These categorization systems go deeper than the broader asset class based classification (equity, fixed income, etc) and provide Categorization of mutual funds or Exchange-Traded-funds (ETFs) further granular categories based on the portfolio breakdown. They have long served the financial analysts to perform peer analysis have been used to identify the top performing as well as worst for various purposes starting from competitor analysis, to quantifying performing funds within their peer groups, called peer analysis portfolio diversification. The categorization methodology of funds; to identify a home-grown fund to recommend against a usually relies on fund composition data in the structured format competitor's fund; to explain similarities and advantages of homegrown extracted from the Form N-1A. Here, we initiate a study to learn products compared to competitors' products for marketing the categorization system directly from the unstructured data as purposes; to quantify portfolio diversification of a given fund of depicted in the forms using natural language processing (NLP).

We introduce Uniform Manifold Approximation with Two-phase Optimization (UMATO), a dimensionality reduction (DR) technique that improves UMAP to capture the global structure of high-dimensional data more accurately. In UMATO, optimization is divided into two phases so that the resulting embeddings can depict the global structure reliably while preserving the local structure with sufficient accuracy. In the first phase, hub points are identified and projected to construct a skeletal layout for the global structure. In the second phase, the remaining points are added to the embedding preserving the regional characteristics of local areas. Through quantitative experiments, we found that UMATO (1) outperformed widely used DR techniques in preserving the global structure while (2) producing competitive accuracy in representing the local structure. We also verified that UMATO is preferable in terms of robustness over diverse initialization methods, number of epochs, and subsampling techniques.

Most of the existing methods for estimating the local intrinsic dimension of a data distribution do not scale well to high-dimensional data. Many of them rely on a non-parametric nearest neighbors approach which suffers from the curse of dimensionality. We attempt to address that challenge by proposing a novel approach to the problem: Local Intrinsic Dimension estimation using approximate Likelihood (LIDL). Our method relies on an arbitrary density estimation method as its subroutine and hence tries to sidestep the dimensionality challenge by making use of the recent progress in parametric neural methods for likelihood estimation. We carefully investigate the empirical properties of the proposed method, compare them with our theoretical predictions, and show that LIDL yields competitive results on the standard benchmarks for this problem and that it scales to thousands of dimensions. What is more, we anticipate this approach to improve further with the continuing advances in the density estimation literature.

The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the expected loss is strongly convex and some other mild conditions, without assuming the convexity of each random loss function. The main technique is to establish the exponential decay rates of the derivatives of the solution to the backward Kolmogorov equation. The uniform-in-time approximation allows us to study asymptotic behaviors of SGD via the continuous stochastic differential equation (SDE) even when the random objective function $f(\cdot;\xi)$ is not strongly convex.

Detecting human-object interactions is essential for comprehensive understanding of visual scenes. In particular, spatial connections between humans and objects are important cues for reasoning interactions. To this end, we propose a skeleton-aware graph convolutional network for human-object interaction detection, named SGCN4HOI. Our network exploits the spatial connections between human keypoints and object keypoints to capture their fine-grained structural interactions via graph convolutions. It fuses such geometric features with visual features and spatial configuration features obtained from human-object pairs. Furthermore, to better preserve the object structural information and facilitate human-object interaction detection, we propose a novel skeleton-based object keypoints representation. The performance of SGCN4HOI is evaluated in the public benchmark V-COCO dataset. Experimental results show that the proposed approach outperforms the state-of-the-art pose-based models and achieves competitive performance against other models.

Relationships in scientific data, such as the numerical and spatial distribution relations of features in univariate data, the scalar-value combinations' relations in multivariate data, and the association of volumes in time-varying and ensemble data, are intricate and complex. This paper presents voxel2vec, a novel unsupervised representation learning model, which is used to learn distributed representations of scalar values/scalar-value combinations in a low-dimensional vector space. Its basic assumption is that if two scalar values/scalar-value combinations have similar contexts, they usually have high similarity in terms of features. By representing scalar values/scalar-value combinations as symbols, voxel2vec learns the similarity between them in the context of spatial distribution and then allows us to explore the overall association between volumes by transfer prediction. We demonstrate the usefulness and effectiveness of voxel2vec by comparing it with the isosurface similarity map of univariate data and applying the learned distributed representations to feature classification for multivariate data and to association analysis for time-varying and ensemble data.

