pwc-archive/papers-with-abstracts huggingface dataset:
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019
Authors: Omer Berat Sezer, Mehmet Ugur Gudelek, Ahmet Murat Ozbayoglu
Date: 2019-11-29 00:00:00
Tasks: Systematic Literature Review, Time Series, Time Series Analysis, Time Series Forecasting

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine Learning (ML) researchers came up with various models and a vast number of studies have been published accordingly. As such, a significant amount of surveys exist covering ML for financial time series forecasting studies. Lately, Deep Learning (DL) models started appearing within the field, with results that significantly outperform traditional ML counterparts. Even though there is a growing interest in developing models for financial time series forecasting research, there is a lack of review papers that were solely focused on DL for finance. Hence, our motivation in this paper is to provide a comprehensive literature review on DL studies for financial time series forecasting implementations. We not only categorized the studies according to their intended forecasting implementation areas, such as index, forex, commodity forecasting, but also grouped them based on their DL model choices, such as Convolutional Neural Networks (CNNs), Deep Belief Networks (DBNs), Long-Short Term Memory (LSTM). We also tried to envision the future for the field by highlighting the possible setbacks and opportunities, so the interested researchers can benefit.
Domain-invariant Stereo Matching Networks
Authors: Feihu Zhang, Xiaojuan Qi, Ruigang Yang, Victor Prisacariu, Benjamin Wah, Philip Torr
Date: 2019-11-29 00:00:00
Proceeding: ECCV 2020 8
Tasks: Stereo Matching

State-of-the-art stereo matching networks have difficulties in generalizing to new unseen environments due to significant domain differences, such as color, illumination, contrast, and texture. In this paper, we aim at designing a domain-invariant stereo matching network (DSMNet) that generalizes well to unseen scenes. To achieve this goal, we propose i) a novel "domain normalization" approach that regularizes the distribution of learned representations to allow them to be invariant to domain differences, and ii) a trainable non-local graph-based filter for extracting robust structural and geometric representations that can further enhance domain-invariant generalizations. When trained on synthetic data and generalized to real test sets, our model performs significantly better than all state-of-the-art models. It even outperforms some deep learning models (e.g. MC-CNN) fine-tuned with test-domain data.
Deconstructing and reconstructing word embedding algorithms
Authors: Edward Newell, Kian Kenyon-Dean, Jackie Chi Kit Cheung
Date: 2019-11-29 00:00:00
Tasks: Word Embeddings

Uncontextualized word embeddings are reliable feature representations of words used to obtain high quality results for various NLP applications. Given the historical success of word embeddings in NLP, we propose a retrospective on some of the most well-known word embedding algorithms. In this work, we deconstruct Word2vec, GloVe, and others, into a common form, unveiling some of the necessary and sufficient conditions required for making performant word embeddings. We find that each algorithm: (1) fits vector-covector dot products to approximate pointwise mutual information (PMI); and, (2) modulates the loss gradient to balance weak and strong signals. We demonstrate that these two algorithmic features are sufficient conditions to construct a novel word embedding algorithm, Hilbert-MLE. We find that its embeddings obtain equivalent or better performance against other algorithms across 17 intrinsic and extrinsic datasets.
A Graph-based Ranking Approach to Extract Key-frames for Static Video Summarization
Authors: Saikat Chakraborty
Date: 2019-11-29 00:00:00
Tasks: Video Summarization

Video abstraction has become one of the efficient approaches to grasp the content of a video without seeing it entirely. Key frame-based static video summarization falls under this category. In this paper, we propose a graph-based approach which summarizes the video with best user satisfaction. We treated each video frame as a node of the graph and assigned a rank to each node by our proposed VidRank algorithm. We developed three different models of VidRank algorithm and performed a comparative study on those models. A comprehensive evaluation of 50 videos from open video database using objective and semi-objective measures indicates the superiority of our static video summary generation method.
Confidence Calibration and Predictive Uncertainty Estimation for Deep Medical Image Segmentation
Authors: Alireza Mehrtash, William M. Wells III, Clare M. Tempany, Purang Abolmaesumi, Tina Kapur
Date: 2019-11-29 00:00:00
Tasks: Image Segmentation, Medical Image Segmentation, Out-of-Distribution Detection, Segmentation, Semantic Segmentation

