Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning

Portfolio optimization tasks describe sequential decision problems in which the investor's wealth is distributed across a set of assets. Allocation constraints are used to enforce minimal or maximal investments into particular subsets of assets to control for objectives such as limiting the portfolio's exposure to a certain sector due to environmental concerns. Although methods for constrained Reinforcement Learning (CRL) can optimize policies while considering allocation constraints, it can be observed that these general methods yield suboptimal results. In this paper, we propose a novel approach to handle allocation constraints based on a decomposition of the constraint action space into a set of unconstrained allocation problems. In particular, we examine this approach for the case of two constraints. For example, an investor may wish to invest at least a certain percentage of the portfolio into green technologies while limiting the investment in the fossil energy sector. We show that the action space of the task is equivalent to the decomposed action space, and introduce a new reinforcement learning (RL) approach CAOSD, which is built on top of the decomposition. The experimental evaluation on real-world Nasdaq-100 data demonstrates that our approach consistently outperforms state-of-the-art CRL benchmarks for portfolio optimization.

RGNet: A Unified Retrieval and Grounding Network for Long Videos

We present a novel end-to-end method for long-form video temporal grounding to locate specific moments described by natural language queries. Prior long-video methods for this task typically contain two stages: proposal selection and grounding regression. However, the proposal selection of these methods is disjoint from the grounding network and is not trained end-to-end, which limits the effectiveness of these methods. Moreover, these methods operate uniformly over the entire temporal window, which is suboptimal given redundant and irrelevant features in long videos. In contrast to these prior approaches, we introduce RGNet, a unified network designed for jointly selecting proposals from hour-long videos and locating moments specified by natural language queries within them. To achieve this, we redefine proposal selection as a video-text retrieval task, i.e., retrieving the correct candidate videos given a text query. The core component of RGNet is a unified cross-modal RG-Encoder that bridges the two stages with shared features and mutual optimization. The encoder strategically focuses on relevant time frames using a sparse sampling technique. RGNet outperforms previous methods, demonstrating state-of-the-art performance on long video temporal grounding datasets MAD and Ego4D. The code is released at https://github.com/Tanveer81/RGNet

How To Overcome Confirmation Bias in Semi-Supervised Image Classification By Active Learning

Do we need active learning? The rise of strong deep semi-supervised methods raises doubt about the usability of active learning in limited labeled data settings. This is caused by results showing that combining semi-supervised learning (SSL) methods with a random selection for labeling can outperform existing active learning (AL) techniques. However, these results are obtained from experiments on well-established benchmark datasets that can overestimate the external validity. However, the literature lacks sufficient research on the performance of active semi-supervised learning methods in realistic data scenarios, leaving a notable gap in our understanding. Therefore we present three data challenges common in real-world applications: between-class imbalance, within-class imbalance, and between-class similarity. These challenges can hurt SSL performance due to confirmation bias. We conduct experiments with SSL and AL on simulated data challenges and find that random sampling does not mitigate confirmation bias and, in some cases, leads to worse performance than supervised learning. In contrast, we demonstrate that AL can overcome confirmation bias in SSL in these realistic settings. Our results provide insights into the potential of combining active and semi-supervised learning in the presence of common real-world challenges, which is a promising direction for robust methods when learning with limited labeled data in real-world applications.

DiffusAL: Coupling Active Learning with Graph Diffusion for Label-Efficient Node Classification

Node classification is one of the core tasks on attributed graphs, but successful graph learning solutions require sufficiently labeled data. To keep annotation costs low, active graph learning focuses on selecting the most qualitative subset of nodes that maximizes label efficiency. However, deciding which heuristic is best suited for an unlabeled graph to increase label efficiency is a persistent challenge. Existing solutions either neglect aligning the learned model and the sampling method or focus only on limited selection aspects. They are thus sometimes worse or only equally good as random sampling. In this work, we introduce a novel active graph learning approach called DiffusAL, showing significant robustness in diverse settings. Toward better transferability between different graph structures, we combine three independent scoring functions to identify the most informative node samples for labeling in a parameter-free way: i) Model Uncertainty, ii) Diversity Component, and iii) Node Importance computed via graph diffusion heuristics. Most of our calculations for acquisition and training can be pre-processed, making DiffusAL more efficient compared to approaches combining diverse selection criteria and similarly fast as simpler heuristics. Our experiments on various benchmark datasets show that, unlike previous methods, our approach significantly outperforms random selection in 100% of all datasets and labeling budgets tested.

GRAtt-VIS: Gated Residual Attention for Auto Rectifying Video Instance Segmentation