The internet-of-Vehicle (IoV) can facilitate seamless connectivity between connected vehicles (CV), autonomous vehicles (AV), and other IoV entities. Intrusion Detection Systems (IDSs) for IoV networks can rely on machine learning (ML) to protect the in-vehicle network from cyber-attacks. Blockchain-based Federated Forests (BFFs) could be used to train ML models based on data from IoV entities while protecting the confidentiality of the data and reducing the risks of tampering with the data. However, ML models created this way are still vulnerable to evasion, poisoning, and exploratory attacks using adversarial examples. This paper investigates the impact of various possible adversarial examples on the BFF-IDS. We proposed integrating a statistical detector to detect and extract unknown adversarial samples. By including the unknown detected samples into the dataset of the detector, we augment the BFF-IDS with an additional model to detect original known attacks and the new adversarial inputs. The statistical adversarial detector confidently detected adversarial examples at the sample size of 50 and 100 input samples. Furthermore, the augmented BFF-IDS (BFF-IDS(AUG)) successfully mitigates the adversarial examples with more than 96% accuracy. With this approach, the model will continue to be augmented in a sandbox whenever an adversarial sample is detected and subsequently adopt the BFF-IDS(AUG) as the active security model. Consequently, the proposed integration of the statistical adversarial detector and the subsequent augmentation of the BFF-IDS with detected adversarial samples provides a sustainable security framework against adversarial examples and other unknown attacks.

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are personalised treatments applied to e.g. customers, each with their own contextual information, with the aim of maximising a reward. In this paper we introduce a model-agnostic framework for gathering data to evaluate and improve contextual decision making through Bayesian Experimental Design. Specifically, our method is used for the data-efficient evaluation of the regret of past treatment assignments. Unlike approaches such as A/B testing, our method avoids assigning treatments that are known to be highly sub-optimal, whilst engaging in some exploration to gather pertinent information. We achieve this by introducing an information-based design objective, which we optimise end-to-end. Our method applies to discrete and continuous treatments. Comparing our information-theoretic approach to baselines in several simulation studies demonstrates the superior performance of our proposed approach.

Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for black-box optimisers. Based on these findings, we propose a Heteroscedastic and Evolutionary Bayesian Optimisation solver (HEBO). HEBO performs non-linear input and output warping, admits exact marginal log-likelihood optimisation and is robust to the values of learned parameters. We demonstrate HEBO's empirical efficacy on the NeurIPS 2020 Black-Box Optimisation challenge, where HEBO placed first. Upon further analysis, we observe that HEBO significantly outperforms existing black-box optimisers on 108 machine learning hyperparameter tuning tasks comprising the Bayesmark benchmark. Our findings indicate that the majority of hyper-parameter tuning tasks exhibit heteroscedasticity and non-stationarity, multiobjective acquisition ensembles with Pareto front solutions improve queried configurations, and robust acquisition maximisers afford empirical advantages relative to their non-robust counterparts. We hope these findings may serve as guiding principles for practitioners of Bayesian optimisation.

Abstract: In this study, a novel method for the construction of a driving cycle based on Mean Shift clustering is proposed to solve the problems existing in the traditional micro-trips method. Firstly, 1701 kinematic segments are obtained by processing and dividing the driving data in real road conditions. Secondly, 12 kinematic parameters are calculated for each segment, and the dimensionality of parameters is reduced through principal component analysis (PCA). Three principal components are chosen to classify all cycles into three types by the Mean Shift algorithm. Finally, according to the principle of minimum deviation, representative micro-trips are selected from each type of cycle to complete the construction of the final driving cycle.