Mask-Guided Feature Extraction and Augmentation for Ultra-Fine-Grained Visual Categorization

While the fine-grained visual categorization (FGVC) problems have been greatly developed in the past years, the Ultra-fine-grained visual categorization (Ultra-FGVC) problems have been understudied. FGVC aims at classifying objects from the same species (very similar categories), while the Ultra-FGVC targets at more challenging problems of classifying images at an ultra-fine granularity where even human experts may fail to identify the visual difference. The challenges for Ultra-FGVC mainly comes from two aspects: one is that the Ultra-FGVC often arises overfitting problems due to the lack of training samples; and another lies in that the inter-class variance among images is much smaller than normal FGVC tasks, which makes it difficult to learn discriminative features for each class. To solve these challenges, a mask-guided feature extraction and feature augmentation method is proposed in this paper to extract discriminative and informative regions of images which are then used to augment the original feature map. The advantage of the proposed method is that the feature detection and extraction model only requires a small amount of target region samples with bounding boxes for training, then it can automatically locate the target area for a large number of images in the dataset at a high detection accuracy. Experimental results on two public datasets and ten state-of-the-art benchmark methods consistently demonstrate the effectiveness of the proposed method both visually and quantitatively.

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors preferences, trading environments, and market conditions. In this paper, we present a new portfolio policy network architecture for deep reinforcement learning (DRL)that can exploit more effectively cross-asset dependency information and achieve better performance than state-of-the-art architectures. In particular, we introduce a new property, referred to as textit{asset permutation invariance}, for portfolio policy networks that exploit multi-asset time series data, and design the first portfolio policy network, named WaveCorr, that preserves this invariance property when treating asset correlation information. At the core of our design is an innovative permutation invariant correlation processing layer. An extensive set of experiments are conducted using data from both Canadian (TSX) and American stock markets (S&P 500), and WaveCorr consistently outperforms other architectures with an impressive 3%-25% absolute improvement in terms of average annual return, and up to more than 200% relative improvement in average Sharpe ratio. We also measured an improvement of a factor of up to 5 in the stability of performance under random choices of initial asset ordering and weights. The stability of the network has been found as particularly valuable by our industrial partner.

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on traditional dynamic programming solution schemes that are impracticable in problems with a large number of underlying assets (due to the curse of dimensionality) or with incomplete asset dynamics information. In this paper, we extend for the first time a famous off-policy deterministic actor-critic deep reinforcement learning (ACRL) algorithm to the problem of solving a risk averse Markov decision process that models risk using a time consistent recursive expectile risk measure. This new ACRL algorithm allows us to identify high quality time consistent hedging policies (and equal risk prices) for options, such as basket options, that cannot be handled using traditional methods, or in context where only historical trajectories of the underlying assets are available. Our numerical experiments, which involve both a simple vanilla option and a more exotic basket option, confirm that the new ACRL algorithm can produce 1) in simple environments, nearly optimal hedging policies, and highly accurate prices, simultaneously for a range of maturities 2) in complex environments, good quality policies and prices using reasonable amount of computing resources; and 3) overall, hedging strategies that actually outperform the strategies produced using static risk measures when the risk is evaluated at later points of time.

GTG-Shapley: Efficient and Accurate Participant Contribution Evaluation in Federated Learning

Federated Learning (FL) bridges the gap between collaborative machine learning and preserving data privacy. To sustain the long-term operation of an FL ecosystem, it is important to attract high quality data owners with appropriate incentive schemes. As an important building block of such incentive schemes, it is essential to fairly evaluate participants contribution to the performance of the final FL model without exposing their private data. Shapley Value (SV)-based techniques have been widely adopted to provide fair evaluation of FL participant contributions. However, existing approaches incur significant computation costs, making them difficult to apply in practice. In this paper, we propose the Guided Truncation Gradient Shapley (GTG-Shapley) approach to address this challenge. It reconstructs FL models from gradient updates for SV calculation instead of repeatedly training with different combinations of FL participants. In addition, we design a guided Monte Carlo sampling approach combined with within-round and between-round truncation to further reduce the number of model reconstructions and evaluations required, through extensive experiments under diverse realistic data distribution settings. The results demonstrate that GTG-Shapley can closely approximate actual Shapley values, while significantly increasing computational efficiency compared to the state of the art, especially under non-i.i.d. settings.

PGTRNet: Two-phase Weakly Supervised Object Detection with Pseudo Ground Truth Refining

Weakly Supervised Object Detection (WSOD), aiming to train detectors with only image-level annotations, has arisen increasing attention. Current state-of-the-art approaches mainly follow a two-stage training strategy whichintegrates a fully supervised detector (FSD) with a pure WSOD model. There are two main problems hindering the performance of the two-phase WSOD approaches, i.e., insufficient learning problem and strict reliance between the FSD and the pseudo ground truth (PGT) generated by theWSOD model. This paper proposes pseudo ground truth refinement network (PGTRNet), a simple yet effective method without introducing any extra learnable parameters, to cope with these problems. PGTRNet utilizes multiple bounding boxes to establish the PGT, mitigating the insufficient learning problem. Besides, we propose a novel online PGT refinement approach to steadily improve the quality of PGTby fully taking advantage of the power of FSD during the second-phase training, decoupling the first and second-phase models. Elaborate experiments are conducted on the PASCAL VOC 2007 benchmark to verify the effectiveness of our methods. Experimental results demonstrate that PGTRNet boosts the backbone model by 2.074% mAP and achieves the state-of-the-art performance, showing the significant potentials of the second-phase training.

