Financial Markets Prediction with Deep Learning

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance on financial returns. We propose a novel one-dimensional convolutional neural networks (CNN) model to predict financial market movement. The customized one-dimensional convolutional layers scan financial trading data through time, while different types of data, such as prices and volume, share parameters (kernels) with each other. Our model automatically extracts features instead of using traditional technical indicators and thus can avoid biases caused by selection of technical indicators and pre-defined coefficients in technical indicators. We evaluate the performance of our prediction model with strictly backtesting on historical trading data of six futures from January 2010 to October 2017. The experiment results show that our CNN model can effectively extract more generalized and informative features than traditional technical indicators, and achieves more robust and profitable financial performance than previous machine learning approaches.

DAGN: Discourse-Aware Graph Network for Logical Reasoning

Recent QA with logical reasoning questions requires passage-level relations among the sentences. However, current approaches still focus on sentence-level relations interacting among tokens. In this work, we explore aggregating passage-level clues for solving logical reasoning QA by using discourse-based information. We propose a discourse-aware graph network (DAGN) that reasons relying on the discourse structure of the texts. The model encodes discourse information as a graph with elementary discourse units (EDUs) and discourse relations, and learns the discourse-aware features via a graph network for downstream QA tasks. Experiments are conducted on two logical reasoning QA datasets, ReClor and LogiQA, and our proposed DAGN achieves competitive results.

RA-BNN: Constructing Robust & Accurate Binary Neural Network to Simultaneously Defend Adversarial Bit-Flip Attack and Improve Accuracy

Recently developed adversarial weight attack, a.k.a. bit-flip attack (BFA), has shown enormous success in compromising Deep Neural Network (DNN) performance with an extremely small amount of model parameter perturbation. To defend against this threat, we propose RA-BNN that adopts a complete binary (i.e., for both weights and activation) neural network (BNN) to significantly improve DNN model robustness (defined as the number of bit-flips required to degrade the accuracy to as low as a random guess). However, such an aggressive low bit-width model suffers from poor clean (i.e., no attack) inference accuracy. To counter this, we propose a novel and efficient two-stage network growing method, named Early-Growth. It selectively grows the channel size of each BNN layer based on channel-wise binary masks training with Gumbel-Sigmoid function. Apart from recovering the inference accuracy, our RA-BNN after growing also shows significantly higher resistance to BFA. Our evaluation of the CIFAR-10 dataset shows that the proposed RA-BNN can improve the clean model accuracy by ~2-8 %, compared with a baseline BNN, while simultaneously improving the resistance to BFA by more than 125 x. Moreover, on ImageNet, with a sufficiently large (e.g., 5,000) amount of bit-flips, the baseline BNN accuracy drops to 4.3 % from 51.9 %, while our RA-BNN accuracy only drops to 37.1 % from 60.9 % (9 % clean accuracy improvement).

Towards Efficiently Diversifying Dialogue Generation via Embedding Augmentation

Dialogue generation models face the challenge of producing generic and repetitive responses. Unlike previous augmentation methods that mostly focus on token manipulation and ignore the essential variety within a single sample using hard labels, we propose to promote the generation diversity of the neural dialogue models via soft embedding augmentation along with soft labels in this paper. Particularly, we select some key input tokens and fuse their embeddings together with embeddings from their semantic-neighbor tokens. The new embeddings serve as the input of the model to replace the original one. Besides, soft labels are used in loss calculation, resulting in multi-target supervision for a given input. Our experimental results on two datasets illustrate that our proposed method is capable of generating more diverse responses than raw models while remains a similar n-gram accuracy that ensures the quality of generated responses.

Colorectal Polyp Detection in Real-world Scenario: Design and Experiment Study

Colorectal polyps are abnormal tissues growing on the intima of the colon or rectum with a high risk of developing into colorectal cancer, the third leading cause of cancer death worldwide. Early detection and removal of colon polyps via colonoscopy have proved to be an effective approach to prevent colorectal cancer. Recently, various CNN-based computer-aided systems have been developed to help physicians detect polyps. However, these systems do not perform well in real-world colonoscopy operations due to the significant difference between images in a real colonoscopy and those in the public datasets. Unlike the well-chosen clear images with obvious polyps in the public datasets, images from a colonoscopy are often blurry and contain various artifacts such as fluid, debris, bubbles, reflection, specularity, contrast, saturation, and medical instruments, with a wide variety of polyps of different sizes, shapes, and textures. All these factors pose a significant challenge to effective polyp detection in a colonoscopy. To this end, we collect a private dataset that contains 7,313 images from 224 complete colonoscopy procedures. This dataset represents realistic operation scenarios and thus can be used to better train the models and evaluate a system's performance in practice. We propose an integrated system architecture to address the unique challenges for polyp detection. Extensive experiments results show that our system can effectively detect polyps in a colonoscopy with excellent performance in real time.

