Statistical Learning
DICoE@FinSim-3: Financial Hypernym Detection using Augmented Terms and Distance-based Features
Loukas, Lefteris, Bougiatiotis, Konstantinos, Fergadiotis, Manos, Mavroeidis, Dimitris, Zavitsanos, Elias
We present the submission of team DICoE for FinSim-3, the 3rd Shared Task on Learning Semantic Similarities for the Financial Domain. The task provides a set of terms in the financial domain and requires to classify them into the most relevant hypernym from a financial ontology. After augmenting the terms with their Investopedia definitions, our system employs a Logistic Regression classifier over financial word embeddings and a mix of hand-crafted and distance-based features. Also, for the first time in this task, we employ different replacement methods for out-of-vocabulary terms, leading to improved performance. Finally, we have also experimented with word representations generated from various financial corpora. Our best-performing submission ranked 4th on the task's leaderboard.
Posttraumatic Stress Disorder Hyperarousal Event Detection Using Smartwatch Physiological and Activity Data
Sadeghi, Mahnoosh, McDonald, Anthony D, Sasangohar, Farzan
Posttraumatic Stress Disorder (PTSD) is a psychiatric condition affecting nearly a quarter of the United States war veterans who return from war zones. Treatment for PTSD typically consists of a combination of in-session therapy and medication. However; patients often experience their most severe PTSD symptoms outside of therapy sessions. Mobile health applications may address this gap, but their effectiveness is limited by the current gap in continuous monitoring and detection capabilities enabling timely intervention. The goal of this article is to develop a novel method to detect hyperarousal events using physiological and activity-based machine learning algorithms. Physiological data including heart rate and body acceleration as well as self-reported hyperarousal events were collected using a tool developed for commercial off-the-shelf wearable devices from 99 United States veterans diagnosed with PTSD over several days. The data were used to develop four machine learning algorithms: Random Forest, Support Vector Machine, Logistic Regression and XGBoost. The XGBoost model had the best performance in detecting onset of PTSD symptoms with over 83% accuracy and an AUC of 0.70. Post-hoc SHapley Additive exPlanations (SHAP) additive explanation analysis showed that algorithm predictions were correlated with average heart rate, minimum heart rate and average body acceleration. Findings show promise in detecting onset of PTSD symptoms which could be the basis for developing remote and continuous monitoring systems for PTSD. Such systems may address a vital gap in just-in-time interventions for PTSD self-management outside of scheduled clinical appointments.
CrossCLR: Cross-modal Contrastive Learning For Multi-modal Video Representations
Zolfaghari, Mohammadreza, Zhu, Yi, Gehler, Peter, Brox, Thomas
Contrastive learning allows us to flexibly define powerful losses by contrasting positive pairs from sets of negative samples. Recently, the principle has also been used to learn cross-modal embeddings for video and text, yet without exploiting its full potential. In particular, previous losses do not take the intra-modality similarities into account, which leads to inefficient embeddings, as the same content is mapped to multiple points in the embedding space. With CrossCLR, we present a contrastive loss that fixes this issue. Moreover, we define sets of highly related samples in terms of their input embeddings and exclude them from the negative samples to avoid issues with false negatives. We show that these principles consistently improve the quality of the learned embeddings. The joint embeddings learned with CrossCLR extend the state of the art in video-text retrieval on Youcook2 and LSMDC datasets and in video captioning on Youcook2 dataset by a large margin. We also demonstrate the generality of the concept by learning improved joint embeddings for other pairs of modalities.
XPROAX-Local explanations for text classification with progressive neighborhood approximation
Cai, Yi, Zimek, Arthur, Ntoutsi, Eirini
The importance of the neighborhood for training a local surrogate model to approximate the local decision boundary of a black box classifier has been already highlighted in the literature. Several attempts have been made to construct a better neighborhood for high dimensional data, like texts, by using generative autoencoders. However, existing approaches mainly generate neighbors by selecting purely at random from the latent space and struggle under the curse of dimensionality to learn a good local decision boundary. To overcome this problem, we propose a progressive approximation of the neighborhood using counterfactual instances as initial landmarks and a careful 2-stage sampling approach to refine counterfactuals and generate factuals in the neighborhood of the input instance to be explained. Our work focuses on textual data and our explanations consist of both word-level explanations from the original instance (intrinsic) and the neighborhood (extrinsic) and factual- and counterfactual-instances discovered during the neighborhood generation process that further reveal the effect of altering certain parts in the input text. Our experiments on real-world datasets demonstrate that our method outperforms the competitors in terms of usefulness and stability (for the qualitative part) and completeness, compactness and correctness (for the quantitative part).
Simulated annealing for optimization of graphs and sequences
Liu, Xianggen, Li, Pengyong, Meng, Fandong, Zhou, Hao, Zhong, Huasong, Zhou, Jie, Mou, Lili, Song, Sen
Optimization of discrete structures aims at generating a new structure with the better property given an existing one, which is a fundamental problem in machine learning. Different from the continuous optimization, the realistic applications of discrete optimization (e.g., text generation) are very challenging due to the complex and long-range constraints, including both syntax and semantics, in discrete structures. In this work, we present SAGS, a novel Simulated Annealing framework for Graph and Sequence optimization. The key idea is to integrate powerful neural networks into metaheuristics (e.g., simulated annealing, SA) to restrict the search space in discrete optimization. We start by defining a sophisticated objective function, involving the property of interest and pre-defined constraints (e.g., grammar validity). SAGS searches from the discrete space towards this objective by performing a sequence of local edits, where deep generative neural networks propose the editing content and thus can control the quality of editing. We evaluate SAGS on paraphrase generation and molecule generation for sequence optimization and graph optimization, respectively. Extensive results show that our approach achieves state-of-the-art performance compared with existing paraphrase generation methods in terms of both automatic and human evaluations. Further, SAGS also significantly outperforms all the previous methods in molecule generation.
