The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors preferences, trading environments, and market conditions. In this paper, we present a new portfolio policy network architecture for deep reinforcement learning (DRL)that can exploit more effectively cross-asset dependency information and achieve better performance than state-of-the-art architectures. In particular, we introduce a new property, referred to as \textit{asset permutation invariance}, for portfolio policy networks that exploit multi-asset time series data, and design the first portfolio policy network, named WaveCorr, that preserves this invariance property when treating asset correlation information. At the core of our design is an innovative permutation invariant correlation processing layer. An extensive set of experiments are conducted using data from both Canadian (TSX) and American stock markets (S&P 500), and WaveCorr consistently outperforms other architectures with an impressive 3%-25% absolute improvement in terms of average annual return, and up to more than 200% relative improvement in average Sharpe ratio. We also measured an improvement of a factor of up to 5 in the stability of performance under random choices of initial asset ordering and weights. The stability of the network has been found as particularly valuable by our industrial partner.
An ensuing challenge in Artificial Intelligence (AI) is the perceived difficulty in interpreting sophisticated machine learning models, whose ever-increasing complexity makes it hard for such models to be understood, trusted and thus accepted by human beings. The lack, if not complete absence, of interpretability for these so-called black-box models can lead to serious economic and ethical consequences, thereby hindering the development and deployment of AI in wider fields, particularly in those involving critical and regulatory applications. Yet, the building services industry is a highly-regulated domain requiring transparency and decision-making processes that can be understood and trusted by humans. To this end, the design and implementation of autonomous Heating, Ventilation and Air Conditioning systems for the automatic but concurrently interpretable optimisation of energy efficiency and room thermal comfort is of topical interest. This work therefore presents an interpretable machine learning model aimed at predicting room temperature in non-domestic buildings, for the purpose of optimising the use of the installed HVAC system. We demonstrate experimentally that the proposed model can accurately forecast room temperatures eight hours ahead in real-time by taking into account historical RT information, as well as additional environmental and time-series features. In this paper, an enhanced feature engineering process is conducted based on the Exploratory Data Analysis results. Furthermore, beyond the commonly used Interpretable Machine Learning techniques, we propose a Permutation Feature-based Frequency Response Analysis (PF-FRA) method for quantifying the contributions of the different predictors in the frequency domain. Based on the generated reason codes, we find that the historical RT feature is the dominant factor that has most impact on the model prediction.
The sewerage infrastructure is one of the most important and expensive infrastructures in modern society. In order to efficiently manage the sewerage infrastructure, automated sewer inspection has to be utilized. However, while sewer defect classification has been investigated for decades, little attention has been given to classifying sewer pipe properties such as water level, pipe material, and pipe shape, which are needed to evaluate the level of sewer pipe deterioration. In this work we classify sewer pipe defects and properties concurrently and present a novel decoder-focused multi-task classification architecture Cross-Task Graph Neural Network (CT-GNN), which refines the disjointed per-task predictions using cross-task information. The CT-GNN architecture extends the traditional disjointed task-heads decoder, by utilizing a cross-task graph and unique class node embeddings. The cross-task graph can either be determined a priori based on the conditional probability between the task classes or determined dynamically using self-attention. CT-GNN can be added to any backbone and trained end-to-end at a small increase in the parameter count. We achieve state-of-the-art performance on all four classification tasks in the Sewer-ML dataset, improving defect classification and water level classification by 5.3 and 8.0 percentage points, respectively. We also outperform the single task methods as well as other multi-task classification approaches while introducing 50 times fewer parameters than previous model-focused approaches. The code and models are available at the project page http://vap.aau.dk/ctgnn
Background: Artificial intelligence (AI) may demonstrate racial bias when skin or choroidal pigmentation is present in medical images. Recent studies have shown that convolutional neural networks (CNNs) can predict race from images that were not previously thought to contain race-specific features. We evaluate whether grayscale retinal vessel maps (RVMs) of patients screened for retinopathy of prematurity (ROP) contain race-specific features. Methods: 4095 retinal fundus images (RFIs) were collected from 245 Black and White infants. A U-Net generated RVMs from RFIs, which were subsequently thresholded, binarized, or skeletonized. To determine whether RVM differences between Black and White eyes were physiological, CNNs were trained to predict race from color RFIs, raw RVMs, and thresholded, binarized, or skeletonized RVMs. Area under the precision-recall curve (AUC-PR) was evaluated. Findings: CNNs predicted race from RFIs near perfectly (image-level AUC-PR: 0.999, subject-level AUC-PR: 1.000). Raw RVMs were almost as informative as color RFIs (image-level AUC-PR: 0.938, subject-level AUC-PR: 0.995). Ultimately, CNNs were able to detect whether RFIs or RVMs were from Black or White babies, regardless of whether images contained color, vessel segmentation brightness differences were nullified, or vessel segmentation widths were normalized. Interpretation: AI can detect race from grayscale RVMs that were not thought to contain racial information. Two potential explanations for these findings are that: retinal vessels physiologically differ between Black and White babies or the U-Net segments the retinal vasculature differently for various fundus pigmentations. Either way, the implications remain the same: AI algorithms have potential to demonstrate racial bias in practice, even when preliminary attempts to remove such information from the underlying images appear to be successful.
With the recent progress of information technology, the use of networked information systems has rapidly expanded. Electronic commerce and electronic payments between banks and companies, and online shopping and social networking services used by the general public are examples of such systems. Therefore, in order to maintain and improve the dependability of these systems, we are constructing a failure database from past failure cases. When importing new failure cases to the database, it is necessary to classify these cases according to failure type. The problems are the accuracy and efficiency of the classification. Especially when working with multiple individuals, unification of classification is required. Therefore, we are attempting to automate classification using machine learning. As evaluation models, we selected the multilayer perceptron (MLP), the convolutional neural network (CNN), and the recurrent neural network (RNN), which are models that use neural networks. As a result, the optimal model in terms of accuracy is first the MLP followed by the CNN, and the processing time of the classification is practical.
