pwc-archive/papers-with-abstracts huggingface dataset:
Capturing Financial markets to apply Deep Reinforcement Learning
Authors: Souradeep Chakraborty
Date: 2019-07-09 00:00:00
Tasks: Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning, Reinforcement Learning (RL)

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel Markov decision process (MDP) model to capture the financial trading markets. We review and propose various modifications to existing approaches and explore different techniques like the usage of technical indicators, to succinctly capture the market dynamics to model the markets. We then go on to use deep reinforcement learning to enable the agent (the algorithm) to learn how to take profitable trades in any market on its own, while suggesting various methodology changes and leveraging the unique representation of the FMDP (financial MDP) to tackle the primary challenges faced in similar works. Through our experimentation results, we go on to show that our model could be easily extended to two very different financial markets and generates a positively robust performance in all conducted experiments.
Proximity Full-Text Search by Means of Additional Indexes with Multi-component Keys: In Pursuit of Optimal Performance
Authors: Alexander B. Veretennikov
Date: 2018-12-18 00:00:00
Tasks: Information Retrieval, Management, Retrieval

Full-text search engines are important tools for information retrieval. In a proximity full-text search, a document is relevant if it contains query terms near each other, especially if the query terms are frequently occurring words. For each word in a text, we use additional indexes to store information about nearby words that are at distances from the given word of less than or equal to the MaxDistance parameter. We showed that additional indexes with three-component keys can be used to improve the average query execution time by up to 94.7 times if the queries consist of high-frequency occurring words. In this paper, we present a new search algorithm with even more performance gains. We consider several strategies for selecting multi-component key indexes for a specific query and compare these strategies with the optimal strategy. We also present the results of search experiments, which show that three-component key indexes enable much faster searches in comparison with two-component key indexes. This is a pre-print of a contribution "Veretennikov A.B. (2019) Proximity Full-Text Search by Means of Additional Indexes with Multi-component Keys: In Pursuit of Optimal Performance." published in "Manolopoulos Y., Stupnikov S. (eds) Data Analytics and Management in Data Intensive Domains. DAMDID/RCDL 2018. Communications in Computer and Information Science, vol 1003" published by Springer, Cham. This book constitutes the refereed proceedings of the 20th International Conference on Data Analytics and Management in Data Intensive Domains, DAMDID/RCDL 2018, held in Moscow, Russia, in October 2018. The 9 revised full papers presented together with three invited papers were carefully reviewed and selected from 54 submissions. The final authenticated version is available online at https://doi.org/10.1007/978-3-030-23584-0_7.
BASN -- Learning Steganography with Binary Attention Mechanism
Authors: Yang Yang
Date: 2019-07-09 00:00:00
Tasks: Image Steganography, Steganalysis

Secret information sharing through image carrier has aroused much research attention in recent years with images' growing domination on the Internet and mobile applications. However, with the booming trend of convolutional neural networks, image steganography is facing a more significant challenge from neural-network-automated tasks. To improve the security of image steganography and minimize task result distortion, models must maintain the feature maps generated by task-specific networks being irrelative to any hidden information embedded in the carrier. This paper introduces a binary attention mechanism into image steganography to help alleviate the security issue, and in the meanwhile, increase embedding payload capacity. The experimental results show that our method has the advantage of high payload capacity with little feature map distortion and still resist detection by state-of-the-art image steganalysis algorithms.
Estimating Pedestrian Moving State Based on Single 2D Body Pose
Authors: Zixing Wang, Nikolaos Papanikolopoulos
Date: 2019-07-09 00:00:00
Tasks: Autonomous Vehicles

The Crossing or Not-Crossing (C/NC) problem is important to autonomous vehicles (AVs) for safe vehicle/pedestrian interactions. However, this problem setup often ignores pedestrians walking along the direction of the vehicles' movement (LONG). To enhance the AVs' awareness of pedestrians behavior, we make the first step towards extending the C/NC to the C/NC/LONG problem and recognize them based on single body pose. In contrast, previous C/NC state classifiers depend on multiple poses or contextual information. Our proposed shallow neural network classifier aims to recognize these three states swiftly. We tested it on the JAAD dataset and reported an average 81.23% accuracy. Furthermore, this model can be integrated with different sensors and algorithms that provide 2D pedestrian body pose so that it is able to function across multiple light and weather conditions.
Hybrid system identification using switching density networks
Authors: Michael Burke, Yordan Hristov, Subramanian Ramamoorthy
Date: 2019-07-09 00:00:00
Tasks: Imitation Learning, regression

