High-capacity models require vast amounts of data, and data augmentation is a common remedy when this resource is limited. Standard augmentation techniques apply small hand-tuned transformations to existing data, which is a brittle process that realistically only allows for simple transformations. We propose a Bayesian interpretation of data augmentation where the transformations are modelled as latent variables to be marginalized, and show how these can be inferred variationally in an end-to-end fashion. This allows for significantly more complex transformations than manual tuning, and the marginalization implies a form of test-time data augmentation. The resulting model can be interpreted as a probabilistic extension of spatial transformer networks. Experimentally, we demonstrate improvements in accuracy and uncertainty quantification in image and time series classification tasks.

'Capsule' models try to explicitly represent the poses of objects, enforcing a linear relationship between an object's pose and that of its constituent parts. This modelling assumption should lead to robustness to viewpoint changes since the sub-object/super-object relationships are invariant to the poses of the object. We describe a probabilistic generative model which encodes such capsule assumptions, clearly separating the generative parts of the model from the inference mechanisms. With a variational bound we explore the properties of the generative model independently of the approximate inference scheme, and gain insights into failures of the capsule assumptions and inference amortisation. We experimentally demonstrate the applicability of our unified objective, and demonstrate the use of test time optimisation to solve problems inherent to amortised inference in our model.

Many machine learning systems today are trained on large amounts of human-annotated data. Data annotation tasks that require a high level of competency make data acquisition expensive, while the resulting labels are often subjective, inconsistent, and may contain a variety of human biases. To improve the data quality, practitioners often need to collect multiple annotations per example and aggregate them before training models. Such a multi-stage approach results in redundant annotations and may often produce imperfect "ground truth" that may limit the potential of training accurate machine learning models. We propose a new end-to-end framework that enables us to: (i) merge the aggregation step with model training, thus allowing deep learning systems to learn to predict ground truth estimates directly from the available data, and (ii) model difficulties of examples and learn representations of the annotators that allow us to estimate and take into account their competencies. Our approach is general and has many applications, including training more accurate models on crowdsourced data, ensemble learning, as well as classifier accuracy estimation from unlabeled data. We conduct an extensive experimental evaluation of our method on 5 crowdsourcing datasets of varied difficulty and show accuracy gains of up to 25% over the current state-of-the-art approaches for aggregating annotations, as well as significant reductions in the required annotation redundancy.

In this work we introduce QuantNet: an architecture that is capable of transferring knowledge over systematic trading strategies in several financial markets. By having a system that is able to leverage and share knowledge across them, our aim is two-fold: to circumvent the so-called Backtest Overfitting problem; and to generate higher risk-adjusted returns and fewer drawdowns. To do that, QuantNet exploits a form of modelling called Transfer Learning, where two layers are market-specific and another one is market-agnostic. This ensures that the transfer occurs across trading strategies, with the market-agnostic layer acting as a vehicle to share knowledge, cross-influence each strategy parameters, and ultimately the trading signal produced. In order to evaluate QuantNet, we compared its performance in relation to the option of not performing transfer learning, that is, using market-specific old-fashioned machine learning. In summary, our findings suggest that QuantNet performs better than non transfer-based trading strategies, improving Sharpe ratio in 15% and Calmar ratio in 41% across 3103 assets in 58 equity markets across the world. Code coming soon.

In this paper we propose two novel data-level algorithms for handling data imbalance in the classification task: first of all a Synthetic Minority Undersampling Technique (SMUTE), which leverages the concept of interpolation of nearby instances, previously introduced in the oversampling setting in SMOTE, and secondly a Combined Synthetic Oversampling and Undersampling Technique (CSMOUTE), which integrates SMOTE oversampling with SMUTE undersampling. The results of the conducted experimental study demonstrate the usefulness of both the SMUTE and the CSMOUTE algorithms, especially when combined with a more complex classifiers, namely MLP and SVM, and when applied on a datasets consisting of a large number of outliers. This leads us to a conclusion that the proposed approach shows promise for further extensions accommodating local data characteristics, a direction discussed in more detail in the paper.

In deep learning tasks, the learning rate determines the update step size in each iteration, which plays a critical role in gradient-based optimization. However, the determination of the appropriate learning rate in practice typically replies on subjective judgement. In this work, we propose a novel optimization method based on local quadratic approximation (LQA). In each update step, given the gradient direction, we locally approximate the loss function by a standard quadratic function of the learning rate. Then, we propose an approximation step to obtain a nearly optimal learning rate in a computationally efficient way. The proposed LQA method has three important features. First, the learning rate is automatically determined in each update step. Second, it is dynamically adjusted according to the current loss function value and the parameter estimates. Third, with the gradient direction fixed, the proposed method leads to nearly the greatest reduction in terms of the loss function. Extensive experiments have been conducted to prove the strengths of the proposed LQA method.

