pwc-archive/papers-with-abstracts huggingface dataset:
KrigHedge: Gaussian Process Surrogates for Delta Hedging
Authors: Mike Ludkovski, Yuri Saporito
Date: 2020-10-16 00:00:00
Tasks: LEMMA, Uncertainty Quantification

We investigate a machine learning approach to option Greeks approximation based on Gaussian process (GP) surrogates. The method takes in noisily observed option prices, fits a nonparametric input-output map and then analytically differentiates the latter to obtain the various price sensitivities. Our motivation is to compute Greeks in cases where direct computation is expensive, such as in local volatility models, or can only ever be done approximately. We provide a detailed analysis of numerous aspects of GP surrogates, including choice of kernel family, simulation design, choice of trend function and impact of noise. We further discuss the application to Delta hedging, including a new Lemma that relates quality of the Delta approximation to discrete-time hedging loss. Results are illustrated with two extensive case studies that consider estimation of Delta, Theta and Gamma and benchmark approximation quality and uncertainty quantification using a variety of statistical metrics. Among our key take-aways are the recommendation to use Matern kernels, the benefit of including virtual training points to capture boundary conditions, and the significant loss of fidelity when training on stock-path-based datasets.
Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
Authors: Andrii Babii, Xi Chen, Eric Ghysels, Rohit Kumar
Date: 2020-10-16 00:00:00
Tasks: BIG-bench Machine Learning, Econometrics, regression, valid

We study the binary choice problem in a data-rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not offer computationally attractive solutions in data-rich environments. The machine learning literature has many algorithms but is focused mostly on loss functions that are independent of covariates. We show that theoretically valid decisions on binary outcomes with general loss functions can be achieved via a very simple loss-based reweighting of the logistic regression or state-of-the-art machine learning techniques. We apply our analysis to racial justice in pretrial detention.
RocketQA: An Optimized Training Approach to Dense Passage Retrieval for Open-Domain Question Answering
Authors: Yingqi Qu, Yuchen Ding, Jing Liu, Kai Liu, Ruiyang Ren, Wayne Xin Zhao, daxiang dong, Hua Wu, Haifeng Wang
Date: 2020-10-16 00:00:00
Proceeding: NAACL 2021 4
Tasks: Data Augmentation, Natural Questions, Open-Domain Question Answering, Passage Retrieval, Question Answering, Retrieval

In open-domain question answering, dense passage retrieval has become a new paradigm to retrieve relevant passages for finding answers. Typically, the dual-encoder architecture is adopted to learn dense representations of questions and passages for semantic matching. However, it is difficult to effectively train a dual-encoder due to the challenges including the discrepancy between training and inference, the existence of unlabeled positives and limited training data. To address these challenges, we propose an optimized training approach, called RocketQA, to improving dense passage retrieval. We make three major technical contributions in RocketQA, namely cross-batch negatives, denoised hard negatives and data augmentation. The experiment results show that RocketQA significantly outperforms previous state-of-the-art models on both MSMARCO and Natural Questions. We also conduct extensive experiments to examine the effectiveness of the three strategies in RocketQA. Besides, we demonstrate that the performance of end-to-end QA can be improved based on our RocketQA retriever.
An efficient representation of chronological events in medical texts
Authors: Andrey Kormilitzin, Nemanja Vaci, Qiang Liu, Hao Ni, Goran Nenadic, Alejo Nevado-Holgado
Date: 2020-10-16 00:00:00
Proceeding: EMNLP (Louhi) 2020 11

