Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to interpret and predict market behavior. This research introduces a new deep neural network architecture and a novel idea of how to prepare financial data before feeding them to the model. In the data preparation part, the first step is to generate many features using technical indicators and then apply the XGBoost model for feature engineering. Splitting data into three categories and using separate autoencoders, we extract high-level mixed features at the second step. This data preprocessing is introduced to predict price movements. Regarding modeling, different convolutional layers, an long short-term memory unit, and several fully-connected layers have been designed to perform binary classification. This research also introduces a trading strategy to exploit the trained model outputs. Three different datasets are used to evaluate this method, where results indicate that this framework can provide us with profitable and robust predictions.
With the rapid development of quantum computers, several applications are being proposed for them. Quantum simulations, simulation of chemical reactions, solution of optimization problems and quantum neural networks (QNNs) are some examples. However, problems such as noise, limited number of qubits and circuit depth, and gradient vanishing must be resolved before we can use them to their full potential. In the field of quantum machine learning, several models have been proposed. In general, in order to train these different models, we use the gradient of a cost function with respect to the model parameters. In order to obtain this gradient, we must compute the derivative of this function with respect to the model parameters. One of the most used methods in the literature to perform this task is the parameter-shift rule method. This method consists of evaluating the cost function twice for each parameter of the QNN. A problem with this method is that the number of evaluations grows linearly with the number of parameters. In this work we study an alternative method, called Evolution Strategies (ES), which are a family of black box optimization algorithms which iteratively update the parameters using a search gradient. An advantage of the ES method is that in using it one can control the number of times the cost function will be evaluated. We apply the ES method to the binary classification task, showing that this method is a viable alternative for training QNNs. However, we observe that its performance will be strongly dependent on the hyperparameters used. Furthermore, we also observe that this method, alike the parameter shift rule method, suffers from the problem of gradient vanishing.
The popularity of Android OS has made it an appealing target to malware developers. To evade detection, including by ML-based techniques, attackers invest in creating malware that closely resemble legitimate apps. In this paper, we propose GUIDED RETRAINING, a supervised representation learning-based method that boosts the performance of a malware detector. First, the dataset is split into "easy" and "difficult" samples, where difficulty is associated to the prediction probabilities yielded by a malware detector: for difficult samples, the probabilities are such that the classifier is not confident on the predictions, which have high error rates. Then, we apply our GUIDED RETRAINING method on the difficult samples to improve their classification. For the subset of "easy" samples, the base malware detector is used to make the final predictions since the error rate on that subset is low by construction. For the subset of "difficult" samples, we rely on GUIDED RETRAINING, which leverages the correct predictions and the errors made by the base malware detector to guide the retraining process. GUIDED RETRAINING focuses on the difficult samples: it learns new embeddings of these samples using Supervised Contrastive Learning and trains an auxiliary classifier for the final predictions. We validate our method on four state-of-the-art Android malware detection approaches using over 265k malware and benign apps, and we demonstrate that GUIDED RETRAINING can reduce up to 40.41% prediction errors made by the malware detectors. Our method is generic and designed to enhance the classification performance on a binary classification task. Consequently, it can be applied to other classification problems beyond Android malware detection.
Finding discriminant functions of minimum risk binary classification systems is a novel geometric locus problem -- which requires solving a system of fundamental locus equations of binary classification -- subject to deep-seated statistical laws. We show that a discriminant function of a minimum risk binary classification system is the solution of a locus equation that represents the geometric locus of the decision boundary of the system, wherein the discriminant function is connected to the decision boundary by an exclusive principal eigen-coordinate system -- at which point the discriminant function is represented by a geometric locus of a novel principal eigenaxis -- structured as a dual locus of likelihood components and principal eigenaxis components. We demonstrate that a minimum risk binary classification system acts to jointly minimize its eigenenergy and risk by locating a point of equilibrium, at which point critical minimum eigenenergies exhibited by the system are symmetrically concentrated in such a manner that the novel principal eigenaxis of the system exhibits symmetrical dimensions and densities, so that counteracting and opposing forces and influences of the system are symmetrically balanced with each other -- about the geometric center of the locus of the novel principal eigenaxis -- whereon the statistical fulcrum of the system is located. Thereby, a minimum risk binary classification system satisfies a state of statistical equilibrium -- so that the total allowed eigenenergy and the expected risk exhibited by the system are jointly minimized within the decision space of the system -- at which point the system exhibits the minimum probability of classification error.