Currently, the most widely used approach for speaker verification is the deep speaker embedding learning. In this approach, convolutional neural networks are mainly used as a frame-level feature extractor, and speaker embeddings are extracted from the last layer of the feature extractor. Multi-scale aggregation (MSA), which utilizes multi-scale features from different layers of the feature extractor, has recently been introduced into the approach and has shown improved performance for both short and long utterances. This paper improves the MSA by using a feature pyramid module, which enhances speaker-discriminative information of features at multiple layers via a top-down pathway and lateral connections. We extract speaker embeddings using the enhanced features that contain rich speaker information at different resolutions. Experiments on the VoxCeleb dataset show that the proposed module improves previous MSA methods with a smaller number of parameters, providing better performance than state-of-the-art approaches.

The mixture extension of exponential family principal component analysis (EPCA) was designed to encode much more structural information about data distribution than the traditional EPCA does. For example, due to the linearity of EPCA's essential form, nonlinear cluster structures cannot be easily handled, but they are explicitly modeled by the mixing extensions. However, the traditional mixture of local EPCAs has the problem of model redundancy, i.e., overlaps among mixing components, which may cause ambiguity for data clustering. To alleviate this problem, in this paper, a repulsiveness-encouraging prior is introduced among mixing components and a diversified EPCA mixture (DEPCAM) model is developed in the Bayesian framework. Specifically, a determinantal point process (DPP) is exploited as a diversity-encouraging prior distribution over the joint local EPCAs. As required, a matrix-valued measure for L-ensemble kernel is designed, within which, $\ell_1$ constraints are imposed to facilitate selecting effective PCs of local EPCAs, and angular based similarity measure are proposed. An efficient variational EM algorithm is derived to perform parameter learning and hidden variable inference. Experimental results on both synthetic and real-world datasets confirm the effectiveness of the proposed method in terms of model parsimony and generalization ability on unseen test data.

Budgeted pruning is the problem of pruning under resource constraints. In budgeted pruning, how to distribute the resources across layers (i.e., sparsity allocation) is the key problem. Traditional methods solve it by discretely searching for the layer-wise pruning ratios, which lacks efficiency. In this paper, we propose Differentiable Sparsity Allocation (DSA), an efficient end-to-end budgeted pruning flow. Utilizing a novel differentiable pruning process, DSA finds the layer-wise pruning ratios with gradient-based optimization. It allocates sparsity in continuous space, which is more efficient than methods based on discrete evaluation and search. Furthermore, DSA could work in a pruning-from-scratch manner, whereas traditional budgeted pruning methods are applied to pre-trained models. Experimental results on CIFAR-10 and ImageNet show that DSA could achieve superior performance than current iterative budgeted pruning methods, and shorten the time cost of the overall pruning process by at least 1.5x in the meantime.

Inability to test at scale has become Achille's heel in humanity's ongoing war against COVID-19 pandemic. An agile, scalable and cost-effective testing, deployable at a global scale, can act as a game changer in this war. To address this challenge, building on the promising results of our prior work on cough-based diagnosis of a motley of respiratory diseases, we develop an Artificial Intelligence (AI)-based test for COVID-19 preliminary diagnosis. The test is deployable at scale through a mobile app named AI4COVID-19. The AI4COVID-19 app requires 2-second cough recordings of the subject. By analyzing the cough samples through an AI engine running in the cloud, the app returns a preliminary diagnosis within a minute. Unfortunately, cough is common symptom of over two dozen non-COVID-19 related medical conditions. This makes the COVID-19 diagnosis from cough alone an extremely challenging problem. We solve this problem by developing a novel multi-pronged mediator centered risk-averse AI architecture that minimizes misdiagnosis. At the time of writing, our AI engine can distinguish between COVID-19 patient coughs and several types of non-COVID-19 coughs with over 90% accuracy. AI4COVID-19's performance is likely to improve as more and better data becomes available. This paper presents a proof of concept to encourage controlled clinical trials and serves as a call for labeled cough data. AI4COVID-19 is not designed to compete with clinical testing. Instead, it offers a complementing tele-testing tool deployable anytime, anywhere, by anyone, so clinical-testing and treatment can be channeled to those who need it the most, thereby saving more lives.