Statistical Learning
Dynamic Advisor-Based Ensemble (dynABE): Case Study in Stock Trend Prediction of a Major Critical Metal Producer
The demand of metals by modern technology has been shifting from common base metals to a variety of minor metals, such as cobalt or indium. The industrial importance and limited geological availability of some minor metals have led to them being considered more "critical," and there is a growing interest in such critical metals and their producing companies. In this research, we create a novel framework, Dynamic Advisor-Based Ensemble (dynABE), to predict the stock trend of major critical metal producers. Specifically, dynABE first utilizes domain knowledge to group the features into different "advisors," each advisor dealing with a particular economic sector. Then through ensembles of weak classifiers, each advisor produces a prediction result, and all the advisors are combined again in a biased online update fashion to dynamically make the final prediction. Based on a misclassification error of 32% for Jinchuan Group's stock (HKG: 2362), we further test a simple stock trading strategy, which leads to a back-tested return of 296%, or an excess return of 130% within one year. In addition, the feature set selected by dynABE also suggests potentially influential factors to metal criticality, because stock prices of major producers influence metal production. Therefore, not only does this research propose a novel framework for specialized stock trend prediction, it also provides domain insights into dynamic features that potentially influence metal criticality.
Visual Referring Expression Recognition: What Do Systems Actually Learn?
Cirik, Volkan, Morency, Louis-Philippe, Berg-Kirkpatrick, Taylor
We present an empirical analysis of the state-of-the-art systems for referring expression recognition -- the task of identifying the object in an image referred to by a natural language expression -- with the goal of gaining insight into how these systems reason about language and vision. Surprisingly, we find strong evidence that even sophisticated and linguistically-motivated models for this task may ignore the linguistic structure, instead relying on shallow correlations introduced by unintended biases in the data selection and annotation process. For example, we show that a system trained and tested on the input image $\textit{without the input referring expression}$ can achieve a precision of 71.2% in top-2 predictions. Furthermore, a system that predicts only the object category given the input can achieve a precision of 84.2% in top-2 predictions. These surprisingly positive results for what should be deficient prediction scenarios suggest that careful analysis of what our models are learning -- and further, how our data is constructed -- is critical as we seek to make substantive progress on grounded language tasks.
Neural Models for Key Phrase Detection and Question Generation
Subramanian, Sandeep, Wang, Tong, Yuan, Xingdi, Zhang, Saizheng, Bengio, Yoshua, Trischler, Adam
We propose a two-stage neural model to tackle question generation from documents. First, our model estimates the probability that word sequences in a document are ones that a human would pick when selecting candidate answers by training a neural key-phrase extractor on the answers in a question-answering corpus. Predicted key phrases then act as target answers and condition a sequence-to-sequence question-generation model with a copy mechanism. Empirically, our key-phrase extraction model significantly outperforms an entity-tagging baseline and existing rule-based approaches. We further demonstrate that our question generation system formulates fluent, answerable questions from key phrases. This two-stage system could be used to augment or generate reading comprehension datasets, which may be leveraged to improve machine reading systems or in educational settings.
Bayesian Pose Graph Optimization via Bingham Distributions and Tempered Geodesic MCMC
Birdal, Tolga, ลimลekli, Umut, Eken, M. Onur, Ilic, Slobodan
The ability to navigate autonomously is now a key technology in self driving cars, unmanned aerial vehicles (UAV), robot guidance, augmented reality, 3D digitization, sensory network localization and more. This ubiquitous appliance is due to the fact that vision sensors can provide cues to directly solve 6DoF pose estimation problem and does not necessitate external tracking input, such as imprecise GPS, to ego-localize. Many of the problems in these domains can now be addressed by tailor-made pipelines such as SLAM (Simultaneous Localization and Mapping), SfM (Structure From Motion) or multi robot localization (MRL) [KPZK17, CC18]. Nowadays, thanks to the resulting reliable estimates of rotations and translations, many of these pipelines rely on some form of an optimization, such as bundle adjustment (BA) [TMHF99] or 3D global registration [BI17, HH03], that can globally consider the acquired measurements.