We present CONSENT, a simple yet effective CONtext SENsitive Transformer framework for context-dependent object classification within a fully-trainable end-to-end deep learning pipeline. We exemplify the proposed framework on the task of bold words detection proving state-of-the-art results. Given an image containing text of unknown font-types (e.g. Arial, Calibri, Helvetica), unknown language, taken under various degrees of illumination, angle distortion and scale variation, we extract all the words and learn a context-dependent binary classification (i.e. bold versus non-bold) using an end-to-end transformer-based neural network ensemble. To prove the extensibility of our framework, we demonstrate competitive results against state-of-the-art for the game of rock-paper-scissors by training the model to determine the winner given a sequence with $2$ pictures depicting hand poses.
Binary neural networks leverage $\mathrm{Sign}$ function to binarize weights and activations, which require gradient estimators to overcome its non-differentiability and will inevitably bring gradient errors during backpropagation. Although many hand-designed soft functions have been proposed as gradient estimators to better approximate gradients, their mechanism is not clear and there are still huge performance gaps between binary models and their full-precision counterparts. To address these issues and reduce gradient error, we propose to tackle network binarization as a binary classification problem and use a multi-layer perceptron (MLP) as the classifier in the forward pass and gradient estimator in the backward pass. Benefiting from the MLP's theoretical capability to fit any continuous function, it can be adaptively learned to binarize networks and backpropagate gradients without any prior knowledge of soft functions. From this perspective, we further empirically justify that even a simple linear function can outperform previous complex soft functions. Extensive experiments demonstrate that the proposed method yields surprising performance both in image classification and human pose estimation tasks. Specifically, we achieve $65.7\%$ top-1 accuracy of ResNet-34 on ImageNet dataset, with an absolute improvement of $2.6\%$. Moreover, we take binarization as a lightweighting approach for pose estimation models and propose well-designed binary pose estimation networks SBPN and BHRNet. When evaluating on the challenging Microsoft COCO keypoint dataset, the proposed method enables binary networks to achieve a mAP of up to $60.6$ for the first time. Experiments conducted on real platforms demonstrate that BNN achieves a better balance between performance and computational complexity, especially when computational resources are extremely low.
The real-time transient stability assessment (TSA) plays a critical role in the secure operation of the power system. Although the classic numerical integration method, \textit{i.e.} time-domain simulation (TDS), has been widely used in industry practice, it is inevitably trapped in a high computational complexity due to the high latitude sophistication of the power system. In this work, a data-driven power system estimation method is proposed to quickly predict the stability of the power system before TDS reaches the end of simulating time windows, which can reduce the average simulation time of stability assessment without loss of accuracy. As the topology of the power system is in the form of graph structure, graph neural network based representation learning is naturally suitable for learning the status of the power system. Motivated by observing the distribution information of crucial active power and reactive power on the power system's bus nodes, we thus propose a distribution-aware learning~(DAL) module to explore an informative graph representation vector for describing the status of a power system. Then, TSA is re-defined as a binary classification task, and the stability of the system is determined directly from the resulting graph representation without numerical integration. Finally, we apply our method to the online TSA task. The case studies on the IEEE 39-bus system and Polish 2383-bus system demonstrate the effectiveness of our proposed method.
