United States

Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail. Traditionally, financial forecasting has heavily relied on quantitative indicators and metrics derived from structured financial statements. Earnings conference call data, including text and audio, is an important source of unstructured data that has been used for various prediction tasks using deep earning and related approaches. However, current deep learning-based methods are limited in the way that they deal with numeric data; numbers are typically treated as plain-text tokens without taking advantage of their underlying numeric structure. This paper describes a numeric-oriented hierarchical transformer model (NumHTML) to predict stock returns, and financial risk using multi-modal aligned earnings calls data by taking advantage of the different categories of numbers (monetary, temporal, percentages etc.) and their magnitude. We present the results of a comprehensive evaluation of NumHTML against several state-of-the-art baselines using a real-world publicly available dataset. The results indicate that NumHTML significantly outperforms the current state-of-the-art across a variety of evaluation metrics and that it has the potential to offer significant financial gains in a practical trading context.

AAAI 2022

NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-Task Financial Forecasting

technical paper

The purpose of the AAAI conference is to promote research in artificial intelligence (AI) and scientific exchange among AI researchers, practitioners, scientists, and engineers in affiliated disciplines. 

The surge in the number of scientific submissions has brought challenges to the work of peer review. In this paper, as a first step, we explore the possibility of designing an automated system, which is not meant to replace humans, but rather providing a first-pass draft for a machine-assisted human review process. Specifically, we present an end-to-end knowledge-guided review generation framework for scientific papers grounded in cognitive psychology research that a better understanding of text requires different types of knowledge. In practice, we found that this seemingly intuitive idea suffered from training difficulties. In order to solve this problem, we put forward an oracle pre-training strategy, which can not only make the Kid-Review better educated but also make the generated review cover more aspects. Experimentally, we perform a comprehensive evaluation (human and automatic) from different perspectives. Empirical results have shown the effectiveness of different types of knowledge as well as oracle pre-training. We make all code, relevant dataset available: https://github.com/Anonymous4nlp233/KIDReview as well as the Kid-Review system: http://nlpeer.reviews.

KID-Review: Knowledge-Guided Scientific Review Generation with Oracle Pre-Training

Pseudo bounding boxes from the self-training paradigm are inevitably noisy for semi-supervised object detection. To cope with that, a dual decoupling training framework is proposed in the present study, i.e. clean and noisy data decoupling, and classification and localization task decoupling. In the first decoupling, two-level thresholds are used to categorize pseudo boxes into three groups, i.e. clean backgrounds, noisy foregrounds and clean foregrounds. With a specially designed noise-bypass head focusing on noisy data, backbone networks can extract coarse but diverse information; and meanwhile, an original head learns from clean samples for more precise predictions. In the second decoupling, we take advantage of the two-head structure for better evaluation of localization quality, thus the category label and location of a pseudo box can remain independent of each other during training. The approach of two-level thresholds is also applied to group pseudo boxes into three sections of different location accuracy. We outperform existing works by a large margin on VOC datasets, reaching 54.8 mAP(+1.8), and even up to 55.9 mAP(+1.5) by leveraging MS-COCO train2017 as extra unlabeled data. On MS-COCO benchmark, our method also achieves about 1.0 mAP improvements averaging across protocols compared with the prior state-of-the-art.

Dual Decoupling Training for Semi-Supervised Object Detection with Noise-Bypass Head

This paper focuses on a newly challenging setting in hard-label adversarial attacks on text data by taking the budget information into account. Although existing approaches can successfully generate adversarial examples in the hard-label setting, they follow an ideal assumption that the victim model does not restrict the number of queries. However, in real-world applications the query budget is usually tight or limited. Moreover, existing hard-label adversarial attack techniques use the genetic algorithm to optimize discrete text data by maintaining a number of adversarial candidates during optimization, which can lead to the problem of generating low-quality adversarial examples in the tight-budget setting. To solve this problem, in this paper, we propose a new method named TextHoaxer by formulating the budgeted hard-label adversarial attack task on text data as a gradient-based optimization problem of perturbation matrix in the continuous word embedding space. Compared with the genetic algorithm-based optimization, our solution only uses a single initialized adversarial example as the adversarial candidate for optimization, which significantly reduces the number of queries. The optimization is guided by a new objective function consisting of three terms, i.e., semantic similarity term, pair-wise perturbation constraint, and sparsity constraint. Semantic similarity term and pair-wise perturbation constraint can ensure the high semantic similarity of adversarial examples from both comprehensive text-level and individual word-level, while the sparsity constraint explicitly restricts the number of perturbed words, which is also helpful for enhancing the quality of generated text. We conduct extensive experiments on eight text datasets against three representative natural language models, and experimental results show that TextHoaxer can generate high-quality adversarial examples with higher semantic similarity and lower perturbation rate under the tight-budget setting.