In this work we addressed the problem of capturing sequential information contained in longitudinal electronic health records (EHRs). Clinical notes, which is a particular type of EHR data, are a rich source of information and practitioners often develop clever solutions how to maximise the sequential information contained in free-texts. We proposed a systematic methodology for learning from chronological events available in clinical notes. The proposed methodological {\it path signature} framework creates a non-parametric hierarchical representation of sequential events of any type and can be used as features for downstream statistical learning tasks. The methodology was developed and externally validated using the largest in the UK secondary care mental health EHR data on a specific task of predicting survival risk of patients diagnosed with Alzheimer's disease. The signature-based model was compared to a common survival random forest model. Our results showed a 15.4$\%$ increase of risk prediction AUC at the time point of 20 months after the first admission to a specialist memory clinic and the signature method outperformed the baseline mixed-effects model by 13.2 $\%$.
Convolutional Neural Network for Blur Images Detection as an Alternative for Laplacian Method
Authors: Tomasz Szandala
Date: 2020-10-15 00:00:00
Tasks: Image Quality Assessment

With the prevalence of digital cameras, the number of digital images increases quickly, which raises the demand for non-manual image quality assessment. While there are many methods considered useful for detecting blurriness, in this paper we propose and evaluate a new method that uses a deep convolutional neural network, which can determine whether an image is blurry or not. Experimental results demonstrate the effectiveness of the proposed scheme and are compared to deterministic methods using the confusion matrix.
Video Object Segmentation with Adaptive Feature Bank and Uncertain-Region Refinement
Authors: Yongqing Liang, Xin Li, Navid Jafari, Qin Chen
Date: 2020-10-15 00:00:00
Proceeding: NeurIPS 2020 12
Tasks: Segmentation, Semantic Segmentation, Semi-Supervised Video Object Segmentation, Video Object Segmentation, Video Semantic Segmentation

We propose a new matching-based framework for semi-supervised video object segmentation (VOS). Recently, state-of-the-art VOS performance has been achieved by matching-based algorithms, in which feature banks are created to store features for region matching and classification. However, how to effectively organize information in the continuously growing feature bank remains under-explored, and this leads to inefficient design of the bank. We introduce an adaptive feature bank update scheme to dynamically absorb new features and discard obsolete features. We also design a new confidence loss and a fine-grained segmentation module to enhance the segmentation accuracy in uncertain regions. On public benchmarks, our algorithm outperforms existing state-of-the-arts.
Quantifying the Extent to Which Race and Gender Features Determine Identity in Commercial Face Recognition Algorithms
Authors: John J. Howard, Yevgeniy B. Sirotin, Jerry L. Tipton, Arun R. Vemury
Date: 2020-10-15 00:00:00
Tasks: Clustering, Face Recognition, Iris Recognition

Human face features can be used to determine individual identity as well as demographic information like gender and race. However, the extent to which black-box commercial face recognition algorithms (CFRAs) use gender and race features to determine identity is poorly understood despite increasing deployments by government and industry. In this study, we quantified the degree to which gender and race features influenced face recognition similarity scores between different people, i.e. non-mated scores. We ran this study using five different CFRAs and a sample of 333 diverse test subjects. As a control, we compared the behavior of these non-mated distributions to a commercial iris recognition algorithm (CIRA). Confirming prior work, all CFRAs produced higher similarity scores for people of the same gender and race, an effect known as "broad homogeneity". No such effect was observed for the CIRA. Next, we applied principal components analysis (PCA) to similarity score matrices. We show that some principal components (PCs) of CFRAs cluster people by gender and race, but the majority do not. Demographic clustering in the PCs accounted for only 10 % of the total CFRA score variance. No clustering was observed for the CIRA. This demonstrates that, although CFRAs use some gender and race features to establish identity, most features utilized by current CFRAs are unrelated to gender and race, similar to the iris texture patterns utilized by the CIRA. Finally, reconstruction of similarity score matrices using only PCs that showed no demographic clustering reduced broad homogeneity effects, but also decreased the separation between mated and non-mated scores. This suggests it's possible for CFRAs to operate on features unrelated to gender and race, albeit with somewhat lower recognition accuracy, but that this is not the current commercial practice.
Impact of Action Unit Occurrence Patterns on Detection
Authors: Saurabh Hinduja, Shaun Canavan, Saandeep Aathreya
Date: 2020-10-15 00:00:00
Tasks: Action Unit Detection, Facial Expression Recognition, Facial Expression Recognition (FER)

