Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide range of information sources using online Gaussian Processes with Automatic Relevance Determination (ARD) kernels. We measure the performance gain, quantified in terms of Normalised Root Mean Square Error (NRMSE), Median Absolute Deviation (MAD) and Pearson correlation, from fusing each of four separate data domains: time series technicals, sentiment analysis, options market data and broker recommendations. We show evidence that ARD kernels produce meaningful feature rankings that help retain salient inputs and reduce input dimensionality, providing a framework for sifting through financial complexity. We measure the performance gain from fusing each domain's heterogeneous data streams into a single probabilistic model. In particular our findings highlight the critical value of options data in mapping out the curvature of price space and inspire an intuitive, novel direction for research in financial prediction.
Wearables like smartwatches which are embedded with sensors and powerful processors, provide a strong platform for development of analytics solutions in sports domain. To analyze players' games, while motion sensor based shot detection has been extensively studied in sports like Tennis, Golf, Baseball; Table Tennis and Badminton are relatively less explored due to possible less intense hand motion during shots. In our paper, we propose a novel, computationally inexpensive and real-time system for shot detection in table tennis, based on fusion of Inertial Measurement Unit (IMU) and audio sensor data embedded in a wrist-worn wearable. The system builds upon our presented methodology for synchronizing IMU and audio sensor input in time using detected shots and achieves 95.6% accuracy. To our knowledge, it is the first fusion-based solution for sports analysis in wearables. Shot detectors for other racquet sports as well as further analytics to provide features like shot classification, rally analysis and recommendations, can easily be built over our proposed solution.
Knowledge Graphs (KGs) are becoming essential to information systems that require access to structured data. Several approaches have been recently proposed, for obtaining vector representations of KGs suitable for Machine Learning tasks, based on identifying and extracting relevant graph substructures using uniform and biased random walks. However, such approaches lead to representations comprising mostly "popular", instead of "relevant", entities in the KG. In KGs, in which different types of entities often exist (such as in Linked Open Data), a given target entity may have its own distinct set of most "relevant" nodes and edges. We propose specificity as an accurate measure of identifying most relevant, entity-specific, nodes and edges. We develop a scalable method based on bidirectional random walks to compute specificity. Our experimental evaluation results show that specificity-based biased random walks extract more "meaningful" (in terms of size and relevance) RDF substructures compared to the state-of-the-art and, the graph embedding learned from the extracted substructures, outperform existing techniques in the task of entity recommendation in DBpedia.
Collaborative filtering (CF), as a standard method for recommendation with implicit feedback, tackles a semi-supervised learning problem where most interaction data are unobserved. Such a nature makes existing approaches highly rely on mining negatives for providing correct training signals. However, mining proper negatives is not a free lunch, encountering with a tricky trade-off between mining informative hard negatives and avoiding false ones. We devise a new approach named as Hardness-Aware Debiased Contrastive Collaborative Filtering (HDCCF) to resolve the dilemma. It could sufficiently explore hard negatives from two-fold aspects: 1) adaptively sharpening the gradients of harder instances through a set-wise objective, and 2) implicitly leveraging item/user frequency information with a new sampling strategy. To circumvent false negatives, we develop a principled approach to improve the reliability of negative instances and prove that the objective is an unbiased estimation of sampling from the true negative distribution. Extensive experiments demonstrate the superiority of the proposed model over existing CF models and hard negative mining methods.
Recently, there is a revival of interest in low-rank matrix completion-based unsupervised learning through the lens of dual-graph regularization, which has significantly improved the performance of multidisciplinary machine learning tasks such as recommendation systems, genotype imputation and image inpainting. While the dual-graph regularization contributes a major part of the success, computational costly hyper-parameter tunning is usually involved. To circumvent such a drawback and improve the completion performance, we propose a novel Bayesian learning algorithm that automatically learns the hyper-parameters associated with dual-graph regularization, and at the same time, guarantees the low-rankness of matrix completion. Notably, a novel prior is devised to promote the low-rankness of the matrix and encode the dual-graph information simultaneously, which is more challenging than the single-graph counterpart. A nontrivial conditional conjugacy between the proposed priors and likelihood function is then explored such that an efficient algorithm is derived under variational inference framework. Extensive experiments using synthetic and real-world datasets demonstrate the state-of-the-art performance of the proposed learning algorithm for various data analysis tasks.
