United States

Nowadays explainability in stock price movement prediction is attracting increasing attention in banks, hedge funds and asset managers, primarily due to audit or regulatory reasons. Text data such as financial news and social media posts can be part of the reasons for stock price movement. To this end, we propose a novel framework of Prediction-Explanation Network (PEN) jointly modeling text streams and price streams with alignment. The key component of the PEN model is an shared representation learning module that learns which texts are possibly associated with the stock price movement by modeling the interaction between the text data and stock price data with a salient vector characterizing their correlation. In this way, the PEN model is able to predict the stock price movement by identifying and utilizing abundant messages while on the other hand, the selected text messages also explain the stock price movement. Experiments on real-world datasets demonstrate that we are able to kill two birds with one stone: in terms of accuracy, the proposed PEN model outperforms the state-of-art baseline; on explainability, the PEN model are demonstrated to be far superior to attention mechanism, capable of picking out the crucial texts with a very high confidence.

AAAI 2023

PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability

financial system

stock movement prediction

text mining

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. AAAI-23 is the Thirty-Seventh AAAI Conference on Artificial Intelligence. The theme of this conference is to create collaborative bridges within and beyond AI. Like previous AAAI conferences, AAAI-23 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and two new activities: a Bridge Program and a Lab Program. Many of these activities are tailored to the theme of bridges and all are selected according to the highest standards, with additional programs for students and young researchers. 
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The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines.

poster

Unsupervised foreground-background segmentation aims at extracting salient objects from cluttered backgrounds, where Generative Adversarial Network (GAN) approaches, especially layered GANs, show great promise. However, without human annotations, they are typically prone to produce foreground and background layers with non-negligible semantic and visual confusion, dubbed "information leakage", resulting in notable degeneration of the generated segmentation mask. To alleviate this issue, we propose a simple-yet-effective explicit layer independence modeling approach, termed Independent Layer Synthesis GAN (ILSGAN), pursuing independent foreground-background layer generation by encouraging their discrepancy. Specifically, it targets minimizing the mutual information between visible and invisible regions of the foreground and background to spur interlayer independence. Through in-depth theoretical and experimental analyses, we justify that explicit layer independence modeling is critical to suppressing information leakage and contributes to impressive segmentation performance gains. Also, our ILSGAN achieves strong state-of-the-art generation quality and segmentation performance on complex real-world data. 

ILSGAN: Independent Layer Synthesis for Unsupervised Foreground-Background Segmentation

In Federated Learning (FL), models are as fragile as centrally trained models against adversarial examples. However, the adversarial robustness of federated learning remains largely unexplored. This paper casts light on the challenge of adversarial robustness of federated learning. To facilitate a better understanding of the adversarial vulnerability of the existing FL methods, we conduct comprehensive robustness evaluations on various attacks and adversarial training methods. Moreover, we reveal the negative impacts induced by directly adopting adversarial training in FL, which seriously hurts the test accuracy, especially in non-IID settings. In this work, we propose a novel algorithm called Decision Boundary based Federated Adversarial Training (DBFAT), which consists of two components (local re-weighting and global regularization) to improve both \textbf{accuracy} and \textbf{robustness} of FL systems. Extensive experiments on multiple datasets demonstrate that DBFAT consistently outperforms other baselines under both IID and non-IID settings. 


Delving into the Adversarial Robustness of Federated Learning

The permanent of a matrix has numerous applications but is notoriously hard to compute. While nonnegative matrices admit polynomial approximation schemes based on rapidly mixing Markov chains, the known practical estimators of the permanent rely on importance or rejection sampling. We advance the rejection sampling approach, which provides probabilistic accuracy guarantees, unlike importance sampling. Specifically, we give a novel class of nesting upper bounds and a simple preprocessing method that, in comparison to previous works, enable faster sampling with better acceptance rate; we demonstrate order-of-magnitude improvements with both theoretical and empirical analyses. In addition, we display instances on which our approximation scheme is competitive against state-of-the-art importance sampling based estimators.

A Faster Practical Approximation Scheme for the Permanent

We consider the task of producing heatmaps from users' aggregated data while protecting their privacy. We give a differentially private (DP) algorithm for this task and demonstrate its advantages over previous algorithms on real-world datasets.

Our core algorithmic primitive is a DP procedure that takes in a set of distributions and produces an output that is close in Earth Mover's Distance (EMD) to the average of the inputs. We prove theoretical bounds on the error of our algorithm under a certain sparsity assumption and that these are essentially optimal.

Differentially Private Heatmaps

The conversational recommender system (CRS) aims to provide high-quality recommendations through interactive dialogues. However, previous CRS models have no effective mechanisms for task planning and topic elaboration, and thus they hardly maintain coherence in multi-task recommendation dialogues. Inspired by recent advances in prompt-based learning, we propose a novel contextual prompting framework for dialogue management, which optimizes prompts based on context, topics, and user profiles. Specifically, we develop a topic controller to sequentially plan the subtasks, and a prompt search module to construct context-aware prompts. We further adopt external knowledge to enrich user profiles and make knowledge-aware recommendations. Incorporating these techniques, we propose a conversational recommender system with contextual prompting, namely CP-Rec. Experimental results demonstrate that it achieves state-of-the-art recommendation accuracy and generates more coherent and informative conversations.