A Learning-Based Tune-Free Control Framework for Large Scale Autonomous Driving System Deployment

This paper presents the design of a tune-free (human-out-of-the-loop parameter tuning) control framework, aiming at accelerating large scale autonomous driving system deployed on various vehicles and driving environments. The framework consists of three machine-learning-based procedures, which jointly automate the control parameter tuning for autonomous driving, including: a learning-based dynamic modeling procedure, to enable the control-in-the-loop simulation with highly accurate vehicle dynamics for parameter tuning; a learning-based open-loop mapping procedure, to solve the feedforward control parameters tuning; and more significantly, a Bayesian-optimization-based closed-loop parameter tuning procedure, to automatically tune feedback control (PID, LQR, MRAC, MPC, etc.) parameters in simulation environment. The paper shows an improvement in control performance with a significant increase in parameter tuning efficiency, in both simulation and road tests. This framework has been validated on different vehicles in US and China.

DRF: A Framework for High-Accuracy Autonomous Driving Vehicle Modeling

An accurate vehicle dynamic model is the key to bridge the gap between simulation and real road test in autonomous driving. In this paper, we present a Dynamic model-Residual correction model Framework (DRF) for vehicle dynamic modeling. On top of any existing open-loop dynamic model, this framework builds a Residual Correction Model (RCM) by integrating deep Neural Networks (NN) with Sparse Variational Gaussian Process (SVGP) model. RCM takes a sequence of vehicle control commands and dynamic status for a certain time duration as modeling inputs, extracts underlying context from this sequence with deep encoder networks, and predicts open-loop dynamic model prediction errors. Five vehicle dynamic models are derived from DRF via encoder variation. Our contribution is consolidated by experiments on evaluation of absolute trajectory error and similarity between DRF outputs and the ground truth. Compared to classic rule-based and learning-based vehicle dynamic models, DRF accomplishes as high as 74.12% to 85.02% of absolute trajectory error drop among all DRF variations.

Pretrained Language Models for Dialogue Generation with Multiple Input Sources

Large-scale pretrained language models have achieved outstanding performance on natural language understanding tasks. However, it is still under investigating how to apply them to dialogue generation tasks, especially those with responses conditioned on multiple sources. Previous work simply concatenates all input sources or averages information from different input sources. In this work, we study dialogue models with multiple input sources adapted from the pretrained language model GPT2. We explore various methods to fuse multiple separate attention information corresponding to different sources. Our experimental results show that proper fusion methods deliver higher relevance with dialogue history than simple fusion baselines.

A Progressive Sub-Network Searching Framework for Dynamic Inference

Many techniques have been developed, such as model compression, to make Deep Neural Networks (DNNs) inference more efficiently. Nevertheless, DNNs still lack excellent run-time dynamic inference capability to enable users trade-off accuracy and computation complexity (i.e., latency on target hardware) after model deployment, based on dynamic requirements and environments. Such research direction recently draws great attention, where one realization is to train the target DNN through a multiple-term objective function, which consists of cross-entropy terms from multiple sub-nets. Our investigation in this work show that the performance of dynamic inference highly relies on the quality of sub-net sampling. With objective to construct a dynamic DNN and search multiple high quality sub-nets with minimal searching cost, we propose a progressive sub-net searching framework, which is embedded with several effective techniques, including trainable noise ranking, channel group and fine-tuning threshold setting, sub-nets re-selection. The proposed framework empowers the target DNN with better dynamic inference capability, which outperforms prior works on both CIFAR-10 and ImageNet dataset via comprehensive experiments on different network structures. Taken ResNet18 as an example, our proposed method achieves much better dynamic inference accuracy compared with prior popular Universally-Slimmable-Network by 4.4%-maximally and 2.3%-averagely in ImageNet dataset with the same model size.

Retinopathy of Prematurity Stage Diagnosis Using Object Segmentation and Convolutional Neural Networks

Retinopathy of Prematurity (ROP) is an eye disorder primarily affecting premature infants with lower weights. It causes proliferation of vessels in the retina and could result in vision loss and, eventually, retinal detachment, leading to blindness. While human experts can easily identify severe stages of ROP, the diagnosis of earlier stages, which are the most relevant to determining treatment choice, are much more affected by variability in subjective interpretations of human experts. In recent years, there has been a significant effort to automate the diagnosis using deep learning. This paper builds upon the success of previous models and develops a novel architecture, which combines object segmentation and convolutional neural networks (CNN) to construct an effective classifier of ROP stages 1-3 based on neonatal retinal images. Motivated by the fact that the formation and shape of a demarcation line in the retina is the distinguishing feature between earlier ROP stages, our proposed system first trains an object segmentation model to identify the demarcation line at a pixel level and adds the resulting mask as an additional "color" channel in the original image. Then, the system trains a CNN classifier based on the processed images to leverage information from both the original image and the mask, which helps direct the model's attention to the demarcation line. In a number of careful experiments comparing its performance to previous object segmentation systems and CNN-only systems trained on our dataset, our novel architecture significantly outperforms previous systems in accuracy, demonstrating the effectiveness of our proposed pipeline.