In future 6G cellular networks, a joint communication and sensing protocol will allow the network to perceive the environment, opening the door for many new applications atop a unified communication-perception infrastructure. However, interpreting the sparse radio representation of sensing scenes is challenging, which hinders the potential of these emergent systems. We propose to combine radio and vision to automatically learn a radio-only sensing model with minimal human intervention. We want to build a radio sensing model that can feed on millions of uncurated data points. To this end, we leverage recent advances in self-supervised learning and formulate a new label-free radio-visual co-learning scheme, whereby vision trains radio via cross-modal mutual information. We implement and evaluate our scheme according to the common linear classification benchmark, and report qualitative and quantitative performance metrics. In our evaluation, the representation learnt by radio-visual self-supervision works well for a downstream sensing demonstrator, and outperforms its fully-supervised counterpart when less labelled data is used. This indicates that self-supervised learning could be an important enabler for future scalable radio sensing systems.
Span extraction, aiming to extract text spans (such as words or phrases) from plain texts, is a fundamental process in Information Extraction. Recent works introduce the label knowledge to enhance the text representation by formalizing the span extraction task into a question answering problem (QA Formalization), which achieves state-of-the-art performance. However, QA Formalization does not fully exploit the label knowledge and suffers from low efficiency in training/inference. To address those problems, we introduce a new paradigm to integrate label knowledge and further propose a novel model to explicitly and efficiently integrate label knowledge into text representations. Specifically, it encodes texts and label annotations independently and then integrates label knowledge into text representation with an elaborate-designed semantics fusion module. We conduct extensive experiments on three typical span extraction tasks: flat NER, nested NER, and event detection. The empirical results show that 1) our method achieves state-of-the-art performance on four benchmarks, and 2) reduces training time and inference time by 76% and 77% on average, respectively, compared with the QA Formalization paradigm. Our code and data are available at https://github.com/Akeepers/LEAR.
In the field of Natural Language Processing, information extraction from texts has been the objective of many researchers for years. Many different techniques have been applied in order to reveal the opinion that a tweet might have, thus understanding the sentiment of the small writing up to 280 characters. Other than figuring out the sentiment of a tweet, a study can also focus on finding the correlation of the tweets with a certain area of interest, which constitutes the purpose of this study. In order to reveal if an area of interest has a trend in ongoing tweets, we have proposed an easily applicable automated methodology in which the Daily Mean Similarity Scores that show the similarity between the daily tweet corpus and the target words representing our area of interest is calculated by using a na\"ive correlation-based technique without training any Machine Learning Model. The Daily Mean Similarity Scores have mainly based on cosine similarity and word/sentence embeddings computed by Multilanguage Universal Sentence Encoder and showed main opinion stream of the tweets with respect to a certain area of interest, which proves that an ongoing trend of a specific subject on Twitter can easily be captured in almost real time by using the proposed methodology in this study. We have also compared the effectiveness of using word versus sentence embeddings while applying our methodology and realized that both give almost the same results, whereas using word embeddings requires less computational time than sentence embeddings, thus being more effective. This paper will start with an introduction followed by the background information about the basics, then continue with the explanation of the proposed methodology and later on finish by interpreting the results and concluding the findings.
Estimation of riverbed profiles, also known as bathymetry, plays a vital role in many applications, such as safe and efficient inland navigation, prediction of bank erosion, land subsidence, and flood risk management. The high cost and complex logistics of direct bathymetry surveys, i.e., depth imaging, have encouraged the use of indirect measurements such as surface flow velocities. However, estimating high-resolution bathymetry from indirect measurements is an inverse problem that can be computationally challenging. Here, we propose a reduced-order model (ROM) based approach that utilizes a variational autoencoder (VAE), a type of deep neural network with a narrow layer in the middle, to compress bathymetry and flow velocity information and accelerate bathymetry inverse problems from flow velocity measurements. In our application, the shallow-water equations (SWE) with appropriate boundary conditions (BCs), e.g., the discharge and/or the free surface elevation, constitute the forward problem, to predict flow velocity. Then, ROMs of the SWEs are constructed on a nonlinear manifold of low dimensionality through a variational encoder. Estimation with uncertainty quantification (UQ) is performed on the low-dimensional latent space in a Bayesian setting. We have tested our inversion approach on a one-mile reach of the Savannah River, GA, USA. Once the neural network is trained (offline stage), the proposed technique can perform the inversion operation orders of magnitude faster than traditional inversion methods that are commonly based on linear projections, such as principal component analysis (PCA), or the principal component geostatistical approach (PCGA). Furthermore, tests show that the algorithm can estimate the bathymetry with good accuracy even with sparse flow velocity measurements.
In digital pathology, both detection and classification of cells are important for automatic diagnostic and prognostic tasks. Classifying cells into subtypes, such as tumor cells, lymphocytes or stromal cells is particularly challenging. Existing methods focus on morphological appearance of individual cells, whereas in practice pathologists often infer cell classes through their spatial context. In this paper, we propose a novel method for both detection and classification that explicitly incorporates spatial contextual information. We use the spatial statistical function to describe local density in both a multi-class and a multi-scale manner. Through representation learning and deep clustering techniques, we learn advanced cell representation with both appearance and spatial context. On various benchmarks, our method achieves better performance than state-of-the-arts, especially on the classification task.