Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks often struggle with adapting to specialized simulation context. We pinpoint the challenges as i) current financial datasets do not contain context labels; ii) current techniques are not designed to generate financial data with context as control, which demands greater precision compared to other modalities; iii) the inherent difficulties in generating context-aligned, high-fidelity data given the non-stationary, noisy nature of financial data. To address these challenges, our contributions are: i) we proposed the Contextual Market Dataset with market dynamics, stock ticker, and history state as context, leveraging a market dynamics modeling method that combines linear regression and Dynamic Time Warping clustering to extract market dynamics; ii) we present Market-GAN, a novel architecture incorporating a Generative Adversarial Networks (GAN) for the controllable generation with context, an autoencoder for learning low-dimension features, and supervisors for knowledge transfer; iii) we introduce a two-stage training scheme to ensure that Market-GAN captures the intrinsic market distribution with multiple objectives. In the pertaining stage, with the use of the autoencoder and supervisors, we prepare the generator with a better initialization for the adversarial training stage. We propose a set of holistic evaluation metrics that consider alignment, fidelity, data usability on downstream tasks, and market facts. We evaluate Market-GAN with the Dow Jones Industrial Average data from 2000 to 2023 and showcase superior performance in comparison to 4 state-of-the-art time-series generative models.
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Training fingerprint recognition models using synthetic data has recently gained increased attention in the biometric community as it alleviates the dependency on sensitive personal data. Existing approaches for fingerprint generation are limited in their ability to generate diverse impressions of the same finger, a key property for providing effective data for training recognition models. To address this gap, we present FPGAN-Control, an identity preserving image generation framework which enables control over the fingerprint's image appearance (e.g., fingerprint type, acquisition device, pressure level) of generated fingerprints. We introduce a novel appearance loss that encourages disentanglement between the fingerprint's identity and appearance properties. In our experiments, we used the publicly available NIST SD302 (N2N) dataset for training the FPGAN-Control model. We demonstrate the merits of FPGAN-Control, both quantitatively and qualitatively, in terms of identity preservation level, degree of appearance control, and low synthetic-to-real domain gap. Finally, training recognition models using only synthetic datasets generated by FPGAN-Control lead to recognition accuracies that are on par or even surpass models trained using real data. To the best of our knowledge, this is the first work to demonstrate this.
The theory underlying robust distributed learning algorithms, designed to resist adversarial machines, matches empirical observations when data is homogeneous. Under data heterogeneity however, which is the norm in practical scenarios, established lower bounds on the learning error are essentially vacuous and greatly mismatch empirical observations. This is because the heterogeneity model considered is too restrictive and does not cover basic learning tasks such as least-squares regression. We consider in this paper a more realistic heterogeneity model, namely (G,B)-gradient dissimilarity, and show that it covers a larger class of learning problems than existing theory. Notably, we show that the breakdown point under heterogeneity is lower than the classical fraction 1/2. We also prove a new lower bound on the learning error of any distributed learning algorithm. We derive a matching upper bound for a robust variant of distributed gradient descent, and empirically show that our analysis reduces the gap between theory and practice.
Search is an important technique in program synthesis that allows for adaptive strategies such as focusing on particular search directions based on execution results. Several prior works have demonstrated that neural models are effective at guiding program synthesis searches. However, a common drawback of those approaches is the inability to handle iterative loops, higher-order functions, or lambda functions, thus limiting prior neural searches from synthesizing longer and more general programs. We address this gap by designing a search algorithm called LambdaBeam that can construct arbitrary lambda functions that compose operations within a given DSL. We create semantic vector representations of the execution behavior of the lambda functions and train a neural policy network to choose which lambdas to construct during search, and pass them as arguments to higher-order functions to perform looping computations. Our experiments show that LambdaBeam outperforms neural, symbolic, and LLM-based techniques in an integer list manipulation domain.
Existing regression models tend to fall short in both accuracy and uncertainty estimation when the label distribution is imbalanced. In this paper, we propose a probabilistic deep learning model, dubbed variational imbalanced regression (VIR), which not only performs well in imbalanced regression but naturally produces reasonable uncertainty estimation as a byproduct. Different from typical variational autoencoders assuming I.I.D. representations (a data point's representation is not directly affected by other data points), our VIR borrows data with similar regression labels to compute the latent representation's variational distribution; furthermore, different from deterministic regression models producing point estimates, VIR predicts the entire normal-inverse-gamma distributions and modulates the associated conjugate distributions to impose probabilistic reweighting on the imbalanced data, thereby providing better uncertainty estimation. Experiments in several real-world datasets show that our VIR can outperform state-of-the-art imbalanced regression models in terms of both accuracy and uncertainty estimation. Code will soon be available at //github.com/Wang-ML-Lab/variational-imbalanced-regression.
