pwc-archive/papers-with-abstracts huggingface dataset:
The Price Impact of Generalized Order Flow Imbalance
Authors: Yuhan Su, Zeyu Sun, Jiarong Li, Xianghui Yuan
Date: 2021-12-06 00:00:00

Order flow imbalance can explain short-term changes in stock price. This paper considers the change of non-minimum quotation units in real transactions, and proposes a generalized order flow imbalance construction method to improve Order Flow Imbalance (OFI) and Stationarized Order Flow Imbalance (log-OFI). Based on the high-frequency order book snapshot data, we conducted an empirical analysis of the CSI 500 constituent stocks. In order to facilitate the presentation, we selected 10 stocks for comparison. The two indicators after the improvement of the generalized order flow imbalance construction method both show a better ability to explain changes in stock prices. Especially Generalized Stationarized Order Flow Imbalance (log-GOFI), using a linear regression model, on the time scales of 30 seconds, 1 minute, and 5 minutes, the average R-squared out of sample compared with Order Flow Imbalance (OFI) 32.89%, 38.13% and 42.57%, respectively increased to 83.57%, 85.37% and 86.01%. In addition, we found that the interpretability of Generalized Stationarized Order Flow Imbalance (log-GOFI) showed stronger stability on all three time scales.
IBERT: Idiom Cloze-style reading comprehension with Attention
Authors: Ruiyang Qin, Haozheng Luo, Zheheng Fan, Ziang Ren
Date: 2021-11-05 00:00:00
Tasks: Reading Comprehension

Idioms are special fixed phrases usually derived from stories. They are commonly used in casual conversations and literary writings. Their meanings are usually highly non-compositional. The idiom cloze task is a challenge problem in Natural Language Processing (NLP) research problem. Previous approaches to this task are built on sequence-to-sequence (Seq2Seq) models and achieved reasonably well performance on existing datasets. However, they fall short in understanding the highly non-compositional meaning of idiomatic expressions. They also do not consider both the local and global context at the same time. In this paper, we proposed a BERT-based embedding Seq2Seq model that encodes idiomatic expressions and considers them in both global and local context. Our model uses XLNET as the encoder and RoBERTa for choosing the most probable idiom for a given context. Experiments on the EPIE Static Corpus dataset show that our model performs better than existing state-of-the-arts.
TaskDrop: A Competitive Baseline for Continual Learning of Sentiment Classification
Authors: JianPing Mei, Yilun Zheng, Qianwei Zhou, Rui Yan
Date: 2021-11-05 00:00:00
Tasks: Classification, Continual Learning, Sentiment Analysis, Sentiment Classification

In this paper, we study the multi-task sentiment classification problem in the continual learning setting, i.e., a model is sequentially trained to classifier the sentiment of reviews of products in a particular category. The use of common sentiment words in reviews of different product categories leads to large cross-task similarity, which differentiates it from continual learning in other domains. This knowledge sharing nature renders forgetting reduction focused approaches less effective for the problem under consideration. Unlike existing approaches, where task-specific masks are learned with specifically presumed training objectives, we propose an approach called Task-aware Dropout (TaskDrop) to generate masks in a random way. While the standard dropout generates and applies random masks for each training instance per epoch for effective regularization, TaskDrop applies random masking for task-wise capacity allocation and reuse. We conducted experimental studies on three multi-task review datasets and made comparison to various baselines and state-of-the-art approaches. Our empirical results show that regardless of simplicity, TaskDrop overall achieved competitive performances for all the three datasets, especially after relative long term learning. This demonstrates that the proposed random capacity allocation mechanism works well for continual sentiment classification.
Sequential Randomized Smoothing for Adversarially Robust Speech Recognition
Authors: Raphael Olivier, Bhiksha Raj
Date: 2021-11-05 00:00:00
Proceeding: EMNLP 2021 11
Tasks: Automatic Speech Recognition, Automatic Speech Recognition (ASR), Robust Speech Recognition, speech-recognition, Speech Recognition

