Learning the Market: Sentiment-Based Ensemble Trading Agents

We propose the integration of sentiment analysis and deep-reinforcement learning ensemble algorithms for stock trading, and design a strategy capable of dynamically altering its employed agent given concurrent market sentiment. In particular, we create a simple-yet-effective method for extracting news sentiment and combine this with general improvements upon existing works, resulting in automated trading agents that effectively consider both qualitative market factors and quantitative stock data. We show that our approach results in a strategy that is profitable, robust, and risk-minimal -- outperforming the traditional ensemble strategy as well as single agent algorithms and market metrics. Our findings determine that the conventional practice of switching ensemble agents every fixed-number of months is sub-optimal, and that a dynamic sentiment-based framework greatly unlocks additional performance within these agents. Furthermore, as we have designed our algorithm with simplicity and efficiency in mind, we hypothesize that the transition of our method from historical evaluation towards real-time trading with live data should be relatively simple.

An automated approach for improving the inference latency and energy efficiency of pretrained CNNs by removing irrelevant pixels with focused convolutions

Computer vision often uses highly accurate Convolutional Neural Networks (CNNs), but these deep learning models are associated with ever-increasing energy and computation requirements. Producing more energy-efficient CNNs often requires model training which can be cost-prohibitive. We propose a novel, automated method to make a pretrained CNN more energy-efficient without re-training. Given a pretrained CNN, we insert a threshold layer that filters activations from the preceding layers to identify regions of the image that are irrelevant, i.e. can be ignored by the following layers while maintaining accuracy. Our modified focused convolution operation saves inference latency (by up to 25%) and energy costs (by up to 22%) on various popular pretrained CNNs, with little to no loss in accuracy.

Winner-Take-All Column Row Sampling for Memory Efficient Adaptation of Language Model

With the rapid growth in model size, fine-tuning the large pre-trained language model has become increasingly difficult due to its extensive memory usage. Previous works usually focus on reducing the number of trainable parameters in the network. While the model parameters do contribute to memory usage, the primary memory bottleneck during training arises from storing feature maps, also known as activations, as they are crucial for gradient calculation. Notably, neural networks are usually trained using stochastic gradient descent. We argue that in stochastic optimization, models can handle noisy gradients as long as the gradient estimator is unbiased with reasonable variance. Following this motivation, we propose a new family of unbiased estimators called WTA-CRS, for matrix production with reduced variance, which only requires storing the sub-sampled activations for calculating the gradient. Our work provides both theoretical and experimental evidence that, in the context of tuning transformers, our proposed estimators exhibit lower variance compared to existing ones. By replacing the linear operation with our approximated one in transformers, we can achieve up to 2.7$\times$ peak memory reduction with almost no accuracy drop and enables up to $6.4\times$ larger batch size. Under the same hardware, WTA-CRS enables better down-streaming task performance by applying larger models and/or faster training speed with larger batch sizes.

Irrelevant Pixels are Everywhere: Find and Exclude Them for More Efficient Computer Vision

Computer vision is often performed using Convolutional Neural Networks (CNNs). CNNs are compute-intensive and challenging to deploy on power-contrained systems such as mobile and Internet-of-Things (IoT) devices. CNNs are compute-intensive because they indiscriminately compute many features on all pixels of the input image. We observe that, given a computer vision task, images often contain pixels that are irrelevant to the task. For example, if the task is looking for cars, pixels in the sky are not very useful. Therefore, we propose that a CNN be modified to only operate on relevant pixels to save computation and energy. We propose a method to study three popular computer vision datasets, finding that 48% of pixels are irrelevant. We also propose the focused convolution to modify a CNN's convolutional layers to reject the pixels that are marked irrelevant. On an embedded device, we observe no loss in accuracy, while inference latency, energy consumption, and multiply-add count are all reduced by about 45%.

Give me a knee radiograph, I will tell you where the knee joint area is: a deep convolutional neural network adventure

Knee pain is undoubtedly the most common musculoskeletal symptom that impairs quality of life, confines mobility and functionality across all ages. Knee pain is clinically evaluated by routine radiographs, where the widespread adoption of radiographic images and their availability at low cost, make them the principle component in the assessment of knee pain and knee pathologies, such as arthritis, trauma, and sport injuries. However, interpretation of the knee radiographs is still highly subjective, and overlapping structures within the radiographs and the large volume of images needing to be analyzed on a daily basis, make interpretation challenging for both naive and experienced practitioners. There is thus a need to implement an artificial intelligence strategy to objectively and automatically interpret knee radiographs, facilitating triage of abnormal radiographs in a timely fashion. The current work proposes an accurate and effective pipeline for autonomous detection, localization, and classification of knee joint area in plain radiographs combining the You Only Look Once (YOLO v3) deep convolutional neural network with a large and fully-annotated knee radiographs dataset. The present work is expected to stimulate more interest from the deep learning computer vision community to this pragmatic and clinical application.

Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction

Neural networks for stock price prediction(NNSPP) have been popular for decades. However, most of its study results remain in the research paper and cannot truly play a role in the securities market. One of the main reasons leading to this situation is that the prediction error(PE) based evaluation results have statistical flaws. Its prediction results cannot represent the most critical financial direction attributes. So it cannot provide investors with convincing, interpretable, and consistent model performance evaluation results for practical applications in the securities market. To illustrate, we have used data selected from 20 stock datasets over six years from the Shanghai and Shenzhen stock market in China, and 20 stock datasets from NASDAQ and NYSE in the USA. We implement six shallow and deep neural networks to predict stock prices and use four prediction error measures for evaluation. The results show that the prediction error value only partially reflects the model accuracy of the stock price prediction, and cannot reflect the change in the direction of the model predicted stock price. This characteristic determines that PE is not suitable as an evaluation indicator of NNSPP. Otherwise, it will bring huge potential risks to investors. Therefore, this paper establishes an experiment platform to confirm that the PE method is not suitable for the NNSPP evaluation, and provides a theoretical basis for the necessity of creating a new NNSPP evaluation method in the future.

Harnessing GANs for Addition of New Classes in VSR

It is an easy task for humans to learn and generalize a problem, perhaps it is due to their ability to visualize and imagine unseen objects and concepts. The power of imagination comes handy especially when interpolating learnt experience (like seen examples) over new classes of a problem. For a machine learning system, acquiring such powers of imagination are still a hard task. We present a novel approach to low-shot learning that uses the idea of imagination over unseen classes in a classification problem setting. We combine a classifier with a `visionary' (i.e., a GAN model) that teaches the classifier to generalize itself over new and unseen classes. This approach can be incorporated into a variety of problem settings where we need a classifier to learn and generalize itself to new and unseen classes. We compare the performance of classifiers with and without the visionary GAN model helping them.