Fully convolutional neural networks (FCNs), and in particular U-Nets, have achieved state-of-the-art results in semantic segmentation for numerous medical imaging applications. Moreover, batch normalization and Dice loss have been used successfully to stabilize and accelerate training. However, these networks are poorly calibrated i.e. they tend to produce overconfident predictions both in correct and erroneous classifications, making them unreliable and hard to interpret. In this paper, we study predictive uncertainty estimation in FCNs for medical image segmentation. We make the following contributions: 1) We systematically compare cross entropy loss with Dice loss in terms of segmentation quality and uncertainty estimation of FCNs; 2) We propose model ensembling for confidence calibration of the FCNs trained with batch normalization and Dice loss; 3) We assess the ability of calibrated FCNs to predict segmentation quality of structures and detect out-of-distribution test examples. We conduct extensive experiments across three medical image segmentation applications of the brain, the heart, and the prostate to evaluate our contributions. The results of this study offer considerable insight into the predictive uncertainty estimation and out-of-distribution detection in medical image segmentation and provide practical recipes for confidence calibration. Moreover, we consistently demonstrate that model ensembling improves confidence calibration.
Unpaired Image Translation via Adaptive Convolution-based Normalization
Authors: Wonwoong Cho, Kangyeol Kim, Eungyeup Kim, Hyunwoo J. Kim, Jaegul Choo
Date: 2019-11-29 00:00:00
Tasks: Translation

Disentangling content and style information of an image has played an important role in recent success in image translation. In this setting, how to inject given style into an input image containing its own content is an important issue, but existing methods followed relatively simple approaches, leaving room for improvement especially when incorporating significant style changes. In response, we propose an advanced normalization technique based on adaptive convolution (AdaCoN), in order to properly impose style information into the content of an input image. In detail, after locally standardizing the content representation in a channel-wise manner, AdaCoN performs adaptive convolution where the convolution filter weights are dynamically estimated using the encoded style representation. The flexibility of AdaCoN can handle complicated image translation tasks involving significant style changes. Our qualitative and quantitative experiments demonstrate the superiority of our proposed method against various existing approaches that inject the style into the content.
Transflow Learning: Repurposing Flow Models Without Retraining
Authors: Andrew Gambardella, Atılım Güneş Baydin, Philip H. S. Torr
Date: 2019-11-29 00:00:00
Tasks: Bayesian Inference, Style Transfer

It is well known that deep generative models have a rich latent space, and that it is possible to smoothly manipulate their outputs by traversing this latent space. Recently, architectures have emerged that allow for more complex manipulations, such as making an image look as though it were from a different class, or painted in a certain style. These methods typically require large amounts of training in order to learn a single class of manipulations. We present Transflow Learning, a method for transforming a pre-trained generative model so that its outputs more closely resemble data that we provide afterwards. In contrast to previous methods, Transflow Learning does not require any training at all, and instead warps the probability distribution from which we sample latent vectors using Bayesian inference. Transflow Learning can be used to solve a wide variety of tasks, such as neural style transfer and few-shot classification.
Extracting deep local features to detect manipulated images of human faces
Authors: Michail Tarasiou, Stefanos Zafeiriou
Date: 2019-11-29 00:00:00