Motivation: Behavioral observations are an important resource in the study and evaluation of psychological phenomena, but it is costly, time-consuming, and susceptible to bias. Thus, we aim to automate coding of human behavior for use in psychotherapy and research with the help of artificial intelligence (AI) tools. Here, we present an analysis plan. Methods: Videos of a gold-standard semi-structured diagnostic interview of 25 youth with obsessive-compulsive disorder (OCD) and 12 youth without a psychiatric diagnosis (no-OCD) will be analyzed. Youth were between 8 and 17 years old. Features from the videos will be extracted and used to compute ratings of behavior, which will be compared to ratings of behavior produced by mental health professionals trained to use a specific behavioral coding manual. We will test the effect of OCD diagnosis on the computationally-derived behavior ratings using multivariate analysis of variance (MANOVA). Using the generated features, a binary classification model will be built and used to classify OCD/no-OCD classes. Discussion: Here, we present a pre-defined plan for how data will be pre-processed, analyzed and presented in the publication of results and their interpretation. A challenge for the proposed study is that the AI approach will attempt to derive behavioral ratings based solely on vision, whereas humans use visual, paralinguistic and linguistic cues to rate behavior. Another challenge will be using machine learning models for body and facial movement detection trained primarily on adults and not on children. If the AI tools show promising results, this pre-registered analysis plan may help reduce interpretation bias. Trial registration: ClinicalTrials.gov - H-18010607
Annotating text data for event information extraction systems is hard, expensive, and error-prone. We investigate the feasibility of integrating coarse-grained data (document or sentence labels), which is far more feasible to obtain, instead of annotating more documents. We utilize a multi-task model with two auxiliary tasks, document and sentence binary classification, in addition to the main task of token classification. We perform a series of experiments with varying data regimes for the aforementioned integration. Results show that while introducing extra coarse-grained data offers greater improvement and robustness, a gain is still possible with only the addition of negative documents that have no information on any event.
Predicting the duration of traffic incidents is a challenging task due to the stochastic nature of events. The ability to accurately predict how long accidents will last can provide significant benefits to both end-users in their route choice and traffic operation managers in handling of non-recurrent traffic congestion. This paper presents a novel bi-level machine learning framework enhanced with outlier removal and intra-extra joint optimisation for predicting the incident duration on three heterogeneous data sets collected for both arterial roads and motorways from Sydney, Australia and San-Francisco, U.S.A. Firstly, we use incident data logs to develop a binary classification prediction approach, which allows us to classify traffic incidents as short-term or long-term. We find the optimal threshold between short-term versus long-term traffic incident duration, targeting both class balance and prediction performance while also comparing the binary versus multi-class classification approaches. Secondly, for more granularity of the incident duration prediction to the minute level, we propose a new Intra-Extra Joint Optimisation algorithm (IEO-ML) which extends multiple baseline ML models tested against several regression scenarios across the data sets. Final results indicate that: a) 40-45 min is the best split threshold for identifying short versus long-term incidents and that these incidents should be modelled separately, b) our proposed IEO-ML approach significantly outperforms baseline ML models in $66\%$ of all cases showcasing its great potential for accurate incident duration prediction. Lastly, we evaluate the feature importance and show that time, location, incident type, incident reporting source and weather at among the top 10 critical factors which influence how long incidents will last.
Differentially private (DP) synthetic data is a promising approach to maximizing the utility of data containing sensitive information. Due to the suppression of underrepresented classes that is often required to achieve privacy, however, it may be in conflict with fairness. We evaluate four DP synthesizers and present empirical results indicating that three of these models frequently degrade fairness outcomes on downstream binary classification tasks. We draw a connection between fairness and the proportion of minority groups present in the generated synthetic data, and find that training synthesizers on data that are pre-processed via a multi-label undersampling method can promote more fair outcomes without degrading accuracy.
The automatic assignment of species information to the corresponding genes in a research article is a critically important step in the gene normalization task, whereby a gene mention is normalized and linked to a database record or identifier by a text-mining algorithm. Existing methods typically rely on heuristic rules based on gene and species co-occurrence in the article, but their accuracy is suboptimal. We therefore developed a high-performance method, using a novel deep learning-based framework, to classify whether there is a relation between a gene and a species. Instead of the traditional binary classification framework in which all possible pairs of genes and species in the same article are evaluated, we treat the problem as a sequence-labeling task such that only a fraction of the pairs needs to be considered. Our benchmarking results show that our approach obtains significantly higher performance compared to that of the rule-based baseline method for the species assignment task (from 65.8% to 81.3% in accuracy). The source code and data for species assignment are freely available at https://github.com/ncbi/SpeciesAssignment.