Recent trends in Video Instance Segmentation (VIS) have seen a growing reliance on online methods to model complex and lengthy video sequences. However, the degradation of representation and noise accumulation of the online methods, especially during occlusion and abrupt changes, pose substantial challenges. Transformer-based query propagation provides promising directions at the cost of quadratic memory attention. However, they are susceptible to the degradation of instance features due to the above-mentioned challenges and suffer from cascading effects. The detection and rectification of such errors remain largely underexplored. To this end, we introduce \textbf{GRAtt-VIS}, \textbf{G}ated \textbf{R}esidual \textbf{Att}ention for \textbf{V}ideo \textbf{I}nstance \textbf{S}egmentation. Firstly, we leverage a Gumbel-Softmax-based gate to detect possible errors in the current frame. Next, based on the gate activation, we rectify degraded features from its past representation. Such a residual configuration alleviates the need for dedicated memory and provides a continuous stream of relevant instance features. Secondly, we propose a novel inter-instance interaction using gate activation as a mask for self-attention. This masking strategy dynamically restricts the unrepresentative instance queries in the self-attention and preserves vital information for long-term tracking. We refer to this novel combination of Gated Residual Connection and Masked Self-Attention as \textbf{GRAtt} block, which can easily be integrated into the existing propagation-based framework. Further, GRAtt blocks significantly reduce the attention overhead and simplify dynamic temporal modeling. GRAtt-VIS achieves state-of-the-art performance on YouTube-VIS and the highly challenging OVIS dataset, significantly improving over previous methods. Code is available at \url{https://github.com/Tanveer81/GRAttVIS}.

InstanceFormer: An Online Video Instance Segmentation Framework

Recent transformer-based offline video instance segmentation (VIS) approaches achieve encouraging results and significantly outperform online approaches. However, their reliance on the whole video and the immense computational complexity caused by full Spatio-temporal attention limit them in real-life applications such as processing lengthy videos. In this paper, we propose a single-stage transformer-based efficient online VIS framework named InstanceFormer, which is especially suitable for long and challenging videos. We propose three novel components to model short-term and long-term dependency and temporal coherence. First, we propagate the representation, location, and semantic information of prior instances to model short-term changes. Second, we propose a novel memory cross-attention in the decoder, which allows the network to look into earlier instances within a certain temporal window. Finally, we employ a temporal contrastive loss to impose coherence in the representation of an instance across all frames. Memory attention and temporal coherence are particularly beneficial to long-range dependency modeling, including challenging scenarios like occlusion. The proposed InstanceFormer outperforms previous online benchmark methods by a large margin across multiple datasets. Most importantly, InstanceFormer surpasses offline approaches for challenging and long datasets such as YouTube-VIS-2021 and OVIS. Code is available at https://github.com/rajatkoner08/InstanceFormer.

Towards a Holistic View on Argument Quality Prediction

Argumentation is one of society's foundational pillars, and, sparked by advances in NLP and the vast availability of text data, automated mining of arguments receives increasing attention. A decisive property of arguments is their strength or quality. While there are works on the automated estimation of argument strength, their scope is narrow: they focus on isolated datasets and neglect the interactions with related argument mining tasks, such as argument identification, evidence detection, or emotional appeal. In this work, we close this gap by approaching argument quality estimation from multiple different angles: Grounded on rich results from thorough empirical evaluations, we assess the generalization capabilities of argument quality estimation across diverse domains, the interplay with related argument mining tasks, and the impact of emotions on perceived argument strength. We find that generalization depends on a sufficient representation of different domains in the training part. In zero-shot transfer and multi-task experiments, we reveal that argument quality is among the more challenging tasks but can improve others. Finally, we show that emotions play a minor role in argument quality than is often assumed.

Active Learning for Argument Strength Estimation

High-quality arguments are an essential part of decision-making. Automatically predicting the quality of an argument is a complex task that recently got much attention in argument mining. However, the annotation effort for this task is exceptionally high. Therefore, we test uncertainty-based active learning (AL) methods on two popular argument-strength data sets to estimate whether sample-efficient learning can be enabled. Our extensive empirical evaluation shows that uncertainty-based acquisition functions can not surpass the accuracy reached with the random acquisition on these data sets.

Adaptive Multi-Resolution Attention with Linear Complexity

Transformers have improved the state-of-the-art across numerous tasks in sequence modeling. Besides the quadratic computational and memory complexity w.r.t the sequence length, the self-attention mechanism only processes information at the same scale, i.e., all attention heads are in the same resolution, resulting in the limited power of the Transformer. To remedy this, we propose a novel and efficient structure named Adaptive Multi-Resolution Attention (AdaMRA for short), which scales linearly to sequence length in terms of time and space. Specifically, we leverage a multi-resolution multi-head attention mechanism, enabling attention heads to capture long-range contextual information in a coarse-to-fine fashion. Moreover, to capture the potential relations between query representation and clues of different attention granularities, we leave the decision of which resolution of attention to use to query, which further improves the model's capacity compared to vanilla Transformer. In an effort to reduce complexity, we adopt kernel attention without degrading the performance. Extensive experiments on several benchmarks demonstrate the effectiveness and efficiency of our model by achieving a state-of-the-art performance-efficiency-memory trade-off. To facilitate AdaMRA utilization by the scientific community, the code implementation will be made publicly available.

NF-GNN: Network Flow Graph Neural Networks for Malware Detection and Classification

Malicious software (malware) poses an increasing threat to the security of communication systems, as the number of interconnected mobile devices increases exponentially. While some existing malware detection and classification approaches successfully leverage network traffic data, they treat network flows between pairs of endpoints independently and thus fail to leverage the rich structural dependencies in the complete network. Our approach first extracts flow graphs and subsequently classifies them using a novel graph neural network model. We present three variants of our base model, which all support malware detection and classification in supervised and unsupervised settings. We evaluate our approach on flow graphs that we extract from a recently published dataset for mobile malware detection that addresses several issues with previously available datasets. Experiments on four different prediction tasks consistently demonstrate the advantages of our approach and show that our graph neural network model can boost detection performance by a significant margin.