Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology uses relatively small amounts of training data, called fast learners. Such methods are beneficial under conditions of limited data availability, which often obtain for trend prediction based on time-series data limited by sparse information. In this study, we consider short-term stock price prediction using a meta-learning framework with several convolutional neural networks, including the temporal convolution network, fully convolutional network, and residual neural network. We propose a sliding time horizon to label stocks according to their predicted price trends, referred to as called dynamic k-average labeling, using prediction labels including "rise plus", "rise", "fall", and "fall plus". The effectiveness of the proposed meta-learning framework was evaluated by application to the S&P500. The experimental results show that the inclusion of the proposed meta-learning framework significantly improved both regular and balanced prediction accuracy and profitability.
We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to such time series before prediction can lead to improved theoretical and empirical prediction performance. Moreover, since these transformations are usually unknown, we employ the learning with experts setting to develop a fully online method (NonSTOP-NonSTationary Online Prediction) for predicting nonstationary time series. This framework allows for seasonality and/or other trends in univariate time series and cointegration in multivariate time series. Our algorithms and regret analysis subsume recent related work while significantly expanding the applicability of such methods. For all the methods, we provide sub-linear regret bounds using relaxed assumptions. The theoretical guarantees do not fully capture the benefits of the transformations, thus we provide a data-dependent analysis of the follow-the-leader algorithm that provides insight into the success of using such transformations. We support all of our results with experiments on simulated and real data.
Digitization of scanned Piping and Instrumentation diagrams(P&ID), widely used in manufacturing or mechanical industries such as oil and gas over several decades, has become a critical bottleneck in dynamic inventory management and creation of smart P&IDs that are compatible with the latest CAD tools. Historically, P&ID sheets have been manually generated at the design stage, before being scanned and stored as PDFs. Current digitization initiatives involve manual processing and are consequently very time consuming, labour intensive and error-prone.Thanks to advances in image processing, machine and deep learning techniques there are emerging works on P&ID digitization. However, existing solutions face several challenges owing to the variation in the scale, size and noise in the P&IDs, sheer complexity and crowdedness within drawings, domain knowledge required to interpret the drawings. This motivates our current solution called Digitize-PID which comprises of an end-to-end pipeline for detection of core components from P&IDs like pipes, symbols and textual information, followed by their association with each other and eventually, the validation and correction of output data based on inherent domain knowledge. A novel and efficient kernel-based line detection and a two-step method for detection of complex symbols based on a fine-grained deep recognition technique is presented in the paper. In addition, we have created an annotated synthetic dataset, Dataset-P&ID, of 500 P&IDs by incorporating different types of noise and complex symbols which is made available for public use (currently there exists no public P&ID dataset). We evaluate our proposed method on this synthetic dataset and a real-world anonymized private dataset of 12 P&ID sheets. Results show that Digitize-PID outperforms the existing state-of-the-art for P&ID digitization.
Despite the success of recent Neural Architecture Search (NAS) methods on various tasks which have shown to output networks that largely outperform human-designed networks, conventional NAS methods have mostly tackled the optimization of searching for the network architecture for a single task (dataset), which does not generalize well across multiple tasks (datasets). Moreover, since such task-specific methods search for a neural architecture from scratch for every given task, they incur a large computational cost, which is problematic when the time and monetary budget are limited. In this paper, we propose an efficient NAS framework that is trained once on a database consisting of datasets and pretrained networks and can rapidly search for a neural architecture for a novel dataset. The proposed MetaD2A (Meta Dataset-to-Architecture) model can stochastically generate graphs (architectures) from a given set (dataset) via a cross-modal latent space learned with amortized meta-learning. Moreover, we also propose a meta-performance predictor to estimate and select the best architecture without direct training on target datasets. The experimental results demonstrate that our model meta-learned on subsets of ImageNet-1K and architectures from NAS-Bench 201 search space successfully generalizes to multiple unseen datasets including CIFAR-10 and CIFAR-100, with an average search time of 33 GPU seconds. Even under MobileNetV3 search space, MetaD2A is 5.5K times faster than NSGANetV2, a transferable NAS method, with comparable performance. We believe that the MetaD2A proposes a new research direction for rapid NAS as well as ways to utilize the knowledge from rich databases of datasets and architectures accumulated over the past years. Code is available at https://github.com/HayeonLee/MetaD2A.
This work targets designing a principled and unified training-free framework for Neural Architecture Search (NAS), with high performance, low cost, and in-depth interpretation. NAS has been explosively studied to automate the discovery of top-performer neural networks, but suffers from heavy resource consumption and often incurs search bias due to truncated training or approximations. Recent NAS works start to explore indicators that can predict a network's performance without training. However, they either leveraged limited properties of deep networks, or the benefits of their training-free indicators are not applied to more extensive search methods. By rigorous correlation analysis, we present a unified framework to understand and accelerate NAS, by disentangling "TEG" characteristics of searched networks - Trainability, Expressivity, Generalization - all assessed in a training-free manner. The TEG indicators could be scaled up and integrated with various NAS search methods, including both supernet and single-path approaches. Extensive studies validate the effective and efficient guidance from our TEG-NAS framework, leading to both improved search accuracy and over 2.3x reduction in search time cost. Moreover, we visualize search trajectories on three landscapes of "TEG" characteristics, observing that while a good local minimum is easier to find on NAS-Bench-201 given its simple topology, balancing "TEG" characteristics is much harder on the DARTS search space due to its complex landscape geometry. Our code is available at https://github.com/VITA-Group/TEGNAS.
