Universal representations for financial transactional data: embracing local, global, and external contexts

Effective processing of financial transactions is essential for banking data analysis. However, in this domain, most methods focus on specialized solutions to stand-alone problems instead of constructing universal representations suitable for many problems. We present a representation learning framework that addresses diverse business challenges. We also suggest novel generative models that account for data specifics, and a way to integrate external information into a client's representation, leveraging insights from other customers' actions. Finally, we offer a benchmark, describing representation quality globally, concerning the entire transaction history; locally, reflecting the client's current state; and dynamically, capturing representation evolution over time. Our generative approach demonstrates superior performance in local tasks, with an increase in ROC-AUC of up to 14\% for the next MCC prediction task and up to 46\% for downstream tasks from existing contrastive baselines. Incorporating external information improves the scores by an additional 20\%.

GigaPevt: Multimodal Medical Assistant

Building an intelligent and efficient medical assistant is still a challenging AI problem. The major limitation comes from the data modality scarceness, which reduces comprehensive patient perception. This demo paper presents the GigaPevt, the first multimodal medical assistant that combines the dialog capabilities of large language models with specialized medical models. Such an approach shows immediate advantages in dialog quality and metric performance, with a 1.18\% accuracy improvement in the question-answering task.

From Variability to Stability: Advancing RecSys Benchmarking Practices

In the rapidly evolving domain of Recommender Systems (RecSys), new algorithms frequently claim state-of-the-art performance based on evaluations over a limited set of arbitrarily selected datasets. However, this approach may fail to holistically reflect their effectiveness due to the significant impact of dataset characteristics on algorithm performance. Addressing this deficiency, this paper introduces a novel benchmarking methodology to facilitate a fair and robust comparison of RecSys algorithms, thereby advancing evaluation practices. By utilizing a diverse set of $30$ open datasets, including two introduced in this work, and evaluating $11$ collaborative filtering algorithms across $9$ metrics, we critically examine the influence of dataset characteristics on algorithm performance. We further investigate the feasibility of aggregating outcomes from multiple datasets into a unified ranking. Through rigorous experimental analysis, we validate the reliability of our methodology under the variability of datasets, offering a benchmarking strategy that balances quality and computational demands. This methodology enables a fair yet effective means of evaluating RecSys algorithms, providing valuable guidance for future research endeavors.

Temporal Graph Network Embedding with Causal Anonymous Walks Representations

Many tasks in graph machine learning, such as link prediction and node classification, are typically solved by using representation learning, in which each node or edge in the network is encoded via an embedding. Though there exists a lot of network embeddings for static graphs, the task becomes much more complicated when the dynamic (i.e. temporal) network is analyzed. In this paper, we propose a novel approach for dynamic network representation learning based on Temporal Graph Network by using a highly custom message generating function by extracting Causal Anonymous Walks. For evaluation, we provide a benchmark pipeline for the evaluation of temporal network embeddings. This work provides the first comprehensive comparison framework for temporal network representation learning in every available setting for graph machine learning problems involving node classification and link prediction. The proposed model outperforms state-of-the-art baseline models. The work also justifies the difference between them based on evaluation in various transductive/inductive edge/node classification tasks. In addition, we show the applicability and superior performance of our model in the real-world downstream graph machine learning task provided by one of the top European banks, involving credit scoring based on transaction data.

Probabilistic Neural Network with Complex Exponential Activation Functions in Image Recognition using Deep Learning Framework

If the training dataset is not very large, image recognition is usually implemented with the transfer learning methods. In these methods the features are extracted using a deep convolutional neural network, which was preliminarily trained with an external very-large dataset. In this paper we consider the nonparametric classification of extracted feature vectors with the probabilistic neural network (PNN). The number of neurons at the pattern layer of the PNN is equal to the database size, which causes the low recognition performance and high memory space complexity of this network. We propose to overcome these drawbacks by replacing the exponential activation function in the Gaussian Parzen kernel to the complex exponential functions in the Fej\'er kernel. We demonstrate that in this case it is possible to implement the network with the number of neurons in the pattern layer proportional to the cubic root of the database size. Thus, the proposed modification of the PNN makes it possible to significantly decrease runtime and memory complexities without loosing its main advantages, namely, extremely fast training procedure and the convergence to the optimal Bayesian decision. An experimental study in visual object category classification and unconstrained face recognition with contemporary deep neural networks have shown, that our approach obtains very efficient and rather accurate decisions for the small training sample in comparison with the well-known classifiers.

Maximum Likelihood Directed Enumeration Method in Piecewise-Regular Object Recognition

We explore the problems of classification of composite object (images, speech signals) with low number of models per class. We study the question of improving recognition performance for medium-sized database (thousands of classes). The key issue of fast approximate nearest-neighbor methods widely applied in this task is their heuristic nature. It is possible to strongly prove their efficiency by using the theory of algorithms only for simple similarity measures and artificially generated tasks. On the contrary, in this paper we propose an alternative, statistically optimal greedy algorithm. At each step of this algorithm joint density (likelihood) of distances to previously checked models is estimated for each class. The next model to check is selected from the class with the maximal likelihood. The latter is estimated based on the asymptotic properties of the Kullback-Leibler information discrimination and mathematical model of piecewise-regular object with distribution of each regular segment of exponential type. Experimental results in face recognition for FERET dataset prove that the proposed method is much more effective than not only brute force and the baseline (directed enumeration method) but also approximate nearest neighbor methods from FLANN and NonMetricSpaceLib libraries (randomized kd-tree, composite index, perm-sort).