Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized linear model requires lesser assumptions but is unable to outperform the martingale. In empirical testing, the RNN model performs the best comparing to other two models, because it will update the input through LSTM instantaneously, but also does not beat the martingale. In addition, we introduce an online to batch algorithm and discrepancy measure to inform readers the newest research in time series predicting method, which doesn't require any stationarity or non mixing assumptions in time series data. Finally, to apply these forecasting to practice, we introduce basic trading strategies that can create Win win and Zero sum situations.
In a recent work arXiv:2008.08601, Halverson, Maiti and Stoner proposed a description of neural networks in terms of a Wilsonian effective field theory. The infinite-width limit is mapped to a free field theory, while finite $N$ corrections are taken into account by interactions (non-Gaussian terms in the action). In this paper, we study two related aspects of this correspondence. First, we comment on the concepts of locality and power-counting in this context. Indeed, these usual space-time notions may not hold for neural networks (since inputs can be arbitrary), however, the renormalization group provides natural notions of locality and scaling. Moreover, we comment on several subtleties, for example, that data components may not have a permutation symmetry: in that case, we argue that random tensor field theories could provide a natural generalization. Second, we improve the perturbative Wilsonian renormalization from arXiv:2008.08601 by providing an analysis in terms of the nonperturbative renormalization group using the Wetterich-Morris equation. An important difference with usual nonperturbative RG analysis is that only the effective (IR) 2-point function is known, which requires setting the problem with care. Our aim is to provide a useful formalism to investigate neural networks behavior beyond the large-width limit (i.e.~far from Gaussian limit) in a nonperturbative fashion. A major result of our analysis is that changing the standard deviation of the neural network weight distribution can be interpreted as a renormalization flow in the space of networks. We focus on translations invariant kernels and provide preliminary numerical results.
We present a formal language for specifying qualitative preferences over temporal goals and a preference-based planning method in stochastic systems. Using automata-theoretic modeling, the proposed specification allows us to express preferences over different sets of outcomes, where each outcome describes a set of temporal sequences of subgoals. We define the value of preference satisfaction given a stochastic process over possible outcomes and develop an algorithm for time-constrained probabilistic planning in labeled Markov decision processes where an agent aims to maximally satisfy its preference formula within a pre-defined finite time duration. We present experimental results using a stochastic gridworld example and discuss possible extensions of the proposed preference model.
Real-time recognition of dynamic hand gestures from video streams is a challenging task since (i) there is no indication when a gesture starts and ends in the video, (ii) performed gestures should only be recognized once, and (iii) the entire architecture should be designed considering the memory and power budget. In this work, we address these challenges by proposing a hierarchical structure enabling offline-working convolutional neural network (CNN) architectures to operate online efficiently by using sliding window approach. The proposed architecture consists of two models: (1) A detector which is a lightweight CNN architecture to detect gestures and (2) a classifier which is a deep CNN to classify the detected gestures. In order to evaluate the single-time activations of the detected gestures, we propose to use the Levenshtein distance as an evaluation metric since it can measure misclassifications, multiple detections, and missing detections at the same time. We evaluate our architecture on two publicly available datasets - EgoGesture and NVIDIA Dynamic Hand Gesture Datasets - which require temporal detection and classification of the performed hand gestures. ResNeXt-101 model, which is used as a classifier, achieves the state-of-the-art offline classification accuracy of 94.04% and 83.82% for depth modality on EgoGesture and NVIDIA benchmarks, respectively. In real-time detection and classification, we obtain considerable early detections while achieving performances close to offline operation. The codes and pretrained models used in this work are publicly available.
During pregnancy, ultrasound examination in the second trimester can assess fetal size according to standardized charts. To achieve a reproducible and accurate measurement, a sonographer needs to identify three standard 2D planes of the fetal anatomy (head, abdomen, femur) and manually mark the key anatomical landmarks on the image for accurate biometry and fetal weight estimation. This can be a time-consuming operator-dependent task, especially for a trainee sonographer. Computer-assisted techniques can help in automating the fetal biometry computation process. In this paper, we present a unified automated framework for estimating all measurements needed for the fetal weight assessment. The proposed framework semantically segments the key fetal anatomies using state-of-the-art segmentation models, followed by region fitting and scale recovery for the biometry estimation. We present an ablation study of segmentation algorithms to show their robustness through 4-fold cross-validation on a dataset of 349 ultrasound standard plane images from 42 pregnancies. Moreover, we show that the network with the best segmentation performance tends to be more accurate for biometry estimation. Furthermore, we demonstrate that the error between clinically measured and predicted fetal biometry is lower than the permissible error during routine clinical measurements.
