In this paper, we improve the performance of the large basket approximation developed by Reisinger et al. to calibrate Collateralized Debt Obligations (CDO) to iTraxx market data. The iTraxx tranches and index are computed using a basket of size $K= 125$. In the context of the large basket approximation, it is assumed that this is sufficiently large to approximate it by a limit SPDE describing the portfolio loss of a basket with size $K\rightarrow \infty$. For the resulting SPDE, we show four different numerical methods and demonstrate how the Magnus expansion can be applied to efficiently solve the large basket SPDE with high accuracy. Moreover, we will calibrate a structural model to the available market data. For this, it is important to efficiently infer the so-called initial distances to default from the Credit Default Swap (CDS) quotes of the constituents of the iTraxx for the large basket approximation. We will show how Deep Learning techniques can help us to improve the performance of this step significantly. We will see in the end a good fit to the market data and develop a highly parallelizable numerical scheme using GPU and multithreading techniques.
Automatic lymph node (LN) segmentation and detection for cancer staging are critical. In clinical practice, computed tomography (CT) and positron emission tomography (PET) imaging detect abnormal LNs. Despite its low contrast and variety in nodal size and form, LN segmentation remains a challenging task. Deep convolutional neural networks frequently segment items in medical photographs. Most state-of-the-art techniques destroy image's resolution through pooling and convolution. As a result, the models provide unsatisfactory results. Keeping the issues in mind, a well-established deep learning technique UNet was modified using bilinear interpolation and total generalized variation (TGV) based upsampling strategy to segment and detect mediastinal lymph nodes. The modified UNet maintains texture discontinuities, selects noisy areas, searches appropriate balance points through backpropagation, and recreates image resolution. Collecting CT image data from TCIA, 5-patients, and ELCAP public dataset, a dataset was prepared with the help of experienced medical experts. The UNet was trained using those datasets, and three different data combinations were utilized for testing. Utilizing the proposed approach, the model achieved 94.8% accuracy, 91.9% Jaccard, 94.1% recall, and 93.1% precision on COMBO_3. The performance was measured on different datasets and compared with state-of-the-art approaches. The UNet++ model with hybridized strategy performed better than others.
With the advent of deep learning application on edge devices, researchers actively try to optimize their deployments on low-power and restricted memory devices. There are established compression method such as quantization, pruning, and architecture search that leverage commodity hardware. Apart from conventional compression algorithms, one may redesign the operations of deep learning models that lead to more efficient implementation. To this end, we propose EuclidNet, a compression method, designed to be implemented on hardware which replaces multiplication, $xw$, with Euclidean distance $(x-w)^2$. We show that EuclidNet is aligned with matrix multiplication and it can be used as a measure of similarity in case of convolutional layers. Furthermore, we show that under various transformations and noise scenarios, EuclidNet exhibits the same performance compared to the deep learning models designed with multiplication operations.
Machine learning is the science of credit assignment: finding patterns in observations that predict the consequences of actions and help to improve future performance. Credit assignment is also required for human understanding of how the world works, not only for individuals navigating daily life, but also for academic professionals like historians who interpret the present in light of past events. Here I focus on the history of modern artificial intelligence (AI) which is dominated by artificial neural networks (NNs) and deep learning, both conceptually closer to the old field of cybernetics than to what's been called AI since 1956 (e.g., expert systems and logic programming). A modern history of AI will emphasize breakthroughs outside of the focus of traditional AI text books, in particular, mathematical foundations of today's NNs such as the chain rule (1676), the first NNs (linear regression, circa 1800), and the first working deep learners (1965-). From the perspective of 2022, I provide a timeline of the -- in hindsight -- most important relevant events in the history of NNs, deep learning, AI, computer science, and mathematics in general, crediting those who laid foundations of the field. The text contains numerous hyperlinks to relevant overview sites from my AI Blog. It supplements my previous deep learning survey (2015) which provides hundreds of additional references. Finally, to round it off, I'll put things in a broader historic context spanning the time since the Big Bang until when the universe will be many times older than it is now.
Accurate alignment of a fixed mobile device equipped with inertial sensors inside a moving vehicle is important for navigation, activity recognition, and other applications. Accurate estimation of the device mounting angle is required to rotate the inertial measurement from the sensor frame to the moving platform frame to standardize measurements and improve the performance of the target task. In this work, a data-driven approach using deep neural networks (DNNs) is proposed to learn the yaw mounting angle of a smartphone equipped with an inertial measurement unit (IMU) and strapped to a car. The proposed model uses only the accelerometer and gyroscope readings from an IMU as input and, in contrast to existing solutions, does not require global position inputs from global navigation satellite systems (GNSS). To train the model in a supervised manner, IMU data is collected for training and validation with the sensor mounted at a known yaw mounting angle, and a range of ground truth labels is generated by applying a random rotation in a bounded range to the measurements. The trained model is tested on data with real rotations showing similar performance as with synthetic rotations. The trained model is deployed on an Android device and evaluated in real-time to test the accuracy of the estimated yaw mounting angle. The model is shown to find the mounting angle at an accuracy of 8 degrees within 5 seconds, and 4 degrees within 27 seconds. An experiment is conducted to compare the proposed model with an existing off-the-shelf solution.