Personalised Federated Learning: A Combinational Approach

Federated learning (FL) is a distributed machine learning approach involving multiple clients collaboratively training a shared model. Such a system has the advantage of more training data from multiple clients, but data can be non-identically and independently distributed (non-i.i.d.). Privacy and integrity preserving features such as differential privacy (DP) and robust aggregation (RA) are commonly used in FL. In this work, we show that on common deep learning tasks, the performance of FL models differs amongst clients and situations, and FL models can sometimes perform worse than local models due to non-i.i.d. data. Secondly, we show that incorporating DP and RA degrades performance further. Then, we conduct an ablation study on the performance impact of different combinations of common personalization approaches for FL, such as finetuning, mixture-of-experts ensemble, multi-task learning, and knowledge distillation. It is observed that certain combinations of personalization approaches are more impactful in certain scenarios while others always improve performance, and combination approaches are better than individual ones. Most clients obtained better performance with combined personalized FL and recover from performance degradation caused by non-i.i.d. data, DP, and RA.

Noise-Resistant Deep Metric Learning with Probabilistic Instance Filtering

Noisy labels are commonly found in real-world data, which cause performance degradation of deep neural networks. Cleaning data manually is labour-intensive and time-consuming. Previous research mostly focuses on enhancing classification models against noisy labels, while the robustness of deep metric learning (DML) against noisy labels remains less well-explored. In this paper, we bridge this important gap by proposing Probabilistic Ranking-based Instance Selection with Memory (PRISM) approach for DML. PRISM calculates the probability of a label being clean, and filters out potentially noisy samples. Specifically, we propose three methods to calculate this probability: 1) Average Similarity Method (AvgSim), which calculates the average similarity between potentially noisy data and clean data; 2) Proxy Similarity Method (ProxySim), which replaces the centers maintained by AvgSim with the proxies trained by proxy-based method; and 3) von Mises-Fisher Distribution Similarity (vMF-Sim), which estimates a von Mises-Fisher distribution for each data class. With such a design, the proposed approach can deal with challenging DML situations in which the majority of the samples are noisy. Extensive experiments on both synthetic and real-world noisy dataset show that the proposed approach achieves up to 8.37% higher Precision@1 compared with the best performing state-of-the-art baseline approaches, within reasonable training time.

Bernoulli convolutions with Garsia parameters in $(1,sqrt{2}]$ have continuous density functions

Let $lambdain (1,sqrt{2}]$ be an algebraic integer with Mahler measure $2.$ A classical result of Garsia shows that the Bernoulli convolution $mu_lambda$ is absolutely continuous with respect to the Lebesgue measure with a density function in $L^infty$. In this paper, we show that the density function is continuous.

Deep learning for temporal data representation in electronic health records: A systematic review of challenges and methodologies

Objective: Temporal electronic health records (EHRs) can be a wealth of information for secondary uses, such as clinical events prediction or chronic disease management. However, challenges exist for temporal data representation. We therefore sought to identify these challenges and evaluate novel methodologies for addressing them through a systematic examination of deep learning solutions. Methods: We searched five databases (PubMed, EMBASE, the Institute of Electrical and Electronics Engineers [IEEE] Xplore Digital Library, the Association for Computing Machinery [ACM] digital library, and Web of Science) complemented with hand-searching in several prestigious computer science conference proceedings. We sought articles that reported deep learning methodologies on temporal data representation in structured EHR data from January 1, 2010, to August 30, 2020. We summarized and analyzed the selected articles from three perspectives: nature of time series, methodology, and model implementation. Results: We included 98 articles related to temporal data representation using deep learning. Four major challenges were identified, including data irregularity, data heterogeneity, data sparsity, and model opacity. We then studied how deep learning techniques were applied to address these challenges. Finally, we discuss some open challenges arising from deep learning. Conclusion: Temporal EHR data present several major challenges for clinical prediction modeling and data utilization. To some extent, current deep learning solutions can address these challenges. Future studies can consider designing comprehensive and integrated solutions. Moreover, researchers should incorporate additional clinical domain knowledge into study designs and enhance the interpretability of the model to facilitate its implementation in clinical practice.

AutoScore-Imbalance: An interpretable machine learning tool for development of clinical scores with rare events data

Background: Medical decision-making impacts both individual and public health. Clinical scores are commonly used among a wide variety of decision-making models for determining the degree of disease deterioration at the bedside. AutoScore was proposed as a useful clinical score generator based on machine learning and a generalized linear model. Its current framework, however, still leaves room for improvement when addressing unbalanced data of rare events. Methods: Using machine intelligence approaches, we developed AutoScore-Imbalance, which comprises three components: training dataset optimization, sample weight optimization, and adjusted AutoScore. All scoring models were evaluated on the basis of their area under the curve (AUC) in the receiver operating characteristic analysis and balanced accuracy (i.e., mean value of sensitivity and specificity). By utilizing a publicly accessible dataset from Beth Israel Deaconess Medical Center, we assessed the proposed model and baseline approaches in the prediction of inpatient mortality. Results: AutoScore-Imbalance outperformed baselines in terms of AUC and balanced accuracy. The nine-variable AutoScore-Imbalance sub-model achieved the highest AUC of 0.786 (0.732-0.839) while the eleven-variable original AutoScore obtained an AUC of 0.723 (0.663-0.783), and the logistic regression with 21 variables obtained an AUC of 0.743 (0.685-0.800). The AutoScore-Imbalance sub-model (using down-sampling algorithm) yielded an AUC of 0. 0.771 (0.718-0.823) with only five variables, demonstrating a good balance between performance and variable sparsity. Conclusions: The AutoScore-Imbalance tool has the potential to be applied to highly unbalanced datasets to gain further insight into rare medical events and to facilitate real-world clinical decision-making.