In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus, information regarding foreign markets is one of the most important factors in forecasting domestic stock prices. However, the cross-correlation between domestic and foreign markets is highly complex. Hence, it is extremely difficult to explicitly express this cross-correlation with a dynamical equation. In this study, we develop stock return prediction models that can jointly consider international markets, using multimodal deep learning. Our contributions are three-fold: (1) we visualize the transfer information between South Korea and US stock markets by using scatter plots; (2) we incorporate the information into the stock prediction models with the help of multimodal deep learning; (3) we conclusively demonstrate that the early and intermediate fusion models achieve a significant performance boost in comparison with the late fusion and single modality models. Our study indicates that jointly considering international stock markets can improve the prediction accuracy and deep neural networks are highly effective for such tasks.
Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The proposed models are trained either end-to-end or using sentence encoders transfered from other tasks. We evaluate a broad range of stock market sectors, namely Consumer Staples, Energy, Utilities, Heathcare, and Financials. Our experimental results show that adding news improves the volatility forecasting as compared to the mainstream models that rely only on price data. In particular, our model outperforms the widely-recognized GARCH(1,1) model for all sectors in terms of coefficient of determination $R^2$, $MSE$ and $MAE$, achieving the best performance when training from both news and price data.
This paper describes a network that captures multimodal correlations over arbitrary timestamps. The proposed scheme operates as a complementary, extended network over a multimodal convolutional neural network (CNN). Spatial and temporal streams are required for action recognition by a deep CNN, but overfitting reduction and fusing these two streams remain open problems. The existing fusion approach averages the two streams. Here we propose a correlation network with a Shannon fusion for learning a pre-trained CNN. A Long-range video may consist of spatiotemporal correlations over arbitrary times, which can be captured by forming the correlation network from simple fully connected layers. This approach was found to complement the existing network fusion methods. The importance of multimodal correlation is validated in comparison experiments on the UCF-101 and HMDB-51 datasets. The multimodal correlation enhanced the accuracy of the video recognition results.
The task of the emotion recognition in the wild (EmotiW) Challenge is to assign one of seven emotions to short video clips extracted from Hollywood style movies. The videos depict acted-out emotions under realistic conditions with a large degree of variation in attributes such as pose and illumination, making it worthwhile to explore approaches which consider combinations of features from multiple modalities for label assignment. In this paper we present our approach to learning several specialist models using deep learning techniques, each focusing on one modality. Among these are a convolutional neural network, focusing on capturing visual information in detected faces, a deep belief net focusing on the representation of the audio stream, a K-Means based "bag-of-mouths" model, which extracts visual features around the mouth region and a relational autoencoder, which addresses spatio-temporal aspects of videos. We explore multiple methods for the combination of cues from these modalities into one common classifier. This achieves a considerably greater accuracy than predictions from our strongest single-modality classifier. Our method was the winning submission in the 2013 EmotiW challenge and achieved a test set accuracy of 47.67% on the 2014 dataset.
Robust object recognition is a crucial ingredient of many, if not all, real-world robotics applications. This paper leverages recent progress on Convolutional Neural Networks (CNNs) and proposes a novel RGB-D architecture for object recognition. Our architecture is composed of two separate CNN processing streams - one for each modality - which are consecutively combined with a late fusion network. We focus on learning with imperfect sensor data, a typical problem in real-world robotics tasks. For accurate learning, we introduce a multi-stage training methodology and two crucial ingredients for handling depth data with CNNs. The first, an effective encoding of depth information for CNNs that enables learning without the need for large depth datasets. The second, a data augmentation scheme for robust learning with depth images by corrupting them with realistic noise patterns. We present state-of-the-art results on the RGB-D object dataset and show recognition in challenging RGB-D real-world noisy settings.
To enhance the performance of affective models and reduce the cost of acquiring physiological signals for real-world applications, we adopt multimodal deep learning approach to construct affective models from multiple physiological signals. For unimodal enhancement task, we indicate that the best recognition accuracy of 82.11% on SEED dataset is achieved with shared representations generated by Deep AutoEncoder (DAE) model. For multimodal facilitation tasks, we demonstrate that the Bimodal Deep AutoEncoder (BDAE) achieves the mean accuracies of 91.01% and 83.25% on SEED and DEAP datasets, respectively, which are much superior to the state-of-the-art approaches. For cross-modal learning task, our experimental results demonstrate that the mean accuracy of 66.34% is achieved on SEED dataset through shared representations generated by EEG-based DAE as training samples and shared representations generated by eye-based DAE as testing sample, and vice versa.
MDL, Multimodal Deep Learning Library, is a deep learning framework that supports multiple models, and this document explains its philosophy and functionality. MDL runs on Linux, Mac, and Unix platforms. It depends on OpenCV.
