We suggest a simple practical method to combine the human and artificial intelligence to both learn best investment practices of fund managers, and provide recommendations to improve them. Our approach is based on a combination of Inverse Reinforcement Learning (IRL) and RL. First, the IRL component learns the intent of fund managers as suggested by their trading history, and recovers their implied reward function. At the second step, this reward function is used by a direct RL algorithm to optimize asset allocation decisions. We show that our method is able to improve over the performance of individual fund managers.
Clustering objects from the LiDAR point cloud is an important research problem with many applications such as autonomous driving. To meet the real-time requirement, existing research proposed to apply the connected-component-labeling (CCL) technique on LiDAR spherical range image with a heuristic condition to check if two neighbor points are connected. However, LiDAR range image is different from a binary image which has a deterministic condition to tell if two pixels belong to the same component. The heuristic condition used on the LiDAR range image only works empirically, which suggests the LiDAR clustering algorithm should be robust to potential failures of the empirical heuristic condition. To overcome this challenge, this paper proposes a divide-and-merge LiDAR clustering algorithm. This algorithm firstly conducts clustering in each evenly divided local region, then merges the local clustered small components by voting on edge point pairs. Assuming there are $N$ LiDAR points of objects in total with $m$ divided local regions, the time complexity of the proposed algorithm is $O(N)+O(m^2)$. A smaller $m$ means the voting will involve more neighbor points, but the time complexity will become larger. So the $m$ controls the trade-off between the time complexity and the clustering accuracy. A proper $m$ helps the proposed algorithm work in real-time as well as maintain good performance. We evaluate the divide-and-merge clustering algorithm on the SemanticKITTI panoptic segmentation benchmark by cascading it with a state-of-the-art semantic segmentation model. The final performance evaluated through the leaderboard achieves the best among all published methods. The proposed algorithm is implemented with C++ and wrapped as a python function. It can be easily used with the modern deep learning framework in python.
LiDAR panoptic segmentation is a newly proposed technical task for autonomous driving. In contrast to popular end-to-end deep learning solutions, we propose a hybrid method with an existing semantic segmentation network to extract semantic information and a traditional LiDAR point cloud cluster algorithm to split each instance object. We argue geometry-based traditional clustering algorithms are worth being considered by showing a state-of-the-art performance among all published end-to-end deep learning solutions on the panoptic segmentation leaderboard of the SemanticKITTI dataset. To our best knowledge, we are the first to attempt the point cloud panoptic segmentation with clustering algorithms. Therefore, instead of working on new models, we give a comprehensive technical survey in this paper by implementing four typical cluster methods and report their performances on the benchmark. Those four cluster methods are the most representative ones with real-time running speed. They are implemented with C++ in this paper and then wrapped as a python function for seamless integration with the existing deep learning frameworks. We release our code for peer researchers who might be interested in this problem.
A fundamental question in adversarial machine learning is whether a robust classifier exists for a given task. A line of research has made progress towards this goal by studying concentration of measure, but without considering data labels. We argue that the standard concentration fails to fully characterize the intrinsic robustness of a classification problem, since it ignores data labels which are essential to any classification task. Building on a novel definition of label uncertainty, we empirically demonstrate that error regions induced by state-of-the-art models tend to have much higher label uncertainty compared with randomly-selected subsets. This observation motivates us to adapt a concentration estimation algorithm to account for label uncertainty, resulting in more accurate intrinsic robustness measures for benchmark image classification problems. We further provide empirical evidence showing that adding an abstain option for classifiers based on label uncertainty can help improve both the clean and robust accuracies of models.
3D object detection is vital for many robotics applications. For tasks where a 2D perspective range image exists, we propose to learn a 3D representation directly from this range image view. To this end, we designed a 2D convolutional network architecture that carries the 3D spherical coordinates of each pixel throughout the network. Its layers can consume any arbitrary convolution kernel in place of the default inner product kernel and exploit the underlying local geometry around each pixel. We outline four such kernels: a dense kernel according to the bag-of-words paradigm, and three graph kernels inspired by recent graph neural network advances: the Transformer, the PointNet, and the Edge Convolution. We also explore cross-modality fusion with the camera image, facilitated by operating in the perspective range image view. Our method performs competitively on the Waymo Open Dataset and improves the state-of-the-art AP for pedestrian detection from 69.7% to 75.5%. It is also efficient in that our smallest model, which still outperforms the popular PointPillars in quality, requires 180 times fewer FLOPS and model parameters
The detection of 3D objects from LiDAR data is a critical component in most autonomous driving systems. Safe, high speed driving needs larger detection ranges, which are enabled by new LiDARs. These larger detection ranges require more efficient and accurate detection models. Towards this goal, we propose Range Sparse Net (RSN), a simple, efficient, and accurate 3D object detector in order to tackle real time 3D object detection in this extended detection regime. RSN predicts foreground points from range images and applies sparse convolutions on the selected foreground points to detect objects. The lightweight 2D convolutions on dense range images results in significantly fewer selected foreground points, thus enabling the later sparse convolutions in RSN to efficiently operate. Combining features from the range image further enhance detection accuracy. RSN runs at more than 60 frames per second on a 150m x 150m detection region on Waymo Open Dataset (WOD) while being more accurate than previously published detectors. As of 11/2020, RSN is ranked first in the WOD leaderboard based on the APH/LEVEL 1 metrics for LiDAR-based pedestrian and vehicle detection, while being several times faster than alternatives.