While Automatic Speech Recognition has been shown to be vulnerable to adversarial attacks, defenses against these attacks are still lagging. Existing, naive defenses can be partially broken with an adaptive attack. In classification tasks, the Randomized Smoothing paradigm has been shown to be effective at defending models. However, it is difficult to apply this paradigm to ASR tasks, due to their complexity and the sequential nature of their outputs. Our paper overcomes some of these challenges by leveraging speech-specific tools like enhancement and ROVER voting to design an ASR model that is robust to perturbations. We apply adaptive versions of state-of-the-art attacks, such as the Imperceptible ASR attack, to our model, and show that our strongest defense is robust to all attacks that use inaudible noise, and can only be broken with very high distortion.
Development of a robust cascaded architecture for intelligent robot grasping using limited labelled data
Authors: Priya Shukla, Vandana Kushwaha, G. C. Nandi
Date: 2021-11-06 00:00:00
Tasks: Representation Learning

Grasping objects intelligently is a challenging task even for humans and we spend a considerable amount of time during our childhood to learn how to grasp objects correctly. In the case of robots, we can not afford to spend that much time on making it to learn how to grasp objects effectively. Therefore, in the present research we propose an efficient learning architecture based on VQVAE so that robots can be taught with sufficient data corresponding to correct grasping. However, getting sufficient labelled data is extremely difficult in the robot grasping domain. To help solve this problem, a semi-supervised learning based model which has much more generalization capability even with limited labelled data set, has been investigated. Its performance shows 6\% improvement when compared with existing state-of-the-art models including our earlier model. During experimentation, It has been observed that our proposed model, RGGCNN2, performs significantly better, both in grasping isolated objects as well as objects in a cluttered environment, compared to the existing approaches which do not use unlabelled data for generating grasping rectangles. To the best of our knowledge, developing an intelligent robot grasping model (based on semi-supervised learning) trained through representation learning and exploiting the high-quality learning ability of GGCNN2 architecture with the limited number of labelled dataset together with the learned latent embeddings, can be used as a de-facto training method which has been established and also validated in this paper through rigorous hardware experimentations using Baxter (Anukul) research robot.
GraphPrompt: Graph-Based Prompt Templates for Biomedical Synonym Prediction
Authors: Hanwen Xu, Jiayou Zhang, Zhirui Wang, Shizhuo Zhang, Megh Manoj Bhalerao, Yucong Liu, Dawei Zhu, Sheng Wang
Date: 2021-11-13 00:00:00
Tasks: Prediction

In the expansion of biomedical dataset, the same category may be labeled with different terms, thus being tedious and onerous to curate these terms. Therefore, automatically mapping synonymous terms onto the ontologies is desirable, which we name as biomedical synonym prediction task. Unlike biomedical concept normalization (BCN), no clues from context can be used to enhance synonym prediction, making it essential to extract graph features from ontology. We introduce an expert-curated dataset OBO-syn encompassing 70 different types of concepts and 2 million curated concept-term pairs for evaluating synonym prediction methods. We find BCN methods perform weakly on this task for not making full use of graph information. Therefore, we propose GraphPrompt, a prompt-based learning approach that creates prompt templates according to the graphs. GraphPrompt obtained 37.2\% and 28.5\% improvement on zero-shot and few-shot settings respectively, indicating the effectiveness of these graph-based prompt templates. We envision that our method GraphPrompt and OBO-syn dataset can be broadly applied to graph-based NLP tasks, and serve as the basis for analyzing diverse and accumulating biomedical data. All the data and codes are avalible at: https://github.com/HanwenXuTHU/GraphPrompt
CU-UD: text-mining drug and chemical-protein interactions with ensembles of BERT-based models
Authors: Mehmet Efruz Karabulut, K. Vijay-Shanker, Yifan Peng
Date: 2021-11-11 00:00:00
Tasks: DrugProt

Identifying the relations between chemicals and proteins is an important text mining task. BioCreative VII track 1 DrugProt task aims to promote the development and evaluation of systems that can automatically detect relations between chemical compounds/drugs and genes/proteins in PubMed abstracts. In this paper, we describe our submission, which is an ensemble system, including multiple BERT-based language models. We combine the outputs of individual models using majority voting and multilayer perceptron. Our system obtained 0.7708 in precision and 0.7770 in recall, for an F1 score of 0.7739, demonstrating the effectiveness of using ensembles of BERT-based language models for automatically detecting relations between chemicals and proteins. Our code is available at https://github.com/bionlplab/drugprot_bcvii.
Language Semantics Interpretation with an Interaction-based Recurrent Neural Networks
Authors: Shaw-Hwa Lo, Yiqiao Yin
Date: 2021-11-02 00:00:00
Tasks: Feature Engineering, text-classification, Text Classification