In this paper, we address the problem of conditional modality learning, whereby one is interested in generating one modality given the other. While it is straightforward to learn a joint distribution over multiple modalities using a deep multimodal architecture, we observe that such models aren't very effective at conditional generation. Hence, we address the problem by learning conditional distributions between the modalities. We use variational methods for maximizing the corresponding conditional log-likelihood. The resultant deep model, which we refer to as conditional multimodal autoencoder (CMMA), forces the latent representation obtained from a single modality alone to be `close' to the joint representation obtained from multiple modalities. We use the proposed model to generate faces from attributes. We show that the faces generated from attributes using the proposed model, are qualitatively and quantitatively more representative of the attributes from which they were generated, than those obtained by other deep generative models. We also propose a secondary task, whereby the existing faces are modified by modifying the corresponding attributes. We observe that the modifications in face introduced by the proposed model are representative of the corresponding modifications in attributes.
In this paper, we present a joint compression and classification approach of EEG and EMG signals using a deep learning approach. Specifically, we build our system based on the deep autoencoder architecture which is designed not only to extract discriminant features in the multimodal data representation but also to reconstruct the data from the latent representation using encoder-decoder layers. Since autoencoder can be seen as a compression approach, we extend it to handle multimodal data at the encoder layer, reconstructed and retrieved at the decoder layer. We show through experimental results, that exploiting both multimodal data intercorellation and intracorellation 1) Significantly reduces signal distortion particularly for high compression levels 2) Achieves better accuracy in classifying EEG and EMG signals recorded and labeled according to the sentiments of the volunteer.
We introduce a novel framework for evaluating multimodal deep learning models with respect to their language understanding and generalization abilities. In this approach, artificial data is automatically generated according to the experimenter's specifications. The content of the data, both during training and evaluation, can be controlled in detail, which enables tasks to be created that require true generalization abilities, in particular the combination of previously introduced concepts in novel ways. We demonstrate the potential of our methodology by evaluating various visual question answering models on four different tasks, and show how our framework gives us detailed insights into their capabilities and limitations. By open-sourcing our framework, we hope to stimulate progress in the field of multimodal language understanding.
Brain tumour segmentation plays a key role in computer-assisted surgery. Deep neural networks have increased the accuracy of automatic segmentation significantly, however these models tend to generalise poorly to different imaging modalities than those for which they have been designed, thereby limiting their applications. For example, a network architecture initially designed for brain parcellation of monomodal T1 MRI can not be easily translated into an efficient tumour segmentation network that jointly utilises T1, T1c, Flair and T2 MRI. To tackle this, we propose a novel scalable multimodal deep learning architecture using new nested structures that explicitly leverage deep features within or across modalities. This aims at making the early layers of the architecture structured and sparse so that the final architecture becomes scalable to the number of modalities. We evaluate the scalable architecture for brain tumour segmentation and give evidence of its regularisation effect compared to the conventional concatenation approach.
Process modeling and understanding are fundamental for advanced human-computer interfaces and automation systems. Most recent research has focused on activity recognition, but little has been done on sensor-based detection of process progress. We introduce a real-time, sensor-based system for modeling, recognizing and estimating the progress of a work process. We implemented a multimodal deep learning structure to extract the relevant spatio-temporal features from multiple sensory inputs and used a novel deep regression structure for overall completeness estimation. Using process completeness estimation with a Gaussian mixture model, our system can predict the phase for sequential processes. The performance speed, calculated using completeness estimation, allows online estimation of the remaining time. To train our system, we introduced a novel rectified hyperbolic tangent (rtanh) activation function and conditional loss. Our system was tested on data obtained from the medical process (trauma resuscitation) and sports events (Olympic swimming competition). Our system outperformed the existing trauma-resuscitation phase detectors with a phase detection accuracy of over 86%, an F1-score of 0.67, a completeness estimation error of under 12.6%, and a remaining-time estimation error of less than 7.5 minutes. For the Olympic swimming dataset, our system achieved an accuracy of 88%, an F1-score of 0.58, a completeness estimation error of 6.3% and a remaining-time estimation error of 2.9 minutes.
In recent years, there have been numerous developments towards solving multimodal tasks, aiming to learn a stronger representation than through a single modality. Certain aspects of the data can be particularly useful in this case - for example, correlations in the space or time domain across modalities - but should be wisely exploited in order to benefit from their full predictive potential. We propose two deep learning architectures with multimodal cross-connections that allow for dataflow between several feature extractors (XFlow). Our models derive more interpretable features and achieve better performances than models which do not exchange representations, usefully exploiting correlations between audio and visual data, which have a different dimensionality and are nontrivially exchangeable. Our work improves on existing multimodal deep learning algorithms in two essential ways: (1) it presents a novel method for performing cross-modality (before features are learned from individual modalities) and (2) extends the previously proposed cross-connections which only transfer information between streams that process compatible data. Illustrating some of the representations learned by the connections, we analyse their contribution to the increase in discrimination ability and reveal their compatibility with a lip-reading network intermediate representation. We provide the research community with Digits, a new dataset consisting of three data types extracted from videos of people saying the digits 0-9. Results show that both cross-modal architectures outperform their baselines (by up to 11.5%) when evaluated on the AVletters, CUAVE and Digits datasets, achieving state-of-the-art results.