Behaviour cloning is a commonly used strategy for imitation learning and can be extremely effective in constrained domains. However, in cases where the dynamics of an environment may be state dependent and varying, behaviour cloning places a burden on model capacity and the number of demonstrations required. This paper introduces switching density networks, which rely on a categorical reparametrisation for hybrid system identification. This results in a network comprising a classification layer that is followed by a regression layer. We use switching density networks to predict the parameters of hybrid control laws, which are toggled by a switching layer to produce different controller outputs, when conditioned on an input state. This work shows how switching density networks can be used for hybrid system identification in a variety of tasks, successfully identifying the key joint angle goals that make up manipulation tasks, while simultaneously learning image-based goal classifiers and regression networks that predict joint angles from images. We also show that they can cluster the phase space of an inverted pendulum, identifying the balance, spin and pump controllers required to solve this task. Switching density networks can be difficult to train, but we introduce a cross entropy regularisation loss that stabilises training.
Making Study Populations Visible through Knowledge Graphs
Authors: Shruthi Chari, Miao Qi, Nkcheniyere N. Agu, Oshani Seneviratne, James P. McCusker, Kristin P. Bennett, Amar K. Das, Deborah L. McGuinness
Date: 2019-07-09 00:00:00
Tasks: Knowledge Graphs

Treatment recommendations within Clinical Practice Guidelines (CPGs) are largely based on findings from clinical trials and case studies, referred to here as research studies, that are often based on highly selective clinical populations, referred to here as study cohorts. When medical practitioners apply CPG recommendations, they need to understand how well their patient population matches the characteristics of those in the study cohort, and thus are confronted with the challenges of locating the study cohort information and making an analytic comparison. To address these challenges, we develop an ontology-enabled prototype system, which exposes the population descriptions in research studies in a declarative manner, with the ultimate goal of allowing medical practitioners to better understand the applicability and generalizability of treatment recommendations. We build a Study Cohort Ontology (SCO) to encode the vocabulary of study population descriptions, that are often reported in the first table in the published work, thus they are often referred to as Table 1. We leverage the well-used Semanticscience Integrated Ontology (SIO) for defining property associations between classes. Further, we model the key components of Table 1s, i.e., collections of study subjects, subject characteristics, and statistical measures in RDF knowledge graphs. We design scenarios for medical practitioners to perform population analysis, and generate cohort similarity visualizations to determine the applicability of a study population to the clinical population of interest. Our semantic approach to make study populations visible, by standardized representations of Table 1s, allows users to quickly derive clinically relevant inferences about study populations.
Transfer Learning from Audio-Visual Grounding to Speech Recognition
Authors: Wei-Ning Hsu, David Harwath, James Glass
Date: 2019-07-09 00:00:00
Tasks: speech-recognition, Speech Recognition, Transfer Learning, Visual Grounding

Transfer learning aims to reduce the amount of data required to excel at a new task by re-using the knowledge acquired from learning other related tasks. This paper proposes a novel transfer learning scenario, which distills robust phonetic features from grounding models that are trained to tell whether a pair of image and speech are semantically correlated, without using any textual transcripts. As semantics of speech are largely determined by its lexical content, grounding models learn to preserve phonetic information while disregarding uncorrelated factors, such as speaker and channel. To study the properties of features distilled from different layers, we use them as input separately to train multiple speech recognition models. Empirical results demonstrate that layers closer to input retain more phonetic information, while following layers exhibit greater invariance to domain shift. Moreover, while most previous studies include training data for speech recognition for feature extractor training, our grounding models are not trained on any of those data, indicating more universal applicability to new domains.
Exploring Conditioning for Generative Music Systems with Human-Interpretable Controls
Authors: Nicholas Meade, Nicholas Barreyre, Scott C. Lowe, Sageev Oore
Date: 2019-07-09 00:00:00
Tasks: Language Modeling, Language Modelling

Performance RNN is a machine-learning system designed primarily for the generation of solo piano performances using an event-based (rather than audio) representation. More specifically, Performance RNN is a long short-term memory (LSTM) based recurrent neural network that models polyphonic music with expressive timing and dynamics (Oore et al., 2018). The neural network uses a simple language model based on the Musical Instrument Digital Interface (MIDI) file format. Performance RNN is trained on the e-Piano Junior Competition Dataset (International Piano e-Competition, 2018), a collection of solo piano performances by expert pianists. As an artistic tool, one of the limitations of the original model has been the lack of useable controls. The standard form of Performance RNN can generate interesting pieces, but little control is provided over what specifically is generated. This paper explores a set of conditioning-based controls used to influence the generation process.
Cross-Domain Generalization of Neural Constituency Parsers
Authors: Daniel Fried, Nikita Kitaev, Dan Klein
Date: 2019-07-09 00:00:00
Proceeding: ACL 2019 7
Tasks: Constituency Parsing, Domain Generalization

