Karazija, Laurynas, Laina, Iro, Rupprecht, Christian, Vedaldi, Andrea
We consider the problem of segmenting objects in videos based on their motion and no other forms of supervision. Prior work has often approached this problem by using the principle of common fate, namely the fact that the motion of points that belong to the same object is strongly correlated. However, most authors have only considered instantaneous motion from optical flow. In this work, we present a way to train a segmentation network using long-term point trajectories as a supervisory signal to complement optical flow. The key difficulty is that long-term motion, unlike instantaneous motion, is difficult to model -- any parametric approximation is unlikely to capture complex motion patterns over long periods of time. We instead draw inspiration from subspace clustering approaches, proposing a loss function that seeks to group the trajectories into low-rank matrices where the motion of object points can be approximately explained as a linear combination of other point tracks. Our method outperforms the prior art on motion-based segmentation, which shows the utility of long-term motion and the effectiveness of our formulation.
Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring
Li, Xia, Zheng, Hanghang, Tao, Kunpeng, Mao, Mao
Credit scoring is a systematic approach to evaluate a borrower's probability of default (PD) on a bank loan. The data associated with such scenarios are characteristically imbalanced, complicating binary classification owing to the often-underestimated cost of misclassification during the classifier's learning process. Considering the high imbalance ratio (IR) of these datasets, we introduce an innovative yet straightforward optimized activation function by incorporating an IR-dependent asymmetric adjusted factor embedded Sigmoid activation function (ASIG). The embedding of ASIG makes the sensitive margin of the Sigmoid function auto-adjustable, depending on the imbalance nature of the datasets distributed, thereby giving the activation function an asymmetric characteristic that prevents the underrepresentation of the minority class (positive samples) during the classifier's learning process. The experimental results show that the ASIG-embedded-classifier outperforms traditional classifiers on datasets across wide-ranging IRs in the downstream credit-scoring task. The algorithm also shows robustness and stability, even when the IR is ultra-high. Therefore, the algorithm provides a competitive alternative in the financial industry, especially in credit scoring, possessing the ability to effectively process highly imbalanced distribution data.
FedCLEAN: byzantine defense by CLustering Errors of Activation maps in Non-IID federated learning environments
Ghali, Mehdi Ben, Bellafqira, Reda, Coatrieux, Gouenou
Federated Learning (FL) enables clients to collaboratively train a global model using their local datasets while reinforcing data privacy. However, FL is susceptible to poisoning attacks. Existing defense mechanisms assume that clients' data are independent and identically distributed (IID), making them ineffective in real-world applications where data are non-IID. This paper presents FedCLEAN, the first defense capable of filtering attackers' model updates in a non-IID FL environment. The originality of FedCLEAN is twofold. First, it relies on a client confidence score derived from the reconstruction errors of each client's model activation maps for a given trigger set, with reconstruction errors obtained by means of a Conditional Variational Autoencoder trained according to a novel server-side strategy. Second, we propose an ad-hoc trust propagation algorithm based on client scores, which allows building a cluster of benign clients while flagging potential attackers. Experimental results on the datasets MNIST and FashionMNIST demonstrate the robustness of FedCLEAN against Byzantine attackers in non-IID scenarios and a close-to-zero benign client misclassification rate, even in the absence of an attack.
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
Optimizing portfolio performance is a fundamental challenge in financial modeling, requiring the integration of advanced clustering techniques and data-driven optimization strategies. This paper introduces a comparative backtesting approach that combines clustering-based portfolio segmentation and Sharpe ratio-based optimization to enhance investment decision-making. First, we segment a diverse set of financial assets into clusters based on their historical log-returns using K-Means clustering. This segmentation enables the grouping of assets with similar return characteristics, facilitating targeted portfolio construction. Next, for each cluster, we apply a Sharpe ratio-based optimization model to derive optimal weights that maximize risk-adjusted returns. Unlike traditional mean-variance optimization, this approach directly incorporates the trade-off between returns and volatility, resulting in a more balanced allocation of resources within each cluster. The proposed framework is evaluated through a backtesting study using historical data spanning multiple asset classes. Optimized portfolios for each cluster are constructed and their cumulative returns are compared over time against a traditional equal-weighted benchmark portfolio.
MoGERNN: An Inductive Traffic Predictor for Unobserved Locations in Dynamic Sensing Networks
Zhou, Qishen, Zhang, Yifan, Makridis, Michail A., Kouvelas, Anastasios, Wang, Yibing, Hu, Simon
Given a partially observed road network, how can we predict the traffic state of unobserved locations? While deep learning approaches show exceptional performance in traffic prediction, most assume sensors at all locations of interest, which is impractical due to financial constraints. Furthermore, these methods typically require costly retraining when sensor configurations change. We propose MoGERNN, an inductive spatio-temporal graph representation model, to address these challenges. Inspired by the Mixture of Experts approach in Large Language Models, we introduce a Mixture of Graph Expert (MoGE) block to model complex spatial dependencies through multiple graph message aggregators and a sparse gating network. This block estimates initial states for unobserved locations, which are then processed by a GRU-based Encoder-Decoder that integrates a graph message aggregator to capture spatio-temporal dependencies and predict future states. Experiments on two real-world datasets show MoGERNN consistently outperforms baseline methods for both observed and unobserved locations. MoGERNN can accurately predict congestion evolution even in areas without sensors, offering valuable information for traffic management. Moreover, MoGERNN is adaptable to dynamic sensing networks, maintaining competitive performance even compared to its retrained counterpart. Tests with different numbers of available sensors confirm its consistent superiority, and ablation studies validate the effectiveness of its key modules.