Text classification is a fundamental language task in Natural Language Processing. A variety of sequential models is capable making good predictions yet there is lack of connection between language semantics and prediction results. This paper proposes a novel influence score (I-score), a greedy search algorithm called Backward Dropping Algorithm (BDA), and a novel feature engineering technique called the "dagger technique". First, the paper proposes a novel influence score (I-score) to detect and search for the important language semantics in text document that are useful for making good prediction in text classification tasks. Next, a greedy search algorithm called the Backward Dropping Algorithm is proposed to handle long-term dependencies in the dataset. Moreover, the paper proposes a novel engineering technique called the "dagger technique" that fully preserve the relationship between explanatory variable and response variable. The proposed techniques can be further generalized into any feed-forward Artificial Neural Networks (ANNs) and Convolutional Neural Networks (CNNs), and any neural network. A real-world application on the Internet Movie Database (IMDB) is used and the proposed methods are applied to improve prediction performance with an 81% error reduction comparing with other popular peers if I-score and "dagger technique" are not implemented.
A PubMedBERT-based Classifier with Data Augmentation Strategy for Detecting Medication Mentions in Tweets
Authors: Qing Han, Shubo Tian, Jinfeng Zhang
Date: 2021-11-03 00:00:00
Tasks: Data Augmentation, Management, named-entity-recognition, Named Entity Recognition, Named Entity Recognition (NER), NER

As a major social media platform, Twitter publishes a large number of user-generated text (tweets) on a daily basis. Mining such data can be used to address important social, public health, and emergency management issues that are infeasible through other means. An essential step in many text mining pipelines is named entity recognition (NER), which presents some special challenges for tweet data. Among them are nonstandard expressions, extreme imbalanced classes, and lack of context information, etc. The track 3 of BioCreative challenge VII (BC7) was organized to evaluate methods for detecting medication mentions in tweets. In this paper, we report our work on BC7 track 3, where we explored a PubMedBERT-based classifier trained with a combination of multiple data augmentation approaches. Our method achieved an F1 score of 0.762, which is substantially higher than the mean of all submissions (0.696).
On Submodular Contextual Bandits
Authors: Dean P. Foster, Alexander Rakhlin
Date: 2021-12-03 00:00:00
Tasks: Multi-Armed Bandits

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints to be placed on the feasible sets. Assuming access to an online regression oracle with regret $\mathsf{Reg}(\mathcal{F})$, our algorithm efficiently randomizes around local optima of estimated functions according to the Inverse Gap Weighting strategy. We show that cumulative regret of this procedure with time horizon $n$ scales as $O(\sqrt{n \mathsf{Reg}(\mathcal{F})})$ against a benchmark with a multiplicative factor $1/2$. On the other hand, using the techniques of (Filmus and Ward 2014), we show that an $\epsilon$-Greedy procedure with local randomization attains regret of $O(n^{2/3} \mathsf{Reg}(\mathcal{F})^{1/3})$ against a stronger $(1-e^{-1})$ benchmark.
Counterfactual Fairness in Mortgage Lending via Matching and Randomization
Authors: Sama Ghoba, Nathan Colaner
Date: 2021-12-03 00:00:00
Tasks: BIG-bench Machine Learning, counterfactual, Fairness

Unfairness in mortgage lending has created generational inequality among racial and ethnic groups in the US. Many studies address this problem, but most existing work focuses on correlation-based techniques. In our work, we use the framework of counterfactual fairness to train fair machine learning models. We propose a new causal graph for the variables available in the Home Mortgage Disclosure Act (HMDA) data. We use a matching-based approach instead of the latent variable modeling approach, because the former approach does not rely on any modeling assumptions. Furthermore, matching provides us with counterfactual pairs in which the race variable is isolated. We first demonstrate the unfairness in mortgage approval and interest rates between African-American and non-Hispanic White sub-populations. Then, we show that having balanced data using matching does not guarantee perfect counterfactual fairness of the machine learning models.
Neural Pseudo-Label Optimism for the Bank Loan Problem
Authors: Aldo Pacchiano, Shaun Singh, Edward Chou, Alexander C. Berg, Jakob Foerster
Date: 2021-12-03 00:00:00
Proceeding: NeurIPS 2021 12
Tasks: Decision Making, Pseudo Label

