Graph data completion is a fundamentally important issue as data generally has a graph structure, e.g., social networks, recommendation systems, and the Internet of Things. We consider a graph where each node has a data matrix, represented as a \textit{graph-tensor} by stacking the data matrices in the third dimension. In this paper, we propose a \textit{Convolutional Graph-Tensor Net} (\textit{Conv GT-Net}) for the graph data completion problem, which uses deep neural networks to learn the general transform of graph-tensors. The experimental results on the ego-Facebook data sets show that the proposed \textit{Conv GT-Net} achieves significant improvements on both completion accuracy (50\% higher) and completion speed (3.6x $\sim$ 8.1x faster) over the existing algorithms.
This paper addresses the task of segmenting class-agnostic objects in semi-supervised setting. Although previous detection based methods achieve relatively good performance, these approaches extract the best proposal by a greedy strategy, which may lose the local patch details outside the chosen candidate. In this paper, we propose a novel spatiotemporal graph neural network (STG-Net) to reconstruct more accurate masks for video object segmentation, which captures the local contexts by utilizing all proposals. In the spatial graph, we treat object proposals of a frame as nodes and represent their correlations with an edge weight strategy for mask context aggregation. To capture temporal information from previous frames, we use a memory network to refine the mask of current frame by retrieving historic masks in a temporal graph. The joint use of both local patch details and temporal relationships allow us to better address the challenges such as object occlusion and missing. Without online learning and fine-tuning, our STG-Net achieves state-of-the-art performance on four large benchmarks (DAVIS, YouTube-VOS, SegTrack-v2, and YouTube-Objects), demonstrating the effectiveness of the proposed approach.
Multi-view clustering has wide applications in many image processing scenarios. In these scenarios, original image data often contain missing instances and noises, which is ignored by most multi-view clustering methods. However, missing instances may make these methods difficult to use directly and noises will lead to unreliable clustering results. In this paper, we propose a novel Auto-weighted Noisy and Incomplete Multi-view Clustering framework (ANIMC) via a soft auto-weighted strategy and a doubly soft regular regression model. Firstly, by designing adaptive semi-regularized nonnegative matrix factorization (adaptive semi-RNMF), the soft auto-weighted strategy assigns a proper weight to each view and adds a soft boundary to balance the influence of noises and incompleteness. Secondly, by proposing{\theta}-norm, the doubly soft regularized regression model adjusts the sparsity of our model by choosing different{\theta}. Compared with existing methods, ANIMC has three unique advantages: 1) it is a soft algorithm to adjust our framework in different scenarios, thereby improving its generalization ability; 2) it automatically learns a proper weight for each view, thereby reducing the influence of noises; 3) it performs doubly soft regularized regression that aligns the same instances in different views, thereby decreasing the impact of missing instances. Extensive experimental results demonstrate its superior advantages over other state-of-the-art methods.
Incomplete multi-view clustering is an important technique to deal with real-world incomplete multi-view data. Previous works assume that all views have the same incompleteness, i.e., balanced incompleteness. However, different views often have distinct incompleteness, i.e., unbalanced incompleteness, which results in strong views (low-incompleteness views) and weak views (high-incompleteness views). The unbalanced incompleteness prevents us from directly using the previous methods for clustering. In this paper, inspired by the effective biological evolution theory, we design the novel scheme of view evolution to cluster strong and weak views. Moreover, we propose an Unbalanced Incomplete Multi-view Clustering method (UIMC), which is the first effective method based on view evolution for unbalanced incomplete multi-view clustering. Compared with previous methods, UIMC has two unique advantages: 1) it proposes weighted multi-view subspace clustering to integrate these unbalanced incomplete views, which effectively solves the unbalanced incomplete multi-view problem; 2) it designs the low-rank and robust representation to recover the data, which diminishes the impact of the incompleteness and noises. Extensive experimental results demonstrate that UIMC improves the clustering performance by up to 40% on three evaluation metrics over other state-of-the-art methods.
As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade, at what price, and what quantity involves error-prone and arduous development and debugging. In this paper, we introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies. Along with easily-reproducible tutorials, FinRL library allows users to streamline their own developments and to compare with existing schemes easily. Within FinRL, virtual environments are configured with stock market datasets, trading agents are trained with neural networks, and extensive backtesting is analyzed via trading performance. Moreover, it incorporates important trading constraints such as transaction cost, market liquidity and the investor's degree of risk-aversion. FinRL is featured with completeness, hands-on tutorial and reproducibility that favors beginners: (i) at multiple levels of time granularity, FinRL simulates trading environments across various stock markets, including NASDAQ-100, DJIA, S&P 500, HSI, SSE 50, and CSI 300; (ii) organized in a layered architecture with modular structure, FinRL provides fine-tuned state-of-the-art DRL algorithms (DQN, DDPG, PPO, SAC, A2C, TD3, etc.), commonly-used reward functions and standard evaluation baselines to alleviate the debugging workloads and promote the reproducibility, and (iii) being highly extendable, FinRL reserves a complete set of user-import interfaces. Furthermore, we incorporated three application demonstrations, namely single stock trading, multiple stock trading, and portfolio allocation. The FinRL library will be available on Github at link https://github.com/AI4Finance-LLC/FinRL-Library.
