One of the problems in quantitative finance that has received the most attention is the portfolio optimization problem. Regarding its solving, this problem has been approached using different techniques, with those related to quantum computing being especially prolific in recent years. In this study, we present a system called Quantum Computing-based System for Portfolio Optimization with Future Asset Values and Automatic Universe Reduction (Q4FuturePOP), which deals with the Portfolio Optimization Problem considering the following innovations: i) the developed tool is modeled for working with future prediction of assets, instead of historical values; and ii) Q4FuturePOP includes an automatic universe reduction module, which is conceived to intelligently reduce the complexity of the problem. We also introduce a brief discussion about the preliminary performance of the different modules that compose the prototypical version of Q4FuturePOP.
We investigate a class of recovery problems for which observations are a noisy combination of continuous and step functions. These problems can be seen as non-injective instances of non-linear ICA with direct applications to image decontamination for magnetic resonance imaging. Alternately, the problem can be viewed as clustering in the presence of structured (smooth) contaminant. We show that a global topological property (graph connectivity) interacts with a local property (the degree of smoothness of the continuous component) to determine conditions under which the components are identifiable. Additionally, a practical estimation algorithm is provided for the case when the contaminant lies in a reproducing kernel Hilbert space of continuous functions. Algorithm effectiveness is demonstrated through a series of simulations and real-world studies.
There has been considerable progress in implicit neural representation to upscale an image to any arbitrary resolution. However, existing methods are based on defining a function to predict the Red, Green and Blue (RGB) value from just four specific loci. Relying on just four loci is insufficient as it leads to losing fine details from the neighboring region(s). We show that by taking into account the semi-local region leads to an improvement in performance. In this paper, we propose applying a new technique called Overlapping Windows on Semi-Local Region (OW-SLR) to an image to obtain any arbitrary resolution by taking the coordinates of the semi-local region around a point in the latent space. This extracted detail is used to predict the RGB value of a point. We illustrate the technique by applying the algorithm to the Optical Coherence Tomography-Angiography (OCT-A) images and show that it can upscale them to random resolution. This technique outperforms the existing state-of-the-art methods when applied to the OCT500 dataset. OW-SLR provides better results for classifying healthy and diseased retinal images such as diabetic retinopathy and normals from the given set of OCT-A images. The project page is available at //rishavbb.github.io/ow-slr/index.html
Inference optimizations are critical for improving user experience and reducing infrastructure costs and power consumption. In this article, we illustrate a form of dynamic execution known as speculative sampling to reduce the overall latency of text generation and compare it with standard autoregressive sampling. This can be used together with model-based optimizations (e.g. quantization) to provide an optimized solution. Both sampling methods make use of KV caching. A Jupyter notebook and some sample executions are provided.
The blockchain brought interesting properties for many practical applications. However, some properties, such as the transaction processing throughput remained limited, especially in Proof-of-Work blockchains. Therefore, several promising directions, such as sharding designs and DAG-based protocols emerged. In this paper, we focus on DAG-based consensus protocols and present a discrete-event simulator for them. Our simulator can simulate realistic blockchain networks created from data of a Bitcoin network, while its network configuration and topology can be customized. The simulated network consists of honest and malicious miners. Malicious miners do not make any attack on consensus itself. Instead, they use a different transaction selection strategy than honest miners (who select transactions randomly) with the intention to earn unfairly more profits than honest miners at the cost of downgrading the protocol performance by duplicate transactions. As a consequence, this harms the performance of some DAG-based protocols (e.g., PHANTOM and GHOSTDAG) in terms of transaction processing throughput, which we demonstrate in our experiments and extend the results of the related work that contains a small-scale network of 10 nodes by the results obtained on a large-scale network with 7000 nodes. Next, we empirically compare different algorithms for the mempool structure, and we propose a composite mempool structure that is memory-efficient and thus convenient for simulations of resource-demanding large-scale networks.
The fundamental diagram serves as the foundation of traffic flow modeling for almost a century. With the increasing availability of road sensor data, deterministic parametric models have proved inadequate in describing the variability of real-world data, especially in congested area of the density-flow diagram. In this paper we estimate the stochastic density-flow relation introducing a nonparametric method called convex quantile regression. The proposed method does not depend on any prior functional form assumptions, but thanks to the concavity constraints, the estimated function satisfies the theoretical properties of the density-flow curve. The second contribution is to develop the new convex quantile regression with bags (CQRb) approach to facilitate practical implementation of CQR to the real-world data. We illustrate the CQRb estimation process using the road sensor data from Finland in years 2016-2018. Our third contribution is to demonstrate the excellent out-of-sample predictive power of the proposed CQRb method in comparison to the standard parametric deterministic approach.
