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Stock price forecasting is a fundamental yet challenging task in quantitative investment. Various researchers have developed a combination of neural network models (e.g., RNNs, GNNs, Transformers) for capturing complex indicator, temporal and stock correlations of the stock data.While complex architectures are highly expressive, they are often difficult to optimize and the performances are often compromised by the limited stock data. In this paper, we propose a simple MLP-based architecture named StockMixer which is easy to optimize and enjoys strong predictive performance. StockMixer performs indicator mixing, followed by time mixing, and finally stock mixing. Unlike the standard MLP-based mixing, we devise the time mixing to exchange multi-scale time patch information and realize the stock mixing by exploiting stock-to-market and market-to-stock influences explicitly. Extensive experiments on real stock benchmarks demonstrate our proposed StockMixer outperforms various state-of-the-art forecasting methods with a notable margin while reducing memory usage and runtime cost.

AAAI 2024

StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting | VIDEO

temporal or spatio-temporal data; app: economic/financial

dmkm: applications; dmkm: mining of spatial

technical paper

We are pleased to announce the Thirty-Eighth AAAI Conference on Artificial Intelligence (AAAI-24), which will be held in Vancouver, British Columbia at the Vancouver Convention Centre – West Building from 20-27 February, 2024.

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-24 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and a range of other activities to be announced.

We expect for AAAI-24 to be an in-person conference – one author of all accepted papers will be expected to present work in person unless there are exceptional circumstances that prevent this.<br><br><br><br>

In order to access the AAAI-24 event page you need to register [here](https://aaai.org/aaai-conference/registration/)

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. 

Self-supervised speech pre-training methods have developed rapidly in recent years, which show to be very effective for many near-field single-channel speech tasks. However, far-field multichannel speech processing is suffering from the scarcity of labeled multichannel data and complex ambient noises. The efficacy of self-supervised learning for far-field multichannel and multi-modal speech processing has not been well explored. Considering that visual information helps to improve speech recognition performance in noisy scenes, in this work we propose the multichannel multi-modal speech self-supervised learning framework AV-wav2vec2, which utilizes video and multichannel audio data as inputs. First, we propose a multi-path structure to process multi-channel audio streams and a visual stream in parallel, with intra-, and inter-channel contrastive as training targets to fully exploit the rich information in multi-channel speech data. Second, based on contrastive learning, we use additional single-channel audio data, which is trained jointly to improve the performance of multichannel multi-modal representation. Finally, we use a Chinese multichannel multi-modal dataset in real scenarios to validate the effectiveness of the proposed method on audio-visual speech recognition (AVSR), automatic speech recognition (ASR), visual speech recognition (VSR) and audio-visual speaker diarization (AVSD) tasks.

Multichannel AV-wav2vec2: A Framework for Learning Multichannel Multi-Modal Speech Representation | VIDEO

We contribute to the sparsely populated area of unsupervised deep graph matching with application to keypoint matching in images. Contrary to the standard supervised approach, our method does not require ground truth correspondences between keypoint pairs. Instead, it is self-supervised by enforcing consistency of matchings between images of the same object category. As the matching and the consistency loss are discrete, their derivatives cannot be straightforwardly used for learning. We address this issue in a principled way by building our method upon the recent results on black-box differentiation of combinatorial solvers. This makes our method exceptionally flexible, as it is compatible with arbitrary network architectures and combinatorial solvers. Our experimental evaluation suggests that our technique sets a new state-of-the-art for unsupervised graph matching.

Discrete Cycle-Consistency Based Unsupervised Deep Graph Matching

Over the past two decades, there has been a tremendous increase in the growth of representation learning methods for graphs, with numerous applications across various fields, including bioinformatics, chemistry, and the social sciences. However, current dynamic network approaches focus on discrete-time networks or treat links in continuous-time networks as instantaneous events. Therefore, these approaches have limitations in capturing the persistence or absence of links that continuously emerge and disappear over time for particular durations. To address this, we propose a novel stochastic process relying on survival functions to model the durations of links and their absences over time. This forms a generic new likelihood specification explicitly accounting for intermittent edge-persistent networks, namely GraSSP: Graph Representation with Sequential Survival Process. We apply the developed framework to a recent continuous time dynamic latent distance model characterizing network dynamics in terms of a sequence of piecewise linear movements of nodes in latent space. We quantitatively assess the developed framework in various downstream tasks, such as link prediction and network completion, demonstrating that the developed modeling framework accounting for link persistence and absence well tracks the intrinsic trajectories of nodes in a latent space and captures the underlying characteristics of evolving network structure.

