Statistical Learning
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
Din, Riaz Ud, Ahmed, Salman, Khan, Saddam Hussain
Forecasting speculative stock prices is essential for effective investment risk management that drives the need for the development of innovative algorithms. However, the speculative nature, volatility, and complex sequential dependencies within financial markets present inherent challenges which necessitate advanced techniques. This paper proposes a novel framework, CAB-XDE (customized attention BiLSTM-XGB decision ensemble), for predicting the daily closing price of speculative stock Bitcoin-USD (BTC-USD). CAB-XDE framework integrates a customized bi-directional long short-term memory (BiLSTM) with the attention mechanism and the XGBoost algorithm. The customized BiLSTM leverages its learning capabilities to capture the complex sequential dependencies and speculative market trends. Additionally, the new attention mechanism dynamically assigns weights to influential features, thereby enhancing interpretability, and optimizing effective cost measures and volatility forecasting. Moreover, XGBoost handles nonlinear relationships and contributes to the proposed CAB-XDE framework robustness. Additionally, the weight determination theory-error reciprocal method further refines predictions. This refinement is achieved by iteratively adjusting model weights. It is based on discrepancies between theoretical expectations and actual errors in individual customized attention BiLSTM and XGBoost models to enhance performance. Finally, the predictions from both XGBoost and customized attention BiLSTM models are concatenated to achieve diverse prediction space and are provided to the ensemble classifier to enhance the generalization capabilities of CAB-XDE. The proposed CAB-XDE framework is empirically validated on volatile Bitcoin market, sourced from Yahoo Finance and outperforms state-of-the-art models with a MAPE of 0.0037, MAE of 84.40, and RMSE of 106.14.
MC-ViViT: Multi-branch Classifier-ViViT to detect Mild Cognitive Impairment in older adults using facial videos
Sun, Jian, Dodge, Hiroko H., Mahoor, Mohammad H.
ADRD is technology has the potential to bolster the early detection of not only ranked as the sixth-leading cause of death in the MCI and AD. A 2019 study proposed that early detection of U.S., but the COVID-19 pandemic has increased the number AD would decrease healthcare costs, and improve quality of of deaths among those with AD (Alzheimer's_Association, life (Eikelboom et al., 2019). Studies have shown that MCI 2021). Symptoms of AD/ADRD usually begin with Mild can affect the patterns of speech, language, and face-to-face Cognitive Impairment (MCI) and include early onset memory communication in older adults (Liu et al., 2022a). There loss, cognitive decline, and impairments with verbal are several studies on using traditional Machine Learning language and visual/spatial perception. Approximately 12- (ML) approaches such as Decision Tree (Neelaveni 18% of people age 60 or older are living with MCI in the & Devasana, 2020; Davuluri1 & Rengaswamy, 2020) and U.S. Although older adults with MCI have the ability to K-means clustering (Davuluri1 & Rengaswamy, 2020) to independently perform most daily living activities such as detect AD with a human using collected demographic information eating, shopping, and bathing without help, the National (Neelaveni & Devasana, 2020) and MRI (Davuluri1 Institute on Aging (NIA) estimated that 10 to 20% of & Rengaswamy, 2020). Other researchers used Crossmodel subjects with MCI will develop dementia over a one-year Augmentation for automated detection of MCI from period (National_Institute_on_Aging, 2021).
Using Multi-Temporal Sentinel-1 and Sentinel-2 data for water bodies mapping
Russo, Luigi, Mauro, Francesco, Memar, Babak, Sebastianelli, Alessandro, Gamba, Paolo, Ullo, Silvia Liberata
Climate change is intensifying extreme weather events, causing both water scarcity and severe rainfall unpredictability, and posing threats to sustainable development, biodiversity, and access to water and sanitation. This paper aims to provide valuable insights for comprehensive water resource monitoring under diverse meteorological conditions. An extension of the SEN2DWATER dataset is proposed to enhance its capabilities for water basin segmentation. Through the integration of temporally and spatially aligned radar information from Sentinel-1 data with the existing multispectral Sentinel-2 data, a novel multisource and multitemporal dataset is generated. Benchmarking the enhanced dataset involves the application of indices such as the Soil Water Index (SWI) and Normalized Difference Water Index (NDWI), along with an unsupervised Machine Learning (ML) classifier (k-means clustering). Promising results are obtained and potential future developments and applications arising from this research are also explored.
