Statistical Learning
Breaking Down Financial News Impact: A Novel AI Approach with Geometric Hypergraphs
Harit, Anoushka, Sun, Zhongtian, Yu, Jongmin, Moubayed, Noura Al
In the fast-paced and volatile financial markets, accurately predicting stock movements based on financial news is critical for investors and analysts. Traditional models often struggle to capture the intricate and dynamic relationships between news events and market reactions, limiting their ability to provide actionable insights. This paper introduces a novel approach leveraging Explainable Artificial Intelligence (XAI) through the development of a Geometric Hypergraph Attention Network (GHAN) to analyze the impact of financial news on market behaviours. Geometric hypergraphs extend traditional graph structures by allowing edges to connect multiple nodes, effectively modelling high-order relationships and interactions among financial entities and news events. This unique capability enables the capture of complex dependencies, such as the simultaneous impact of a single news event on multiple stocks or sectors, which traditional models frequently overlook. By incorporating attention mechanisms within hypergraphs, GHAN enhances the model's ability to focus on the most relevant information, ensuring more accurate predictions and better interpretability. Additionally, we employ BERT-based embeddings to capture the semantic richness of financial news texts, providing a nuanced understanding of the content. Using a comprehensive financial news dataset, our GHAN model addresses key challenges in financial news impact analysis, including the complexity of high-order interactions, the necessity for model interpretability, and the dynamic nature of financial markets. Integrating attention mechanisms and SHAP values within GHAN ensures transparency, highlighting the most influential factors driving market predictions. Empirical validation demonstrates the superior effectiveness of our approach over traditional sentiment analysis and time-series models.
SHS: Scorpion Hunting Strategy Swarm Algorithm
Singh, Abhilash, Mousavi, Seyed Muhammad Hossein, Gaurav, Kumar
We introduced the Scorpion Hunting Strategy (SHS), a novel population-based, nature-inspired optimisation algorithm. This algorithm draws inspiration from the hunting strategy of scorpions, which identify, locate, and capture their prey using the alpha and beta vibration operators. These operators control the SHS algorithm's exploitation and exploration abilities. To formulate an optimisation method, we mathematically simulate these dynamic events and behaviors. We evaluate the effectiveness of the SHS algorithm by employing 20 benchmark functions (including 10 conventional and 10 CEC2020 functions), using both qualitative and quantitative analyses. Through a comparative analysis with 12 state-of-the-art meta-heuristic algorithms, we demonstrate that the proposed SHS algorithm yields exceptionally promising results. These findings are further supported by statistically significant results obtained through the Wilcoxon rank sum test. Additionally, the ranking of SHS, as determined by the average rank derived from the Friedman test, positions it at the forefront when compared to other algorithms. Going beyond theoretical validation, we showcase the practical utility of the SHS algorithm by applying it to six distinct real-world optimisation tasks. These applications illustrate the algorithm's potential in addressing complex optimisation challenges. In summary, this work not only introduces the innovative SHS algorithm but also substantiates its effectiveness and versatility through rigorous benchmarking and real-world problem-solving scenarios.
Unveiling Processing--Property Relationships in Laser Powder Bed Fusion: The Synergy of Machine Learning and High-throughput Experiments
Amiri, Mahsa, Foumani, Zahra Zanjani, Cao, Penghui, Valdevit, Lorenzo, Bostanabad, Ramin
Achieving desired mechanical properties in additive manufacturing requires many experiments and a well-defined design framework becomes crucial in reducing trials and conserving resources. Here, we propose a methodology embracing the synergy between high-throughput (HT) experimentation and hierarchical machine learning (ML) to unveil the complex relationships between a large set of process parameters in Laser Powder Bed Fusion (LPBF) and selected mechanical properties (tensile strength and ductility). The HT method envisions the fabrication of small samples for rapid automated hardness and porosity characterization, and a smaller set of tensile specimens for more labor-intensive direct measurement of yield strength and ductility. The ML approach is based on a sequential application of Gaussian processes (GPs) where the correlations between process parameters and hardness/porosity are first learnt and subsequently adopted by the GPs that relate strength and ductility to process parameters. Finally, an optimization scheme is devised that leverages these GPs to identify the processing parameters that maximize combinations of strength and ductility. By founding the learning on larger easy-to-collect and smaller labor-intensive data, we reduce the reliance on expensive characterization and enable exploration of a large processing space. Our approach is material-agnostic and herein we demonstrate its application on 17-4PH stainless steel.
Learning Latent Space Dynamics with Model-Form Uncertainties: A Stochastic Reduced-Order Modeling Approach
Yong, Jin Yi, Geelen, Rudy, Guilleminot, Johann
This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an appropriate state-space representation, in the projection step that underlies many reduced-order modeling methods, or as a byproduct of considerations made during training, to name a few. Following previous works in the literature, the proposed method captures these uncertainties by expanding the approximation space through the randomization of the projection matrix. This is achieved by combining Riemannian projection and retraction operators - acting on a subset of the Stiefel manifold - with an information-theoretic formulation. The efficacy of the approach is assessed on canonical problems in fluid mechanics by identifying and quantifying the impact of model-form uncertainties on the inferred operators.
Data is missing again -- Reconstruction of power generation data using $k$-Nearest Neighbors and spectral graph theory
Pierrot, Amandine, Pinson, Pierre
The risk of missing data and subsequent incomplete data records at wind farms increases with the number of turbines and sensors. We propose here an imputation method that blends data-driven concepts with expert knowledge, by using the geometry of the wind farm in order to provide better estimates when performing Nearest Neighbor imputation. Our method relies on learning Laplacian eigenmaps out of the graph of the wind farm through spectral graph theory. These learned representations can be based on the wind farm layout only, or additionally account for information provided by collected data. The related weighted graph is allowed to change with time and can be tracked in an online fashion. Application to the Westermost Rough offshore wind farm shows significant improvement over approaches that do not account for the wind farm layout information.