Continuous-Time Graph Representation with Sequential Survival Process | VIDEO

The blind text image deblurring problem presents a formidable challenge, requiring the recovery of a clean and sharp text image from a blurry version with an unknown blur kernel. Sparsity-based strategies have demonstrated their efficacy by emphasizing the sparse priors of the latent image and kernel. However, these existing strategies have largely neglected the influence of additional noise, imposing limitations on their performance. To overcome this limitation, we propose a novel framework designed to effectively mitigate the impact of extensive noise prevalent in blurred images. Our approach centers around a robust Maximum Consensus Framework, wherein we optimize the quantity of interest from the noisy blurry image based on the maximum consensus criterion. Furthermore, we propose the integration of the Alternating Direction Method of Multipliers (ADMM) and the Half-Quadratic Splitting (HQS) method to address the computationally intractable L0 norm problem. This innovative strategy enables improvements in the deblurring performance of blurry text images with the additional synthetic noise. Experimental evaluations conducted on various noisy blurry text images demonstrate the superiority of the proposed approach over existing methods.

Robust Blind Text Image Deblurring via Maximum Consensus Framework | VIDEO

SAT and propagation solvers often underperform for optimisation models whose objective sums many single-variable terms.
MaxSAT solvers avoid this by detecting and exploiting cores: subsets of these terms that cannot collectively take their lower bounds.
Previous work has shown manual analysis of cores can help define model reformulations likely to speed up solving for many model instances.
This paper presents a method to automate this process.
For each selected core the method identifies the instance constraints that caused it;
infers the model constraints and parameters that explain how these instance constraints were formed;
and learns the conditions that made those model constraint instances generate cores, while others did not.
It then uses this information to reformulate the objective.
The empirical evaluation shows this method can produce useful reformulations.
Importantly, the method can be useful in many other situations that require explaining a set of constraints.

Automatic Core-Guided Reformulation via Constraint Explanation and Condition Learning

3D Semantic Scene Completion (SSC) has emerged as a novel task in vision-based holistic 3D scene understanding. Its objective is to densely predict the occupancy and category of each voxel in a 3D scene based on input from either LiDAR or images. Currently, many transformer-based semantic scene completion frameworks employ simple yet popular Cross-Attention and Self-Attention mechanisms to integrate and infer dense geometric and semantic information of voxels. However, they overlook the distinctions among voxels in the scene, especially in outdoor scenarios where the horizontal direction contains more variations. And voxels located at object boundaries and within the interior of objects exhibit varying levels of positional significance. To address this issue, we propose a transformer-based SSC framework called H2GFormer that incorporates a horizontal-to-global approach. This framework takes into full consideration the variations of voxels in the horizontal direction and the characteristics of voxels on object boundaries. We introduce a horizontal window-to-global attention (W2G) module that effectively fuses semantic information by first diffusing it horizontally from reliably visible voxels and then propagating the semantic understanding to global voxels, ensuring a more reliable fusion of semantic-aware features. Moreover, an Internal-External Position Awareness Loss (IoE-PALoss) is utilized during network training to emphasize the critical positions within the transition regions between objects. The experiments conducted on the SemanticKITTI dataset demonstrate that H2GFormer exhibits superior performance in both geometric and semantic completion tasks. Our code is available on https://github.com/Ryanwy1/H2GFormer.

H2GFormer: Horizontal-to-Global Voxel Transformer for 3D Semantic Scene Completion

Chain-of-Thought (CoT) prompting methods have enabled large language models (LLMs) to generate reasoning paths and solve math word problems (MWPs). However, they are sensitive to mistakes in the paths, as any mistake can result in an incorrect answer. We propose a novel method named Progressive Rectification Prompting (PRP) to improve average accuracy on eight MWP datasets from 77.3 to 90.5. Given an initial answer from CoT, PRP iterates a verify-then-rectify process to progressively identify incorrect answers and rectify the reasoning paths. With the most likely correct answer, the LLM predicts a masked numerical value in the question; if the prediction does not match the masked value, the answer is likely incorrect. Then the LLM is prompted to re-generate the reasoning path hinted with a set of incorrect answers to prevent itself from repeating previous mistakes. PRP achieves the best performance compared against the CoT methods. Our implementation is made publicly available at https://wzy6642.github.io/prp.github.io/.