Heterogeneous Federated Learning Systems for Time-Series Power Consumption Prediction with Multi-Head Embedding Mechanism
Syu, Jia-Hao, Lin, Jerry Chun-Wei, Srivastava, Gautam, Yun, Unil
Time-series prediction is increasingly popular in a variety of applications, such as smart factories and smart transportation. Researchers have used various techniques to predict power consumption, but existing models lack discussion of collaborative learning and privacy issues among multiple clients. To address these issues, we propose Multi-Head Heterogeneous Federated Learning (MHHFL) systems that consist of multiple head networks, which independently act as carriers for federated learning. In the federated period, each head network is embedded into 2-dimensional vectors and shared with the centralized source pool. MHHFL then selects appropriate source networks and blends the head networks as knowledge transfer in federated learning. The experimental results show that the proposed MHHFL systems significantly outperform the benchmark and state-of-the-art systems and reduce the prediction error by 24.9% to 94.1%. The ablation studies demonstrate the effectiveness of the proposed mechanisms in the MHHFL (head network embedding and selection mechanisms), which significantly outperforms traditional federated average and random transfer.
The Process of Categorical Clipping at the Core of the Genesis of Concepts in Synthetic Neural Cognition
Pichat, Michael, Pogrund, William, Gasparian, Armanush, Pichat, Paloma, Demarchi, Samuel, Veillet-Guillem, Michael, Corbet, Martin, Dasilva, Théo
The result of this categorical segmentation is reflected in the creation, by each neuron, of a synthetic category of thought, a concept, or, to put it differently, a categorical dimension carried by this neuron [101, 102]. This synthetic conceptual category is, among other things, defined by its extension, that is, the set of tokens for which the neuron associated with this category is (sufficiently) activated. In a previous work [105], we investigated the mathematical-cognitive factors of categorical segmentation performed by the synthetic neurons of language models. In this preliminary exploratory study, we examined, both quantitatively and qualitatively, the genetic elements influencing this categorical segmentation. Based on the aggregation function 1 Σ(w i,jx i,j) + b, which partly governs this cognitive process, we identified three key causal elements of a mathematical and cognitive nature involved in this conceptual partitioning process. First, the "x effect" or synthetic categorical priming, which refers to the fact that the activation of the categories carried by precursor neurons in layer n affects the activation of the categories specific to their associated target neurons in layer n + 1, thereby directly impacting their categorical extension. In other words, the more a token belongs to the extension of a precursor category in layer n (i.e., the more this token is activated in the involved neuron), the greater its potential to belong to the extension of its superordinate category (i.e., its potential activation in the neuron of layer n +1). This phenomenon of categorical priming thus partly governs the categorical segmentation performed in layer n + 1, that is, the determination of the subset of tokens constituting the categorical extension of the concepts carried by the neurons in layer n + 1. Second, the "w effect" or synthetic categorical attention, which relates to the fact that the weights of the connections between a target neuron (layer n + 1) and its precursor neurons (layer n) govern the degree of relevance attributed to the precursor categories in constructing the categorical segment of their corresponding target neurons.
Diffusion-aware Censored Gaussian Processes for Demand Modelling
Inferring the true demand for a product or a service from aggregate data is often challenging due to the limited available supply, thus resulting in observations that are censored and correspond to the realized demand, thereby not accounting for the unsatisfied demand. Censored regression models are able to account for the effect of censoring due to the limited supply, but they don't consider the effect of substitutions, which may cause the demand for similar alternative products or services to increase. This paper proposes Diffusion-aware Censored Demand Models, which combine a Tobit likelihood with a graph diffusion process in order to model the latent process of transfer of unsatisfied demand between similar products or services. We instantiate this new class of models under the framework of GPs and, based on both simulated and real-world data for modeling sales, bike-sharing demand, and EV charging demand, demonstrate its ability to better recover the true demand and produce more accurate out-of-sample predictions.
StAyaL | Multilingual Style Transfer
Thakrar, Karishma, Lawrence, Katrina, Howard, Kyle
Stylistic text generation plays a vital role in enhancing communication by reflecting the nuances of individual expression. This paper presents a novel approach for generating text in a specific speaker's style across different languages. We show that by leveraging only 100 lines of text, an individuals unique style can be captured as a high-dimensional embedding, which can be used for both text generation and stylistic translation. This methodology breaks down the language barrier by transferring the style of a speaker between languages. The paper is structured into three main phases: augmenting the speaker's data with stylistically consistent external sources, separating style from content using machine learning and deep learning techniques, and generating an abstract style profile by mean pooling the learned embeddings. The proposed approach is shown to be topic-agnostic, with test accuracy and F1 scores of 74.9% and 0.75, respectively. The results demonstrate the potential of the style profile for multilingual communication, paving the way for further applications in personalized content generation and cross-linguistic stylistic transfer.
Improving Fine-Tuning with Latent Cluster Correction
This paper proposes a novel fine-tuning method that boosts performance by optimising the formation of these latent clusters, using the Louvain community detection algorithm and a specifically designed clustering loss function. We present preliminary results that demonstrate the viability of this process on classical neural network architectures during fine-tuning on the CIFAR-100 dataset.