Recent developments in computer vision and machine learning have made it possible to create realistic manipulated videos of human faces, raising the issue of ensuring adequate protection against the malevolent effects unlocked by such capabilities. In this paper we propose local image features that are shared across manipulated regions are the key element for the automatic detection of manipulated face images. We also design a lightweight architecture with the correct structural biases for extracting such features and derive a multitask training scheme that consistently outperforms image class supervision alone. The trained networks achieve state-of-the-art results in the FaceForensics++ dataset using significantly reduced number of parameters and are shown to work well in detecting fully generated face images.
Adversarially Robust Low Dimensional Representations
Authors: Pranjal Awasthi, Vaggos Chatziafratis, Xue Chen, Aravindan Vijayaraghavan
Date: 2019-11-29 00:00:00
Tasks: BIG-bench Machine Learning, Clustering

Many machine learning systems are vulnerable to small perturbations made to inputs either at test time or at training time. This has received much recent interest on the empirical front due to applications where reliability and security are critical. However, theoretical understanding of algorithms that are robust to adversarial perturbations is limited. In this work we focus on Principal Component Analysis (PCA), a ubiquitous algorithmic primitive in machine learning. We formulate a natural robust variant of PCA where the goal is to find a low dimensional subspace to represent the given data with minimum projection error, that is in addition robust to small perturbations measured in $\ell_q$ norm (say $q=\infty$). Unlike PCA which is solvable in polynomial time, our formulation is computationally intractable to optimize as it captures a variant of the well-studied sparse PCA objective as a special case. We show the following results: -Polynomial time algorithm that is constant factor competitive in the worst-case with respect to the best subspace, in terms of the projection error and the robustness criterion. -We show that our algorithmic techniques can also be made robust to adversarial training-time perturbations, in addition to yielding representations that are robust to adversarial perturbations at test time. Specifically, we design algorithms for a strong notion of training-time perturbations, where every point is adversarially perturbed up to a specified amount. -We illustrate the broad applicability of our algorithmic techniques in addressing robustness to adversarial perturbations, both at training time and test time. In particular, our adversarially robust PCA primitive leads to computationally efficient and robust algorithms for both unsupervised and supervised learning problems such as clustering and learning adversarially robust classifiers.
Zero-Shot Sketch-Based Image Retrieval with Structure-aware Asymmetric Disentanglement
Authors: Jiangtong Li, Zhixin Ling, Li Niu, Liqing Zhang
Date: 2019-11-29 00:00:00
Tasks: Disentanglement, Image Retrieval, Retrieval, Sketch-Based Image Retrieval, Translation

The goal of Sketch-Based Image Retrieval (SBIR) is using free-hand sketches to retrieve images of the same category from a natural image gallery. However, SBIR requires all test categories to be seen during training, which cannot be guaranteed in real-world applications. So we investigate more challenging Zero-Shot SBIR (ZS-SBIR), in which test categories do not appear in the training stage. After realizing that sketches mainly contain structure information while images contain additional appearance information, we attempt to achieve structure-aware retrieval via asymmetric disentanglement.For this purpose, we propose our STRucture-aware Asymmetric Disentanglement (STRAD) method, in which image features are disentangled into structure features and appearance features while sketch features are only projected to structure space. Through disentangling structure and appearance space, bi-directional domain translation is performed between the sketch domain and the image domain. Extensive experiments demonstrate that our STRAD method remarkably outperforms state-of-the-art methods on three large-scale benchmark datasets.
DeepAlign: Alignment-based Process Anomaly Correction using Recurrent Neural Networks
Authors: Timo Nolle, Alexander Seeliger, Nils Thoma, Max Mühlhäuser
Date: 2019-11-29 00:00:00

In this paper, we propose DeepAlign, a novel approach to multi-perspective process anomaly correction, based on recurrent neural networks and bidirectional beam search. At the core of the DeepAlign algorithm are two recurrent neural networks trained to predict the next event. One is reading sequences of process executions from left to right, while the other is reading the sequences from right to left. By combining the predictive capabilities of both neural networks, we show that it is possible to calculate sequence alignments, which are used to detect and correct anomalies. DeepAlign utilizes the case-level and event-level attributes to closely model the decisions within a process. We evaluate the performance of our approach on an elaborate data corpus of 252 realistic synthetic event logs and compare it to three state-of-the-art conformance checking methods. DeepAlign produces better corrections than the rest of the field reaching an overall $F_1$ score of $0.9572$ across all datasets, whereas the best comparable state-of-the-art method reaches $0.6411$.
DIST: Rendering Deep Implicit Signed Distance Function with Differentiable Sphere Tracing
Authors: Shaohui Liu, yinda zhang, Songyou Peng, Boxin Shi, Marc Pollefeys, Zhaopeng Cui
Date: 2019-11-29 00:00:00
Proceeding: CVPR 2020 6
Tasks: 3D geometry