Offline Handwriting Signature Verification: A Transfer Learning and Feature Selection Approach
Ozyurt, Fatih, Majidpour, Jafar, Rashid, Tarik A., Koc, Canan
Handwritten signature verification poses a formidable challenge in biometrics and document authenticity. The objective is to ascertain the authenticity of a provided handwritten signature, distinguishing between genuine and forged ones. This issue has many applications in sectors such as finance, legal documentation, and security. Currently, the field of computer vision and machine learning has made significant progress in the domain of handwritten signature verification. The outcomes, however, may be enhanced depending on the acquired findings, the structure of the datasets, and the used models. Four stages make up our suggested strategy. First, we collected a large dataset of 12600 images from 420 distinct individuals, and each individual has 30 signatures of a certain kind (All authors signatures are genuine). In the subsequent stage, the best features from each image were extracted using a deep learning model named MobileNetV2. During the feature selection step, three selectors neighborhood component analysis (NCA), Chi2, and mutual info (MI) were used to pull out 200, 300, 400, and 500 features, giving a total of 12 feature vectors. Finally, 12 results have been obtained by applying machine learning techniques such as SVM with kernels (rbf, poly, and linear), KNN, DT, Linear Discriminant Analysis, and Naive Bayes. Without employing feature selection techniques, our suggested offline signature verification achieved a classification accuracy of 91.3%, whereas using the NCA feature selection approach with just 300 features it achieved a classification accuracy of 97.7%. High classification accuracy was achieved using the designed and suggested model, which also has the benefit of being a self-organized framework. Consequently, using the optimum minimally chosen features, the proposed method could identify the best model performance and result validation prediction vectors.
TEN-GUARD: Tensor Decomposition for Backdoor Attack Detection in Deep Neural Networks
Hossain, Khondoker Murad, Oates, Tim
As deep neural networks and the datasets used to train them get larger, the default approach to integrating them into research and commercial projects is to download a pre-trained model and fine tune it. But these models can have uncertain provenance, opening up the possibility that they embed hidden malicious behavior such as trojans or backdoors, where small changes to an input (triggers) can cause the model to produce incorrect outputs (e.g., to misclassify). This paper introduces a novel approach to backdoor detection that uses two tensor decomposition methods applied to network activations. This has a number of advantages relative to existing detection methods, including the ability to analyze multiple models at the same time, working across a wide variety of network architectures, making no assumptions about the nature of triggers used to alter network behavior, and being computationally efficient. We provide a detailed description of the detection pipeline along with results on models trained on the MNIST digit dataset, CIFAR-10 dataset, and two difficult datasets from NIST's TrojAI competition. These results show that our method detects backdoored networks more accurately and efficiently than current state-of-the-art methods.
A least distance estimator for a multivariate regression model using deep neural networks
Shin, Jungmin, Shin, Seung Jun, Bang, Sungwan
We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and nonlinear conditional mean functions can be easily modeled, and a multivariate regression model can be realized by simply adding extra nodes at the output layer. The proposed method is more efficient in capturing the dependency structure among responses than the least squares loss, and robust to outliers. In addition, we consider $L_1$-type penalization for variable selection, crucial in analyzing high-dimensional data. Namely, we propose what we call (A)GDNN-LD estimator that enjoys variable selection and model estimation simultaneously, by applying the (adaptive) group Lasso penalty to weight parameters in the DNN structure. For the computation, we propose a quadratic smoothing approximation method to facilitate optimizing the non-smooth objective function based on the least distance loss. The simulation studies and a real data analysis demonstrate the promising performance of the proposed method.
