Deep reinforcement learning (DRL) has revolutionized quantitative finance by achieving excellent performance without significant manual effort. Whereas we observe that the DRL models behave unstably in a dynamic stock market due to the low signal-to-noise ratio nature of the financial data. In this paper, we propose a novel logic-guided trading framework, termed as SYENS (Program Synthesis-based Ensemble Strategy). Different from the previous state-of-the-art ensemble reinforcement learning strategy which arbitrarily selects the best-performing agent for testing based on a single measurement, our framework proposes regularizing the model's behavior in a hierarchical manner using the program synthesis by sketching paradigm. First, we propose a high-level, domain-specific language (DSL) that is used for the depiction of the market environment and action. Then based on the DSL, a novel program sketch is introduced, which embeds human expert knowledge in a logical manner. Finally, based on the program sketch, we adopt the program synthesis by sketching a paradigm and synthesizing a logical, hierarchical trading strategy. We evaluate SYENS on the 30 Dow Jones stocks under the cash trading and the margin trading settings. Experimental results demonstrate that our proposed framework can significantly outperform the baselines with much higher cumulative return and lower maximum drawdown under both settings.
To alleviate the cost of regression testing in continuous integration (CI), a large number of machine learning-based (ML-based) test case prioritization techniques have been proposed. However, it is yet unknown how they perform under the same experimental setup, because they are evaluated on different datasets with different metrics. To bridge this gap, we conduct the first comprehensive study on these ML-based techniques in this paper. We investigate the performance of 11 representative ML-based prioritization techniques for CI on 11 open-source subjects and obtain a series of findings. For example, the performance of the techniques changes across CI cycles, mainly resulting from the changing amount of training data, instead of code evolution and test removal/addition. Based on the findings, we give some actionable suggestions on enhancing the effectiveness of ML-based techniques, e.g., pretraining a prioritization technique with cross-subject data to get it thoroughly trained and then finetuning it with within-subject data dramatically improves its performance. In particular, the pretrained MART achieves state-of-the-art performance, producing the optimal sequence on 80% subjects, while the existing best technique, the original MART, only produces the optimal sequence on 50% subjects.
Data augmentation is a powerful technique to enhance the performance of a deep learning task but has received less attention in 3D deep learning. It is well known that when 3D shapes are sparsely represented with low point density, the performance of the downstream tasks drops significantly. This work explores test-time augmentation (TTA) for 3D point clouds. We are inspired by the recent revolution of learning implicit representation and point cloud upsampling, which can produce high-quality 3D surface reconstruction and proximity-to-surface, respectively. Our idea is to leverage the implicit field reconstruction or point cloud upsampling techniques as a systematic way to augment point cloud data. Mainly, we test both strategies by sampling points from the reconstructed results and using the sampled point cloud as test-time augmented data. We show that both strategies are effective in improving accuracy. We observed that point cloud upsampling for test-time augmentation can lead to more significant performance improvement on downstream tasks such as object classification and segmentation on the ModelNet40, ShapeNet, ScanObjectNN, and SemanticKITTI datasets, especially for sparse point clouds.
Comparative reasoning is a process of comparing objects, concepts, or entities to draw conclusions, which constitutes a fundamental cognitive ability. In this paper, we propose a novel framework to pre-train language models for enhancing their abilities of comparative reasoning over texts. While there have been approaches for NLP tasks that require comparative reasoning, they suffer from costly manual data labeling and limited generalizability to different tasks. Our approach introduces a novel method of collecting scalable data for text-based entity comparison, which leverages both structured and unstructured data. Moreover, we present a framework of pre-training language models via three novel objectives on comparative reasoning. Evaluation on downstream tasks including comparative question answering, question generation, and summarization shows that our pre-training framework significantly improves the comparative reasoning abilities of language models, especially under low-resource conditions. This work also releases the first integrated benchmark for comparative reasoning.