We propose OmniLytics, a blockchain-based secure data trading marketplace for machine learning applications. Utilizing OmniLytics, many distributed data owners can contribute their private data to collectively train a ML model requested by some model owners, and get compensated for data contribution. OmniLytics enables such model training while simultaneously providing 1) model security against curious data owners; 2) data security against curious model and data owners; 3) resilience to malicious data owners who provide faulty results to poison model training; and 4) resilience to malicious model owner who intents to evade the payment. OmniLytics is implemented as a smart contract on the Ethereum blockchain to guarantee the atomicity of payment. In OmniLytics, a model owner publishes encrypted initial model on the contract, over which the participating data owners compute gradients using their private data, and securely aggregate the gradients through the contract. Finally, the contract reimburses the data owners, and the model owner decrypts the aggregated model update. We implement a working prototype of OmniLytics on Ethereum, and perform extensive experiments to measure its gas cost and execution time under various parameter combinations, demonstrating its high computation and cost efficiency and strong practicality.
Clinical notes are unstructured text generated by clinicians during patient encounters. Clinical notes are usually accompanied by a set of metadata codes from the international classification of diseases (ICD). ICD code is an important code used in a variety of operations, including insurance, reimbursement, medical diagnosis, etc. Therefore, it is important to classify ICD codes quickly and accurately. However, annotating these codes is costly and time-consuming. So we propose a model based on bidirectional encoder representations from transformer (BERT) using the sequence attention method for automatic ICD code assignment. We evaluate our ap-proach on the MIMIC-III benchmark dataset. Our model achieved performance of Macro-aver-aged F1: 0.62898 and Micro-averaged F1: 0.68555, and is performing better than a performance of the previous state-of-the-art model. The contribution of this study proposes a method of using BERT that can be applied to documents and a sequence attention method that can capture im-portant sequence information appearing in documents.
We present Vax-a-Net; a technique for immunizing convolutional neural networks (CNNs) against adversarial patch attacks (APAs). APAs insert visually overt, local regions (patches) into an image to induce misclassification. We introduce a conditional Generative Adversarial Network (GAN) architecture that simultaneously learns to synthesise patches for use in APAs, whilst exploiting those attacks to adapt a pre-trained target CNN to reduce its susceptibility to them. This approach enables resilience against APAs to be conferred to pre-trained models, which would be impractical with conventional adversarial training due to the slow convergence of APA methods. We demonstrate transferability of this protection to defend against existing APAs, and show its efficacy across several contemporary CNN architectures.
Learning from imbalanced data is among the most challenging areas in contemporary machine learning. This becomes even more difficult when considered the context of big data that calls for dedicated architectures capable of high-performance processing. Apache Spark is a highly efficient and popular architecture, but it poses specific challenges for algorithms to be implemented for it. While oversampling algorithms are an effective way for handling class imbalance, they have not been designed for distributed environments. In this paper, we propose a holistic look on oversampling algorithms for imbalanced big data. We discuss the taxonomy of oversampling algorithms and their mechanisms used to handle skewed class distributions. We introduce a Spark library with 14 state-of-the-art oversampling algorithms implemented and evaluate their efficacy via extensive experimental study. Using binary and multi-class massive data sets, we analyze the effectiveness of oversampling algorithms and their relationships with different types of classifiers. We evaluate the trade-off between accuracy and time complexity of oversampling algorithms, as well as their scalability when increasing the size of data. This allows us to gain insight into the usefulness of specific components of oversampling algorithms for big data, as well as formulate guidelines and recommendations for designing future resampling approaches for massive imbalanced data. Our library can be downloaded from https://github.com/fsleeman/spark-class-balancing.git.
This paper presents the details of the SRIB-LEAP submission to the ConferencingSpeech challenge 2021. The challenge involved the task of multi-channel speech enhancement to improve the quality of far field speech from microphone arrays in a video conferencing room. We propose a two stage method involving a beamformer followed by single channel enhancement. For the beamformer, we incorporated self-attention mechanism as inter-channel processing layer in the filter-and-sum network (FaSNet), an end-to-end time-domain beamforming system. The single channel speech enhancement is done in log spectral domain using convolution neural network (CNN)-long short term memory (LSTM) based architecture. We achieved improvements in objective quality metrics - perceptual evaluation of speech quality (PESQ) of 0.5 on the noisy data. On subjective quality evaluation, the proposed approach improved the mean opinion score (MOS) by an absolute measure of 0.9 over the noisy audio.