Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction

Financially motivated kernels based on EURUSD currency data are constructed from limit order book volumes, commonly used technical analysis methods and canonical market microstructure models—the latter in the form of Fisher kernels. These kernels are used through their incorporation into support vector machines (SVM) to predict the direction of price movement for the currency over multiple time horizons. Multiple kernel learning is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information. Significant outperformance relative to both the individual SVM and benchmarks is found, along with an indication of which features are the most informative for financial prediction tasks. An average accuracy of 55% is achieved when classifying the direction of price movement into one of three categories for a 200 s predictive time horizon.     

A Kernel Approach for Semisupervised Metric Learning

While distance function learning for supervised learning tasks has a long history, extending it to learning tasks with weaker supervisory information has only been studied recently. In particular, some methods have been proposed for semisupervised metric learning based on pairwise similarity or dissimilarity information. In this paper, we propose a kernel approach for semisupervised metric learning and present in detail two special cases of this kernel approach. The metric learning problem is thus formulated as an optimization problem for kernel learning. An attractive property of the optimization problem is that it is convex and, hence, has no local optima. While a closed-form solution exists for the first special case, the second case is solved using an iterative majorization procedure to estimate the optimal solution asymptotically. Experimental results based on both synthetic and real-world data show that this new kernel approach is promising for nonlinear metric learning     

多任务的边缘联邦学习:一种融合契约论和匹配博弈的激励机制

联邦学习（Federated Learning,FL）是一种新兴的分布式机器学习范式,它允许移动设备以分散的方式协作训练全局模型,同时保持训练数据在终端上面。然而,由于数千个异构分布式终端设备参与FL任务,所以FL面临的挑战是通信效率问题。为了解决上述问题,基于边缘计算的FL被提出来了,即边缘联邦学习。边缘计算利用终端设备附近的边缘节点执行模型参数的下发和聚合,进而降低通信时间。尽管有上述巨大的好处,多任务的边缘联邦学习的激励机制尚未得到很好的解决。因此,提出了一种融合契约论和匹配博弈的激励机制;然后,基于三个数据集的实验结果验证了该激励机制和匹配算法的有效性。     

基于元对象的防危核技术

1 引言安全关键系统指系统运行出错将造成严重的财产,甚至人员损失的计算机系统,这类系统广泛存在于航空航天、国防、交通运输、能源和医疗卫生等诸多领域中。近年来的研究数据显示,随着用户需求日趋复杂,计算机硬件可靠性的不断提高,计算机系统70％以上的错误来自于软件。因此,软件的可靠性已经成为系统可靠性的决定因素。防危性是计算机系统可靠性的重要组成部分,由于安全关键系统出错后果的严重性,用户对其防危性有着极其严格的要求。     

Classifying patterns with missing values using Multi-Task Learning perceptrons

Datasets with missing values are frequent in real-world classification problems. It seems obvious that imputation of missing values can be considered as a series of secondary tasks, while classification is the main purpose of any machine dealing with these datasets. Consequently, Multi-Task Learning (MTL) schemes offer an interesting alternative approach to solve missing data problems. In this paper, we propose an MTL-based method for training and operating a modified Multi-Layer Perceptron (MLP) architecture to work in incomplete data contexts. The proposed approach achieves a balance between both classification and imputation by exploiting the advantages of MTL. Extensive experimental comparisons with well-known imputation algorithms show that this approach provides excellent results. The method is never worse than the traditional algorithms – an important robustness property – and, also, it clearly outperforms them in several problems.     

Learning Task-Specific Object Recognition and Scene Understanding

In this paper, we present an approach to object recognition and scene understanding which integrates low-level image processing and high-level knowledge-based components. A novel machine learning system is presented which is used to acquire knowledge relating to a specific task. Learned feedback from high-level to low-level processes is introduced as a means of achieving robust task-specific segmentation. The system has been implemented and trained on a number of scenarios with differing tasks from which results are presented and discussed.     

正则化多任务学习的快速算法

正则化多任务学习(regularized multi-task learning,r MTL)方法及其扩展方法在理论研究及实际应用方面已经取得了较好的成果。然而以往方法仅关注于多个任务之间的关联,而未充分考虑算法的复杂度,较高的计算代价限制了其在大数据集上的实用性。针对此不足,结合核心向量机(core vector machine,CVM)理论,提出了适用于多任务大数据集的快速正则化多任务学习(fast regularized multi-task learning,Fr MTL)方法。Fr MTL方法有着与r MTL方法相当的分类性能,而基于CVM理论的Fr MTL-CVM算法的渐近线性时间复杂度又能使其在面对大数据集时仍然能够获得较快的决策速度。该方法的有效性在实验中得到了验证。     

融合文本分类的多任务学习摘要模型

文本摘要应包含源文本中所有重要信息,传统基于编码器-解码器架构的摘要模型生成的摘要准确性较低.根据文本分类和文本摘要的相关性,提出一种多任务学习摘要模型.从文本分类辅助任务中学习抽象信息改善摘要生成质量,使用K-means聚类算法构建Cluster-2、Cluster-10和Cluster-20文本分类数据集训练分类器...     