SelectTTS: Synthesizing Anyone's Voice via Discrete Unit-Based Frame Selection
Ulgen, Ismail Rasim, Chandra, Shreeram Suresh, Lu, Junchen, Sisman, Berrak
Synthesizing the voices of unseen speakers is a persisting challenge in multi-speaker text-to-speech (TTS). Most multi-speaker TTS models rely on modeling speaker characteristics through speaker conditioning during training. Modeling unseen speaker attributes through this approach has necessitated an increase in model complexity, which makes it challenging to reproduce results and improve upon them. We design a simple alternative to this. We propose SelectTTS, a novel method to select the appropriate frames from the target speaker and decode using frame-level self-supervised learning (SSL) features. We show that this approach can effectively capture speaker characteristics for unseen speakers, and achieves comparable results to other multi-speaker TTS frameworks in both objective and subjective metrics. With SelectTTS, we show that frame selection from the target speaker's speech is a direct way to achieve generalization in unseen speakers with low model complexity. We achieve better speaker similarity performance than SOTA baselines XTTS-v2 and VALL-E with over an 8x reduction in model parameters and a 270x reduction in training data.
From Latent to Engine Manifolds: Analyzing ImageBind's Multimodal Embedding Space
This study investigates ImageBind's ability to generate meaningful fused multimodal embeddings for online auto parts listings. We propose a simplistic embedding fusion workflow that aims to capture the overlapping information of image/text pairs, ultimately combining the semantics of a post into a joint embedding. After storing such fused embeddings in a vector database, we experiment with dimensionality reduction and provide empirical evidence to convey the semantic quality of the joint embeddings by clustering and examining the posts nearest to each cluster centroid. Additionally, our initial findings with Image-Bind's emergent zero-shot cross-modal retrieval suggest that pure audio embeddings can correlate with semantically similar marketplace listings, indicating potential avenues for future research. Keywords: Multimodal machine learning secure and trustworthy cyberspace multimodal embeddings.
Robust Statistical Scaling of Outlier Scores: Improving the Quality of Outlier Probabilities for Outliers (Extended Version)
Röchner, Philipp, Marques, Henrique O., Campello, Ricardo J. G. B., Zimek, Arthur, Rothlauf, Franz
Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be difficult for humans to interpret. Statistical scaling addresses this problem by transforming outlier scores into outlier probabilities without using ground-truth labels, thereby improving interpretability and comparability across algorithms. However, the quality of this transformation can be different for outliers and inliers. Missing outliers in scenarios where they are of particular interest - such as healthcare, finance, or engineering - can be costly or dangerous. Thus, ensuring good probabilities for outliers is essential. This paper argues that statistical scaling, as commonly used in the literature, does not produce equally good probabilities for outliers as for inliers. Therefore, we propose robust statistical scaling, which uses robust estimators to improve the probabilities for outliers. We evaluate several variants of our method against other outlier score transformations for real-world datasets and outlier detection algorithms, where it can improve the probabilities for outliers.
Short-term Wind Speed Forecasting for Power Integration in Smart Grids based on Hybrid LSSVM-SVMD Method
Yekun, Ephrem Admasu, Fitwib, Alem H., Subramaniand, Selvi Karpaga, Kumard, Anubhav, Tella, Teshome Goa
Owing to its minimal pollution and efficient energy use, wind energy has become one of the most widely exploited renewable energy resources. The successful integration of wind power into the grid system is contingent upon accurate wind speed forecasting models. However, the task of wind speed forecasting is challenging due to the inherent intermittent characteristics of wind speed. In this paper, a hybrid machine learning approach is developed for predicting short-term wind speed. First, the wind data was decomposed into modal components using Successive Variational Mode Decomposition (SVMD). Then, each sub-signal was fitted into a Least Squares Support Vector Machines (LSSVM) model, with its hyperparameter optimized by a novel variant of Quantum-behaved Particle Swarm Optimization (QPSO), QPSO with elitist breeding (EBQPSO). Second, the residuals making up for the differences between the original wind series and the aggregate of the SVMD modes were modeled using long short-term model (LSTM). Then, the overall predicted values were computed using the aggregate of the LSSVM and the LSTM models. Finally, the performance of the proposed model was compared against state-of-the-art benchmark models for forecasting wind speed using two separate data sets collected from a local wind farm. Empirical results show significant improvement in performance by the proposed method, achieving a 1.21% to 32.76% reduction in root mean square error (RMSE) and a 2.05% to 40.75% reduction in mean average error (MAE) compared to the benchmark methods. The entire code implementation of this work is freely available in Github.
Common Steps in Machine Learning Might Hinder The Explainability Aims in Medicine
Data pre-processing is a significant step in machine learning to improve the performance of the model and decreases the running time. This might include dealing with missing values, outliers detection and removing, data augmentation, dimensionality reduction, data normalization and handling the impact of confounding variables. Although it is found the steps improve the accuracy of the model, but they might hinder the explainability of the model if they are not carefully considered especially in medicine. They might block new findings when missing values and outliers removal are implemented inappropriately. In addition, they might make the model unfair against all the groups in the model when making the decision. Moreover, they turn the features into unitless and clinically meaningless and consequently not explainable. This paper discusses the common steps of the data preprocessing in machine learning and their impacts on the explainability and interpretability of the model. Finally, the paper discusses some possible solutions that improve the performance of the model while not decreasing its explainability.