Financial data is generally time series in essence and thus suffers from three fundamental issues: the mismatch in time resolution, the time-varying property of the distribution - nonstationarity, and causal factors that are important but unknown/unobserved. In this paper, we follow a causal perspective to systematically look into these three demons in finance. Specifically, we reexamine these issues in the context of causality, which gives rise to a novel and inspiring understanding of how the issues can be addressed. Following this perspective, we provide systematic solutions to these problems, which hopefully would serve as a foundation for future research in the area.
Time-optimal control of a multi-rotor remains an open problem due to the under-actuation and nonlinearity of its dynamics, which make it difficult to solve this problem directly. In this paper, the time-optimal control problem of the multi-rotor is studied. Firstly, a thrust limit optimal decomposition method is proposed, which can reasonably decompose the limited thrust into three directions according to the current state and the target state. As a result, the thrust limit constraint is decomposed as a linear constraint. With the linear constraint and decoupled dynamics, a time-optimal guidance trajectory can be obtained. Then, a cost function is defined based on the time-optimal guidance trajectory, which has a quadratic form and can be used to evaluate the time-optimal performance of the system outputs. Finally, based on the cost function, the time-optimal control problem is reformulated as an MPC (Model Predictive Control) problem. The experimental results demonstrate the feasibility and validity of the proposed methods.
Quantum computing shows great potential, but errors pose a significant challenge. This study explores new strategies for mitigating quantum errors using artificial neural networks (ANN) and the Yang-Baxter equation (YBE). Unlike traditional error correction methods, which are computationally intensive, we investigate artificial error mitigation. The manuscript introduces the basics of quantum error sources and explores the potential of using classical computation for error mitigation. The Yang-Baxter equation plays a crucial role, allowing us to compress time dynamics simulations into constant-depth circuits. By introducing controlled noise through the YBE, we enhance the dataset for error mitigation. We train an ANN model on partial data from quantum simulations, demonstrating its effectiveness in correcting errors in time-evolving quantum states.
Emerging applications, such as robot-assisted eldercare and object recognition, generally employ deep learning neural networks (DNNs) models and naturally require: i) handling streaming-in inference requests and ii) adapting to possible deployment scenario changes. Online model fine-tuning is widely adopted to satisfy these needs. However, fine-tuning involves significant energy consumption, making it challenging to deploy on edge devices. In this paper, we propose EdgeOL, an edge online learning framework that optimizes inference accuracy, fine-tuning execution time, and energy efficiency through both inter-tuning and intra-tuning optimizations. Experimental results show that, on average, EdgeOL reduces overall fine-tuning execution time by 82%, energy consumption by 74%, and improves average inference accuracy by 1.70% over the immediate online learning strategy.
Efficient real-time traffic prediction is crucial for reducing transportation time. To predict traffic conditions, we employ a spatio-temporal graph neural network (ST-GNN) to model our real-time traffic data as temporal graphs. Despite its capabilities, it often encounters challenges in delivering efficient real-time predictions for real-world traffic data. Recognizing the significance of timely prediction due to the dynamic nature of real-time data, we employ knowledge distillation (KD) as a solution to enhance the execution time of ST-GNNs for traffic prediction. In this paper, We introduce a cost function designed to train a network with fewer parameters (the student) using distilled data from a complex network (the teacher) while maintaining its accuracy close to that of the teacher. We use knowledge distillation, incorporating spatial-temporal correlations from the teacher network to enable the student to learn the complex patterns perceived by the teacher. However, a challenge arises in determining the student network architecture rather than considering it inadvertently. To address this challenge, we propose an algorithm that utilizes the cost function to calculate pruning scores, addressing small network architecture search issues, and jointly fine-tunes the network resulting from each pruning stage using KD. Ultimately, we evaluate our proposed ideas on two real-world datasets, PeMSD7 and PeMSD8. The results indicate that our method can maintain the student's accuracy close to that of the teacher, even with the retention of only $3\%$ of network parameters.
This paper investigates a deep reinforcement learning (DRL)-based approach for managing channel access in wireless networks. Specifically, we consider a scenario in which an intelligent user device (iUD) shares a time-varying uplink wireless channel with several fixed transmission schedule user devices (fUDs) and an unknown-schedule malicious jammer. The iUD aims to harmoniously coexist with the fUDs, avoid the jammer, and adaptively learn an optimal channel access strategy in the face of dynamic channel conditions, to maximize the network's sum cross-layer achievable rate (SCLAR). Through extensive simulations, we demonstrate that when we appropriately define the state space, action space, and rewards within the DRL framework, the iUD can effectively coexist with other UDs and optimize the network's SCLAR. We show that the proposed algorithm outperforms the tabular Q-learning and a fully connected deep neural network approach.
Vertebral morphological measurements are important across various disciplines, including spinal biomechanics and clinical applications, pre- and post-operatively. These measurements also play a crucial role in anthropological longitudinal studies, where spinal metrics are repeatedly documented over extended periods. Traditionally, such measurements have been manually conducted, a process that is time-consuming. In this study, we introduce a novel, fully automated method for measuring vertebral morphology using 3D meshes of lumbar and thoracic spine models.Our experimental results demonstrate the method's capability to accurately measure low-resolution patient-specific vertebral meshes with mean absolute error (MAE) of 1.09 mm and those derived from artificially created lumbar spines, where the average MAE value was 0.7 mm. Our qualitative analysis indicates that measurements obtained using our method on 3D spine models can be accurately reprojected back onto the original medical images if these images are available.
We introduce an Ordinary Differential Equation (ODE) based deep generative method for learning a conditional distribution, named the Conditional Follmer Flow. Starting from a standard Gaussian distribution, the proposed flow could efficiently transform it into the target conditional distribution at time 1. For effective implementation, we discretize the flow with Euler's method where we estimate the velocity field nonparametrically using a deep neural network. Furthermore, we derive a non-asymptotic convergence rate in the Wasserstein distance between the distribution of the learned samples and the target distribution, providing the first comprehensive end-to-end error analysis for conditional distribution learning via ODE flow. Our numerical experiments showcase its effectiveness across a range of scenarios, from standard nonparametric conditional density estimation problems to more intricate challenges involving image data, illustrating its superiority over various existing conditional density estimation methods.
We study a general clustering setting in which we have $n$ elements to be clustered, and we aim to perform as few queries as possible to an oracle that returns a noisy sample of the similarity between two elements. Our setting encompasses many application domains in which the similarity function is costly to compute and inherently noisy. We propose two novel formulations of online learning problems rooted in the paradigm of Pure Exploration in Combinatorial Multi-Armed Bandits (PE-CMAB): fixed confidence and fixed budget settings. For both settings, we design algorithms that combine a sampling strategy with a classic approximation algorithm for correlation clustering and study their theoretical guarantees. Our results are the first examples of polynomial-time algorithms that work for the case of PE-CMAB in which the underlying offline optimization problem is NP-hard.
Pre-trained language models (LMs) perform well in In-Topic setups, where training and testing data come from the same topics. However, they face challenges in Cross-Topic scenarios where testing data is derived from distinct topics -- such as Gun Control. This study analyzes various LMs with three probing-based experiments to shed light on the reasons behind the In- vs. Cross-Topic generalization gap. Thereby, we demonstrate, for the first time, that generalization gaps and the robustness of the embedding space vary significantly across LMs. Additionally, we assess larger LMs and underscore the relevance of our analysis for recent models. Overall, diverse pre-training objectives, architectural regularization, or data deduplication contribute to more robust LMs and diminish generalization gaps. Our research contributes to a deeper understanding and comparison of language models across different generalization scenarios.