Neural parsers obtain state-of-the-art results on benchmark treebanks for constituency parsing -- but to what degree do they generalize to other domains? We present three results about the generalization of neural parsers in a zero-shot setting: training on trees from one corpus and evaluating on out-of-domain corpora. First, neural and non-neural parsers generalize comparably to new domains. Second, incorporating pre-trained encoder representations into neural parsers substantially improves their performance across all domains, but does not give a larger relative improvement for out-of-domain treebanks. Finally, despite the rich input representations they learn, neural parsers still benefit from structured output prediction of output trees, yielding higher exact match accuracy and stronger generalization both to larger text spans and to out-of-domain corpora. We analyze generalization on English and Chinese corpora, and in the process obtain state-of-the-art parsing results for the Brown, Genia, and English Web treebanks.
Measuring Inter-group Agreement on zSlice Based General Type-2 Fuzzy Sets
Authors: Javier Navarro, Christian Wagner
Date: 2019-07-09 00:00:00
Tasks: Vocal Bursts Type Prediction

Recently, there has been much research into modelling of uncertainty in human perception through Fuzzy Sets (FSs). Most of this research has focused on allowing respondents to express their (intra) uncertainty using intervals. Here, depending on the technique used and types of uncertainties being modelled different types of FSs can be obtained (e.g., Type-1, Interval Type-2, General Type-2). Arguably, one of the most flexible techniques is the Interval Agreement Approach (IAA) as it allows to model the perception of all respondents without making assumptions such as outlier removal or predefined membership function types (e.g. Gaussian). A key aspect in the analysis of interval-valued data and indeed, IAA based agreement models of said data, is to determine the position and strengths of agreement across all the sources/participants. While previously, the Agreement Ratio was proposed to measure the strength of agreement in fuzzy set based models of interval data, said measure has only been applicable to type-1 fuzzy sets. In this paper, we extend the Agreement Ratio to capture the degree of inter-group agreement modelled by a General Type-2 Fuzzy Set when using the IAA. This measure relies on using a similarity measure to quantitatively express the relation between the different levels of agreement in a given FS. Synthetic examples are provided in order to demonstrate both behaviour and calculation of the measure. Finally, an application to real-world data is provided in order to show the potential of this measure to assess the divergence of opinions for ambiguous concepts when heterogeneous groups of participants are involved.
Image based Eye Gaze Tracking and its Applications
Authors: Anjith George
Date: 2019-07-09 00:00:00
Tasks: Activity Recognition, Gaze Estimation

Eye movements play a vital role in perceiving the world. Eye gaze can give a direct indication of the users point of attention, which can be useful in improving human-computer interaction. Gaze estimation in a non-intrusive manner can make human-computer interaction more natural. Eye tracking can be used for several applications such as fatigue detection, biometric authentication, disease diagnosis, activity recognition, alertness level estimation, gaze-contingent display, human-computer interaction, etc. Even though eye-tracking technology has been around for many decades, it has not found much use in consumer applications. The main reasons are the high cost of eye tracking hardware and lack of consumer level applications. In this work, we attempt to address these two issues. In the first part of this work, image-based algorithms are developed for gaze tracking which includes a new two-stage iris center localization algorithm. We have developed a new algorithm which works in challenging conditions such as motion blur, glint, and varying illumination levels. A person independent gaze direction classification framework using a convolutional neural network is also developed which eliminates the requirement of user-specific calibration. In the second part of this work, we have developed two applications which can benefit from eye tracking data. A new framework for biometric identification based on eye movement parameters is developed. A framework for activity recognition, using gaze data from a head-mounted eye tracker is also developed. The information from gaze data, ego-motion, and visual features are integrated to classify the activities.
Improving the Performance of the LSTM and HMM Model via Hybridization
Authors: Larkin Liu, Yu-Chung Lin, Joshua Reid
Date: 2019-07-09 00:00:00
Tasks: Language Modelling

Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We investigate the effectiveness of the Hidden Markov Model (HMM), and the Long Short-Term Memory Model (LSTM). We analyze the hidden state structures common to both models, and present an analysis on structural similarity of the hidden states, common to both HMM's and LSTM's. We compare the LSTM's predictive accuracy and hidden state output with respect to the HMM for a varying number of hidden states. In this work, we justify that the less complex HMM can serve as an appropriate approximation of the LSTM model.
Click-Through Rate Prediction with the User Memory Network
Authors: Wentao Ouyang, Xiuwu Zhang, Shukui Ren, Li Li, Zhaojie Liu, Yanlong Du
Date: 2019-07-09 00:00:00
Tasks: Click-Through Rate Prediction, Prediction