Analog over-the-air computation (OAC) is an efficient solution to a class of uplink data aggregation tasks over a multiple-access channel (MAC), wherein the receiver, dubbed the fusion center, aims to reconstruct a function of the data distributed at edge devices rather than the individual data themselves. Existing OAC relies exclusively on the maximum likelihood (ML) estimation at the fusion center to recover the arithmetic sum of the transmitted signals from different devices. ML estimation, however, is much susceptible to noise. In particular, in the misaligned OAC where there are channel misalignments among transmitted signals, ML estimation suffers from severe error propagation and noise enhancement. To address these challenges, this paper puts forth a Bayesian approach for OAC by letting each edge device transmit two pieces of prior information to the fusion center. Three OAC systems are studied: the aligned OAC with perfectly-aligned signals; the synchronous OAC with misaligned channel gains among the received signals; and the asynchronous OAC with both channel-gain and time misalignments. Using the prior information, we devise linear minimum mean squared error (LMMSE) estimators and a sum-product maximum a posteriori (SP-MAP) estimator for the three OAC systems. Numerical results verify that, 1) For the aligned and synchronous OAC, our LMMSE estimator significantly outperforms the ML estimator. In the low signal-to-noise ratio (SNR) regime, the LMMSE estimator reduces the mean squared error (MSE) by at least 6 dB; in the high SNR regime, the LMMSE estimator lowers the error floor on the MSE by 86.4%; 2) For the asynchronous OAC, our LMMSE and SP-MAP estimators are on an equal footing in terms of the MSE performance, and are significantly better than the ML estimator.
Camera calibration is an important prerequisite towards the solution of 3D computer vision problems. Traditional methods rely on static images of a calibration pattern. This raises interesting challenges towards the practical usage of event cameras, which notably require image change to produce sufficient measurements. The current standard for event camera calibration therefore consists of using flashing patterns. They have the advantage of simultaneously triggering events in all reprojected pattern feature locations, but it is difficult to construct or use such patterns in the field. We present the first dynamic event camera calibration algorithm. It calibrates directly from events captured during relative motion between camera and calibration pattern. The method is propelled by a novel feature extraction mechanism for calibration patterns, and leverages existing calibration tools before optimizing all parameters through a multi-segment continuous-time formulation. As demonstrated through our results on real data, the obtained calibration method is highly convenient and reliably calibrates from data sequences spanning less than 10 seconds.
The problem of real time prediction of blood glucose (BG) levels based on the readings from a continuous glucose monitoring (CGM) device is a problem of great importance in diabetes care, and therefore, has attracted a lot of research in recent years, especially based on machine learning. An accurate prediction with a 30, 60, or 90 minute prediction horizon has the potential of saving millions of dollars in emergency care costs. In this paper, we treat the problem as one of function approximation, where the value of the BG level at time $t+h$ (where $h$ the prediction horizon) is considered to be an unknown function of $d$ readings prior to the time $t$. This unknown function may be supported in particular on some unknown submanifold of the $d$-dimensional Euclidean space. While manifold learning is classically done in a semi-supervised setting, where the entire data has to be known in advance, we use recent ideas to achieve an accurate function approximation in a supervised setting; i.e., construct a model for the target function. We use the state-of-the-art clinically relevant PRED-EGA grid to evaluate our results, and demonstrate that for a real life dataset, our method performs better than a standard deep network, especially in hypoglycemic and hyperglycemic regimes. One noteworthy aspect of this work is that the training data and test data may come from different distributions.
Ultrasound elasticity images which enable the visualization of quantitative maps of tissue stiffness can be reconstructed by solving an inverse problem. Classical model-based approaches for ultrasound elastography use deterministic finite element methods (FEMs) to incorporate the governing physical laws resulting in poor performance in noisy conditions. Moreover, these approaches utilize fixed regularizers for various tissue patterns while appropriate data-adaptive priors might be required for capturing the complex spatial elasticity distribution. In this regard, we propose a joint model-based and learning-based framework for estimating the elasticity distribution by solving a regularized optimization problem. We present an integrated objective function composed of a statistical physics-based forward model and a data-driven regularizer to leverage deep neural networks for learning the underlying elasticity prior. This constrained optimization problem is solved using the gradient descent (GD) method and the gradient of regularizer is simply replaced by the residual of the trained denoiser network for having an explicit objective function with reduced computation time.
This paper presents a method of learning Local-GlObal Contextual Adaptation for fully end-to-end and fast bottom-up human Pose estimation, dubbed as LOGO-CAP. It is built on the conceptually simple center-offset formulation that lacks inaccuracy for pose estimation. When revisiting the bottom-up human pose estimation with the thought of "thinking, fast and slow" by D. Kahneman, we introduce a "slow keypointer" to remedy the lack of sufficient accuracy of the "fast keypointer". In learning the "slow keypointer", the proposed LOGO-CAP lifts the initial "fast" keypoints by offset predictions to keypoint expansion maps (KEMs) to counter their uncertainty in two modules. Firstly, the local KEMs (e.g., 11x11) are extracted from a low-dimensional feature map. A proposed convolutional message passing module learns to "re-focus" the local KEMs to the keypoint attraction maps (KAMs) by accounting for the structured output prediction nature of human pose estimation, which is directly supervised by the object keypoint similarity (OKS) loss in training. Secondly, the global KEMs are extracted, with a sufficiently large region-of-interest (e.g., 97x97), from the keypoint heatmaps that are computed by a direct map-to-map regression. Then, a local-global contextual adaptation module is proposed to convolve the global KEMs using the learned KAMs as the kernels. This convolution can be understood as the learnable offsets guided deformable and dynamic convolution in a pose-sensitive way. The proposed method is end-to-end trainable with near real-time inference speed, obtaining state-of-the-art performance on the COCO keypoint benchmark for bottom-up human pose estimation. With the COCO trained model, our LOGO-CAP also outperforms prior arts by a large margin on the challenging OCHuman dataset.