Person re-identification (PRID) has been thoroughly researched in typical surveillance scenarios where various scenes are monitored by side-mounted, rectilinear-lens cameras. To date, few methods have been proposed for fisheye cameras mounted overhead and their performance is lacking. In order to close this performance gap, we propose a multi-feature framework for fisheye PRID where we combine deep-learning, color-based and location-based features by means of novel feature fusion. We evaluate the performance of our framework for various feature combinations on FRIDA, a public fisheye PRID dataset. The results demonstrate that our multi-feature approach outperforms recent appearance-based deep-learning methods by almost 18% points and location-based methods by almost 3% points in matching accuracy. We also demonstrate the potential application of the proposed PRID framework to people counting in large, crowded indoor spaces.
Iris segmentation is the initial step to identify biometric of animals to establish a traceability system of livestock. In this study, we propose a novel deep learning framework for pixel-wise segmentation with minimum use of annotation labels using BovineAAEyes80 public dataset. In the experiment, U-Net with VGG16 backbone was selected as the best combination of encoder and decoder model, demonstrating a 99.50% accuracy and a 98.35% Dice coefficient score. Remarkably, the selected model accurately segmented corrupted images even without proper annotation data. This study contributes to the advancement of the iris segmentation and the development of a reliable DNNs training framework.
This paper highlights vulnerabilities of deep learning-driven semantic communications to backdoor (Trojan) attacks. Semantic communications aims to convey a desired meaning while transferring information from a transmitter to its receiver. An encoder-decoder pair that is represented by two deep neural networks (DNNs) as part of an autoencoder is trained to reconstruct signals such as images at the receiver by transmitting latent features of small size over a limited number of channel uses. In the meantime, another DNN of a semantic task classifier at the receiver is jointly trained with the autoencoder to check the meaning conveyed to the receiver. The complex decision space of the DNNs makes semantic communications susceptible to adversarial manipulations. In a backdoor (Trojan) attack, the adversary adds triggers to a small portion of training samples and changes the label to a target label. When the transfer of images is considered, the triggers can be added to the images or equivalently to the corresponding transmitted or received signals. In test time, the adversary activates these triggers by providing poisoned samples as input to the encoder (or decoder) of semantic communications. The backdoor attack can effectively change the semantic information transferred for the poisoned input samples to a target meaning. As the performance of semantic communications improves with the signal-to-noise ratio and the number of channel uses, the success of the backdoor attack increases as well. Also, increasing the Trojan ratio in training data makes the attack more successful. In the meantime, the effect of this attack on the unpoisoned input samples remains limited. Overall, this paper shows that the backdoor attack poses a serious threat to semantic communications and presents novel design guidelines to preserve the meaning of transferred information in the presence of backdoor attacks.
When a human communicates with a machine using natural language on the web and online, how can it understand the human's intention and semantic context of their talk? This is an important AI task as it enables the machine to construct a sensible answer or perform a useful action for the human. Meaning is represented at the sentence level, identification of which is known as intent detection, and at the word level, a labelling task called slot filling. This dual-level joint task requires innovative thinking about natural language and deep learning network design, and as a result, many approaches and models have been proposed and applied. This tutorial will discuss how the joint task is set up and introduce Spoken Language Understanding/Natural Language Understanding (SLU/NLU) with Deep Learning techniques. We will cover the datasets, experiments and metrics used in the field. We will describe how the machine uses the latest NLP and Deep Learning techniques to address the joint task, including recurrent and attention-based Transformer networks and pre-trained models (e.g. BERT). We will then look in detail at a network that allows the two levels of the task, intent classification and slot filling, to interact to boost performance explicitly. We will do a code demonstration of a Python notebook for this model and attendees will have an opportunity to watch coding demo tasks on this joint NLU to further their understanding.
Cell lineage decisions occur in three-dimensional spatial patterns that are difficult to identify by eye. There is an ongoing effort to replicate such patterns using mathematical modeling. One approach uses long ranging cell-cell communication to replicate common spatial arrangements like checkerboard and engulfing patterns. In this model, the cell-cell communication has been implemented as a signal that disperses throughout the tissue. On the other hand, machine learning models have been developed for pattern recognition and pattern reconstruction tasks. We combined synthetic data generated by the mathematical model with deep learning algorithms to recognize and reconstruct spatial cell fate patterns in organoids of mouse embryonic stem cells. A graph neural network was developed and trained on synthetic data from the model. Application to in vitro data predicted a low signal dispersion value. To test this result, we implemented a multilayer perceptron for the prediction of a given cell fate based on the fates of the neighboring cells. The results show a 70% accuracy of cell fate reconstruction based on the nine nearest neighbors of a cell. Overall, our approach combines deep learning with mathematical modeling to link cell fate patterns with potential underlying mechanisms.
