diversely
Scalable Data Balancing for Unlabeled Satellite Imagery
Patel, Deep, Gao, Erin, Koul, Anirudh, Ganju, Siddha, Kasam, Meher Anand
Data imbalance is a ubiquitous problem in machine learning. In large scale collected and annotated datasets, data imbalance is either mitigated manually by undersampling frequent classes and oversampling rare classes, or planned for with imputation and augmentation techniques. In both cases balancing data requires labels. In other words, only annotated data can be balanced. Collecting fully annotated datasets is challenging, especially for large scale satellite systems such as the unlabeled NASA's 35 PB Earth Imagery dataset. Although the NASA Earth Imagery dataset is unlabeled, there are implicit properties of the data source that we can rely on to hypothesize about its imbalance, such as distribution of land and water in the case of the Earth's imagery. We present a new iterative method to balance unlabeled data. Our method utilizes image embeddings as a proxy for image labels that can be used to balance data, and ultimately when trained increases overall accuracy.
MAPS: Multi-agent Reinforcement Learning-based Portfolio Management System
Lee, Jinho, Kim, Raehyun, Yi, Seok-Won, Kang, Jaewoo
Generating an investment strategy using advanced deep learning methods in stock markets has recently been a topic of interest. Most existing deep learning methods focus on proposing an optimal model or network architecture by maximizing return. However, these models often fail to consider and adapt to the continuously changing market conditions. In this paper, we propose the Multi-Agent reinforcement learning-based Portfolio management System (MAPS). MAPS is a cooperative system in which each agent is an independent "investor" creating its own portfolio. In the training procedure, each agent is guided to act as diversely as possible while maximizing its own return with a carefully designed loss function. As a result, MAPS as a system ends up with a diversified portfolio. Experiment results with 12 years of US market data show that MAPS outperforms most of the baselines in terms of Sharpe ratio. Furthermore, our results show that adding more agents to our system would allow us to get a higher Sharpe ratio by lowering risk with a more diversified portfolio.