We study a class of classification problems best exemplified by the \emph{bank loan} problem, where a lender decides whether or not to issue a loan. The lender only observes whether a customer will repay a loan if the loan is issued to begin with, and thus modeled decisions affect what data is available to the lender for future decisions. As a result, it is possible for the lender's algorithm to ``get stuck'' with a self-fulfilling model. This model never corrects its false negatives, since it never sees the true label for rejected data, thus accumulating infinite regret. In the case of linear models, this issue can be addressed by adding optimism directly into the model predictions. However, there are few methods that extend to the function approximation case using Deep Neural Networks. We present Pseudo-Label Optimism (PLOT), a conceptually and computationally simple method for this setting applicable to DNNs. \PLOT{} adds an optimistic label to the subset of decision points the current model is deciding on, trains the model on all data so far (including these points along with their optimistic labels), and finally uses the resulting \emph{optimistic} model for decision making. \PLOT{} achieves competitive performance on a set of three challenging benchmark problems, requiring minimal hyperparameter tuning. We also show that \PLOT{} satisfies a logarithmic regret guarantee, under a Lipschitz and logistic mean label model, and under a separability condition on the data.
STJLA: A Multi-Context Aware Spatio-Temporal Joint Linear Attention Network for Traffic Forecasting
Authors: Yuchen Fang, Yanjun Qin, Haiyong Luo, Fang Zhao, Chenxing Wang
Date: 2021-12-04 00:00:00
Tasks: Position, Time Series Analysis, Traffic Prediction

Traffic prediction has gradually attracted the attention of researchers because of the increase in traffic big data. Therefore, how to mine the complex spatio-temporal correlations in traffic data to predict traffic conditions more accurately become a difficult problem. Previous works combined graph convolution networks (GCNs) and self-attention mechanism with deep time series models (e.g. recurrent neural networks) to capture the spatio-temporal correlations separately, ignoring the relationships across time and space. Besides, GCNs are limited by over-smoothing issue and self-attention is limited by quadratic problem, result in GCNs lack global representation capabilities, and self-attention inefficiently capture the global spatial dependence. In this paper, we propose a novel deep learning model for traffic forecasting, named Multi-Context Aware Spatio-Temporal Joint Linear Attention (STJLA), which applies linear attention to the spatio-temporal joint graph to capture global dependence between all spatio-temporal nodes efficiently. More specifically, STJLA utilizes static structural context and dynamic semantic context to improve model performance. The static structure context based on node2vec and one-hot encoding enriches the spatio-temporal position information. Furthermore, the multi-head diffusion convolution network based dynamic spatial context enhances the local spatial perception ability, and the GRU based dynamic temporal context stabilizes sequence position information of the linear attention, respectively. Experiments on two real-world traffic datasets, England and PEMSD7, demonstrate that our STJLA can achieve up to 9.83% and 3.08% accuracy improvement in MAE measure over state-of-the-art baselines.
DMGCRN: Dynamic Multi-Graph Convolution Recurrent Network for Traffic Forecasting
Authors: Yanjun Qin, Yuchen Fang, Haiyong Luo, Fang Zhao, Chenxing Wang
Date: 2021-12-04 00:00:00