The ever-growing deep learning technologies are making revolutionary changes for modern life. However, conventional computing architectures are designed to process sequential and digital programs, being extremely burdened with performing massive parallel and adaptive deep learning applications. Photonic integrated circuits provide an efficient approach to mitigate bandwidth limitations and power-wall brought by its electronic counterparts, showing great potential in ultrafast and energy-free high-performance computing. Here, we propose an optical computing architecture enabled by on-chip diffraction to implement convolutional acceleration, termed optical convolution unit (OCU). We demonstrate that any real-valued convolution kernels can be exploited by OCU with a prominent computational throughput boosting via the concept of structral re-parameterization. With OCU as the fundamental unit, we build an optical convolutional neural network (oCNN) to implement two popular deep learning tasks: classification and regression. For classification, Fashion-MNIST and CIFAR-4 datasets are tested with accuracy of 91.63% and 86.25%, respectively. For regression, we build an optical denoising convolutional neural network (oDnCNN) to handle Gaussian noise in gray scale images with noise level {\sigma} = 10, 15, 20, resulting clean images with average PSNR of 31.70dB, 29.39dB and 27.72dB, respectively. The proposed OCU presents remarkable performance of low energy consumption and high information density due to its fully passive nature and compact footprint, providing a highly parallel while lightweight solution for future computing architecture to handle high dimensional tensors in deep learning.
Mathematical reasoning is a fundamental aspect of human intelligence and is applicable in various fields, including science, engineering, finance, and everyday life. The development of artificial intelligence (AI) systems capable of solving math problems and proving theorems has garnered significant interest in the fields of machine learning and natural language processing. For example, mathematics serves as a testbed for aspects of reasoning that are challenging for powerful deep learning models, driving new algorithmic and modeling advances. On the other hand, recent advances in large-scale neural language models have opened up new benchmarks and opportunities to use deep learning for mathematical reasoning. In this survey paper, we review the key tasks, datasets, and methods at the intersection of mathematical reasoning and deep learning over the past decade. We also evaluate existing benchmarks and methods, and discuss future research directions in this domain.
SNCF, the French public train company, is experimenting to develop new types of transportation services by tackling vehicle routing problems. While many deep learning models have been used to tackle efficiently vehicle routing problems, it is difficult to take into account time related constraints. In this paper, we solve the Capacitated Vehicle Routing Problem with Time Windows (CVRPTW) and the Capacitated Pickup and Delivery Problem with Time Windows (CPDPTW) with a constructive iterative Deep Learning algorithm. We use an Attention Encoder-Decoder structure and design a novel insertion heuristic for the feasibility check of the CPDPTW. Our models yields results that are better than best known learning solutions on the CVRPTW. We show the feasibility of deep learning techniques for solving the CPDPTW but witness the limitations of our iterative approach in terms of computational complexity.
A new development in photoacoustic (PA) imaging has been the use of compact, portable and low-cost laser diodes (LDs), but LD-based PA imaging suffers from low signal intensity recorded by the conventional transducers. A common method to improve signal strength is temporal averaging, which reduces frame rate and increases laser exposure to patients. To tackle this problem, we propose a deep learning method that will denoise the PA images before beamforming with a very few frames, even one. We also present a deep learning method to automatically reconstruct point sources from noisy pre-beamformed data. Finally, we employ a strategy of combined denoising and reconstruction, which can supplement the reconstruction algorithm for very low signal-to-noise ratio inputs.
One of the main challenges in deep learning-based underwater image enhancement is the limited availability of high-quality training data. Underwater images are difficult to capture and are often of poor quality due to the distortion and loss of colour and contrast in water. This makes it difficult to train supervised deep learning models on large and diverse datasets, which can limit the model's performance. In this paper, we explore an alternative approach to supervised underwater image enhancement. Specifically, we propose a novel unsupervised underwater image enhancement framework that employs a conditional variational autoencoder (cVAE) to train a deep learning model with probabilistic adaptive instance normalization (PAdaIN) and statistically guided multi-colour space stretch that produces realistic underwater images. The resulting framework is composed of a U-Net as a feature extractor and a PAdaIN to encode the uncertainty, which we call UDnet. To improve the visual quality of the images generated by UDnet, we use a statistically guided multi-colour space stretch module that ensures visual consistency with the input image and provides an alternative to training using a ground truth image. The proposed model does not need manual human annotation and can learn with a limited amount of data and achieves state-of-the-art results on underwater images. We evaluated our proposed framework on eight publicly-available datasets. The results show that our proposed framework yields competitive performance compared to other state-of-the-art approaches in quantitative as well as qualitative metrics. Code available at https://github.com/alzayats/UDnet .
