The era of information explosion had prompted the accumulation of a tremendous amount of time-series data, including stationary and non-stationary time-series data. State-of-the-art algorithms have achieved a decent performance in dealing with stationary temporal data. However, traditional algorithms that tackle stationary time-series do not apply to non-stationary series like Forex trading. This paper investigates applicable models that can improve the accuracy of forecasting future trends of non-stationary time-series sequences. In particular, we focus on identifying potential models and investigate the effects of recognizing patterns from historical data. We propose a combination of \rebuttal{the} seq2seq model based on RNN, along with an attention mechanism and an enriched set features extracted via dynamic time warping and zigzag peak valley indicators. Customized loss functions and evaluating metrics have been designed to focus more on the predicting sequence's peaks and valley points. Our results show that our model can predict 4-hour future trends with high accuracy in the Forex dataset, which is crucial in realistic scenarios to assist foreign exchange trading decision making. We further provide evaluations of the effects of various loss functions, evaluation metrics, model variants, and components on model performance.
The \textit{lottery ticket hypothesis} (LTH) states that learning on a properly pruned network (the \textit{winning ticket}) improves test accuracy over the original unpruned network. Although LTH has been justified empirically in a broad range of deep neural network (DNN) involved applications like computer vision and natural language processing, the theoretical validation of the improved generalization of a winning ticket remains elusive. To the best of our knowledge, our work, for the first time, characterizes the performance of training a pruned neural network by analyzing the geometric structure of the objective function and the sample complexity to achieve zero generalization error. We show that the convex region near a desirable model with guaranteed generalization enlarges as the neural network model is pruned, indicating the structural importance of a winning ticket. Moreover, when the algorithm for training a pruned neural network is specified as an (accelerated) stochastic gradient descent algorithm, we theoretically show that the number of samples required for achieving zero generalization error is proportional to the number of the non-pruned weights in the hidden layer. With a fixed number of samples, training a pruned neural network enjoys a faster convergence rate to the desired model than training the original unpruned one, providing a formal justification of the improved generalization of the winning ticket. Our theoretical results are acquired from learning a pruned neural network of one hidden layer, while experimental results are further provided to justify the implications in pruning multi-layer neural networks.
Taxi arrival time prediction is essential for building intelligent transportation systems. Traditional prediction methods mainly rely on extracting features from traffic maps, which cannot model complex situations and nonlinear spatial and temporal relationships. Therefore, we propose Multi-View Spatial-Temporal Model (MVSTM) to capture the mutual dependence of spatial-temporal relations and trajectory features. Specifically, we use graph2vec to model the spatial view, dual-channel temporal module to model the trajectory view, and structural embedding to model traffic semantics. Experiments on large-scale taxi trajectory data have shown that our approach is more effective than the existing novel methods. The source code can be found at https://github.com/775269512/SIGSPATIAL-2021-GISCUP-4th-Solution.
Single-table text-to-SQL aims to transform a natural language question into a SQL query according to one single table. Recent work has made promising progress on this task by pre-trained language models and a multi-submodule framework. However, zero-shot table, that is, the invisible table in the training set, is currently the most critical bottleneck restricting the application of existing approaches to real-world scenarios. Although some work has utilized auxiliary tasks to help handle zero-shot tables, expensive extra manual annotation limits their practicality. In this paper, we propose a new approach for the zero-shot text-to-SQL task which does not rely on any additional manual annotations. Our approach consists of two parts. First, we propose a new model that leverages the abundant information of table content to help establish the mapping between questions and zero-shot tables. Further, we propose a simple but efficient meta-learning strategy to train our model. The strategy utilizes the two-step gradient update to force the model to learn a generalization ability towards zero-shot tables. We conduct extensive experiments on a public open-domain text-to-SQL dataset WikiSQL and a domain-specific dataset ESQL. Compared to existing approaches using the same pre-trained model, our approach achieves significant improvements on both datasets. Compared to the larger pre-trained model and the tabular-specific pre-trained model, our approach is still competitive. More importantly, on the zero-shot subsets of both the datasets, our approach further increases the improvements.
Vision-and-language pretraining (VLP) aims to learn generic multimodal representations from massive image-text pairs. While various successful attempts have been proposed, learning fine-grained semantic alignments between image-text pairs plays a key role in their approaches. Nevertheless, most existing VLP approaches have not fully utilized the intrinsic knowledge within the image-text pairs, which limits the effectiveness of the learned alignments and further restricts the performance of their models. To this end, we introduce a new VLP method called ROSITA, which integrates the cross- and intra-modal knowledge in a unified scene graph to enhance the semantic alignments. Specifically, we introduce a novel structural knowledge masking (SKM) strategy to use the scene graph structure as a priori to perform masked language (region) modeling, which enhances the semantic alignments by eliminating the interference information within and across modalities. Extensive ablation studies and comprehensive analysis verifies the effectiveness of ROSITA in semantic alignments. Pretrained with both in-domain and out-of-domain datasets, ROSITA significantly outperforms existing state-of-the-art VLP methods on three typical vision-and-language tasks over six benchmark datasets.