Detecting action units is an important task in face analysis, especially in facial expression recognition. This is due, in part, to the idea that expressions can be decomposed into multiple action units. In this paper we investigate the impact of action unit occurrence patterns on detection of action units. To facilitate this investigation, we review state of the art literature, for AU detection, on 2 state-of-the-art face databases that are commonly used for this task, namely DISFA, and BP4D. Our findings, from this literature review, suggest that action unit occurrence patterns strongly impact evaluation metrics (e.g. F1-binary). Along with the literature review, we also conduct multi and single action unit detection, as well as propose a new approach to explicitly train deep neural networks using the occurrence patterns to boost the accuracy of action unit detection. These experiments validate that action unit patterns directly impact the evaluation metrics.
On the Exploration of Incremental Learning for Fine-grained Image Retrieval
Authors: Wei Chen, Yu Liu, Weiping Wang, Tinne Tuytelaars, Erwin M. Bakker, Michael Lew
Date: 2020-10-15 00:00:00
Tasks: Image Retrieval, Incremental Learning, Retrieval

In this paper, we consider the problem of fine-grained image retrieval in an incremental setting, when new categories are added over time. On the one hand, repeatedly training the representation on the extended dataset is time-consuming. On the other hand, fine-tuning the learned representation only with the new classes leads to catastrophic forgetting. To this end, we propose an incremental learning method to mitigate retrieval performance degradation caused by the forgetting issue. Without accessing any samples of the original classes, the classifier of the original network provides soft "labels" to transfer knowledge to train the adaptive network, so as to preserve the previous capability for classification. More importantly, a regularization function based on Maximum Mean Discrepancy is devised to minimize the discrepancy of new classes features from the original network and the adaptive network, respectively. Extensive experiments on two datasets show that our method effectively mitigates the catastrophic forgetting on the original classes while achieving high performance on the new classes.
Why Layer-Wise Learning is Hard to Scale-up and a Possible Solution via Accelerated Downsampling
Authors: Wenchi Ma, Miao Yu, Kaidong Li, Guanghui Wang
Date: 2020-10-15 00:00:00
Tasks: image-classification, Image Classification

Layer-wise learning, as an alternative to global back-propagation, is easy to interpret, analyze, and it is memory efficient. Recent studies demonstrate that layer-wise learning can achieve state-of-the-art performance in image classification on various datasets. However, previous studies of layer-wise learning are limited to networks with simple hierarchical structures, and the performance decreases severely for deeper networks like ResNet. This paper, for the first time, reveals the fundamental reason that impedes the scale-up of layer-wise learning is due to the relatively poor separability of the feature space in shallow layers. This argument is empirically verified by controlling the intensity of the convolution operation in local layers. We discover that the poorly-separable features from shallow layers are mismatched with the strong supervision constraint throughout the entire network, making the layer-wise learning sensitive to network depth. The paper further proposes a downsampling acceleration approach to weaken the poor learning of shallow layers so as to transfer the learning emphasis to deep feature space where the separability matches better with the supervision restraint. Extensive experiments have been conducted to verify the new finding and demonstrate the advantages of the proposed downsampling acceleration in improving the performance of layer-wise learning.
Revisiting Optical Flow Estimation in 360 Videos
Authors: Keshav Bhandari, Ziliang Zong, Yan Yan
Date: 2020-10-15 00:00:00
Tasks: Data Augmentation, Domain Adaptation, Optical Flow Estimation