Get an A in Math: Progressive Rectification Prompting

Deep learning architectures have achieved state-of-the-art (SOTA) performance on computer vision tasks such as object detection and image segmentation. This may be attributed to the use of over-parameterized, monolithic deep learning architectures executed on large datasets. Although such large architectures lead to increased accuracy, this is usually accompanied by a larger increase in computation and memory requirements during inference. While this is a non-issue in traditional machine learning (ML) pipelines, the recent confluence of machine learning and fields like the Internet of Things (IoT) has rendered such large architectures infeasible for execution in low-resource settings. For some datasets, large monolithic pipelines may be overkill for simpler inputs. To address this problem, previous efforts have proposed decision cascades where inputs are passed through models of increasing complexity until desired performance is achieved. However, we argue that cascaded prediction leads to sub-optimal throughput and increased computational cost due to wasteful intermediate computations. To address this, we propose PaSeR (Parsimonious Segmentation with Reinforcement Learning) a non-cascading, cost-aware learning pipeline as an efficient alternative to cascaded decision architectures. Through experimental evaluation on both real-world and standard datasets, we demonstrate that PaSeR achieves better accuracy while minimizing computational cost relative to cascaded models. Further, we introduce a new metric IoU/GigaFlop to evaluate the balance between cost and performance. On the real-world task of battery material phase segmentation, PaSeR yields a minimum performance improvement of 174% on the IoU/GigaFlop metric with respect to baselines. We also demonstrate PaSeR's adaptability to complementary models trained on a noisy MNIST dataset, where it achieved a minimum performance improvement on IoU/GigaFlop of 13.4% over SOTA models. Code will be released at github.com/scailab/paser.

Reinforcement Learning as a Parsimonious Alternative to Prediction Cascades: A Case Study on Image Segmentation | VIDEO

Integrating complementary strengths of raw data and logical rules to improve the learning generalization has been recently shown promising and effective, e.g., abductive learning is one generic framework that can learn the perception model from data and reason between rules simultaneously. However, the performance would be seriously decreased when inaccurate logical rules appear, which may be even worse than baselines using only raw data.
Efforts on this issue are highly desired while remain to be limited.  This paper proposes a simple and effective safe abductive learning method to alleviate the harm caused by inaccurate rules. Unlike the existing methods which directly use all rules without correctness checks, it utilizes them selectively by constructing a graphical model with an adaptive reasoning process to prevent performance hazards. Theoretically, we show that induction and abduction are mutually beneficial, and can be rigorously justified from a classical maximum likelihood estimation perspective.  Experiments on diverse tasks show that our method can tolerate at least twice as many inaccurate rules as accurate ones and achieve highly competitive performance while other methods can't.  Moreover, the proposal can refine inaccurate rules and works well in extended weakly supervised scenarios.

Safe Abductive Learning in the Presence of Inaccurate Rules

In this paper, we investigate the optimal online configuration of episodic Markov decision processes when the space of the possible configurations is continuous. Specifically, we study the interaction between a learner (referred to as the configurator) and an agent with a fixed, unknown policy, when the learner aims to minimize her losses by choosing transition functions in online fashion. The losses may be unrelated to the agent's rewards. This problem applies to many real-world scenarios where the learner seeks to manipulate the Markov decision process to her advantage. We study both deterministic and stochastic settings, where the losses are either fixed or sampled from an unknown probability distribution. We design two algorithms whose peculiarity is to rely on occupancy measures to explore with optimism the continuous space of transition functions, achieving constant regret in  deterministic settings and $\Tilde{\mathcal{O}}(\sqrt{T})$ regret in stochastic settings, respectively. Moreover, we prove that the regret bound is tight with respect to any constant factor in deterministic settings. Finally, we compare the empiric performance of our algorithms with a baseline in synthetic experiments.

StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting | VIDEO

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Multichannel AV-wav2vec2: A Framework for Learning Multichannel Multi-Modal Speech Representation | VIDEO

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StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting | VIDEO

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Multichannel AV-wav2vec2: A Framework for Learning Multichannel Multi-Modal Speech Representation | VIDEO

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