The stock market is volatile and complicated, especially in 2020. Because of a series of global and regional "black swans," such as the COVID-19 pandemic, the U.S. stock market triggered the circuit breaker three times within one week of March 9 to 16, which is unprecedented throughout history. Affected by the whole circumstance, the stock prices of individual corporations also plummeted by rates that were never predicted by any pre-developed forecasting models. It reveals that there was a lack of satisfactory models that could predict the changes in stocks prices when catastrophic, highly unlikely events occur. To fill the void of such models and to help prevent investors from heavy losses during uncertain times, this paper aims to capture the movement pattern of stock prices under anomalous circumstances. First, we detect outliers in sequential stock prices by fitting a standard ARIMA model and identifying the points where predictions deviate significantly from actual values. With the selected data points, we train ARIMA and LSTM models at the single-stock level, industry level, and general market level, respectively. Since the public moods affect the stock market tremendously, a sentiment analysis is also incorporated into the models in the form of sentiment scores, which are converted from comments about specific stocks on Reddit. Based on 100 companies' stock prices in the period of 2016 to 2020, the models achieve an average prediction accuracy of 98% which can be used to optimize existing prediction methodologies.
Recent works have shown that powerful pre-trained language models (PLM) can be fooled by small perturbations or intentional attacks. To solve this issue, various data augmentation techniques are proposed to improve the robustness of PLMs. However, it is still challenging to augment semantically relevant examples with sufficient diversity. In this work, we present Virtual Data Augmentation (VDA), a general framework for robustly fine-tuning PLMs. Based on the original token embeddings, we construct a multinomial mixture for augmenting virtual data embeddings, where a masked language model guarantees the semantic relevance and the Gaussian noise provides the augmentation diversity. Furthermore, a regularized training strategy is proposed to balance the two aspects. Extensive experiments on six datasets show that our approach is able to improve the robustness of PLMs and alleviate the performance degradation under adversarial attacks. Our codes and data are publicly available at \textcolor{blue}{\url{https://github.com/RUCAIBox/VDA}}.
Knowledge graph completion (KGC) has become a focus of attention across deep learning community owing to its excellent contribution to numerous downstream tasks. Although recently have witnessed a surge of work on KGC, they are still insufficient to accurately capture complex relations, since they adopt the single and static representations. In this work, we propose a novel Disentangled Knowledge Graph Attention Network (DisenKGAT) for KGC, which leverages both micro-disentanglement and macro-disentanglement to exploit representations behind Knowledge graphs (KGs). To achieve micro-disentanglement, we put forward a novel relation-aware aggregation to learn diverse component representation. For macro-disentanglement, we leverage mutual information as a regularization to enhance independence. With the assistance of disentanglement, our model is able to generate adaptive representations in terms of the given scenario. Besides, our work has strong robustness and flexibility to adapt to various score functions. Extensive experiments on public benchmark datasets have been conducted to validate the superiority of DisenKGAT over existing methods in terms of both accuracy and explainability.
This technical report presents an overview of our solution used in the submission to 2021 HACS Temporal Action Localization Challenge on both Supervised Learning Track and Weakly-Supervised Learning Track. Temporal Action Localization (TAL) requires to not only precisely locate the temporal boundaries of action instances, but also accurately classify the untrimmed videos into specific categories. However, Weakly-Supervised TAL indicates locating the action instances using only video-level class labels. In this paper, to train a supervised temporal action localizer, we adopt Temporal Context Aggregation Network (TCANet) to generate high-quality action proposals through ``local and global" temporal context aggregation and complementary as well as progressive boundary refinement. As for the WSTAL, a novel framework is proposed to handle the poor quality of CAS generated by simple classification network, which can only focus on local discriminative parts, rather than locate the entire interval of target actions. Further inspired by the transfer learning method, we also adopt an additional module to transfer the knowledge from trimmed videos (HACS Clips dataset) to untrimmed videos (HACS Segments dataset), aiming at promoting the classification performance on untrimmed videos. Finally, we employ a boundary regression module embedded with Outer-Inner-Contrastive (OIC) loss to automatically predict the boundaries based on the enhanced CAS. Our proposed scheme achieves 39.91 and 29.78 average mAP on the challenge testing set of supervised and weakly-supervised temporal action localization track respectively.
Capturing interactions among event arguments is an essential step towards robust event argument extraction (EAE). However, existing efforts in this direction suffer from two limitations: 1) The argument role type information of contextual entities is mainly utilized as training signals, ignoring the potential merits of directly adopting it as semantically rich input features; 2) The argument-level sequential semantics, which implies the overall distribution pattern of argument roles over an event mention, is not well characterized. To tackle the above two bottlenecks, we formalize EAE as a Seq2Seq-like learning problem for the first time, where a sentence with a specific event trigger is mapped to a sequence of event argument roles. A neural architecture with a novel Bi-directional Entity-level Recurrent Decoder (BERD) is proposed to generate argument roles by incorporating contextual entities' argument role predictions, like a word-by-word text generation process, thereby distinguishing implicit argument distribution patterns within an event more accurately.