Accurate and robust visual object tracking is one of the most challenging and fundamental computer vision problems. It entails estimating the trajectory of the target in an image sequence, given only its initial location, and segmentation, or its rough approximation in the form of a bounding box. Discriminative Correlation Filters (DCFs) and deep Siamese Networks (SNs) have emerged as dominating tracking paradigms, which have led to significant progress. Following the rapid evolution of visual object tracking in the last decade, this survey presents a systematic and thorough review of more than 90 DCFs and Siamese trackers, based on results in nine tracking benchmarks. First, we present the background theory of both the DCF and Siamese tracking core formulations. Then, we distinguish and comprehensively review the shared as well as specific open research challenges in both these tracking paradigms. Furthermore, we thoroughly analyze the performance of DCF and Siamese trackers on nine benchmarks, covering different experimental aspects of visual tracking: datasets, evaluation metrics, performance, and speed comparisons. We finish the survey by presenting recommendations and suggestions for distinguished open challenges based on our analysis.
Feature selection techniques are essential for high-dimensional data analysis. In the last two decades, their popularity has been fuelled by the increasing availability of high-throughput biomolecular data where high-dimensionality is a common data property. Recent advances in biotechnologies enable global profiling of various molecular and cellular features at single-cell resolution, resulting in large-scale datasets with increased complexity. These technological developments have led to a resurgence in feature selection research and application in the single-cell field. Here, we revisit feature selection techniques and summarise recent developments. We review their versatile application to a range of single-cell data types including those generated from traditional cytometry and imaging technologies and the latest array of single-cell omics technologies. We highlight some of the challenges and future directions on which feature selection could have a significant impact. Finally, we consider the scalability and make general recommendations on the utility of each type of feature selection method. We hope this review serves as a reference point to stimulate future research and application of feature selection in the single-cell era.
The Ubiquitous nature of smartphones has significantly increased the use of social media platforms, such as Facebook, Twitter, TikTok, and LinkedIn, etc., among the public, government, and businesses. Facebook generated ~70 billion USD in 2019 in advertisement revenues alone, a ~27% increase from the previous year. Social media has also played a strong role in outbreaks of social protests responsible for political changes in different countries. As we can see from the above examples, social media plays a big role in business intelligence and international politics. In this paper, we present and discuss a high-level functional intelligence model (recipe) of Social Media Analysis (SMA). This model synthesizes the input data and uses operational intelligence to provide actionable recommendations. In addition, it also matches the synthesized function of the experiences and learning gained from the environment. The SMA model presented is independent of the application domain, and can be applied to different domains, such as Education, Healthcare and Government, etc. Finally, we also present some of the challenges faced by SMA and how the SMA model presented in this paper solves them.
A key challenge in the application of evolutionary algorithms in practice is the selection of an algorithm instance that best suits the problem at hand. What complicates this decision further is that different algorithms may be best suited for different stages of the optimization process. Dynamic algorithm selection and configuration are therefore well-researched topics in evolutionary computation. However, while hyper-heuristics and parameter control studies typically assume a setting in which the algorithm needs to be chosen while running the algorithms, without prior information, AutoML approaches such as hyper-parameter tuning and automated algorithm configuration assume the possibility of evaluating different configurations before making a final recommendation. In practice, however, we are often in a middle-ground between these two settings, where we need to decide on the algorithm instance before the run ("oneshot" setting), but where we have (possibly lots of) data available on which we can base an informed decision. We analyze in this work how such prior performance data can be used to infer informed dynamic algorithm selection schemes for the solution of pseudo-Boolean optimization problems. Our specific use-case considers a family of genetic algorithms.
The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.