Learning Better with Less: Effective Augmentation for Sample-Efficient Visual Reinforcement Learning
Data augmentation (DA) is a crucial technique for enhancing the sample efficiency of visual reinforcement learning (RL) algorithms. Notably, employing simple observation transformations alone can yield outstanding performance without extra auxiliary representation tasks or pre-trained encoders. However, it remains unclear which attributes of DA account for its effectiveness in achieving sample-efficient visual RL. To investigate this issue and further explore the potential of DA, this work conducts comprehensive experiments to assess the impact of DA's attributes on its efficacy and provides the following insights and improvements: (1) For individual DA operations, we reveal that both ample spatial diversity and slight hardness are indispensable. Building on this finding, we introduce Random PadResize (Rand PR), a new DA operation that offers abundant spatial diversity with minimal hardness. (2) For multi-type DA fusion schemes, the increased DA hardness and unstable data distribution result in the current fusion schemes being unable to achieve higher sample efficiency than their corresponding individual operations. Taking the non-stationary nature of RL into account, we propose a RL-tailored multi-type DA fusion scheme called Cycling Augmentation (CycAug), which performs periodic cycles of different DA operations to increase type diversity while maintaining data distribution consistency. Extensive evaluations on the DeepMind Control suite and CARLA driving simulator demonstrate that our methods achieve superior sample efficiency compared with the prior state-of-the-art methods.
As autonomous driving technology matures, end-to-end methodologies have emerged as a leading strategy, promising seamless integration from perception to control via deep learning. However, existing systems grapple with challenges such as unexpected open set environments and the complexity of black-box models. At the same time, the evolution of deep learning introduces larger, multimodal foundational models, offering multi-modal visual and textual understanding. In this paper, we harness these multimodal foundation models to enhance the robustness and adaptability of autonomous driving systems, enabling out-of-distribution, end-to-end, multimodal, and more explainable autonomy. Specifically, we present an approach to apply end-to-end open-set (any environment/scene) autonomous driving that is capable of providing driving decisions from representations queryable by image and text. To do so, we introduce a method to extract nuanced spatial (pixel/patch-aligned) features from transformers to enable the encapsulation of both spatial and semantic features. Our approach (i) demonstrates unparalleled results in diverse tests while achieving significantly greater robustness in out-of-distribution situations, and (ii) allows the incorporation of latent space simulation (via text) for improved training (data augmentation via text) and policy debugging. We encourage the reader to check our explainer video at //www.youtube.com/watch?v=4n-DJf8vXxo&feature=youtu.be and to view the code and demos on our project webpage at //drive-anywhere.github.io/.
Due to the limited availability of data, existing few-shot learning methods trained from scratch fail to achieve satisfactory performance. In contrast, large-scale pre-trained models such as CLIP demonstrate remarkable few-shot and zero-shot capabilities. To enhance the performance of pre-trained models for downstream tasks, fine-tuning the model on downstream data is frequently necessary. However, fine-tuning the pre-trained model leads to a decrease in its generalizability in the presence of distribution shift, while the limited number of samples in few-shot learning makes the model highly susceptible to overfitting. Consequently, existing methods for fine-tuning few-shot learning primarily focus on fine-tuning the model's classification head or introducing additional structure. In this paper, we introduce a fine-tuning approach termed Feature Discrimination Alignment (FD-Align). Our method aims to bolster the model's generalizability by preserving the consistency of spurious features across the fine-tuning process. Extensive experimental results validate the efficacy of our approach for both ID and OOD tasks. Once fine-tuned, the model can seamlessly integrate with existing methods, leading to performance improvements. Our code can be found in //github.com/skingorz/FD-Align.
This paper aims to address critical issues in the field of Multi-Object Tracking (MOT) by proposing an efficient and computationally resource-efficient end-to-end multi-object tracking model, named MO-YOLO. Traditional MOT methods typically involve two separate steps: object detection and object tracking, leading to computational complexity and error propagation issues. Recent research has demonstrated outstanding performance in end-to-end MOT models based on Transformer architectures, but they require substantial hardware support. MO-YOLO combines the strengths of YOLO and RT-DETR models to construct a high-efficiency, lightweight, and resource-efficient end-to-end multi-object tracking network, offering new opportunities in the multi-object tracking domain. On the MOT17 dataset, MOTR\cite{zeng2022motr} requires training with 8 GeForce 2080 Ti GPUs for 4 days to achieve satisfactory results, while MO-YOLO only requires 1 GeForce 2080 Ti GPU and 12 hours of training to achieve comparable performance.
Automatically generating function summaries for binaries is an extremely valuable but challenging task, since it involves translating the execution behavior and semantics of the low-level language (assembly code) into human-readable natural language. However, most current works on understanding assembly code are oriented towards generating function names, which involve numerous abbreviations that make them still confusing. To bridge this gap, we focus on generating complete summaries for binary functions, especially for stripped binary (no symbol table and debug information in reality). To fully exploit the semantics of assembly code, we present a control flow graph and pseudo code guided binary code summarization framework called CP-BCS. CP-BCS utilizes a bidirectional instruction-level control flow graph and pseudo code that incorporates expert knowledge to learn the comprehensive binary function execution behavior and logic semantics. We evaluate CP-BCS on 3 different binary optimization levels (O1, O2, and O3) for 3 different computer architectures (X86, X64, and ARM). The evaluation results demonstrate CP-BCS is superior and significantly improves the efficiency of reverse engineering.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
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