Training images with data transformations have been suggested as contrastive examples to complement the testing set for generalization performance evaluation of deep neural networks (DNNs). In this work, we propose a practical framework ContRE (The word "contre" means "against" or "versus" in French.) that uses Contrastive examples for DNN geneRalization performance Estimation. Specifically, ContRE follows the assumption in contrastive learning that robust DNN models with good generalization performance are capable of extracting a consistent set of features and making consistent predictions from the same image under varying data transformations. Incorporating with a set of randomized strategies for well-designed data transformations over the training set, ContRE adopts classification errors and Fisher ratios on the generated contrastive examples to assess and analyze the generalization performance of deep models in complement with a testing set. To show the effectiveness and the efficiency of ContRE, extensive experiments have been done using various DNN models on three open source benchmark datasets with thorough ablation studies and applicability analyses. Our experiment results confirm that (1) behaviors of deep models on contrastive examples are strongly correlated to what on the testing set, and (2) ContRE is a robust measure of generalization performance complementing to the testing set in various settings.
Unsupervised object re-identification targets at learning discriminative representations for object retrieval without any annotations. Clustering-based methods conduct training with the generated pseudo labels and currently dominate this research direction. However, they still suffer from the issue of pseudo label noise. To tackle the challenge, we propose to properly estimate pseudo label similarities between consecutive training generations with clustering consensus and refine pseudo labels with temporally propagated and ensembled pseudo labels. To the best of our knowledge, this is the first attempt to leverage the spirit of temporal ensembling to improve classification with dynamically changing classes over generations. The proposed pseudo label refinery strategy is simple yet effective and can be seamlessly integrated into existing clustering-based unsupervised re-identification methods. With our proposed approach, state-of-the-art method can be further boosted with up to 8.8% mAP improvements on the challenging MSMT17 dataset.
Unlike the conventional wisdom in statistical learning theory, the test error of a deep neural network (DNN) often demonstrates double descent: as the model complexity increases, it first follows a classical U-shaped curve and then shows a second descent. Through bias-variance decomposition, recent studies revealed that the bell-shaped variance is the major cause of model-wise double descent (when the DNN is widened gradually). This paper investigates epoch-wise double descent, i.e., the test error of a DNN also shows double descent as the number of training epoches increases. By extending the bias-variance analysis to epoch-wise double descent of the zero-one loss, we surprisingly find that the variance itself, without the bias, varies consistently with the test error. Inspired by this result, we propose a novel metric, optimization variance (OV), to measure the diversity of model updates caused by the stochastic gradients of random training batches drawn in the same iteration. OV can be estimated using samples from the training set only but correlates well with the (unknown) \emph{test} error, and hence early stopping may be achieved without using a validation set.
User response prediction, which aims to predict the probability that a user will provide a predefined positive response in a given context such as clicking on an ad or purchasing an item, is crucial to many industrial applications such as online advertising, recommender systems, and search ranking. However, due to the high dimensionality and super sparsity of the data collected in these tasks, handcrafting cross features is inevitably time expensive. Prior studies in predicting user response leveraged the feature interactions by enhancing feature vectors with products of features to model second-order or high-order cross features, either explicitly or implicitly. Nevertheless, these existing methods can be hindered by not learning sufficient cross features due to model architecture limitations or modeling all high-order feature interactions with equal weights. This work aims to fill this gap by proposing a novel architecture Deep Cross Attentional Product Network (DCAP), which keeps cross network's benefits in modeling high-order feature interactions explicitly at the vector-wise level. Beyond that, it can differentiate the importance of different cross features in each network layer inspired by the multi-head attention mechanism and Product Neural Network (PNN), allowing practitioners to perform a more in-depth analysis of user behaviors. Additionally, our proposed model can be easily implemented and train in parallel. We conduct comprehensive experiments on three real-world datasets. The results have robustly demonstrated that our proposed model DCAP achieves superior prediction performance compared with the state-of-the-art models.