Conformation Clustering of Long MD Protein Dynamics with an Adversarial Autoencoder
Recent developments in specialized computer hardware have greatly accelerated atomic level Molecular Dynamics (MD) simulations. A single GPU-attached cluster is capable of producing microsecond-length trajectories in reasonable amounts of time. Multiple protein states and a large number of microstates associated with folding and with the function of the protein can be observed as conformations sampled in the trajectories. Clustering those conformations, however, is needed for identifying protein states, evaluating transition rates and understanding protein behavior. In this paper, we propose a novel data-driven generative conformation clustering method based on the adversarial autoencoder (AAE) and provide the associated software implementation Cong. The method was tested using a 208 microseconds MD simulation of the fast-folding peptide Trp-Cage (20 residues) obtained from the D.E. Shaw Research Group. The proposed clustering algorithm identifies many of the salient features of the folding process by grouping a large number of conformations that share common features not easily identifiable in the trajectory.
Recurrent Deep Embedding Networks for Genotype Clustering and Ethnicity Prediction
Karim, Md. Rezaul, Cochez, Michael, Beyan, Oya Deniz, Zappa, Achille, Sahay, Ratnesh, Decker, Stefan, Schuhmann, Dietrich-Rebholz
The understanding of variations in genome sequences assists us in identifying people who are predisposed to common diseases, solving rare diseases, and finding the corresponding population group of the individuals from a larger population group. Although classical machine learning techniques allow researchers to identify groups (i.e. clusters) of related variables, the accuracy, and effectiveness of these methods diminish for large and high-dimensional datasets such as the whole human genome. On the other hand, deep neural network architectures (the core of deep learning) can better exploit large-scale datasets to build complex models. In this paper, we use the K-means clustering approach for scalable genomic data analysis aiming towards clustering genotypic variants at the population scale. Finally, we train a deep belief network (DBN) for predicting the geographic ethnicity. We used the genotype data from the 1000 Genomes Project, which covers the result of genome sequencing for 2504 individuals from 26 different ethnic origins and comprises 84 million variants. Our experimental results, with a focus on accuracy and scalability, show the effectiveness and superiority compared to the state-of-the-art.
Towards Adversarial Configurations for Software Product Lines
Temple, Paul, Acher, Mathieu, Biggio, Battista, Jรฉzรฉquel, Jean-Marc, Roli, Fabio
Ensuring that all supposedly valid configurations of a software product line (SPL) lead to well-formed and acceptable products is challenging since it is most of the time impractical to enumerate and test all individual products of an SPL. Machine learning classifiers have been recently used to predict the acceptability of products associated with unseen configurations. For some configurations, a tiny change in their feature values can make them pass from acceptable to non-acceptable regarding users' requirements and vice-versa. In this paper, we introduce the idea of leveraging these specific configurations and their positions in the feature space to improve the classifier and therefore the engineering of an SPL. Starting from a variability model, we propose to use Adversarial Machine Learning techniques to create new, adversarial configurations out of already known configurations by modifying their feature values. Using an industrial video generator we show how adversarial configurations can improve not only the classifier, but also the variability model, the variability implementation, and the testing oracle.
Why Is My Classifier Discriminatory?
Chen, Irene, Johansson, Fredrik D., Sontag, David
Recent attempts to achieve fairness in predictive models focus on the balance between fairness and accuracy. In sensitive applications such as healthcare or criminal justice, this trade-off is often undesirable as any increase in prediction error could have devastating consequences. In this work, we argue that the fairness of predictions should be evaluated in context of the data, and that unfairness induced by inadequate samples sizes or unmeasured predictive variables should be addressed through data collection, rather than by constraining the model. We decompose cost-based metrics of discrimination into bias, variance, and noise, and propose actions aimed at estimating and reducing each term. Finally, we perform case-studies on prediction of income, mortality, and review ratings, confirming the value of this analysis. We find that data collection is often a means to reduce discrimination without sacrificing accuracy.
l0-norm Based Centers Selection for Failure Tolerant RBF Networks
Wang, Hao, Leung, Chi-Sing, So, Hing Cheung, Feng, Ruibin, Han, Zifa
The aim of this paper is to select the RBF neural network centers under concurrent faults. It is well known that fault tolerance is a very attractive property for neural network algorithms. And center selection is an important procedure during the training process of RBF neural network. In this paper, we will address these two issues simultaneously and devise two novel algorithms. Both of them are based on the framework of ADMM and utilize the technique of sparse approximation. For both two methods, we first define a fault tolerant objective function. After that, the first method introduces the MCP function (an approximate l0-norm function) and combine it with ADMM framework to select the RBF centers. While the second method utilize ADMM and IHT to solve the problem. The convergence of both two methods is proved. Simulation results show that the proposed algorithms are superior to many existing center selection algorithms under concurrent fault.