选择性集成核极限学习机建模及其应用研究

针对选择性集成逆向传播神经网络(GASEN-BPNN)模型训练学习速度慢,选择性集成极限学习机(GASEN-ELM)模型建模精度稳定性差等问题,提出一种基于遗传算法的选择性集成核极限学习机(GASEN-KELM)建模方法。该方法首先通过对训练样本进行随机采样获取子模型训练样本;然后采用泛化性、稳定性较佳的核极限学习机(KELM)算法建立候选子模型,通过标准遗传算法工具箱,依据设定阈值按进化策略优化选择最佳子模型;最后通过简单平均加权集成的方式获得最终GASEN-KELM模型。采用标准混凝土抗压强度数据验证了所提出方法的有效性,并与GASEN-BPNN和GASEN-ELM选择性集成算法进行比较,表明所提出方法可以在模型学习速度和建模预测稳定性方面获得较好的均衡。     

基于条件正定核的判决分类算法研究

在非线性分类算法中,重要的技术之一是对于核技巧的使用,目前仍是尚未解决的问题。针对Mercer核约束条件强的特点,引入条件正定核函数(c.p.d.核)改善其约束条件。实验证明,对于KPCA和KDDA等判决分类方法,通过c.p.d.核的使用,仍能保持其固有分类性能,从而推广了此类方法的适用范围。     

基于条件正定核的判决分类算法研究

在非线性分类算法中，重要的技术之一是对于核技巧的使用，目前仍是尚未解决的问题。针对Mercer核约束条件强的特点，引入条件正定核函数（c．p，d．核）改善其约束条件。实验证明，对于KPCA和KDDA等判决分类方法，通过c．p．d．核的使用，仍能保持其固有分类性能，从而推广了此类方法的适用范围。     

基于多任务学习的方言语种识别

近年来深度学习尤其是神经网络的发展,对语音识别这类复杂的模式分类问题提供了新的解决思路.为加强对我国方言语种的保护工作、提高方言语种识别的准确率以及丰富语音识别的前处理模块,首先采用目前语音识别领域应用最广泛的LSTM模型搭建单任务方言语种识别模型SLNet作为基线系统.其次,针对中国方言的多样性、复杂性特点,基于多任务学习的参数共享机制,通过多任务神经网络模型发现不同语种间的隐含相关特性,提出基于多语种任务的方言语种识别模型MTLNet.进一步根据中国方言的区域特点,采用基于参数硬共享的多任务学习模式,构建基于辅助任务的多任务学习神经网络ATLNet.经实验验证表明：相比于单任务神经网络方言语种识别,MTLNet和ATLNet将识别准确率可提升至80.2%,弥补了单任务模型的单一性和弱泛化性.     

基于核方法的强化学习算法

传统的强化学习算法通常假设状态空间和行动空间是离散的,而实际上很多问题的状态空间是连续的,这就大大地限制了强化学习在实际中的应用.为克服以上不足,本文提出了一种基于核方法的强化学习算法,能直接处理具有连续状态空间的问题.最后,通过具有连续状态空间和离散行动空间的mountain car问题来验证算法.实验表明,这种算法在处理具有连续状态空间的问题时,和传统的先把状态空间离散化的方法相比,能以较少的训练数据收敛到更好的策略.     

用于金融文本挖掘的多任务学习预训练金融语言模型

近年来,机器学习,尤其是深度神经网络方法促进了金融文本挖掘研究的发展,在金融科技(Fintech)领域起着越来越重要的作用.如何从金融大数据中提取有价值的信息已经成为学术界和工业界一个非常有挑战的研究.由于深度神经网络需要大量标注数据,但是金融领域缺乏训练数据,因此,将深度学习应用于金融大数据挖掘并没有取得很好效果.为了更好地解决该问题,利用自监督学习和多任务学习等深度学习领域最新的思想和技术,提出了基于BERT模型架构的开源金融预训练语言模型F-BERT.F-BERT是一种针对特定领域(金融文本数据)的预训练语言模型,它通过在大型金融语料库上进行无监督训练得到.基于BERT架构,F-BERT可以有效地自动将知识从金融大数据中提取出并记忆在模型中,而无需进行特定于金融任务的模型结构修改,从而可以直接将其应用于下游各种金融领域任务,包括股票涨跌预测、金融情绪分类、金融智能客服等.在金融关系提取、金融情绪分类、金融智能问答任务上的大量实验表明了F-BERT模型的有效性和鲁棒性.同时,F-BERT在这3个有代表性的金融文本挖掘任务上均取得了很高的模型准确率,进一步验证了模型的性能.     

