This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time series comes with several challenges, including the difficulty in cross-sequence reasoning and inference, the hurdle of incorporating multi-modal signals from historical news, financial knowledge graphs, etc., and the issue of interpreting and explaining the model results. In this paper, we focus on NASDAQ-100 stocks, making use of publicly accessible historical stock price data, company metadata, and historical economic/financial news. We conduct experiments to illustrate the potential of LLMs in offering a unified solution to the aforementioned challenges. Our experiments include trying zero-shot/few-shot inference with GPT-4 and instruction-based fine-tuning with a public LLM model Open LLaMA. We demonstrate our approach outperforms a few baselines, including the widely applied classic ARMA-GARCH model and a gradient-boosting tree model. Through the performance comparison results and a few examples, we find LLMs can make a well-thought decision by reasoning over information from both textual news and price time series and extracting insights, leveraging cross-sequence information, and utilizing the inherent knowledge embedded within the LLM. Additionally, we show that a publicly available LLM such as Open-LLaMA, after fine-tuning, can comprehend the instruction to generate explainable forecasts and achieve reasonable performance, albeit relatively inferior in comparison to GPT-4.
In this paper, we propose a novel ROM stabilization strategy for under-resolved convection-dominated flows, the approximate deconvolution Leray ROM (ADL-ROM). The new ADL-ROM introduces AD as a new means to increase the accuracy of the classical Leray ROM (L-ROM) without degrading its numerical stability. We also introduce two new AD ROM strategies: the Tikhonov and van Cittert methods. Our numerical investigation for convection-dominated systems shows that, when the filter radius is relatively large, the new ADL-ROM is more accurate than the standard L-ROM. Furthermore, the new ADL-ROM is less sensitive with respect to model parameters than L-ROM.
This paper introduces a novel method for transmitting video data over noisy wireless channels with high efficiency and controllability. The method derivates from model division multiple access (MDMA) to extract common semantic features from video frames. It also uses deep joint source-channel coding (JSCC) as the main framework to establish communication links and deal with channel noise. An entropy-based variable length coding scheme is developed to adjust the data amount accurately and explicitly. We name our method as model division video semantic communication (MDVSC). The main steps of our approach are as follows: first, video frames are transformed into a latent space to reduce computational complexity and redistribute data. Then, common features and individual features are extracted, and variable length coding is applied to further eliminate redundant semantic information under the communication bandwidth constraint. We evaluate our method on standard video test sequences and compare it with traditional wireless video coding methods. The results show that MDVSC generally surpasses the conventional methods in terms of quality metrics and has the capability to control code length precisely. Moreover, additional experiments and ablation studies are conducted to demonstrate its potential for various tasks.
Novel Class Discovery (NCD) aims at inferring novel classes in an unlabeled set by leveraging prior knowledge from a labeled set with known classes. Despite its importance, there is a lack of theoretical foundations for NCD. This paper bridges the gap by providing an analytical framework to formalize and investigate when and how known classes can help discover novel classes. Tailored to the NCD problem, we introduce a graph-theoretic representation that can be learned by a novel NCD Spectral Contrastive Loss (NSCL). Minimizing this objective is equivalent to factorizing the graph's adjacency matrix, which allows us to derive a provable error bound and provide the sufficient and necessary condition for NCD. Empirically, NSCL can match or outperform several strong baselines on common benchmark datasets, which is appealing for practical usage while enjoying theoretical guarantees.
Large Language Models (LLMs) have sparked significant interest in their generative capabilities, leading to the development of various commercial applications. The high cost of using the models drives application builders to maximize the value of generation under a limited inference budget. This paper presents a study of optimizing inference hyperparameters such as the number of responses, temperature and max tokens, which significantly affects the utility/cost of text generation. We design a framework named EcoOptiGen which leverages economical hyperparameter optimization and cost-based pruning. Experiments with the GPT-3.5/GPT-4 models on a variety of tasks verify its effectiveness. EcoOptiGen is implemented in the `autogen' package of the FLAML library: \url{//aka.ms/autogen}.