CP-Rec: Contextual Prompting for Conversational Recommender Systems

Almost all multi-agent reinforcement learning algorithms without communication follow the principle of centralized training with decentralized execution. During the centralized training, agents can be guided by the same signals, such as the global state. However, agents lack the shared signal and choose actions given local observations during execution. Inspired by viewpoint invariance and contrastive learning, we propose consensus learning for cooperative multi-agent reinforcement learning in this study. Although based on local observations, different agents can infer the same consensus in discrete spaces without communication. We feed the inferred one-hot consensus to the network of agents as an explicit input in a decentralized way, thereby fostering their cooperative spirit. With minor model modifications, our suggested framework can be extended to a variety of multi-agent reinforcement learning algorithms. Moreover, we carry out these variants on some fully cooperative tasks and get convincing results.

Consensus Learning for Cooperative Multi-Agent Reinforcement Learning

Abstractive summarization is the process of generating a summary given a document as input. Although significant progress has been made, the factual inconsistency between the document and the generated summary still limits its practical applications. Previous work found that the probabilities assigned by the generation model reflect its preferences for the generated summary, including the preference for factual consistency, and the preference for the language or knowledge prior as well. To separate the preference for factual consistency, we propose an unsupervised framework named CoP by controlling the preference of the generation model with the help of prompt. More specifically, the framework performs an extra inference step in which a text prompt is introduced as an additional input. In this way, another preference is described by the generation probability of this extra inference process. The difference between the above two preferences, i.e. the difference between the probabilities, could be used as measurements for detecting factual inconsistencies. Interestingly, we found that with the properly designed prompt, our framework could evaluate specific preferences and serve as measurements for fine-grained categories of inconsistency, such as entity-related inconsistency, coreference-related inconsistency, etc. Moreover, our framework could also be extended to the supervised setting to learn better prompt from the labeled data as well. Experiments show that our framework achieves new SOTA results on three factual inconsisency detection tasks.

CoP: Factual Inconsistency Detection by Controlling the Preference

Knowledge-aware question answering (KAQA) requires the model to answer questions over a knowledge base, which is essential for both open-domain QA and domain-specific QA, especially when language models alone cannot provide all the knowledge needed.
Despite the promising result of recent KAQA systems which tend to integrate linguistic knowledge from pre-trained language models (PLM) and factual knowledge from knowledge graphs (KG) to answer complex questions, a bottleneck exists in effectively fusing the representations from PLMs and KGs because of (i) the semantic and distributional gaps between them, and (ii) the difficulties in joint reasoning over the provided knowledge from both modalities.
To address the above two problems, we propose a Fine-grained Two-stage training framework (FiTs) to boost the KAQA system performance: The first stage aims at aligning representations from the PLM and the KG, thus bridging the modality gaps between them, named knowledge adaptive post-training. The second stage, called knowledge-aware fine-tuning, aims to improve the model's joint reasoning ability based on the aligned representations.
In detail,  we fine-tune the post-trained model via two auxiliary self-supervised tasks in addition to the QA supervision.
Extensive experiments demonstrate that our approach achieves state-of-the-art performance on three benchmarks in the commonsense reasoning (i.e., CommonsenseQA, OpenbookQA) and medical question answering (i.e., MedQA-USMILE) domains.

FiTs: Fine-grained Two-stage Training for Knowledge-aware Question Answering

Evaluating open-domain conversation models has been an open challenge due to the open-ended nature of conversations. In addition to static evaluations, recent work has started to explore a variety of per-turn and per-dialog interactive evaluation mechanisms and provide advice on the best setup. In this work, we adopt the interactive evaluation framework and further apply to multiple models with a focus on per-turn evaluation techniques. Apart from the widely used setting where participants select the best response among different candidates at each turn, one more novel per-turn evaluation setting is adopted, where participants can select all appropriate responses with different fallback strategies to continue the conversation when no response is selected. We evaluate these settings based on sensitivity and consistency using four GPT2-based models that differ in model sizes or fine-tuning data. To better generalize to any model groups with no prior assumptions on their rankings and control evaluation costs for all setups, we also propose a methodology to estimate the required sample size given a minimum performance gap of interest before running most experiments. Our comprehensive human evaluation results shed light on how to conduct credible human evaluations of open domain dialog systems using the interactive setup, and suggest additional future directions.

Towards Credible Human Evaluation of Open-Domain Dialog Systems Using Interactive Setup

We study inductive matrix completion (matrix completion with side information) under an i.i.d. subgaussian noise assumption at a low noise regime, with uniform sampling of the entries. We obtain for the first time generalization bounds with the following three properties: (1) they scale like the standard deviation of the noise and in particular approach zero in the exact recovery case. (2) even in the presence of noise, they converge to zero when the sample size approaches infinity (3) for a fixed dimension of the side information, they only have a logarithmic dependence on the size of the matrix. Differently from many works in approximate recovery, we present results both for bounded Lipschitz losses and for the absolute loss, with the latter relying on Talagrand-type inequalities.  The proofs create a bridge between two approaches to the theoretical analysis of matrix completion, since they consist in a combination of techniques from both the exact recovery literature and the approximate recovery literature.

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PEN: Prediction-Explanation Network to Forecast Stock Price Movement with Better Explainability

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ILSGAN: Independent Layer Synthesis for Unsupervised Foreground-Background Segmentation

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