Sleep arousals transition the depth of sleep to a more superficial stage. The occurrence of such events is often considered as a protective mechanism to alert the body of harmful stimuli. Thus, accurate sleep arousal detection can lead to an enhanced understanding of the underlying causes and influencing the assessment of sleep quality. Previous studies and guidelines have suggested that sleep arousals are linked mainly to abrupt frequency shifts in EEG signals, but the proposed rules are shown to be insufficient for a comprehensive characterization of arousals. This study investigates the application of five recent convolutional neural networks (CNNs) for sleep arousal detection and performs comparative evaluations to determine the best model for this task. The investigated state-of-the-art CNN models have originally been designed for image or speech processing. A detailed set of evaluations is performed on the benchmark dataset provided by PhysioNet/Computing in Cardiology Challenge 2018, and the results show that the best 1D CNN model has achieved an average of 0.31 and 0.84 for the area under the precision-recall and area under the ROC curves, respectively.

Feed-forward, fully-connected Artificial Neural Networks (ANNs) or the so-called Multi-Layer Perceptrons (MLPs) are well-known universal approximators. However, their learning performance varies significantly depending on the function or the solution space that they attempt to approximate. This is mainly because of their homogenous configuration based solely on the linear neuron model. Therefore, while they learn very well those problems with a monotonous, relatively simple and linearly separable solution space, they may entirely fail to do so when the solution space is highly nonlinear and complex. Sharing the same linear neuron model with two additional constraints (local connections and weight sharing), this is also true for the conventional Convolutional Neural Networks (CNNs) and, it is, therefore, not surprising that in many challenging problems only the deep CNNs with a massive complexity and depth can achieve the required diversity and the learning performance. In order to address this drawback and also to accomplish a more generalized model over the convolutional neurons, this study proposes a novel network model, called Operational Neural Networks (ONNs), which can be heterogeneous and encapsulate neurons with any set of operators to boost diversity and to learn highly complex and multi-modal functions or spaces with minimal network complexity and training data. Finally, a novel training method is formulated to back-propagate the error through the operational layers of ONNs. Experimental results over highly challenging problems demonstrate the superior learning capabilities of ONNs even with few neurons and hidden layers.

Time series forecasting is a crucial component of many important applications, ranging from predicting thebehavior of financial markets [5], to accurate energy load prediction [13]. Even though the large amount of data that can be nowadays collected from these domains provide an unprecedented opportunity for applying powerful deep learning (DL) methods [23, 41, 24], the high-dimensionality, velocity and variety of such data also pose significant and unique challenges that must be carefully addressed for each application. To this end, many methods have been proposed to analyze and forecast time series data. For example, traditional approaches employ adaptive distance metrics, such as Dynamic Time Wrapping [4], to tackle these kind of tasks. However, with the advent of DL the interest is gradually shifting toward using neural network-based methods, including recurrent and convolutional architectures [25, 7], that seem to be more effective for handling such kind of data. It is worth noting that other approaches for time series analysis also exist, such as using the Bag-of-Features model (BoF) [35]. The BoF model was recently adapted toward efficiently processing large amounts of complex and high-dimensional time series [2, 1, 32], due its ability to analyze objects that consist of a varying number of features, as well as withstanding distribution shifts better than competitive methods [29]. The Bag-of-Features model (BoF) involves the following pipeline [35]: a) Several feature vectors are extracted from each input object, e.g., an image or time series. This step is called feature extraction and allows for forming the feature space, where each object is represented as a set of feature vectors.

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to problems such as the non-stationary nature of financial data, significant challenges must be overcome before DL is fully utilized. In this work a new method to construct stationary features, that allows DL models to be applied effectively, is proposed. These features are thoroughly tested on the task of predicting mid price movements of the Limit Order Book. Several DL models are evaluated, such as recurrent Long Short Term Memory (LSTM) networks and Convolutional Neural Networks (CNN). Finally a novel model that combines the ability of CNNs to extract useful features and the ability of LSTMs' to analyze time series, is proposed and evaluated. The combined model is able to outperform the individual LSTM and CNN models in the prediction horizons that are tested.

Compressive Sensing (CS) theory asserts that sparse signal reconstruction is possible from a small number of linear measurements. Although CS enables low-cost linear sampling, it requires non-linear and costly reconstruction. Recent literature works show that compressive image classification is possible in CS domain without reconstruction of the signal. In this work, we introduce a DCT base method that extracts binary discriminative features directly from CS measurements. These CS measurements can be obtained by using (i) a random or a pseudo-random measurement matrix, or (ii) a measurement matrix whose elements are learned from the training data to optimize the given classification task. We further introduce feature fusion by concatenating Bag of Words (BoW) representation of our binary features with one of the two state-of-the-art CNN-based feature vectors. We show that our fused feature outperforms the state-of-the-art in both cases.

