Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly applied to another market or security due to differences inherent in the market conditions. In addition, as the market evolves through time, it is necessary to update the existing models or train new ones when new data is made available. This scenario, which is inherent in most financial forecasting applications, naturally raises the following research question: How to efficiently adapt a pre-trained model to a new set of data while retaining performance on the old data, especially when the old data is not accessible? In this paper, we propose a method to efficiently retain the knowledge available in a neural network pre-trained on a set of securities and adapt it to achieve high performance in new ones. In our method, the prior knowledge encoded in a pre-trained neural network is maintained by keeping existing connections fixed, and this knowledge is adjusted for the new securities by a set of augmented connections, which are optimized using the new data. The auxiliary connections are constrained to be of low rank. This not only allows us to rapidly optimize for the new task but also reduces the storage and run-time complexity during the deployment phase. The efficiency of our approach is empirically validated in the stock mid-price movement prediction problem using a large-scale limit order book dataset. Experimental results show that our approach enhances prediction performance as well as reduces the overall number of network parameters.

Time series prediction is often complicated by distribution shift which demands adaptive models to accommodate time-varying distributions. We frame time series prediction under distribution shift as a weighted empirical risk minimisation problem. The weighting of previous observations in the empirical risk is determined by a forgetting mechanism which controls the trade-off between the relevancy and effective sample size that is used for the estimation of the predictive model. In contrast to previous work, we propose a gradient-based learning method for the parameters of the forgetting mechanism. This speeds up optimisation and therefore allows more expressive forgetting mechanisms.

Falls, highly common in the constantly increasing global aging population, can have a variety of negative effects on their health, well-being, and quality of life, including restricting their capabilities to conduct Activities of Daily Living (ADLs), which are crucial for one's sustenance. Timely assistance during falls is highly necessary, which involves tracking the indoor location of the elderly during their diverse navigational patterns associated with ADLs to detect the precise location of a fall. With the decreasing caregiver population on a global scale, it is important that the future of intelligent living environments can detect falls during ADLs while being able to track the indoor location of the elderly in the real world. To address these challenges, this work proposes a cost-effective and simplistic design paradigm for an Ambient Assisted Living system that can capture multimodal components of user behaviors during ADLs that are necessary for performing fall detection and indoor localization in a simultaneous manner in the real world. Proof of concept results from real-world experiments are presented to uphold the effective working of the system. The findings from two comparison studies with prior works in this field are also presented to uphold the novelty of this work. The first comparison study shows how the proposed system outperforms prior works in the areas of indoor localization and fall detection in terms of the effectiveness of its software design and hardware design. The second comparison study shows that the cost for the development of this system is the least as compared to prior works in these fields, which involved real-world development of the underlining systems, thereby upholding its cost-effective nature.

This paper presents a new end-to-end signal classification method using the signed cumulative distribution transform (SCDT). We adopt a transport-based generative model to define the classification problem. We then make use of mathematical properties of the SCDT to render the problem easier in transform domain, and solve for the class of an unknown sample using a nearest local subspace (NLS) search algorithm in SCDT domain. Experiments show that the proposed method provides high accuracy classification results while being data efficient, robust to out-of-distribution samples, and competitive in terms of computational complexity with respect to the deep learning end-to-end classification methods. The implementation of the proposed method in Python language is integrated as a part of the software package PyTransKit (https://github.com/rohdelab/PyTransKit).

This paper studies category-level object pose estimation based on a single monocular image. Recent advances in pose-aware generative models have paved the way for addressing this challenging task using analysis-by-synthesis. The idea is to sequentially update a set of latent variables, e.g., pose, shape, and appearance, of the generative model until the generated image best agrees with the observation. However, convergence and efficiency are two challenges of this inference procedure. In this paper, we take a deeper look at the inference of analysis-by-synthesis from the perspective of visual navigation, and investigate what is a good navigation policy for this specific task. We evaluate three different strategies, including gradient descent, reinforcement learning and imitation learning, via thorough comparisons in terms of convergence, robustness and efficiency. Moreover, we show that a simple hybrid approach leads to an effective and efficient solution. We further compare these strategies to state-of-the-art methods, and demonstrate superior performance on synthetic and real-world datasets leveraging off-the-shelf pose-aware generative models.