We propose a differentiable sphere tracing algorithm to bridge the gap between inverse graphics methods and the recently proposed deep learning based implicit signed distance function. Due to the nature of the implicit function, the rendering process requires tremendous function queries, which is particularly problematic when the function is represented as a neural network. We optimize both the forward and backward passes of our rendering layer to make it run efficiently with affordable memory consumption on a commodity graphics card. Our rendering method is fully differentiable such that losses can be directly computed on the rendered 2D observations, and the gradients can be propagated backwards to optimize the 3D geometry. We show that our rendering method can effectively reconstruct accurate 3D shapes from various inputs, such as sparse depth and multi-view images, through inverse optimization. With the geometry based reasoning, our 3D shape prediction methods show excellent generalization capability and robustness against various noises.
Embedding and learning with signatures
Authors: Adeline Fermanian
Date: 2019-11-29 00:00:00

Sequential and temporal data arise in many fields of research, such as quantitative finance, medicine, or computer vision. A novel approach for sequential learning, called the signature method and rooted in rough path theory, is considered. Its basic principle is to represent multidimensional paths by a graded feature set of their iterated integrals, called the signature. This approach relies critically on an embedding principle, which consists in representing discretely sampled data as paths, i.e., functions from $[0,1]$ to $\mathbb{R}^d$. After a survey of machine learning methodologies for signatures, the influence of embeddings on prediction accuracy is investigated with an in-depth study of three recent and challenging datasets. It is shown that a specific embedding, called lead-lag, is systematically the strongest performer across all datasets and algorithms considered. Moreover, an empirical study reveals that computing signatures over the whole path domain does not lead to a loss of local information. It is concluded that, with a good embedding, combining signatures with other simple algorithms achieves results competitive with state-of-the-art, domain-specific approaches.
An Iterative Polishing Framework based on Quality Aware Masked Language Model for Chinese Poetry Generation
Authors: Liming Deng, Jie Wang, Hangming Liang, Hui Chen, Zhiqiang Xie, Bojin Zhuang, Shaojun Wang, Jing Xiao
Date: 2019-11-29 00:00:00
Tasks: Decoder, Language Modeling, Language Modelling, Multi-Task Learning

Owing to its unique literal and aesthetical characteristics, automatic generation of Chinese poetry is still challenging in Artificial Intelligence, which can hardly be straightforwardly realized by end-to-end methods. In this paper, we propose a novel iterative polishing framework for highly qualified Chinese poetry generation. In the first stage, an encoder-decoder structure is utilized to generate a poem draft. Afterwards, our proposed Quality-Aware Masked Language Model (QAMLM) is employed to polish the draft towards higher quality in terms of linguistics and literalness. Based on a multi-task learning scheme, QA-MLM is able to determine whether polishing is needed based on the poem draft. Furthermore, QAMLM is able to localize improper characters of the poem draft and substitute with newly predicted ones accordingly. Benefited from the masked language model structure, QAMLM incorporates global context information into the polishing process, which can obtain more appropriate polishing results than the unidirectional sequential decoding. Moreover, the iterative polishing process will be terminated automatically when QA-MLM regards the processed poem as a qualified one. Both human and automatic evaluation have been conducted, and the results demonstrate that our approach is effective to improve the performance of encoder-decoder structure.
ST-GRAT: A Novel Spatio-temporal Graph Attention Network for Accurately Forecasting Dynamically Changing Road Speed
Authors: Cheonbok Park, Chunggi Lee, Hyojin Bahng, Yunwon Tae, Kihwan Kim, Seungmin Jin, Sungahn Ko, Jaegul Choo
Date: 2019-11-29 00:00:00
Tasks: Graph Attention