Our goal with this survey is to provide an overview of the state of the art deep learning methods for face generation and editing using StyleGAN. The survey covers the evolution of StyleGAN, from PGGAN to StyleGAN3, and explores relevant topics such as suitable metrics for training, different latent representations, GAN inversion to latent spaces of StyleGAN, face image editing, cross-domain face stylization, face restoration, and even Deepfake applications. We aim to provide an entry point into the field for readers that have basic knowledge about the field of deep learning and are looking for an accessible introduction and overview.
Multimodal deep learning has been used to predict clinical endpoints and diagnoses from clinical routine data. However, these models suffer from scaling issues: they have to learn pairwise interactions between each piece of information in each data type, thereby escalating model complexity beyond manageable scales. This has so far precluded a widespread use of multimodal deep learning. Here, we present a new technical approach of "learnable synergies", in which the model only selects relevant interactions between data modalities and keeps an "internal memory" of relevant data. Our approach is easily scalable and naturally adapts to multimodal data inputs from clinical routine. We demonstrate this approach on three large multimodal datasets from radiology and ophthalmology and show that it outperforms state-of-the-art models in clinically relevant diagnosis tasks. Our new approach is transferable and will allow the application of multimodal deep learning to a broad set of clinically relevant problems.
Since its emergence around 2010, deep learning has rapidly become the most important technique in Artificial Intelligence (AI), producing an array of scientific firsts in areas as diverse as protein folding, drug discovery, integrated chip design, and weather prediction. As more scientists and engineers adopt deep learning, it is important to consider what effect widespread deployment would have on scientific progress and, ultimately, economic growth. We assess this impact by estimating the idea production function for AI in two computer vision tasks that are considered key test-beds for deep learning and show that AI idea production is notably more capital-intensive than traditional R&D. Because increasing the capital-intensity of R&D accelerates the investments that make scientists and engineers more productive, our work suggests that AI-augmented R&D has the potential to speed up technological change and economic growth.
Deep learning (DL) models of code have recently reported great progress for vulnerability detection. In some cases, DL-based models have outperformed static analysis tools. Although many great models have been proposed, we do not yet have a good understanding of these models. This limits the further advancement of model robustness, debugging, and deployment for the vulnerability detection. In this paper, we surveyed and reproduced 9 state-of-the-art (SOTA) deep learning models on 2 widely used vulnerability detection datasets: Devign and MSR. We investigated 6 research questions in three areas, namely model capabilities, training data, and model interpretation. We experimentally demonstrated the variability between different runs of a model and the low agreement among different models' outputs. We investigated models trained for specific types of vulnerabilities compared to a model that is trained on all the vulnerabilities at once. We explored the types of programs DL may consider "hard" to handle. We investigated the relations of training data sizes and training data composition with model performance. Finally, we studied model interpretations and analyzed important features that the models used to make predictions. We believe that our findings can help better understand model results, provide guidance on preparing training data, and improve the robustness of the models. All of our datasets, code, and results are available at https://doi.org/10.6084/m9.figshare.20791240.
Deep learning-based vulnerability detection has shown great performance and, in some studies, outperformed static analysis tools. However, the highest-performing approaches use token-based transformer models, which are not the most efficient to capture code semantics required for vulnerability detection. Classical program analysis techniques such as dataflow analysis can detect many types of bugs based on their root causes. In this paper, we propose to combine such causal-based vulnerability detection algorithms with deep learning, aiming to achieve more efficient and effective vulnerability detection. Specifically, we designed DeepDFA, a dataflow analysis-inspired graph learning framework and an embedding technique that enables graph learning to simulate dataflow computation. We show that DeepDFA is both performant and efficient. DeepDFA outperformed all non-transformer baselines. It was trained in 9 minutes, 75x faster than the highest-performing baseline model. When using only 50+ vulnerable and several hundreds of total examples as training data, the model retained the same performance as 100% of the dataset. DeepDFA also generalized to real-world vulnerabilities in DbgBench; it detected 8.7 out of 17 vulnerabilities on average across folds and was able to distinguish between patched and buggy versions, while the highest-performing baseline models did not detect any vulnerabilities. By combining DeepDFA with a large language model, we surpassed the state-of-the-art vulnerability detection performance on the Big-Vul dataset with 96.46 F1 score, 97.82 precision, and 95.14 recall. Our replication package is located at https://doi.org/10.6084/m9.figshare.21225413 .