Developing useful interfaces between brains and machines is a grand challenge of neuroengineering. An effective interface has the capacity to not only interpret neural signals, but predict the intentions of the human to perform an action in the near future; prediction is made even more challenging outside well-controlled laboratory experiments. This paper describes our approach to detect and to predict natural human arm movements in the future, a key challenge in brain computer interfacing that has never before been attempted. We introduce the novel Annotated Joints in Long-term ECoG (AJILE) dataset; AJILE includes automatically annotated poses of 7 upper body joints for four human subjects over 670 total hours (more than 72 million frames), along with the corresponding simultaneously acquired intracranial neural recordings. The size and scope of AJILE greatly exceeds all previous datasets with movements and electrocorticography (ECoG), making it possible to take a deep learning approach to movement prediction. We propose a multimodal model that combines deep convolutional neural networks (CNN) with long short-term memory (LSTM) blocks, leveraging both ECoG and video modalities. We demonstrate that our models are able to detect movements and predict future movements up to 800 msec before movement initiation. Further, our multimodal movement prediction models exhibit resilience to simulated ablation of input neural signals. We believe a multimodal approach to natural neural decoding that takes context into account is critical in advancing bioelectronic technologies and human neuroscience.
Traffic flow forecasting has been regarded as a key problem of intelligent transport systems. In this work, we propose a hybrid multimodal deep learning method for short-term traffic flow forecasting, which can jointly and adaptively learn the spatial-temporal correlation features and long temporal interdependence of multi-modality traffic data by an attention auxiliary multimodal deep learning architecture. According to the highly nonlinear characteristics of multi-modality traffic data, the base module of our method consists of one-dimensional Convolutional Neural Networks (1D CNN) and Gated Recurrent Units (GRU) with the attention mechanism. The former is to capture the local trend features and the latter is to capture the long temporal dependencies. Then, we design a hybrid multimodal deep learning framework (HMDLF) for fusing share representation features of different modality traffic data by multiple CNN-GRU-Attention modules. The experimental results indicate that the proposed multimodal deep learning model is capable of dealing with complex nonlinear urban traffic flow forecasting with satisfying accuracy and effectiveness.
Nowadays, billions of videos are online ready to be viewed and shared. Among an enormous volume of videos, some popular ones are widely viewed by online users while the majority attract little attention. Furthermore, within each video, different segments may attract significantly different numbers of views. This phenomenon leads to a challenging yet important problem, namely fine-grained video attractiveness prediction. However, one major obstacle for such a challenging problem is that no suitable benchmark dataset currently exists. To this end, we construct the first fine-grained video attractiveness dataset, which is collected from one of the most popular video websites in the world. In total, the constructed FVAD consists of 1,019 drama episodes with 780.6 hours covering different categories and a wide variety of video contents. Apart from the large amount of videos, hundreds of millions of user behaviors during watching videos are also included, such as "view counts", "fast-forward", "fast-rewind", and so on, where "view counts" reflects the video attractiveness while other engagements capture the interactions between the viewers and videos. First, we demonstrate that video attractiveness and different engagements present different relationships. Second, FVAD provides us an opportunity to study the fine-grained video attractiveness prediction problem. We design different sequential models to perform video attractiveness prediction by relying solely on video contents. The sequential models exploit the multimodal relationships between visual and audio components of the video contents at different levels. Experimental results demonstrate the effectiveness of our proposed sequential models with different visual and audio representations, the necessity of incorporating the two modalities, and the complementary behaviors of the sequential prediction models at different levels.
We discuss problems with the standard approaches to evaluation for tasks like visual question answering, and argue that artificial data can be used to address these as a complement to current practice. We demonstrate that with the help of existing 'deep' linguistic processing technology we are able to create challenging abstract datasets, which enable us to investigate the language understanding abilities of multimodal deep learning models in detail, as compared to a single performance value on a static and monolithic dataset.
Combining complementary information from multiple modalities is intuitively appealing for improving the performance of learning-based approaches. However, it is challenging to fully leverage different modalities due to practical challenges such as varying levels of noise and conflicts between modalities. Existing methods do not adopt a joint approach to capturing synergies between the modalities while simultaneously filtering noise and resolving conflicts on a per sample basis. In this work we propose a novel deep neural network based technique that multiplicatively combines information from different source modalities. Thus the model training process automatically focuses on information from more reliable modalities while reducing emphasis on the less reliable modalities. Furthermore, we propose an extension that multiplicatively combines not only the single-source modalities, but a set of mixtured source modalities to better capture cross-modal signal correlations. We demonstrate the effectiveness of our proposed technique by presenting empirical results on three multimodal classification tasks from different domains. The results show consistent accuracy improvements on all three tasks.