Efficient spatiotemporal modeling is an important yet challenging problem for video action recognition. Existing state-of-the-art methods exploit motion clues to assist in short-term temporal modeling through temporal difference over consecutive frames. However, background noises will be inevitably introduced due to the camera movement. Besides, movements of different actions can vary greatly. In this paper, we propose a Temporal Saliency Integration (TSI) block, which mainly contains a Salient Motion Excitation (SME) module and a Cross-scale Temporal Integration (CTI) module. Specifically, SME aims to highlight the motion-sensitive area through local-global motion modeling, where the background suppression and pyramidal feature difference are conducted successively between neighboring frames to capture motion dynamics with less background noises. CTI is designed to perform multi-scale temporal modeling through a group of separate 1D convolutions respectively. Meanwhile, temporal interactions across different scales are integrated with attention mechanism. Through these two modules, long short-term temporal relationships can be encoded efficiently by introducing limited additional parameters. Extensive experiments are conducted on several popular benchmarks (i.e., Something-Something v1 & v2, Kinetics-400, UCF-101, and HMDB-51), which demonstrate the effectiveness and superiority of our proposed method.
Automatic modulation classification enables intelligent communications and it is of crucial importance in today's and future wireless communication networks. Although many automatic modulation classification schemes have been proposed, they cannot tackle the intra-class diversity problem caused by the dynamic changes of the wireless communication environment. In order to overcome this problem, inspired by face recognition, a novel automatic modulation classification scheme is proposed by using the multi-scale network in this paper. Moreover, a novel loss function that combines the center loss and the cross entropy loss is exploited to learn both discriminative and separable features in order to further improve the classification performance. Extensive simulation results demonstrate that our proposed automatic modulation classification scheme can achieve better performance than the benchmark schemes in terms of the classification accuracy. The influence of the network parameters and the loss function with the two-stage training strategy on the classification accuracy of our proposed scheme are investigated.
Networks are ubiquitous in the real world. Link prediction, as one of the key problems for network-structured data, aims to predict whether there exists a link between two nodes. The traditional approaches are based on the explicit similarity computation between the compact node representation by embedding each node into a low-dimensional space. In order to efficiently handle the intensive similarity computation in link prediction, the hashing technique has been successfully used to produce the node representation in the Hamming space. However, the hashing-based link prediction algorithms face accuracy loss from the randomized hashing techniques or inefficiency from the learning to hash techniques in the embedding process. Currently, the Graph Neural Network (GNN) framework has been widely applied to the graph-related tasks in an end-to-end manner, but it commonly requires substantial computational resources and memory costs due to massive parameter learning, which makes the GNN-based algorithms impractical without the help of a powerful workhorse. In this paper, we propose a simple and effective model called #GNN, which balances the trade-off between accuracy and efficiency. #GNN is able to efficiently acquire node representation in the Hamming space for link prediction by exploiting the randomized hashing technique to implement message passing and capture high-order proximity in the GNN framework. Furthermore, we characterize the discriminative power of #GNN in probability. The extensive experimental results demonstrate that the proposed #GNN algorithm achieves accuracy comparable to the learning-based algorithms and outperforms the randomized algorithm, while running significantly faster than the learning-based algorithms. Also, the proposed algorithm shows excellent scalability on a large-scale network with the limited resources.
Learning high-quality sentence representations benefits a wide range of natural language processing tasks. Though BERT-based pre-trained language models achieve high performance on many downstream tasks, the native derived sentence representations are proved to be collapsed and thus produce a poor performance on the semantic textual similarity (STS) tasks. In this paper, we present ConSERT, a Contrastive Framework for Self-Supervised Sentence Representation Transfer, that adopts contrastive learning to fine-tune BERT in an unsupervised and effective way. By making use of unlabeled texts, ConSERT solves the collapse issue of BERT-derived sentence representations and make them more applicable for downstream tasks. Experiments on STS datasets demonstrate that ConSERT achieves an 8\% relative improvement over the previous state-of-the-art, even comparable to the supervised SBERT-NLI. And when further incorporating NLI supervision, we achieve new state-of-the-art performance on STS tasks. Moreover, ConSERT obtains comparable results with only 1000 samples available, showing its robustness in data scarcity scenarios.
Recently, the retrieval models based on dense representations have been gradually applied in the first stage of the document retrieval tasks, showing better performance than traditional sparse vector space models. To obtain high efficiency, the basic structure of these models is Bi-encoder in most cases. However, this simple structure may cause serious information loss during the encoding of documents since the queries are agnostic. To address this problem, we design a method to mimic the queries on each of the documents by an iterative clustering process and represent the documents by multiple pseudo queries (i.e., the cluster centroids). To boost the retrieval process using approximate nearest neighbor search library, we also optimize the matching function with a two-step score calculation procedure. Experimental results on several popular ranking and QA datasets show that our model can achieve state-of-the-art results.