We consider direct modeling of underlying stock value movement sequences over time in the news-driven stock movement prediction. A recurrent state transition model is constructed, which better captures a gradual process of stock movement continuously by modeling the correlation between past and future price movements. By separating the effects of news and noise, a noisy random factor is also explicitly fitted based on the recurrent states. Results show that the proposed model outperforms strong baselines. Thanks to the use of attention over news events, our model is also more explainable. To our knowledge, we are the first to explicitly model both events and noise over a fundamental stock value state for news-driven stock movement prediction.

We consider grounding open domain dialogues with images. Existing work assumes that both an image and a textual context are available, but image-grounded dialogues by nature are more difficult to obtain than textual dialogues. Thus, we propose learning a response generation model with both image-grounded dialogues and textual dialogues by assuming that there is a latent variable in a textual dialogue that represents the image, and trying to recover the latent image through text-to-image generation techniques. The likelihood of the two types of dialogues is then formulated by a response generator and an image reconstructor that are learned within a conditional variational auto-encoding framework. Empirical studies are conducted in both image-grounded conversation and text-based conversation. In the first scenario, image-grounded dialogues, especially under a low-resource setting, can be effectively augmented by textual dialogues with latent images; while in the second scenario, latent images can enrich the content of responses and at the same time keep them relevant to contexts.

Networks are complex models for underlying data in many application domains. In most instances, raw data is not natively in the form of a network, but derived from sensors, logs, images, or other data. Yet, the impact of the various choices in translating this data to a network have been largely unexamined. In this work, we propose a network model selection methodology that focuses on evaluating a network's utility for varying tasks, together with an efficiency measure which selects the most parsimonious model. We demonstrate that this network definition matters in several ways for modeling the behavior of the underlying system.

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used, these algorithms also have the ability to adapt to drifts in problem parameters, such as data or model properties, and track the optimal solution with reasonable accuracy. Building on analogies with the study of adaptive filters, we establish a link between steady-state performance derived under stationarity assumptions and the tracking performance of online learners under random walk models. The link allows us to infer the tracking performance from steady-state expressions directly and almost by inspection.

Fisher Discriminant Analysis (FDA) is a subspace learning method which minimizes and maximizes the intra- and inter-class scatters of data, respectively. Although, in FDA, all the pairs of classes are treated the same way, some classes are closer than the others. Weighted FDA assigns weights to the pairs of classes to address this shortcoming of FDA. In this paper, we propose a cosine-weighted FDA as well as an automatically weighted FDA in which weights are found automatically. We also propose a weighted FDA in the feature space to establish a weighted kernel FDA for both existing and newly proposed weights. Our experiments on the ORL face recognition dataset show the effectiveness of the proposed weighting schemes.

Graph convolution networks (GCN) are increasingly popular in many applications, yet remain notoriously hard to train over large graph datasets. They need to compute node representations recursively from their neighbors. Current GCN training algorithms suffer from either high computational costs that grow exponentially with the number of layers, or high memory usage for loading the entire graph and node embeddings. In this paper, we propose a novel efficient layer-wise training framework for GCN (L-GCN), that disentangles feature aggregation and feature transformation during training, hence greatly reducing time and memory complexities. We present theoretical analysis for L-GCN under the graph isomorphism framework, that L-GCN leads to as powerful GCNs as the more costly conventional training algorithm does, under mild conditions. We further propose L^2-GCN, which learns a controller for each layer that can automatically adjust the training epochs per layer in L-GCN. Experiments show that L-GCN is faster than state-of-the-arts by at least an order of magnitude, with a consistent of memory usage not dependent on dataset size, while maintaining comparable prediction performance. With the learned controller, L^2-GCN can further cut the training time in half. Our codes are available at https://github.com/Shen-Lab/L2-GCN.

We consider the general (stochastic) contextual bandit problem under the realizability assumption, i.e., the expected reward, as a function of contexts and actions, belongs to a general function class $\mathcal{F}$. We design a fast and simple algorithm that achieves the statistically optimal regret with only ${O}(\log T)$ calls to an offline least-squares regression oracle across all $T$ rounds. The number of oracle calls can be further reduced to $O(\log\log T)$ if $T$ is known in advance. Our results provide the first universal and optimal reduction from contextual bandits to offline regression, solving an important open problem for the realizable setting of contextual bandits. A direct consequence of our results is that any advances in offline regression immediately translate to contextual bandits, statistically and computationally. This leads to faster algorithms and improved regret guarantees for broader classes of contextual bandit problems.

A key feature of intelligence is to transfer knowledge garnered from one task to another similar but different task. However, statistical learning has by and large been confined to procedures designed to learn from one particular task (through training data) and address the same task on new (test) data. This is inadequate for a wide range of real world applications where it is important to learn a new task, using the knowledge of a partially similar task which has already been learned. The field of transfer learning deals with these kinds of problems and has therefore attracted increasing attention in machine learning and its many varied applications. Recent applications includes computer vision [28, 10], speech recognition [14] and genre classification [5].

The structure of network data enables simple predictive models to leverage local correlations between nodes to high accuracy on tasks such as attribute and link prediction. While this is useful for building better user models, it introduces the privacy concern that a user's data may be re-inferred from the network structure, after they leave the application. We propose the privacy shadow for measuring how long a user remains predictive from an arbitrary time within the network. Furthermore, we demonstrate that the length of the privacy shadow can be predicted for individual users in three real-world datasets.

Feature importance refers to techniques that assign a score to input features based on how useful they are at predicting a target variable. There are many types and sources of feature importance scores, although popular examples include statistical correlation scores, coefficients calculated as part of linear models, decision trees, and permutation importance scores. Feature importance scores play an important role in a predictive modeling project, including providing insight into the data, insight into the model, and the basis for dimensionality reduction and feature selection that can improve the efficiency and effectiveness of a predictive model on the problem. How to Calculate Feature Importance With Python Photo by Bonnie Moreland, some rights reserved. Feature importance refers to a class of techniques for assigning scores to input features to a predictive model that indicates the relative importance of each feature when making a prediction. Feature importance scores can be calculated for problems that involve predicting a numerical value, called regression, and those problems that involve predicting a class label, called classification.