Privacy regulations and the physical distribution of heterogeneous data are often primary concerns for the development of deep learning models in a medical context. This paper evaluates the feasibility of differentially private federated learning for chest X-ray classification as a defense against data privacy attacks. To the best of our knowledge, we are the first to directly compare the impact of differentially private training on two different neural network architectures, DenseNet121 and ResNet50. Extending the federated learning environments previously analyzed in terms of privacy, we simulated a heterogeneous and imbalanced federated setting by distributing images from the public CheXpert and Mendeley chest X-ray datasets unevenly among 36 clients. Both non-private baseline models achieved an area under the receiver operating characteristic curve (AUC) of $0.94$ on the binary classification task of detecting the presence of a medical finding. We demonstrate that both model architectures are vulnerable to privacy violation by applying image reconstruction attacks to local model updates from individual clients. The attack was particularly successful during later training stages. To mitigate the risk of privacy breach, we integrated R\'enyi differential privacy with a Gaussian noise mechanism into local model training. We evaluate model performance and attack vulnerability for privacy budgets $\epsilon \in$ {1, 3, 6, 10}. The DenseNet121 achieved the best utility-privacy trade-off with an AUC of $0.94$ for $\epsilon$ = 6. Model performance deteriorated slightly for individual clients compared to the non-private baseline. The ResNet50 only reached an AUC of $0.76$ in the same privacy setting. Its performance was inferior to that of the DenseNet121 for all considered privacy constraints, suggesting that the DenseNet121 architecture is more robust to differentially private training.
In this paper we address imbalanced binary classification (IBC) tasks. Applying resampling strategies to balance the class distribution of training instances is a common approach to tackle these problems. Many state-of-the-art methods find instances of interest close to the decision boundary to drive the resampling process. However, under-sampling the majority class may potentially lead to important information loss. Over-sampling also may increase the chance of overfitting by propagating the information contained in instances from the minority class. The main contribution of our work is a new method called ICLL for tackling IBC tasks which is not based on resampling training observations. Instead, ICLL follows a layered learning paradigm to model the data in two stages. In the first layer, ICLL learns to distinguish cases close to the decision boundary from cases which are clearly from the majority class, where this dichotomy is defined using a hierarchical clustering analysis. In the subsequent layer, we use instances close to the decision boundary and instances from the minority class to solve the original predictive task. A second contribution of our work is the automatic definition of the layers which comprise the layered learning strategy using a hierarchical clustering model. This is a relevant discovery as this process is usually performed manually according to domain knowledge. We carried out extensive experiments using 100 benchmark data sets. The results show that the proposed method leads to a better performance relatively to several state-of-the-art methods for IBC.
Objective: Ophthalmological pathologies such as glaucoma, diabetic retinopathy and age-related macular degeneration are major causes of blindness and vision impairment. There is a need for novel decision support tools that can simplify and speed up the diagnosis of these pathologies. A key step in this process is to automatically estimate the quality of the fundus images to make sure these are interpretable by a human operator or a machine learning model. We present a novel fundus image quality scale and deep learning (DL) model that can estimate fundus image quality relative to this new scale. Methods: A total of 1,245 images were graded for quality by two ophthalmologists within the range 1-10, with a resolution of 0.5. A DL regression model was trained for fundus image quality assessment. The architecture used was Inception-V3. The model was developed using a total of 89,947 images from 6 databases, of which 1,245 were labeled by the specialists and the remaining 88,702 images were used for pre-training and semi-supervised learning. The final DL model was evaluated on an internal test set (n=209) as well as an external test set (n=194). Results: The final DL model, denoted FundusQ-Net, achieved a mean absolute error of 0.61 (0.54-0.68) on the internal test set. When evaluated as a binary classification model on the public DRIMDB database as an external test set the model obtained an accuracy of 99%. Significance: the proposed algorithm provides a new robust tool for automated quality grading of fundus images.
Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an appropriate subset of the available classifiers, can lead to comparable or better predictions than using all classifiers. In this paper, we consider a binary classification problem and propose an integer programming (IP) approach for selecting optimal classifier subsets. We propose a flexible objective function to adapt to desired criteria of different datasets. We also propose constraints to ensure minimum diversity levels in the ensemble. Despite the general case of IP being NP-Hard, state-of-the-art solvers are able to quickly obtain good solutions for datasets with up to 60000 data points. Our approach yields competitive results when compared to some of the best and most used pruning methods in literature.
Saliency maps have proven to be a highly efficacious approach for explicating the decisions of Convolutional Neural Networks. However, extant methodologies predominantly rely on gradients, which constrain their ability to explicate complex models. Furthermore, such approaches are not fully adept at leveraging negative gradient information to improve interpretive veracity. In this study, we present a novel concept, termed positive and negative excitation, which enables the direct extraction of positive and negative excitation for each layer, thus enabling complete layer-by-layer information utilization sans gradients. To organize these excitations into final saliency maps, we introduce a double-chain backpropagation procedure. A comprehensive experimental evaluation, encompassing both binary classification and multi-classification tasks, was conducted to gauge the effectiveness of our proposed method. Encouragingly, the results evince that our approach offers a significant improvement over the state-of-the-art methods in terms of salient pixel removal, minor pixel removal, and inconspicuous adversarial perturbation generation guidance. Additionally, we verify the correlation between positive and negative excitations.
We study a family of adversarial multiclass classification problems and provide equivalent reformulations in terms of: 1) a family of generalized barycenter problems introduced in the paper and 2) a family of multimarginal optimal transport problems where the number of marginals is equal to the number of classes in the original classification problem. These new theoretical results reveal a rich geometric structure of adversarial learning problems in multiclass classification and extend recent results restricted to the binary classification setting. A direct computational implication of our results is that by solving either the barycenter problem and its dual, or the MOT problem and its dual, we can recover the optimal robust classification rule and the optimal adversarial strategy for the original adversarial problem. Examples with synthetic and real data illustrate our results.
A particular direction of recent advance about stochastic deep-learning algorithms has been about uncovering a rather mysterious heavy-tailed nature of the stationary distribution of these algorithms, even when the data distribution is not so. Moreover, the heavy-tail index is known to show interesting dependence on the input dimension of the net, the mini-batch size and the step size of the algorithm. In this short note, we undertake an experimental study of this index for S.G.D. while training a $\relu$ gate (in the realizable and in the binary classification setup) and for a variant of S.G.D. that was proven in Karmakar and Mukherjee (2022) for ReLU realizable data. From our experiments we conjecture that these two algorithms have similar heavy-tail behaviour on any data where the latter can be proven to converge. Secondly, we demonstrate that the heavy-tail index of the late time iterates in this model scenario has strikingly different properties than either what has been proven for linear hypothesis classes or what has been previously demonstrated for large nets.
An extreme event is a sudden and violent change in the state of a nonlinear system. In fluid dynamics, extreme events can have adverse effects on the system's optimal design and operability, which calls for accurate methods for their prediction and control. In this paper, we propose a data-driven methodology for the prediction and control of extreme events in a chaotic shear flow. The approach is based on echo state networks, which are a type of reservoir computing that learn temporal correlations within a time-dependent dataset. The objective is five-fold. First, we exploit ad-hoc metrics from binary classification to analyse (i) how many of the extreme events predicted by the network actually occur in the test set (precision), and (ii) how many extreme events are missed by the network (recall). We apply a principled strategy for optimal hyperparameter selection, which is key to the networks' performance. Second, we focus on the time-accurate prediction of extreme events. We show that echo state networks are able to predict extreme events well beyond the predictability time, i.e., up to more than five Lyapunov times. Third, we focus on the long-term prediction of extreme events from a statistical point of view. By training the networks with datasets that contain non-converged statistics, we show that the networks are able to learn and extrapolate the flow's long-term statistics. In other words, the networks are able to extrapolate in time from relatively short time series. Fourth, we design a simple and effective control strategy to prevent extreme events from occurring. The control strategy decreases the occurrence of extreme events up to one order of magnitude with respect to the uncontrolled system. Finally, we analyse the robustness of the results for a range of Reynolds numbers. We show that the networks perform well across a wide range of regimes.