Click-through rate (CTR) prediction is a critical task in online advertising systems. Models like Deep Neural Networks (DNNs) are simple but stateless. They consider each target ad independently and cannot directly extract useful information contained in users' historical ad impressions and clicks. In contrast, models like Recurrent Neural Networks (RNNs) are stateful but complex. They model temporal dependency between users' sequential behaviors and can achieve improved prediction performance than DNNs. However, both the offline training and online prediction process of RNNs are much more complex and time-consuming. In this paper, we propose Memory Augmented DNN (MA-DNN) for practical CTR prediction services. In particular, we create two external memory vectors for each user, memorizing high-level abstractions of what a user possibly likes and dislikes. The proposed MA-DNN achieves a good compromise between DNN and RNN. It is as simple as DNN, but has certain ability to exploit useful information contained in users' historical behaviors as RNN. Both offline and online experiments demonstrate the effectiveness of MA-DNN for practical CTR prediction services. Actually, the memory component can be augmented to other models as well (e.g., the Wide&Deep model).
Computer-Aided Data Mining: Automating a Novel Knowledge Discovery and Data Mining Process Model for Metabolomics
Authors: Ahmed BaniMustafa, Nigel Hardy
Date: 2019-07-09 00:00:00

This work presents MeKDDaM-SAGA, computer-aided automation software for implementing a novel knowledge discovery and data mining process model that was designed for performing justifiable, traceable and reproducible metabolomics data analysis. The process model focuses on achieving metabolomics analytical objectives and on considering the nature of its involved data. MeKDDaM-SAGA was successfully used for guiding the process model execution in a number of metabolomics applications. It satisfies the requirements of the proposed process model design and execution. The software realises the process model layout, structure and flow and it enables its execution externally using various data mining and machine learning tools or internally using a number of embedded facilities that were built for performing a number of automated activities such as data preprocessing, data exploration, data acclimatization, modelling, evaluation and visualization. MeKDDaM-SAGA was developed using object-oriented software engineering methodology and was constructed in Java. It consists of 241 design classes that were designed to implement 27 use-cases. The software uses an XML database to guarantee portability and uses a GUI interface to ensure its user-friendliness. It implements an internal embedded version control system that is used to realise and manage the process flow, feedback and iterations and to enable undoing and redoing the execution of the process phases, activities, and the internal tasks within its phases.
Bayesian deep learning with hierarchical prior: Predictions from limited and noisy data
Authors: Xihaier Luo, Ahsan Kareem
Date: 2019-07-08 00:00:00
Tasks: Bayesian Inference, Probabilistic Programming, Variational Inference

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and further applying this identified surrogate to uncertainty analysis remains to be very challenging. A deep learning approach is presented to provide predictions based on limited and noisy data. To address noise perturbation, the Bayesian learning method that naturally facilitates an automatic updating mechanism is considered to quantify and propagate model uncertainties into predictive quantities. Specifically, hierarchical Bayesian modeling (HBM) is first adopted to describe model uncertainties, which allows the prior assumption to be less subjective, while also makes the proposed surrogate more robust. Next, the Bayesian inference is seamlessly integrated into the DL framework, which in turn supports probabilistic programming by yielding a probability distribution of the quantities of interest rather than their point estimates. Variational inference (VI) is implemented for the posterior distribution analysis where the intractable marginalization of the likelihood function over parameter space is framed in an optimization format, and stochastic gradient descent method is applied to solve this optimization problem. Finally, Monte Carlo simulation is used to obtain an unbiased estimator in the predictive phase of Bayesian inference, where the proposed Bayesian deep learning (BDL) scheme is able to offer confidence bounds for the output estimation by analyzing propagated uncertainties. The effectiveness of Bayesian shrinkage is demonstrated in improving predictive performance using contaminated data, and various examples are provided to illustrate concepts, methodologies, and algorithms of this proposed BDL modeling technique.
Routine Modeling with Time Series Metric Learning
Authors: Paul Compagnon, Grégoire Lefebvre, Stefan Duffner, Christophe Garcia
Date: 2019-07-08 00:00:00
Tasks: Clustering, Metric Learning, Time Series, Time Series Analysis

Traditionally, the automatic recognition of human activities is performed with supervised learning algorithms on limited sets of specific activities. This work proposes to recognize recurrent activity patterns, called routines, instead of precisely defined activities. The modeling of routines is defined as a metric learning problem, and an architecture, called SS2S, based on sequence-to-sequence models is proposed to learn a distance between time series. This approach only relies on inertial data and is thus non intrusive and preserves privacy. Experimental results show that a clustering algorithm provided with the learned distance is able to recover daily routines.