Forecasting the movements of stock prices is one the most challenging problems in financial markets analysis. In this paper, we use Machine Learning (ML) algorithms for the prediction of future price movements using limit order book data. Two different sets of features are combined and evaluated: handcrafted features based on the raw order book data and features extracted by ML algorithms, resulting in feature vectors with highly variant dimensionalities. Three classifiers are evaluated using combinations of these sets of features on two different evaluation setups and three prediction scenarios. Even though the large scale and high frequency nature of the limit order book poses several challenges, the scope of the conducted experiments and the significance of the experimental results indicate that Machine Learning highly befits this task carving the path towards future research in this field. Keywords: Machine Learning, limit order book, feature extraction, mid price forecasting 1. Introduction Forecasting of financial time series is a very challenging problem and has attracted scientific interest in the past few decades. Due to the inherently noisy and non-stationary nature of financial time series, statistical models are unsuitable for the task of modeling and forecasting such data. However, the lack of appropriate training and regularization algorithms for Neural Networks at the time, such as the dropout technique [6], rendered them susceptible to over fitting the training data. Support Vector Machines were deemed as better candidates for this task, as their solution implicitly involves the generalization error. The development of effective and efficient training algorithms for deeper architectures [7], in conjunction with the improved results such models presented, steered scientific interests towards Deep Learning techniques in many domains. Deep Learning methods are capable of modeling highly nonlinear, very complex data, making them suitable for application to financial data [8], as well as time series forecasting [9]. Furthermore, ML techniques which perform feature extraction may uncover robust features, better-suited to the specific task at hand. Autoencoders [10], are Neural Networks which learn new features extracted from the original input space, which can be used to enhance the performance of various tasks, such as classification or regression. Bag-of-Features (BoF) models comprise another feature extraction method that can be used to extract representations of objects described by multiple feature vectors, such as time-series [11].

We study the problem of learning to rank from multiple sources. Though multi-view learning and learning to rank have been studied extensively leading to a wide range of applications, multi-view learning to rank as a synergy of both topics has received little attention. The aim of the paper is to propose a composite ranking method while keeping a close correlation with the individual rankings simultaneously. We propose a multi-objective solution to ranking by capturing the information of the feature mapping from both within each view as well as across views using autoencoder-like networks. Moreover, a novel end-to-end solution is introduced to enhance the joint ranking with minimum view-specific ranking loss, so that we can achieve the maximum global view agreements within a single optimization process. The proposed method is validated on a wide variety of ranking problems, including university ranking, multi-view lingual text ranking and image data ranking, providing superior results.

Biomonitoring of waterbodies is vital as the number of anthropogenic stressors on aquatic ecosystems keeps growing. However, the continuous decrease in funding makes it impossible to meet monitoring goals or sustain traditional manual sample processing. In this paper, we review what kind of statistical tools can be used to enhance the cost efficiency of biomonitoring: We explore automated identification of freshwater macroinvertebrates which are used as one indicator group in biomonitoring of aquatic ecosystems. We present the first classification results of a new imaging system producing multiple images per specimen. Moreover, these results are compared with the results of human experts. On a data set of 29 taxonomical groups, automated classification produces a higher average accuracy than human experts.

The excellent performance of deep neural networks has enabled us to solve several automatization problems, opening an era of autonomous devices. However, current deep net architectures are heavy with millions of parameters and require billions of floating point operations. Several works have been developed to compress a pre-trained deep network to reduce memory footprint and, possibly, computation. Instead of compressing a pre-trained network, in this work, we propose a generic neural network layer structure employing multilinear projection as the primary feature extractor. The proposed architecture requires several times less memory as compared to the traditional Convolutional Neural Networks (CNN), while inherits the similar design principles of a CNN. In addition, the proposed architecture is equipped with two computation schemes that enable computation reduction or scalability. Experimental results show the effectiveness of our compact projection that outperforms traditional CNN, while requiring far fewer parameters.

We present the Video Ladder Network (VLN) for efficiently generating future video frames. VLN is a neural encoder-decoder model augmented at all layers by both recurrent and feedforward lateral connections. At each layer, these connections form a lateral recurrent residual block, where the feedforward connection represents a skip connection and the recurrent connection represents the residual. Thanks to the recurrent connections, the decoder can exploit temporal summaries generated from all layers of the encoder. This way, the top layer is relieved from the pressure of modeling lower-level spatial and temporal details. Furthermore, we extend the basic version of VLN to incorporate ResNet-style residual blocks in the encoder and decoder, which help improving the prediction results. VLN is trained in self-supervised regime on the Moving MNIST dataset, achieving competitive results while having very simple structure and providing fast inference.