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system for accurate forecasting. However, there are two challenges: 1) Most traffic forecasting studies mainly focus on modeling correlations of neighboring sensors and ignore correlations of remote sensors, e.g., business districts with similar spatio-temporal patterns; 2) Prior methods which use static adjacency matrix in graph convolutional networks (GCNs) are not enough to reflect the dynamic spatial dependence in traffic system. Moreover, fine-grained methods which use self-attention to model dynamic correlations of all sensors ignore hierarchical information in road networks and have quadratic computational complexity. In this paper, we propose a novel dynamic multi-graph convolution recurrent network (DMGCRN) to tackle above issues, which can model the spatial correlations of distance, the spatial correlations of structure, and the temporal correlations simultaneously. We not only use the distance-based graph to capture spatial information from nodes are close in distance but also construct a novel latent graph which encoded the structure correlations among roads to capture spatial information from nodes are similar in structure. Furthermore, we divide the neighbors of each sensor into coarse-grained regions, and dynamically assign different weights to each region at different times. Meanwhile, we integrate the dynamic multi-graph convolution network into the gated recurrent unit (GRU) to capture temporal dependence. Extensive experiments on three real-world traffic datasets demonstrate that our proposed algorithm outperforms state-of-the-art baselines.
KDCTime: Knowledge Distillation with Calibration on InceptionTime for Time-series Classification
Authors: Xueyuan Gong, Yain-Whar Si, Yongqi Tian, Cong Lin, Xinyuan Zhang, Xiaoxiang Liu
Date: 2021-12-04 00:00:00
Tasks: Knowledge Distillation, Time Series, Time Series Analysis, Time Series Classification

Time-series classification approaches based on deep neural networks are easy to be overfitting on UCR datasets, which is caused by the few-shot problem of those datasets. Therefore, in order to alleviate the overfitting phenomenon for further improving the accuracy, we first propose Label Smoothing for InceptionTime (LSTime), which adopts the information of soft labels compared to just hard labels. Next, instead of manually adjusting soft labels by LSTime, Knowledge Distillation for InceptionTime (KDTime) is proposed in order to automatically generate soft labels by the teacher model. At last, in order to rectify the incorrect predicted soft labels from the teacher model, Knowledge Distillation with Calibration for InceptionTime (KDCTime) is proposed, where it contains two optional calibrating strategies, i.e. KDC by Translating (KDCT) and KDC by Reordering (KDCR). The experimental results show that the accuracy of KDCTime is promising, while its inference time is two orders of magnitude faster than ROCKET with an acceptable training time overhead.
Adaptive label thresholding methods for online multi-label classification
Authors: Tingting Zhai, Hongcheng Tang, Hao Wang
Date: 2021-12-04 00:00:00
Tasks: Classification, Multi-Label Classification, MUlTI-LABEL-ClASSIFICATION

Existing online multi-label classification works cannot well handle the online label thresholding problem and lack the regret analysis for their online algorithms. This paper proposes a novel framework of adaptive label thresholding algorithms for online multi-label classification, with the aim to overcome the drawbacks of existing methods. The key feature of our framework is that both scoring and thresholding models are included as important components of the online multi-label classifier and are incorporated into one online optimization problem. Further, in order to establish the relationship between scoring and thresholding models, a novel multi-label classification loss function is derived, which measures to what an extent the multi-label classifier can distinguish between relevant labels and irrelevant ones for an incoming instance. Based on this new framework and loss function, we present a first-order linear algorithm and a second-order one, which both enjoy closed form update, but rely on different techniques for updating the multi-label classifier. Both algorithms are proved to achieve a sub-linear regret. Using Mercer kernels, our first-order algorithm has been extended to deal with nonlinear multi-label prediction tasks. Experiments show the advantage of our linear and nonlinear algorithms, in terms of various multi-label performance metrics.
A stacked DCNN to predict the RUL of a turbofan engine
Authors: David Solís-Martín, Juan Galán-Páez, Joaquín Borrego-Díaz
Date: 2021-11-24 00:00:00
Proceeding: Annual conference pf the PHM society 2021 11
Tasks: Bayesian Optimization, Model Selection, Remaining Useful Lifetime Estimation

This paper presents the data-driven techniques and methodologies used to predict the remaining useful life (RUL) of a fleet of aircraft engines that can suffer failures of diverse nature. The solution presented is based on two Deep Convolutional Neural Networks (DCNN) stacked in two levels. The first DCNN is used to extract a low-dimensional feature vector using the normalized raw data as input. The second DCNN ingests a list of vectors taken from the former DCNN and estimates the RUL. Model selection was carried out by means of Bayesian optimization using a repeated random subsampling validation approach. The proposed methodology was ranked in the third place of the 2021 PHM Conference Data Challenge.