Nowadays 360 video analysis has become a significant research topic in the field since the appearance of high-quality and low-cost 360 wearable devices. In this paper, we propose a novel LiteFlowNet360 architecture for 360 videos optical flow estimation. We design LiteFlowNet360 as a domain adaptation framework from perspective video domain to 360 video domain. We adapt it from simple kernel transformation techniques inspired by Kernel Transformer Network (KTN) to cope with inherent distortion in 360 videos caused by the sphere-to-plane projection. First, we apply an incremental transformation of convolution layers in feature pyramid network and show that further transformation in inference and regularization layers are not important, hence reducing the network growth in terms of size and computation cost. Second, we refine the network by training with augmented data in a supervised manner. We perform data augmentation by projecting the images in a sphere and re-projecting to a plane. Third, we train LiteFlowNet360 in a self-supervised manner using target domain 360 videos. Experimental results show the promising results of 360 video optical flow estimation using the proposed novel architecture.
Egok360: A 360 Egocentric Kinetic Human Activity Video Dataset
Authors: Keshav Bhandari, Mario A. DeLaGarza, Ziliang Zong, Hugo Latapie, Yan Yan
Date: 2020-10-15 00:00:00
Tasks: Activity Recognition, Egocentric Activity Recognition, Video Understanding

Recently, there has been a growing interest in wearable sensors which provides new research perspectives for 360 {\deg} video analysis. However, the lack of 360 {\deg} datasets in literature hinders the research in this field. To bridge this gap, in this paper we propose a novel Egocentric (first-person) 360{\deg} Kinetic human activity video dataset (EgoK360). The EgoK360 dataset contains annotations of human activity with different sub-actions, e.g., activity Ping-Pong with four sub-actions which are pickup-ball, hit, bounce-ball and serve. To the best of our knowledge, EgoK360 is the first dataset in the domain of first-person activity recognition with a 360{\deg} environmental setup, which will facilitate the egocentric 360 {\deg} video understanding. We provide experimental results and comprehensive analysis of variants of the two-stream network for 360 egocentric activity recognition. The EgoK360 dataset can be downloaded from https://egok360.github.io/.
Human Segmentation with Dynamic LiDAR Data
Authors: Tao Zhong, Wonjik Kim, Masayuki Tanaka, Masatoshi Okutomi
Date: 2020-10-16 00:00:00
Tasks: Segmentation

Consecutive LiDAR scans compose dynamic 3D sequences, which contain more abundant information than a single frame. Similar to the development history of image and video perception, dynamic 3D sequence perception starts to come into sight after inspiring research on static 3D data perception. This work proposes a spatio-temporal neural network for human segmentation with the dynamic LiDAR point clouds. It takes a sequence of depth images as input. It has a two-branch structure, i.e., the spatial segmentation branch and the temporal velocity estimation branch. The velocity estimation branch is designed to capture motion cues from the input sequence and then propagates them to the other branch. So that the segmentation branch segments humans according to both spatial and temporal features. These two branches are jointly learned on a generated dynamic point cloud dataset for human recognition. Our works fill in the blank of dynamic point cloud perception with the spherical representation of point cloud and achieves high accuracy. The experiments indicate that the introduction of temporal feature benefits the segmentation of dynamic point cloud.
Taking A Closer Look at Synthesis: Fine-grained Attribute Analysis for Person Re-Identification
Authors: Suncheng Xiang, Yuzhuo Fu, Guanjie You, Ting Liu
Date: 2020-10-15 00:00:00
Tasks: Attribute, GPR, Person Re-Identification

Person re-identification (re-ID) plays an important role in applications such as public security and video surveillance. Recently, learning from synthetic data, which benefits from the popularity of synthetic data engine, has achieved remarkable performance. However, in pursuit of high accuracy, researchers in the academic always focus on training with large-scale datasets at a high cost of time and label expenses, while neglect to explore the potential of performing efficient training from millions of synthetic data. To facilitate development in this field, we reviewed the previously developed synthetic dataset GPR and built an improved one (GPR+) with larger number of identities and distinguished attributes. Based on it, we quantitatively analyze the influence of dataset attribute on re-ID system. To our best knowledge, we are among the first attempts to explicitly dissect person re-ID from the aspect of attribute on synthetic dataset. This research helps us have a deeper understanding of the fundamental problems in person re-ID, which also provides useful insights for dataset building and future practical usage.
Pose And Joint-Aware Action Recognition
Authors: Anshul Shah, Shlok Mishra, Ankan Bansal, Jun-Cheng Chen, Rama Chellappa, Abhinav Shrivastava
Date: 2020-10-16 00:00:00
Tasks: Action Classification, Action Recognition, Action Recognition In Videos, Action Recognition on HMDB-51, Activity Recognition, Data Augmentation, Optical Flow Estimation, Skeleton Based Action Recognition, Temporal Action Localization