Query-based moment localization is a new task that localizes the best matched segment in an untrimmed video according to a given sentence query. In this localization task, one should pay more attention to thoroughly mine visual and linguistic information. To this end, we propose a novel Cross- and Self-Modal Graph Attention Network (CSMGAN) that recasts this task as a process of iterative messages passing over a joint graph. Specifically, the joint graph consists of Cross-Modal interaction Graph (CMG) and Self-Modal relation Graph (SMG), where frames and words are represented as nodes, and the relations between cross- and self-modal node pairs are described by an attention mechanism. Through parametric message passing, CMG highlights relevant instances across video and sentence, and then SMG models the pairwise relation inside each modality for frame (word) correlating. With multiple layers of such a joint graph, our CSMGAN is able to effectively capture high-order interactions between two modalities, thus enabling a further precise localization. Besides, to better comprehend the contextual details in the query, we develop a hierarchical sentence encoder to enhance the query understanding. Extensive experiments on four public datasets demonstrate the effectiveness of our proposed model, and GCSMAN significantly outperforms the state-of-the-arts.
Recurrent Neural Networks (RNNs) have been widely used in sequence analysis and modeling. However, when processing high-dimensional data, RNNs typically require very large model sizes, thereby bringing a series of deployment challenges. Although the state-of-the-art tensor decomposition approaches can provide good model compression performance, these existing methods are still suffering some inherent limitations, such as restricted representation capability and insufficient model complexity reduction. To overcome these limitations, in this paper we propose to develop compact RNN models using Hierarchical Tucker (HT) decomposition. HT decomposition brings strong hierarchical structure to the decomposed RNN models, which is very useful and important for enhancing the representation capability. Meanwhile, HT decomposition provides higher storage and computational cost reduction than the existing tensor decomposition approaches for RNN compression. Our experimental results show that, compared with the state-of-the-art compressed RNN models, such as TT-LSTM, TR-LSTM and BT-LSTM, our proposed HT-based LSTM (HT-LSTM), consistently achieves simultaneous and significant increases in both compression ratio and test accuracy on different datasets.
Stock price prediction is important for value investments in the stock market. In particular, short-term prediction that exploits financial news articles is promising in recent years. In this paper, we propose a novel deep neural network DP-LSTM for stock price prediction, which incorporates the news articles as hidden information and integrates difference news sources through the differential privacy mechanism. First, based on the autoregressive moving average model (ARMA), a sentiment-ARMA is formulated by taking into consideration the information of financial news articles in the model. Then, an LSTM-based deep neural network is designed, which consists of three components: LSTM, VADER model and differential privacy (DP) mechanism. The proposed DP-LSTM scheme can reduce prediction errors and increase the robustness. Extensive experiments on S&P 500 stocks show that (i) the proposed DP-LSTM achieves 0.32% improvement in mean MPA of prediction result, and (ii) for the prediction of the market index S&P 500, we achieve up to 65.79% improvement in MSE.
In modern e-commerce and advertising recommender systems, ongoing research works attempt to optimize conversion rate (CVR) estimation, and increase the gross merchandise volume. Even though the state-of-the-art CVR estimators adopt deep learning methods, their model performances are still subject to sample selection bias and data sparsity issues. Conversion labels of exposed items in training dataset are typically missing not at random due to selection bias. Empirically, data sparsity issue causes the performance degradation of model with large parameter space. In this paper, we proposed two causal estimators combined with multi-task learning, and aim to solve sample selection bias (SSB) and data sparsity (DS) issues in conversion rate estimation. The proposed estimators adjust for the MNAR mechanism as if they are trained on a "do dataset" where users are forced to click on all exposed items. We evaluate the causal estimators with billion data samples. Experiment results demonstrate that the proposed CVR estimators outperform other state-of-the-art CVR estimators. In addition, empirical study shows that our methods are cost-effective with large scale dataset.
Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they cannot avoid anomalies. In this paper, we propose a novel deep neural network Mid-LSTM for midterm stock prediction, which incorporates the market trend as hidden states. First, based on the autoregressive moving average model (ARMA), a midterm ARMA is formulated by taking into consideration both hidden states and the capital asset pricing model. Then, a midterm LSTM-based deep neural network is designed, which consists of three components: LSTM, hidden Markov model and linear regression networks. The proposed Mid-LSTM can avoid anomalies to reduce large prediction errors, and has good explanatory effects on the factors affecting stock prices. Extensive experiments on S&P 500 stocks show that (i) the proposed Mid-LSTM achieves 2-4% improvement in prediction accuracy, and (ii) in portfolio allocation investment, we achieve up to 120.16% annual return and 2.99 average Sharpe ratio.