TextHoaxer: Budgeted Hard-Label Adversarial Attacks on Text

Knowledge graphs (KGs) contain rich information about world knowledge, entities, and relations. Thus, they can be great supplements to existing pre-trained language models. However, it remains a challenge to efficiently integrate information from KG into language modeling. And the understanding of a knowledge graph requires related context. We propose a novel joint pre-training framework, JAKET, to model both the knowledge graph and language. The knowledge module and language module provide essential information to mutually assist each other: the knowledge module produces embeddings for entities in text while the language module generates context-aware initial embeddings for entities and relations in the graph. Our design enables the pre-trained model to easily adapt to unseen knowledge graphs in new domains. Experiment results on several knowledge-aware NLP tasks show that our proposed framework achieves superior performance by effectively leveraging knowledge in language understanding.

JAKET: Joint Pre-Training of Knowledge Graph and Language Understanding

Orthogonality regularization has proven effective in improving the precision, convergence speed and the training stability of CNNs. Here, we propose a novel Orthogonal Dictionary Convolution Strategy (ODCS) on CNNs to improve orthogonality effect by optimizing the network architecture and changing the regularized object. Specifically, we remove the nonlinear layer in typical convolution block â€œConv(BN) + Nonlinear + Pointwise Conv(BN)â€, and only impose orthogonal regularization on the front Conv. The structure, â€œConv(BN) + Pointwise Conv(BN)â€, is then equivalent to a pair of dictionary and encoding, defined in sparse dictionary learning. Thanks to the exact and efficient representation of signal with dictionaries in low-dimensional projections, our strategy could reduce the superfluous information in dictionary Conv kernels. Meanwhile, the proposed strategy relieves the too strict orthogonality regularization in training, which makes hyper-parameters tuning of model to be more flexible. In addition, our ODCS can modify the state-of-the-art models easily without any extra consumption in inference phase. We evaluate it on a variety of CNNs in small-scale (CIFAR), large-scale (ImageNet) and fine-grained (CUB-200-2011) image classification tasks, respectively. The experimental results show that our method achieve a stable and superior improvement.

Towards an Effective Orthogonal Dictionary Convolution Strategy

Recurrent neural networks have proven effective in modeling sequential user feedbacks for recommender systems. However, they usually focus solely on item relevance and fail to effectively explore diverse items for users, therefore harming the system performance in the long run. To address this problem, we propose a new type of recurrent neural networks, dubbed recurrent exploration networks (REN), to jointly perform representation learning and effective exploration in the latent space. REN tries to balance relevance and exploration while taking into account the uncertainty in the representations. Our theoretical analysis shows that REN can preserve the rate-optimal sublinear regret even when there exists uncertainty in the learned representations. Our empirical study demonstrates that REN can achieve satisfactory long-term rewards on both synthetic and real-world recommendation datasets, outperforming state-of-the-art models.

Context Uncertainty in Contextual Bandits with Applications to Recommender Systems

Inspired by the recent success of self-supervised methods applied on images, self-supervised learning on graph structured data has seen rapid growth especially centered on augmentation-based contrastive methods. However, we argue that without carefully designed augmentation techniques, augmentations on graphs may behave arbitrarily in that the underlying semantics of graphs can drastically change. As a consequence, the performance of existing augmentation-based methods is highly dependent on the choice of augmentation scheme, i.e., augmentation hyperparameters and combinations of augmentation. In this paper, we propose a novel augmentation-free self-supervised learning framework for graphs, named AFGRL. Specifically, we generate an alternative view of a graph by discovering nodes that share the local structural information and the global semantics with the graph. Extensive experiments towards various node-level tasks, i.e., node classification, clustering, and similarity search on various real-world datasets demonstrate the superiority of AFGRL. The source code for AFGRL is available at https://github.com/Namkyeong/AFGRL.