时变过程在线辨识的即时递推核学习方法研究

为了及时跟踪非线性化工过程的时变特性, 提出即时递推核学习 (Kernel learning, KL)的在线辨识方法. 针对待预测的新样本点, 采用即时学习 (Just-in-time kernel learning, JITL)策略, 通过构造累积相似度因子, 选择与其相似的样本集建立核学习辨识模型. 为避免传统即时学习对每个待预测点都重新建模的繁琐, 利用两个临近时刻相似样本集的异同点, 采用递推方法有效添加新样本, 并删减旧模型的样本, 以快速建立新即时模型. 通过一时变连续搅拌釜式反应过程的在线辨识, 表明了所提出方法在保证计算效率的同时, 较传统递推核学习方法提高了辨识的准确程度, 能更好地辨识时变过程.     

Robust Visual Tracking via Structured Multi-Task Sparse Learning

In this paper, we formulate object tracking in a particle filter framework as a structured multi-task sparse learning problem, which we denote as Structured Multi-Task Tracking (S-MTT). Since we model particles as linear combinations of dictionary templates that are updated dynamically, learning the representation of each particle is considered a single task in Multi-Task Tracking (MTT). By employing popular sparsity-inducing $\ell _{p,q}$ mixed norms $(\text{ specifically} p\in \{2,\infty \}$ and $q=1),$ we regularize the representation problem to enforce joint sparsity and learn the particle representations together. As compared to previous methods that handle particles independently, our results demonstrate that mining the interdependencies between particles improves tracking performance and overall computational complexity. Interestingly, we show that the popular $L_1$ tracker (Mei and Ling, IEEE Trans Pattern Anal Mach Intel 33(11):2259–2272, 2011) is a special case of our MTT formulation (denoted as the $L_{11}$ tracker) when $p=q=1.$ Under the MTT framework, some of the tasks (particle representations) are often more closely related and more likely to share common relevant covariates than other tasks. Therefore, we extend the MTT framework to take into account pairwise structural correlations between particles (e.g. spatial smoothness of representation) and denote the novel framework as S-MTT. The problem of learning the regularized sparse representation in MTT and S-MTT can be solved efficiently using an Accelerated Proximal Gradient (APG) method that yields a sequence of closed form updates. As such, S-MTT and MTT are computationally attractive. We test our proposed approach on challenging sequences involving heavy occlusion, drastic illumination changes, and large pose variations. Experimental results show that S-MTT is much better than MTT, and both methods consistently outperform state-of-the-art trackers.     

多任务学习的车辆结构化信息提取方法

目前,大部分的车辆结构化信息需要通过多个步骤进行提取,存在模型训练繁琐、各步骤模型训练数据有限和过程误差累加等问题.为此,采用多任务学习将车辆结构化信息提取整合在统一的神经网络之中,通过共享特征提取结构,减少过程误差累加,并构建了一个多任务损失函数用于端到端训练神经网络;针对训练样本有限的问题,提出了新的数据整合和增广方法.在KITTI数据集上实验结果表明, VSENet可以达到93.82%的mAP(均值平均精度),且能达到实时的处理速度;与多阶段的车辆结构化特征提取方法对比,平均运行时间缩减了60%,其精度能达到相似或者更好的效果;实验结果表明,该方法具有一定的先进性和有效性.     

基于多任务中级特征个性化学习的微表情识别

微表情是一种短暂的面部表情，揭示了一个人试图隐藏的真实情感。对现有的一种多任务中级特征学习方法进行了改进，提出了一种多任务中级特征个性化学习方法用于微表情识别。对于每个低级特征，计算类内[k]最近邻时，去除同一人的同类微表情；计算类间[k]最近邻时，保留同一人的不同类表情，并减小[k]值。采用个性化学习方法，生成具有更多判别信息的中级特征。在微表情数据集CASME2上的实验表明，所提出的方法具有更好的识别性能。