Predicting COVID-19 Patient Shielding: A Comprehensive Study
Yogarajan, Vithya, Montiel, Jacob, Smith, Tony, Pfahringer, Bernhard
There are many ways machine learning and big data analytics are used in the fight against the COVID-19 pandemic, including predictions, risk management, diagnostics, and prevention. This study focuses on predicting COVID-19 patient shielding -- identifying and protecting patients who are clinically extremely vulnerable from coronavirus. This study focuses on techniques used for the multi-label classification of medical text. Using the information published by the United Kingdom NHS and the World Health Organisation, we present a novel approach to predicting COVID-19 patient shielding as a multi-label classification problem. We use publicly available, de-identified ICU medical text data for our experiments. The labels are derived from the published COVID-19 patient shielding data. We present an extensive comparison across 12 multi-label classifiers from the simple binary relevance to neural networks and the most recent transformers. To the best of our knowledge this is the first comprehensive study, where such a range of multi-label classifiers for medical text are considered. We highlight the benefits of various approaches, and argue that, for the task at hand, both predictive accuracy and processing time are essential.
Scalable Rule-Based Representation Learning for Interpretable Classification
Wang, Zhuo, Zhang, Wei, Liu, Ning, Wang, Jianyong
Rule-based models, e.g., decision trees, are widely used in scenarios demanding high model interpretability for their transparent inner structures and good model expressivity. However, rule-based models are hard to optimize, especially on large data sets, due to their discrete parameters and structures. Ensemble methods and fuzzy/soft rules are commonly used to improve performance, but they sacrifice the model interpretability. To obtain both good scalability and interpretability, we propose a new classifier, named Rule-based Representation Learner (RRL), that automatically learns interpretable non-fuzzy rules for data representation and classification. To train the non-differentiable RRL effectively, we project it to a continuous space and propose a novel training method, called Gradient Grafting, that can directly optimize the discrete model using gradient descent. An improved design of logical activation functions is also devised to increase the scalability of RRL and enable it to discretize the continuous features end-to-end. Exhaustive experiments on nine small and four large data sets show that RRL outperforms the competitive interpretable approaches and can be easily adjusted to obtain a trade-off between classification accuracy and model complexity for different scenarios. Our code is available at: https://github.com/12wang3/rrl.
Empirical Quantitative Analysis of COVID-19 Forecasting Models
Zhao, Yun, Wang, Yuqing, Liu, Junfeng, Xia, Haotian, Xu, Zhenni, Hong, Qinghang, Zhou, Zhiyang, Petzold, Linda
COVID-19 has been a public health emergency of international concern since early 2020. Reliable forecasting is critical to diminish the impact of this disease. To date, a large number of different forecasting models have been proposed, mainly including statistical models, compartmental models, and deep learning models. However, due to various uncertain factors across different regions such as economics and government policy, no forecasting model appears to be the best for all scenarios. In this paper, we perform quantitative analysis of COVID-19 forecasting of confirmed cases and deaths across different regions in the United States with different forecasting horizons, and evaluate the relative impacts of the following three dimensions on the predictive performance (improvement and variation) through different evaluation metrics: model selection, hyperparameter tuning, and the length of time series required for training. We find that if a dimension brings about higher performance gains, if not well-tuned, it may also lead to harsher performance penalties. Furthermore, model selection is the dominant factor in determining the predictive performance. It is responsible for both the largest improvement and the largest variation in performance in all prediction tasks across different regions. While practitioners may perform more complicated time series analysis in practice, they should be able to achieve reasonable results if they have adequate insight into key decisions like model selection.
Sparse Quadratic Optimisation over the Stiefel Manifold with Application to Permutation Synchronisation
Bernard, Florian, Cremers, Daniel, Thunberg, Johan
We address the non-convex optimisation problem of finding a sparse matrix on the Stiefel manifold (matrices with mutually orthogonal columns of unit length) that maximises (or minimises) a quadratic objective function. Optimisation problems on the Stiefel manifold occur for example in spectral relaxations of various combinatorial problems, such as graph matching, clustering, or permutation synchronisation. Although sparsity is a desirable property in such settings, it is mostly neglected in spectral formulations since existing solvers, e.g. based on eigenvalue decomposition, are unable to account for sparsity while at the same time maintaining global optimality guarantees. We fill this gap and propose a simple yet effective sparsity-promoting modification of the Orthogonal Iteration algorithm for finding the dominant eigenspace of a matrix. By doing so, we can guarantee that our method finds a Stiefel matrix that is globally optimal with respect to the quadratic objective function, while in addition being sparse. As a motivating application we consider the task of permutation synchronisation, which can be understood as a constrained clustering problem that has particular relevance for matching multiple images or 3D shapes in computer vision, computer graphics, and beyond. We demonstrate that the proposed approach outperforms previous methods in this domain.
Accelerating Perturbed Stochastic Iterates in Asynchronous Lock-Free Optimization
Zhou, Kaiwen, So, Anthony Man-Cho, Cheng, James
We show that stochastic acceleration can be achieved under the perturbed iterate framework (Mania et al., 2017) in asynchronous lock-free optimization, which leads to the optimal incremental gradient complexity for finite-sum objectives. We prove that our new accelerated method requires the same linear speed-up condition as the existing non-accelerated methods. Our core algorithmic discovery is a new accelerated SVRG variant with sparse updates. Empirical results are presented to verify our theoretical findings.