Predicting road traffic speed is a challenging task due to different types of roads, abrupt speed change and spatial dependencies between roads; it requires the modeling of dynamically changing spatial dependencies among roads and temporal patterns over long input sequences. This paper proposes a novel spatio-temporal graph attention (ST-GRAT) that effectively captures the spatio-temporal dynamics in road networks. The novel aspects of our approach mainly include spatial attention, temporal attention, and spatial sentinel vectors. The spatial attention takes the graph structure information (e.g., distance between roads) and dynamically adjusts spatial correlation based on road states. The temporal attention is responsible for capturing traffic speed changes, and the sentinel vectors allow the model to retrieve new features from spatially correlated nodes or preserve existing features. The experimental results show that ST-GRAT outperforms existing models, especially in difficult conditions where traffic speeds rapidly change (e.g., rush hours). We additionally provide a qualitative study to analyze when and where ST-GRAT tended to make accurate predictions during rush-hour times.
Short Term Prediction of Parking Area states Using Real Time Data and Machine Learning Techniques
Authors: Jesper Provoost, Luc Wismans, Sander Van der Drift, Andreas Kamilaris, Maurice van Keulen
Date: 2019-11-29 00:00:00
Tasks: BIG-bench Machine Learning, Management, Prediction

Public road authorities and private mobility service providers need information derived from the current and predicted traffic states to act upon the daily urban system and its spatial and temporal dynamics. In this research, a real-time parking area state (occupancy, in- and outflux) prediction model (up to 60 minutes ahead) has been developed using publicly available historic and real time data sources. Based on a case study in a real-life scenario in the city of Arnhem, a Neural Network-based approach outperforms a Random Forest-based one on all assessed performance measures, although the differences are small. Both are outperforming a naive seasonal random walk model. Although the performance degrades with increasing prediction horizon, the model shows a performance gain of over 150% at a prediction horizon of 60 minutes compared with the naive model. Furthermore, it is shown that predicting the in- and outflux is a far more difficult task (i.e. performance gains of 30%) which needs more training data, not based exclusively on occupancy rate. However, the performance of predicting in- and outflux is less sensitive to the prediction horizon. In addition, it is shown that real-time information of current occupancy rate is the independent variable with the highest contribution to the performance, although time, traffic flow and weather variables also deliver a significant contribution. During real-time deployment, the model performs three times better than the naive model on average. As a result, it can provide valuable information for proactive traffic management as well as mobility service providers.
CURL: Neural Curve Layers for Global Image Enhancement
Authors: Sean Moran, Steven McDonagh, Gregory Slabaugh
Date: 2019-11-29 00:00:00
Tasks: Decoder, Demosaicking, Denoising, Image Enhancement, Photo Retouching

We present a novel approach to adjust global image properties such as colour, saturation, and luminance using human-interpretable image enhancement curves, inspired by the Photoshop curves tool. Our method, dubbed neural CURve Layers (CURL), is designed as a multi-colour space neural retouching block trained jointly in three different colour spaces (HSV, CIELab, RGB) guided by a novel multi-colour space loss. The curves are fully differentiable and are trained end-to-end for different computer vision problems including photo enhancement (RGB-to-RGB) and as part of the image signal processing pipeline for image formation (RAW-to-RGB). To demonstrate the effectiveness of CURL we combine this global image transformation block with a pixel-level (local) image multi-scale encoder-decoder backbone network. In an extensive experimental evaluation we show that CURL produces state-of-the-art image quality versus recently proposed deep learning approaches in both objective and perceptual metrics, setting new state-of-the-art performance on multiple public datasets. Our code is publicly available at: https://github.com/sjmoran/CURL.