Recent progress on action recognition has mainly focused on RGB and optical flow features. In this paper, we approach the problem of joint-based action recognition. Unlike other modalities, constellation of joints and their motion generate models with succinct human motion information for activity recognition. We present a new model for joint-based action recognition, which first extracts motion features from each joint separately through a shared motion encoder before performing collective reasoning. Our joint selector module re-weights the joint information to select the most discriminative joints for the task. We also propose a novel joint-contrastive loss that pulls together groups of joint features which convey the same action. We strengthen the joint-based representations by using a geometry-aware data augmentation technique which jitters pose heatmaps while retaining the dynamics of the action. We show large improvements over the current state-of-the-art joint-based approaches on JHMDB, HMDB, Charades, AVA action recognition datasets. A late fusion with RGB and Flow-based approaches yields additional improvements. Our model also outperforms the existing baseline on Mimetics, a dataset with out-of-context actions.
Vid-ODE: Continuous-Time Video Generation with Neural Ordinary Differential Equation
Authors: Sunghyun Park, Kangyeol Kim, Junsoo Lee, Jaegul Choo, Joonseok Lee, Sookyung Kim, Edward Choi
Date: 2020-10-16 00:00:00
Tasks: Decoder, Video Generation

Video generation models often operate under the assumption of fixed frame rates, which leads to suboptimal performance when it comes to handling flexible frame rates (e.g., increasing the frame rate of the more dynamic portion of the video as well as handling missing video frames). To resolve the restricted nature of existing video generation models' ability to handle arbitrary timesteps, we propose continuous-time video generation by combining neural ODE (Vid-ODE) with pixel-level video processing techniques. Using ODE-ConvGRU as an encoder, a convolutional version of the recently proposed neural ODE, which enables us to learn continuous-time dynamics, Vid-ODE can learn the spatio-temporal dynamics of input videos of flexible frame rates. The decoder integrates the learned dynamics function to synthesize video frames at any given timesteps, where the pixel-level composition technique is used to maintain the sharpness of individual frames. With extensive experiments on four real-world video datasets, we verify that the proposed Vid-ODE outperforms state-of-the-art approaches under various video generation settings, both within the trained time range (interpolation) and beyond the range (extrapolation). To the best of our knowledge, Vid-ODE is the first work successfully performing continuous-time video generation using real-world videos.
New Ideas and Trends in Deep Multimodal Content Understanding: A Review
Authors: Wei Chen, Weiping Wang, Li Liu, Michael S. Lew
Date: 2020-10-16 00:00:00
Tasks: Cross-Modal Retrieval, Deep Learning, Image Captioning, Image Generation, Multimodal Deep Learning, Question Answering, Retrieval, Visual Question Answering, Visual Question Answering (VQA)

The focus of this survey is on the analysis of two modalities of multimodal deep learning: image and text. Unlike classic reviews of deep learning where monomodal image classifiers such as VGG, ResNet and Inception module are central topics, this paper will examine recent multimodal deep models and structures, including auto-encoders, generative adversarial nets and their variants. These models go beyond the simple image classifiers in which they can do uni-directional (e.g. image captioning, image generation) and bi-directional (e.g. cross-modal retrieval, visual question answering) multimodal tasks. Besides, we analyze two aspects of the challenge in terms of better content understanding in deep multimodal applications. We then introduce current ideas and trends in deep multimodal feature learning, such as feature embedding approaches and objective function design, which are crucial in overcoming the aforementioned challenges. Finally, we include several promising directions for future research.