Statistical Learning
Multiclass Sentiment Prediction for Stock Trading
Python was used to download and format NewsAPI article data relating to 400 publicly traded, low cap. Biotech companies. Crowd-sourcing was used to label a subset of this data to then train and evaluate a variety of models to classify the public sentiment of each company. The best performing models were then used to show that trading entirely off public sentiment could provide market beating returns.
Selective Cross-Task Distillation
Lu, Su, Ye, Han-Jia, Zhan, De-Chuan
The outpouring of various pre-trained models empowers knowledge distillation by providing abundant teacher resources, but there lacks a developed mechanism to utilize these teachers adequately. With a massive model repository composed of teachers pre-trained on diverse tasks, we must surmount two obstacles when using knowledge distillation to learn a new task. First, given a fixed computing budget, it is not affordable to try each teacher and train the student repeatedly, making it necessary to seek out the most contributive teacher precisely and efficiently. Second, semantic gaps exist between the teachers and the target student since they are trained on different tasks. Thus, we need to extract knowledge from a general label space that may be different from the student's. Faced with these two challenges, we study a new setting named selective cross-task distillation that includes teacher assessment and generalized knowledge reuse. We bridge the teacher's label space and the student's label space through optimal transport. The transportation cost from the teacher's prediction to the student's prediction measures the relatedness between two tasks and acts as an objective for distillation. Our method reuses cross-task knowledge from a distinct label space and efficiently assesses teachers without enumerating the model repository. Experiments demonstrate the effectiveness of our proposed method.
A Parameter-free Nonconvex Low-rank Tensor Completion Model for Spatiotemporal Traffic Data Recovery
He, Yang, Jia, Yuheng, Hu, Liyang, An, Chengchuan, Lu, Zhenbo, Xia, Jingxin
Traffic data chronically suffer from missing and corruption, leading to accuracy and utility reduction in subsequent Intelligent Transportation System (ITS) applications. Noticing the inherent low-rank property of traffic data, numerous studies formulated missing traffic data recovery as a low-rank tensor completion (LRTC) problem. Due to the non-convexity and discreteness of the rank minimization in LRTC, existing methods either replaced rank with convex surrogates that are quite far away from the rank function or approximated rank with nonconvex surrogates involving many parameters. In this study, we proposed a Parameter-Free Non-Convex Tensor Completion model (TC-PFNC) for traffic data recovery, in which a log-based relaxation term was designed to approximate tensor algebraic rank. Moreover, previous studies usually assumed the observations are reliable without any outliers. Therefore, we extended the TC-PFNC to a robust version (RTC-PFNC) by modeling potential traffic data outliers, which can recover the missing value from partial and corrupted observations and remove the anomalies in observations. The numerical solutions of TC-PFNC and RTC-PFNC were elaborated based on the alternating direction multiplier method (ADMM). The extensive experimental results conducted on four real-world traffic data sets demonstrated that the proposed methods outperform other state-of-the-art methods in both missing and corrupted data recovery. The code used in this paper is available at: https://github.com/YoungHe49/T-ITSPFNC.
MolGAN: An implicit generative model for small molecular graphs
Deep generative models for graph-structured data offer a new angle on the problem of chemical synthesis: by optimizing differentiable models that directly generate molecular graphs, it is possible to side-step expensive search procedures in the discrete and vast space of chemical structures. We introduce MolGAN, an implicit, likelihood-free generative model for small molecular graphs that circumvents the need for expensive graph matching procedures or node ordering heuristics of previous likelihood-based methods. Our method adapts generative adversarial networks (GANs) to operate directly on graph-structured data. We combine our approach with a reinforcement learning objective to encourage the generation of molecules with specific desired chemical properties. In experiments on the QM9 chemical database, we demonstrate that our model is capable of generating close to 100% valid compounds. MolGAN compares favorably both to recent proposals that use string-based (SMILES) representations of molecules and to a likelihood-based method that directly generates graphs, albeit being susceptible to mode collapse. Code at https://github.com/nicola-decao/MolGAN
Rethinking Clustering-Based Pseudo-Labeling for Unsupervised Meta-Learning
Dong, Xingping, Shen, Jianbing, Shao, Ling
The pioneering method for unsupervised meta-learning, CACTUs, is a clustering-based approach with pseudo-labeling. This approach is model-agnostic and can be combined with supervised algorithms to learn from unlabeled data. However, it often suffers from label inconsistency or limited diversity, which leads to poor performance. In this work, we prove that the core reason for this is lack of a clustering-friendly property in the embedding space. We address this by minimizing the inter- to intra-class similarity ratio to provide clustering-friendly embedding features, and validate our approach through comprehensive experiments. Note that, despite only utilizing a simple clustering algorithm (k-means) in our embedding space to obtain the pseudo-labels, we achieve significant improvement. Moreover, we adopt a progressive evaluation mechanism to obtain more diverse samples in order to further alleviate the limited diversity problem. Finally, our approach is also model-agnostic and can easily be integrated into existing supervised methods. To demonstrate its generalization ability, we integrate it into two representative algorithms: MAML and EP. The results on three main few-shot benchmarks clearly show that the proposed method achieves significant improvement compared to state-of-the-art models. Notably, our approach also outperforms the corresponding supervised method in two tasks.