Stereoscopic image quality assessment (SIQA) plays a crucial role in evaluating and improving the visual experience of 3D content. Existing binocular properties and attention-based methods for SIQA have achieved promising performance. However, these bottom-up approaches are inadequate in exploiting the inherent characteristics of the human visual system (HVS). This paper presents a novel network for SIQA via stereo attention, employing a top-down perspective to guide the quality assessment process. Our proposed method realizes the guidance from high-level binocular signals down to low-level monocular signals, while the binocular and monocular information can be calibrated progressively throughout the processing pipeline. We design a generalized Stereo AttenTion (SAT) block to implement the top-down philosophy in stereo perception. This block utilizes the fusion-generated attention map as a high-level binocular modulator, influencing the representation of two low-level monocular features. Additionally, we introduce an Energy Coefficient (EC) to account for recent findings indicating that binocular responses in the primate primary visual cortex are less than the sum of monocular responses. The adaptive EC can tune the magnitude of binocular response flexibly, thus enhancing the formation of robust binocular features within our framework. To extract the most discriminative quality information from the summation and subtraction of the two branches of monocular features, we utilize a dual-pooling strategy that applies min-pooling and max-pooling operations to the respective branches. Experimental results highlight the superiority of our top-down method in simulating the property of visual perception and advancing the state-of-the-art in the SIQA field. The code of this work is available at //github.com/Fanning-Zhang/SATNet.
This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively preserving the most significant contributions to the signal while promoting sparsity. We present models for both noise-free and noisy scenarios, and rigorously prove the existence of solutions for each case. To solve these models, we adopt a linearization approach inspired by the difference of convex functions algorithm. Our experimental results demonstrate the superiority of our method over state-of-the-art approaches in sparse signal recovery across various circumstances, particularly in support detection.
This paper offers a comprehensive review of the research on Natural Language Generation (NLG) over the past two decades, especially in relation to data-to-text generation and text-to-text generation deep learning methods, as well as new applications of NLG technology. This survey aims to (a) give the latest synthesis of deep learning research on the NLG core tasks, as well as the architectures adopted in the field; (b) detail meticulously and comprehensively various NLG tasks and datasets, and draw attention to the challenges in NLG evaluation, focusing on different evaluation methods and their relationships; (c) highlight some future emphasis and relatively recent research issues that arise due to the increasing synergy between NLG and other artificial intelligence areas, such as computer vision, text and computational creativity.
This paper presents a new multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We propose the use of linear and non-linear methods to develop the MODRL framework that includes both single-policy and multi-policy strategies. The experimental results on two benchmark problems including the two-objective deep sea treasure environment and the three-objective mountain car problem indicate that the proposed framework is able to converge to the optimal Pareto solutions effectively. The proposed framework is generic, which allows implementation of different deep reinforcement learning algorithms in different complex environments. This therefore overcomes many difficulties involved with standard multi-objective reinforcement learning (MORL) methods existing in the current literature. The framework creates a platform as a testbed environment to develop methods for solving various problems associated with the current MORL. Details of the framework implementation can be referred to //www.deakin.edu.au/~thanhthi/drl.htm.
Medical image segmentation requires consensus ground truth segmentations to be derived from multiple expert annotations. A novel approach is proposed that obtains consensus segmentations from experts using graph cuts (GC) and semi supervised learning (SSL). Popular approaches use iterative Expectation Maximization (EM) to estimate the final annotation and quantify annotator's performance. Such techniques pose the risk of getting trapped in local minima. We propose a self consistency (SC) score to quantify annotator consistency using low level image features. SSL is used to predict missing annotations by considering global features and local image consistency. The SC score also serves as the penalty cost in a second order Markov random field (MRF) cost function optimized using graph cuts to derive the final consensus label. Graph cut obtains a global maximum without an iterative procedure. Experimental results on synthetic images, real data of Crohn's disease patients and retinal images show our final segmentation to be accurate and more consistent than competing methods.
In this paper, we introduce the Reinforced Mnemonic Reader for machine reading comprehension tasks, which enhances previous attentive readers in two aspects. First, a reattention mechanism is proposed to refine current attentions by directly accessing to past attentions that are temporally memorized in a multi-round alignment architecture, so as to avoid the problems of attention redundancy and attention deficiency. Second, a new optimization approach, called dynamic-critical reinforcement learning, is introduced to extend the standard supervised method. It always encourages to predict a more acceptable answer so as to address the convergence suppression problem occurred in traditional reinforcement learning algorithms. Extensive experiments on the Stanford Question Answering Dataset (SQuAD) show that our model achieves state-of-the-art results. Meanwhile, our model outperforms previous systems by over 6% in terms of both Exact Match and F1 metrics on two adversarial SQuAD datasets.