While deep reinforcement learning (RL) has fueled multiple high-profile successes in machine learning, it is held back from more widespread adoption by its often poor data efficiency and the limited generality of the policies it produces. A promising approach for alleviating these limitations is to cast the development of better RL algorithms as a machine learning problem itself in a process called meta-RL. Meta-RL is most commonly studied in a problem setting where, given a distribution of tasks, the goal is to learn a policy that is capable of adapting to any new task from the task distribution with as little data as possible. In this survey, we describe the meta-RL problem setting in detail as well as its major variations. We discuss how, at a high level, meta-RL research can be clustered based on the presence of a task distribution and the learning budget available for each individual task. Using these clusters, we then survey meta-RL algorithms and applications. We conclude by presenting the open problems on the path to making meta-RL part of the standard toolbox for a deep RL practitioner.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
There recently has been a surge of interest in developing a new class of deep learning (DL) architectures that integrate an explicit time dimension as a fundamental building block of learning and representation mechanisms. In turn, many recent results show that topological descriptors of the observed data, encoding information on the shape of the dataset in a topological space at different scales, that is, persistent homology of the data, may contain important complementary information, improving both performance and robustness of DL. As convergence of these two emerging ideas, we propose to enhance DL architectures with the most salient time-conditioned topological information of the data and introduce the concept of zigzag persistence into time-aware graph convolutional networks (GCNs). Zigzag persistence provides a systematic and mathematically rigorous framework to track the most important topological features of the observed data that tend to manifest themselves over time. To integrate the extracted time-conditioned topological descriptors into DL, we develop a new topological summary, zigzag persistence image, and derive its theoretical stability guarantees. We validate the new GCNs with a time-aware zigzag topological layer (Z-GCNETs), in application to traffic forecasting and Ethereum blockchain price prediction. Our results indicate that Z-GCNET outperforms 13 state-of-the-art methods on 4 time series datasets.
Graph-based semi-supervised learning (SSL) is an important learning problem where the goal is to assign labels to initially unlabeled nodes in a graph. Graph Convolutional Networks (GCNs) have recently been shown to be effective for graph-based SSL problems. GCNs inherently assume existence of pairwise relationships in the graph-structured data. However, in many real-world problems, relationships go beyond pairwise connections and hence are more complex. Hypergraphs provide a natural modeling tool to capture such complex relationships. In this work, we explore the use of GCNs for hypergraph-based SSL. In particular, we propose HyperGCN, an SSL method which uses a layer-wise propagation rule for convolutional neural networks operating directly on hypergraphs. To the best of our knowledge, this is the first principled adaptation of GCNs to hypergraphs. HyperGCN is able to encode both the hypergraph structure and hypernode features in an effective manner. Through detailed experimentation, we demonstrate HyperGCN's effectiveness at hypergraph-based SSL.
Recently, ensemble has been applied to deep metric learning to yield state-of-the-art results. Deep metric learning aims to learn deep neural networks for feature embeddings, distances of which satisfy given constraint. In deep metric learning, ensemble takes average of distances learned by multiple learners. As one important aspect of ensemble, the learners should be diverse in their feature embeddings. To this end, we propose an attention-based ensemble, which uses multiple attention masks, so that each learner can attend to different parts of the object. We also propose a divergence loss, which encourages diversity among the learners. The proposed method is applied to the standard benchmarks of deep metric learning and experimental results show that it outperforms the state-of-the-art methods by a significant margin on image retrieval tasks.
Deep learning has yielded state-of-the-art performance on many natural language processing tasks including named entity recognition (NER). However, this typically requires large amounts of labeled data. In this work, we demonstrate that the amount of labeled training data can be drastically reduced when deep learning is combined with active learning. While active learning is sample-efficient, it can be computationally expensive since it requires iterative retraining. To speed this up, we introduce a lightweight architecture for NER, viz., the CNN-CNN-LSTM model consisting of convolutional character and word encoders and a long short term memory (LSTM) tag decoder. The model achieves nearly state-of-the-art performance on standard datasets for the task while being computationally much more efficient than best performing models. We carry out incremental active learning, during the training process, and are able to nearly match state-of-the-art performance with just 25\% of the original training data.
While existing machine learning models have achieved great success for sentiment classification, they typically do not explicitly capture sentiment-oriented word interaction, which can lead to poor results for fine-grained analysis at the snippet level (a phrase or sentence). Factorization Machine provides a possible approach to learning element-wise interaction for recommender systems, but they are not directly applicable to our task due to the inability to model contexts and word sequences. In this work, we develop two Position-aware Factorization Machines which consider word interaction, context and position information. Such information is jointly encoded in a set of sentiment-oriented word interaction vectors. Compared to traditional word embeddings, SWI vectors explicitly capture sentiment-oriented word interaction and simplify the parameter learning. Experimental results show that while they have comparable performance with state-of-the-art methods for document-level classification, they benefit the snippet/sentence-level sentiment analysis.