Augmentation-Free Self-Supervised Learning on Graphs

Bundle recommendation aims to recommend the user a bundle of items as a whole. Previous models capture user's preferences on both items and the association of items. Nevertheless, they usually neglect the diversity of user's intents on adopting items and fail to disentangle user's intents in representations. In the real scenario of bundle recommendation, a user's intent may be naturally distributed in the different bundles of that user (Global view). And a bundle may contain multiple intents of a user (Local view). Each view has its advantages for intent disentangling: 1) In the global view, more items are involved to present each intent, which can demonstrate the user's preference under each intent more clearly. 2) The local view can reveal the association between items under  each intent since the items within the same bundle are highly correlated to each other. To this end, in this paper we propose a novel model named Multi-view Intent Disentangle Graph Networks (MIDGN), which is capable of precisely and comprehensively capturing the diversity of user intent and items' associations at the finer granularity. Specifically, MIDGN disentangles user's intents from two different perspectives, respectively: 1) taking the Global view, MIDGN disentangles  the user's intent coupled with inter-bundle items; 2) taking the Local view, MIDGN disentangles the user's intent coupled with items within each bundle. Meanwhile, we compare user's intents disentangled from different views by a contrast method to improve the learned intents. Extensive experiments are conducted on two benchmark datasets and MIDGN outperforms the state-of-the-art methods by over 10.7% and 26.8%, respectively.

Multi-View Intent Disentangle Graph Networks for Bundle Recommendation

There are many AI applications in high-income countries because their implementation depends on expensive GPU cards (~2000$) and reliable power supply (~200W). To deploy AI in resource-poor settings on cheaper (~20$) and low-power devices (<1W), key modifications are required to adapt neural networks for Tiny machine learning (TinyML). In this paper, for putting CNNs into storage limited devices, we developed efficient tiny models with only hundreds of KB parameters. Toward this end, we firstly design a parameter-efficient tiny architecture by introducing dense linear depthwise block. Then, a novel adaptive scale quantization (ASQ) method is proposed for further quantizing tiny models in aggressive low-bit while retaining the accuracy. With the optimized architecture and 4-bit ASQ, we present a family of ultralightweight networks, named EtinyNet, that achieves 57.0% ImageNet top-1 accuracy with an extremely tiny model size of 340KB. When deployed on an off-the-shelf commercial microcontroller for object detection tasks, EtinyNet achieves state-of-the-art 56.4% mAP on Pascal VOC. Furthermore, the experimental results on Xilinx compact FPGA indicate that EtinyNet achieves prominent low power of 620mW, about 5.6x lower than existing FPGA designs. The code and demo are in https://github.com/aztc/EtinyNet

EtinyNet: Extremely Tiny Network for TinyML

This paper defines fair principal component analysis (PCA) as minimizing the maximum mean discrepancy (MMD) between the dimensionality-reduced conditional distributions of different protected classes. The incorporation of MMD naturally leads to an exact and tractable mathematical formulation of fairness with good statistical properties. We formulate the problem of fair PCA subject to MMD constraints as a non-convex optimization over the Stiefel manifold and solve it using the Riemannian Exact Penalty Method with Smoothing (REPMS). Importantly, we provide a local optimality guarantee and explicitly show the theoretical effect of each hyperparameter in practical settings, extending previous results. Experimental comparisons based on synthetic and UCI datasets show that our approach outperforms prior work in explained variance, fairness, and runtime.

NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-Task Financial Forecasting

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KID-Review: Knowledge-Guided Scientific Review Generation with Oracle Pre-Training

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NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-Task Financial Forecasting

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Next from AAAI 2022

KID-Review: Knowledge-Guided Scientific Review Generation with Oracle Pre-Training

Stay up to date with the latest Underline news!

PRESENTATIONS

CONFERENCES

COMPANY

RESOURCES

Downloads