Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the community to design specialized neural networks incorporating prior domain knowledge, many financial analysis and forecasting problems have been successfully tackled. The temporal attention mechanism is a neural layer design that recently gained popularity due to its ability to focus on important temporal events. In this paper, we propose a neural layer based on the ideas of temporal attention and multi-head attention to extend the capability of the underlying neural network in focusing simultaneously on multiple temporal instances. The effectiveness of our approach is validated using large-scale limit-order book market data to forecast the direction of mid-price movements. Our experiments show that the use of multi-head temporal attention modules leads to enhanced prediction performances compared to baseline models.
Meta-learning or learning to learn is a popular approach for learning new tasks with limited data (i.e., few-shot learning) by leveraging the commonalities among different tasks. However, meta-learned models can perform poorly when context data is limited, or when data is drawn from an out-of-distribution (OoD) task. Especially in safety-critical settings, this necessitates an uncertainty-aware approach to meta-learning. In addition, the often multimodal nature of task distributions can pose unique challenges to meta-learning methods. In this work, we present UnLiMiTD (uncertainty-aware meta-learning for multimodal task distributions), a novel method for meta-learning that (1) makes probabilistic predictions on in-distribution tasks efficiently, (2) is capable of detecting OoD context data at test time, and (3) performs on heterogeneous, multimodal task distributions. To achieve this goal, we take a probabilistic perspective and train a parametric, tuneable distribution over tasks on the meta-dataset. We construct this distribution by performing Bayesian inference on a linearized neural network, leveraging Gaussian process theory. We demonstrate that UnLiMiTD's predictions compare favorably to, and outperform in most cases, the standard baselines, especially in the low-data regime. Furthermore, we show that UnLiMiTD is effective in detecting data from OoD tasks. Finally, we confirm that both of these findings continue to hold in the multimodal task-distribution setting.
Video highlights detection has been long researched as a topic in computer vision tasks, digging the user-appealing clips out given unexposed raw video inputs. However, in most case, the mainstream methods in this line of research are built on the closed world assumption, where a fixed number of highlight categories is defined properly in advance and need all training data to be available at the same time, and as a result, leads to poor scalability with respect to both the highlight categories and the size of the dataset. To tackle the problem mentioned above, we propose a video highlights detector that is able to learn incrementally, namely \textbf{G}lobal \textbf{P}rototype \textbf{E}ncoding (GPE), capturing newly defined video highlights in the extended dataset via their corresponding prototypes. Alongside, we present a well annotated and costly dataset termed \emph{ByteFood}, including more than 5.1k gourmet videos belongs to four different domains which are \emph{cooking}, \emph{eating}, \emph{food material}, and \emph{presentation} respectively. To the best of our knowledge, this is the first time the incremental learning settings are introduced to video highlights detection, which in turn relieves the burden of training video inputs and promotes the scalability of conventional neural networks in proportion to both the size of the dataset and the quantity of domains. Moreover, the proposed GPE surpasses current incremental learning methods on \emph{ByteFood}, reporting an improvement of 1.57\% mAP at least. The code and dataset will be made available sooner.
All state-of-the-art (SOTA) differentially private machine learning (DP ML) methods are iterative in nature, and their privacy analyses allow publicly releasing the intermediate training checkpoints. However, DP ML benchmarks, and even practical deployments, typically use only the final training checkpoint to make predictions. In this work, for the first time, we comprehensively explore various methods that aggregate intermediate checkpoints to improve the utility of DP training. Empirically, we demonstrate that checkpoint aggregations provide significant gains in the prediction accuracy over the existing SOTA for CIFAR10 and StackOverflow datasets, and that these gains get magnified in settings with periodically varying training data distributions. For instance, we improve SOTA StackOverflow accuracies to 22.7% (+0.43% absolute) for $\epsilon=8.2$, and 23.84% (+0.43%) for $\epsilon=18.9$. Theoretically, we show that uniform tail averaging of checkpoints improves the empirical risk minimization bound compared to the last checkpoint of DP-SGD. Lastly, we initiate an exploration into estimating the uncertainty that DP noise adds in the predictions of DP ML models. We prove that, under standard assumptions on the loss function, the sample variance from last few checkpoints provides a good approximation of the variance of the final model of a DP run. Empirically, we show that the last few checkpoints can provide a reasonable lower bound for the variance of a converged DP model.