Person reidentification (ReID) is a very hot research topic in machine learning and computer vision, and many person ReID approaches have been proposed; however, most of these methods assume that the same person has the same clothes within a short time interval, and thus their visual appearance must be similar. However, in an actual surveillance environment, a given person has a great probability of changing clothes after a long time span, and they also often take different personal belongings with them. When the existing person ReID methods are applied in this type of case, almost all of them fail. To date, only a few works have focused on the cloth-changing person ReID task, but since it is very difficult to extract generalized and robust features for representing people with different clothes, their performances need to be improved. Moreover, visual-semantic information is often ignored. To solve these issues, in this work, a novel multigranular visual-semantic embedding algorithm (MVSE) is proposed for cloth-changing person ReID, where visual semantic information and human attributes are embedded into the network, and the generalized features of human appearance can be well learned to effectively solve the problem of clothing changes. Specifically, to fully represent a person with clothing changes, a multigranular feature representation scheme (MGR) is employed to focus on the unchanged part of the human, and then a cloth desensitization network (CDN) is designed to improve the feature robustness of the approach for the person with different clothing, where different high-level human attributes are fully utilized. Moreover, to further solve the issue of pose changes and occlusion under different camera perspectives, a partially semantically aligned network (PSA) is proposed to obtain the visual-semantic information that is used to align the human attributes.
Finding tampered regions in images is a hot research topic in machine learning and computer vision. Although many image manipulation location algorithms have been proposed, most of them only focus on the RGB images with different color spaces, and the frequency information that contains the potential tampering clues is often ignored. In this work, a novel end-to-end two-stream boundary-aware network (abbreviated as TBNet) is proposed for generic image manipulation localization in which the RGB stream, the frequency stream, and the boundary artifact location are explored in a unified framework. Specifically, we first design an adaptive frequency selection module (AFS) to adaptively select the appropriate frequency to mine inconsistent statistics and eliminate the interference of redundant statistics. Then, an adaptive cross-attention fusion module (ACF) is proposed to adaptively fuse the RGB feature and the frequency feature. Finally, the boundary artifact location network (BAL) is designed to locate the boundary artifacts for which the parameters are jointly updated by the outputs of the ACF, and its results are further fed into the decoder. Thus, the parameters of the RGB stream, the frequency stream, and the boundary artifact location network are jointly optimized, and their latent complementary relationships are fully mined. The results of extensive experiments performed on four public benchmarks of the image manipulation localization task, namely, CASIA1.0, COVER, Carvalho, and In-The-Wild, demonstrate that the proposed TBNet can significantly outperform state-of-the-art generic image manipulation localization methods in terms of both MCC and F1.
Sentence semantic matching requires an agent to determine the semantic relation between two sentences, which is widely used in various natural language tasks, such as Natural Language Inference (NLI), Paraphrase Identification (PI), and so on. Much recent progress has been made in this area, especially attention-based methods and pre-trained language model based methods. However, most of these methods focus on all the important parts in sentences in a static way and only emphasize how important the words are to the query, inhibiting the ability of attention mechanism. In order to overcome this problem and boost the performance of attention mechanism, we propose a novel dynamic re-read attention, which can pay close attention to one small region of sentences at each step and re-read the important parts for better sentence representations. Based on this attention variation, we develop a novel Dynamic Re-read Network (DRr-Net) for sentence semantic matching. Moreover, selecting one small region in dynamic re-read attention seems insufficient for sentence semantics, and employing pre-trained language models as input encoders will introduce incomplete and fragile representation problems. To this end, we extend DRrNet to Locally-Aware Dynamic Re-read Attention Net (LadRa-Net), in which local structure of sentences is employed to alleviate the shortcoming of Byte-Pair Encoding (BPE) in pre-trained language models and boost the performance of dynamic reread attention. Extensive experiments on two popular sentence semantic matching tasks demonstrate that DRr-Net can significantly improve the performance of sentence semantic matching. Meanwhile, LadRa-Net is able to achieve better performance by considering the local structures of sentences. In addition, it is exceedingly interesting that some discoveries in our experiments are consistent with some findings of psychological research.
Predicting the future price trends of stocks is a challenging yet intriguing problem given its critical role to help investors make profitable decisions. In this paper, we present a collaborative temporal-relational modeling framework for end-to-end stock trend prediction. The temporal dynamics of stocks is firstly captured with an attention-based recurrent neural network. Then, different from existing studies relying on the pairwise correlations between stocks, we argue that stocks are naturally connected as a collective group, and introduce the hypergraph structures to jointly characterize the stock group-wise relationships of industry-belonging and fund-holding. A novel hypergraph tri-attention network (HGTAN) is proposed to augment the hypergraph convolutional networks with a hierarchical organization of intra-hyperedge, inter-hyperedge, and inter-hypergraph attention modules. In this manner, HGTAN adaptively determines the importance of nodes, hyperedges, and hypergraphs during the information propagation among stocks, so that the potential synergies between stock movements can be fully exploited. Extensive experiments on real-world data demonstrate the effectiveness of our approach. Also, the results of investment simulation show that our approach can achieve a more desirable risk-adjusted return. The data and codes of our work have been released at https://github.com/lixiaojieff/HGTAN.