A Novel Nearest Neighbors Algorithm Based on Power Muirhead Mean
Shahnazari, Kourosh, Ayyoubzadeh, Seyed Moein
K-Nearest Neighbors algorithm is one of the most used classifiers in terms of simplicity and performance. Although, when a dataset has many outliers or when it is small or unbalanced, KNN doesn't work well. This paper aims to propose a novel classifier, based on K-Nearest Neighbors which calculates the local means of every class using the Power Muirhead Mean operator to overcome alluded issues. We called our new algorithm Power Muirhead Mean K-Nearest Neighbors (PMM-KNN). Eventually, we used five well-known datasets to assess PMM-KNN performance. The research results demonstrate that the PMM-KNN has outperformed three state-of-the-art classification methods in all experiments.
Learning-Based Dimensionality Reduction for Computing Compact and Effective Local Feature Descriptors
Dong, Hao, Chen, Xieyuanli, Dusmanu, Mihai, Larsson, Viktor, Pollefeys, Marc, Stachniss, Cyrill
A distinctive representation of image patches in form of features is a key component of many computer vision and robotics tasks, such as image matching, image retrieval, and visual localization. State-of-the-art descriptors, from hand-crafted descriptors such as SIFT to learned ones such as HardNet, are usually high dimensional; 128 dimensions or even more. The higher the dimensionality, the larger the memory consumption and computational time for approaches using such descriptors. In this paper, we investigate multi-layer perceptrons (MLPs) to extract low-dimensional but high-quality descriptors. We thoroughly analyze our method in unsupervised, self-supervised, and supervised settings, and evaluate the dimensionality reduction results on four representative descriptors. We consider different applications, including visual localization, patch verification, image matching and retrieval. The experiments show that our lightweight MLPs achieve better dimensionality reduction than PCA. The lower-dimensional descriptors generated by our approach outperform the original higher-dimensional descriptors in downstream tasks, especially for the hand-crafted ones. The code will be available at https://github.com/PRBonn/descriptor-dr.
Retrieval Based Time Series Forecasting
Jing, Baoyu, Zhang, Si, Zhu, Yada, Peng, Bin, Guan, Kaiyu, Margenot, Andrew, Tong, Hanghang
Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time series forecasting methods, they require sufficient observation of historical values to make accurate forecasting. In other words, the ratio of the output length (or forecasting horizon) to the sum of the input and output lengths should be low enough (e.g., 0.3). As the ratio increases (e.g., to 0.8), the uncertainty for the forecasting accuracy increases significantly. In this paper, we show both theoretically and empirically that the uncertainty could be effectively reduced by retrieving relevant time series as references. In the theoretical analysis, we first quantify the uncertainty and show its connections to the Mean Squared Error (MSE). Then we prove that models with references are easier to learn than models without references since the retrieved references could reduce the uncertainty. To empirically demonstrate the effectiveness of the retrieval based time series forecasting models, we introduce a simple yet effective two-stage method, called ReTime consisting of a relational retrieval and a content synthesis. We also show that ReTime can be easily adapted to the spatial-temporal time series and time series imputation settings. Finally, we evaluate ReTime on real-world datasets to demonstrate its effectiveness.
Hamiltonian Adaptive Importance Sampling
Mousavi, Ali, Monsefi, Reza, Elvira, Víctor
Importance sampling (IS) is a powerful Monte Carlo (MC) methodology for approximating integrals, for instance in the context of Bayesian inference. In IS, the samples are simulated from the so-called proposal distribution, and the choice of this proposal is key for achieving a high performance. In adaptive IS (AIS) methods, a set of proposals is iteratively improved. AIS is a relevant and timely methodology although many limitations remain yet to be overcome, e.g., the curse of dimensionality in high-dimensional and multi-modal problems. Moreover, the Hamiltonian Monte Carlo (HMC) algorithm has become increasingly popular in machine learning and statistics. HMC has several appealing features such as its exploratory behavior, especially in high-dimensional targets, when other methods suffer. In this paper, we introduce the novel Hamiltonian adaptive importance sampling (HAIS) method. HAIS implements a two-step adaptive process with parallel HMC chains that cooperate at each iteration. The proposed HAIS efficiently adapts a population of proposals, extracting the advantages of HMC. HAIS can be understood as a particular instance of the generic layered AIS family with an additional resampling step. HAIS achieves a significant performance improvement in high-dimensional problems w.r.t. state-of-the-art algorithms. We discuss the statistical properties of HAIS and show its high performance in two challenging examples.
Towards Human-Compatible XAI: Explaining Data Differentials with Concept Induction over Background Knowledge
Widmer, Cara, Sarker, Md Kamruzzaman, Nadella, Srikanth, Fiechter, Joshua, Juvina, Ion, Minnery, Brandon, Hitzler, Pascal, Schwartz, Joshua, Raymer, Michael
Concept induction, which is based on formal logical reasoning over description logics, has been used in ontology engineering in order to create ontology (TBox) axioms from the base data (ABox) graph. In this paper, we show that it can also be used to explain data differentials, for example in the context of Explainable AI (XAI), and we show that it can in fact be done in a way that is meaningful to a human observer.