We consider safety in simultaneous learning and control of discrete-time linear time-invariant systems. We provide rigorous confidence bounds on the learned model of the system based on the number of utilized state measurements. These bounds are used to modify control inputs to the system via an optimization problem with potentially time-varying safety constraints. We prove that the state can only exit the safe set with small probability, provided a feasible solution to the safety-constrained optimization exists. This optimization problem is then reformulated in a more computationally-friendly format by tightening the safety constraints to account for model uncertainty during learning. The tightening decreases as the confidence in the learned model improves. We finally prove that, under persistence of excitation, the tightening becomes negligible as more measurements are gathered.
Unmanned Aerial Vehicle (UAV) based remote sensing system incorporated with computer vision has demonstrated potential for assisting building construction and in disaster management like damage assessment during earthquakes. The vulnerability of a building to earthquake can be assessed through inspection that takes into account the expected damage progression of the associated component and the component's contribution to structural system performance. Most of these inspections are done manually, leading to high utilization of manpower, time, and cost. This paper proposes a methodology to automate these inspections through UAV-based image data collection and a software library for post-processing that helps in estimating the seismic structural parameters. The key parameters considered here are the distances between adjacent buildings, building plan-shape, building plan area, objects on the rooftop and rooftop layout. The accuracy of the proposed methodology in estimating the above-mentioned parameters is verified through field measurements taken using a distance measuring sensor and also from the data obtained through Google Earth. Additional details and code can be accessed from https://uvrsabi.github.io/ .
Pathologists diagnose and grade prostate cancer by examining tissue from needle biopsies on glass slides. The cancer's severity and risk of metastasis are determined by the Gleason grade, a score based on the organization and morphology of prostate cancer glands. For diagnostic work-up, pathologists first locate glands in the whole biopsy core, and -- if they detect cancer -- they assign a Gleason grade. This time-consuming process is subject to errors and significant inter-observer variability, despite strict diagnostic criteria. This paper proposes an automated workflow that follows pathologists' \textit{modus operandi}, isolating and classifying multi-scale patches of individual glands in whole slide images (WSI) of biopsy tissues using distinct steps: (1) two fully convolutional networks segment epithelium versus stroma and gland boundaries, respectively; (2) a classifier network separates benign from cancer glands at high magnification; and (3) an additional classifier predicts the grade of each cancer gland at low magnification. Altogether, this process provides a gland-specific approach for prostate cancer grading that we compare against other machine-learning-based grading methods.
Sensor simulation has emerged as a promising and powerful technique to find solutions to many real-world robotic tasks like localization and pose tracking.However, commonly used simulators have high hardware requirements and are therefore used mostly on high-end computers. In this paper, we present an approach to simulate range sensors directly on embedded hardware of mobile robots that use triangle meshes as environment map. This library called Rmagine allows a robot to simulate sensor data for arbitrary range sensors directly on board via raytracing. Since robots typically only have limited computational resources, the Rmagine aims at being flexible and lightweight, while scaling well even to large environment maps. It runs on several platforms like Laptops or embedded computing boards like Nvidia Jetson by putting an unified API over the specific proprietary libraries provided by the hardware manufacturers. This work is designed to support the future development of robotic applications depending on simulation of range data that could previously not be computed in reasonable time on mobile systems.
MeanShift algorithm has been widely used in tracking tasks because of its simplicity and efficiency. However, the traditional MeanShift algorithm needs to label the initial region of the target, which reduces the applicability of the algorithm. Furthermore, it is only applicable to the scene with a large overlap rate between the target area and the candidate area. Therefore, when the target speed is fast, the target scale change, shape deformation or the target occlusion occurs, the tracking performance will be deteriorated. In this paper, we address the challenges above-mentioned by developing a tracking method that combines the background models and the graded features of color-names under the MeanShift framework. This method significantly improve performance in the above scenarios. In addition, it facilitates the balance between detection accuracy and detection speed. Experimental results demonstrate the validation of the proposed method.
Uncertainty on human behaviors poses a significant challenge to autonomous driving in crowded urban environments. The partially observable Markov decision processes (POMDPs) offer a principled framework for planning under uncertainty, often leveraging Monte Carlo sampling to achieve online performance for complex tasks. However, sampling also raises safety concerns by potentially missing critical events. To address this, we propose a new algorithm, LEarning Attention over Driving bEhavioRs (LEADER), that learns to attend to critical human behaviors during planning. LEADER learns a neural network generator to provide attention over human behaviors in real-time situations. It integrates the attention into a belief-space planner, using importance sampling to bias reasoning towards critical events. To train the algorithm, we let the attention generator and the planner form a min-max game. By solving the min-max game, LEADER learns to perform risk-aware planning without human labeling.