The need for explainable AI (XAI) is well established but relatively little has been published outside of the supervised learning paradigm. This paper focuses on a principled approach to applying explainability and interpretability to the task of unsupervised anomaly detection. We argue that explainability is principally an algorithmic task and interpretability is principally a cognitive task, and draw on insights from the cognitive sciences to propose a general-purpose method for practical diagnosis using explained anomalies. We define Attribution Error, and demonstrate, using real-world labeled datasets, that our method based on Integrated Gradients (IG) yields significantly lower attribution errors than alternative methods.

The Beta distribution is a continuous distribution that is often dubbed as the Probability Distribution of Probabilities. This is because it can only take on values between 0 and 1. It is used to infer the probability of an event when we have some information about the volumes of successes and failures. The primary use of the Beta distribution is being the conjugate prior in Bayesian statistics to the Binomial and Bernoulli distributions. In one of my next articles, we will dive into what this exactly means, however here we will just gain some intuition behind the Beta distribution.

Prototype Generation (PG) methods are typically considered for improving the efficiency of the $k$-Nearest Neighbour ($k$NN) classifier when tackling high-size corpora. Such approaches aim at generating a reduced version of the corpus without decreasing the classification performance when compared to the initial set. Despite their large application in multiclass scenarios, very few works have addressed the proposal of PG methods for the multilabel space. In this regard, this work presents the novel adaptation of four multiclass PG strategies to the multilabel case. These proposals are evaluated with three multilabel $k$NN-based classifiers, 12 corpora comprising a varied range of domains and corpus sizes, and different noise scenarios artificially induced in the data. The results obtained show that the proposed adaptations are capable of significantly improving -- both in terms of efficiency and classification performance -- the only reference multilabel PG work in the literature as well as the case in which no PG method is applied, also presenting a statistically superior robustness in noisy scenarios. Moreover, these novel PG strategies allow prioritising either the efficiency or efficacy criteria through its configuration depending on the target scenario, hence covering a wide area in the solution space not previously filled by other works.

There are good arguments to support the claim that deep neural networks (DNNs) capture better feature representations than the previous hand-crafted feature engineering, which leads to a significant performance improvement. In this paper, we move a tiny step towards understanding the dynamics of feature representations over layers. Specifically, we model the process of class separation of intermediate representations in pre-trained DNNs as the evolution of communities in dynamic graphs. Then, we introduce modularity, a generic metric in graph theory, to quantify the evolution of communities. In the preliminary experiment, we find that modularity roughly tends to increase as the layer goes deeper and the degradation and plateau arise when the model complexity is great relative to the dataset. Through an asymptotic analysis, we prove that modularity can be broadly used for different applications. For example, modularity provides new insights to quantify the difference between feature representations. More crucially, we demonstrate that the degradation and plateau in modularity curves represent redundant layers in DNNs and can be pruned with minimal impact on performance, which provides theoretical guidance for layer pruning. Our code is available at https://github.com/yaolu-zjut/Dynamic-Graphs-Construction.

Are intelligent machines really intelligent? Is the underlying philosophical concept of intelligence satisfactory for describing how the present systems work? Is understanding a necessary and sufficient condition for intelligence? If a machine could understand, should we attribute subjectivity to it? This paper addresses the problem of deciding whether the so-called "intelligent machines" are capable of understanding, instead of merely processing signs. It deals with the relationship between syntaxis and semantics. The main thesis concerns the inevitability of semantics for any discussion about the possibility of building conscious machines, condensed into the following two tenets: "If a machine is capable of understanding (in the strong sense), then it must be capable of combining rules and intuitions"; "If semantics cannot be reduced to syntaxis, then a machine cannot understand." Our conclusion states that it is not necessary to attribute understanding to a machine in order to explain its exhibited "intelligent" behavior; a merely syntactic and mechanistic approach to intelligence as a task-solving tool suffices to justify the range of operations that it can display in the current state of technological development.