Reliability-Optimized User Admission Control for URLLC Traffic: A Neural Contextual Bandit Approach
Semiari, Omid, Nikopour, Hosein, Talwar, Shilpa
Ultra-reliable low-latency communication (URLLC) is the cornerstone for a broad range of emerging services in next-generation wireless networks. URLLC fundamentally relies on the network's ability to proactively determine whether sufficient resources are available to support the URLLC traffic, and thus, prevent so-called cell overloads. Nonetheless, achieving accurate quality-of-service (QoS) predictions for URLLC user equipment (UEs) and preventing cell overloads are very challenging tasks. This is due to dependency of the QoS metrics (latency and reliability) on traffic and channel statistics, users' mobility, and interdependent performance across UEs. In this paper, a new QoS-aware UE admission control approach is developed to proactively estimate QoS for URLLC UEs, prior to associating them with a cell, and accordingly, admit only a subset of UEs that do not lead to a cell overload. To this end, an optimization problem is formulated to find an efficient UE admission control policy, cognizant of UEs' QoS requirements and cell-level load dynamics. To solve this problem, a new machine learning based method is proposed that builds on (deep) neural contextual bandits, a suitable framework for dealing with nonlinear bandit problems. In fact, the UE admission controller is treated as a bandit agent that observes a set of network measurements (context) and makes admission control decisions based on context-dependent QoS (reward) predictions. The simulation results show that the proposed scheme can achieve near-optimal performance and yield substantial gains in terms of cell-level service reliability and efficient resource utilization.
On the Convergence of Semi Unsupervised Calibration through Prior Adaptation Algorithm
Estienne, Lautaro, Hansen, Roberta, Vera, Matias, Ferrer, Luciana, Piantanida, Pablo
Calibration is an essential key in machine leaning. Semi Unsupervised Calibration through Prior Adaptation (SUCPA) is a calibration algorithm used in (but not limited to) large-scale language models defined by a {system of first-order difference equation. The map derived by this system} has the peculiarity of being non-hyperbolic {with a non-bounded set of non-isolated fixed points}. In this work, we prove several convergence properties of this algorithm from the perspective of dynamical systems. For a binary classification problem, it can be shown that the algorithm always converges, {more precisely, the map is globally asymptotically stable, and the orbits converge} to a single line of fixed points. Finally, we perform numerical experiments on real-world application to support the presented results. Experiment codes are available online.
Efficient Parameter Optimisation for Quantum Kernel Alignment: A Sub-sampling Approach in Variational Training
Sahin, M. Emre, Symons, Benjamin C. B., Pati, Pushpak, Minhas, Fayyaz, Millar, Declan, Gabrani, Maria, Robertus, Jan Lukas, Mensa, Stefano
Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and therefore aligned with a specific dataset. While quantum kernel alignment is a promising technique, it has been hampered by considerable training costs because the full kernel matrix must be constructed at every training iteration. Addressing this challenge, we introduce a novel method that seeks to balance efficiency and performance. We present a sub-sampling training approach that uses a subset of the kernel matrix at each training step, thereby reducing the overall computational cost of the training. In this work, we apply the sub-sampling method to synthetic datasets and a real-world breast cancer dataset and demonstrate considerable reductions in the number of circuits required to train the quantum kernel while maintaining classification accuracy.
Complex systems approach to natural language
Stanisz, Tomasz, Drożdż, Stanisław, Kwapień, Jarosław
The review summarizes the main methodological concepts used in studying natural language from the perspective of complexity science and documents their applicability in identifying both universal and system-specific features of language in its written representation. Three main complexity-related research trends in quantitative linguistics are covered. The first part addresses the issue of word frequencies in texts and demonstrates that taking punctuation into consideration restores scaling whose violation in the Zipf's law is often observed for the most frequent words. The second part introduces methods inspired by time series analysis, used in studying various kinds of correlations in written texts. The related time series are generated on the basis of text partition into sentences or into phrases between consecutive punctuation marks. It turns out that these series develop features often found in signals generated by complex systems, like long-range correlations or (multi)fractal structures. Moreover, it appears that the distances between punctuation marks comply with the discrete variant of the Weibull distribution. In the third part, the application of the network formalism to natural language is reviewed, particularly in the context of the so-called word-adjacency networks. Parameters characterizing topology of such networks can be used for classification of texts, for example, from a stylometric perspective. Network approach can also be applied to represent the organization of word associations. Structure of word-association networks turns out to be significantly different from that observed in random networks, revealing genuine properties of language. Finally, punctuation seems to have a significant impact not only on the language's information-carrying ability but also on its key statistical properties, hence it is recommended to consider punctuation marks on a par with words.