Many constraint satisfaction and optimisation problems can be solved effectively by encoding them as instances of the Boolean Satisfiability problem (SAT). However, even the simplest types of constraints have many encodings in the literature with widely varying performance, and the problem of selecting suitable encodings for a given problem instance is not trivial. We explore the problem of selecting encodings for pseudo-Boolean and linear constraints using a supervised machine learning approach. We show that it is possible to select encodings effectively using a standard set of features for constraint problems; however we obtain better performance with a new set of features specifically designed for the pseudo-Boolean and linear constraints. In fact, we achieve good results when selecting encodings for unseen problem classes. Our results compare favourably to AutoFolio when using the same feature set. We discuss the relative importance of instance features to the task of selecting the best encodings, and compare several variations of the machine learning method.
Despite recent attention and exploration of depth for various tasks, it is still an unexplored modality for weakly-supervised object detection (WSOD). We propose an amplifier method for enhancing the performance of WSOD by integrating depth information. Our approach can be applied to any WSOD method based on multiple-instance learning, without necessitating additional annotations or inducing large computational expenses. Our proposed method employs a monocular depth estimation technique to obtain hallucinated depth information, which is then incorporated into a Siamese WSOD network using contrastive loss and fusion. By analyzing the relationship between language context and depth, we calculate depth priors to identify the bounding box proposals that may contain an object of interest. These depth priors are then utilized to update the list of pseudo ground-truth boxes, or adjust the confidence of per-box predictions. Our proposed method is evaluated on six datasets (COCO, PASCAL VOC, Conceptual Captions, Clipart1k, Watercolor2k, and Comic2k) by implementing it on top of two state-of-the-art WSOD methods, and we demonstrate a substantial enhancement in performance.
Aspect-based sentiment analysis (ABSA) is dedicated to forecasting the sentiment polarity of aspect terms within sentences. Employing graph neural networks to capture structural patterns from syntactic dependency parsing has been confirmed as an effective approach for boosting ABSA. In most works, the topology of dependency trees or dependency-based attention coefficients is often loosely regarded as edges between aspects and opinions, which can result in insufficient and ambiguous syntactic utilization. To address these problems, we propose a new reinforced dependency graph convolutional network (RDGCN) that improves the importance calculation of dependencies in both distance and type views. Initially, we propose an importance calculation criterion for the minimum distances over dependency trees. Under the criterion, we design a distance-importance function that leverages reinforcement learning for weight distribution search and dissimilarity control. Since dependency types often do not have explicit syntax like tree distances, we use global attention and mask mechanisms to design type-importance functions. Finally, we merge these weights and implement feature aggregation and classification. Comprehensive experiments on three popular datasets demonstrate the effectiveness of the criterion and importance functions. RDGCN outperforms state-of-the-art GNN-based baselines in all validations.
Explainable Artificial Intelligence (XAI) is transforming the field of Artificial Intelligence (AI) by enhancing the trust of end-users in machines. As the number of connected devices keeps on growing, the Internet of Things (IoT) market needs to be trustworthy for the end-users. However, existing literature still lacks a systematic and comprehensive survey work on the use of XAI for IoT. To bridge this lacking, in this paper, we address the XAI frameworks with a focus on their characteristics and support for IoT. We illustrate the widely-used XAI services for IoT applications, such as security enhancement, Internet of Medical Things (IoMT), Industrial IoT (IIoT), and Internet of City Things (IoCT). We also suggest the implementation choice of XAI models over IoT systems in these applications with appropriate examples and summarize the key inferences for future works. Moreover, we present the cutting-edge development in edge XAI structures and the support of sixth-generation (6G) communication services for IoT applications, along with key inferences. In a nutshell, this paper constitutes the first holistic compilation on the development of XAI-based frameworks tailored for the demands of future IoT use cases.
Human-in-the-loop aims to train an accurate prediction model with minimum cost by integrating human knowledge and experience. Humans can provide training data for machine learning applications and directly accomplish some tasks that are hard for computers in the pipeline with the help of machine-based approaches. In this paper, we survey existing works on human-in-the-loop from a data perspective and classify them into three categories with a progressive relationship: (1) the work of improving model performance from data processing, (2) the work of improving model performance through interventional model training, and (3) the design of the system independent human-in-the-loop. Using the above categorization, we summarize major approaches in the field, along with their technical strengths/ weaknesses, we have simple classification and discussion in natural language processing, computer vision, and others. Besides, we provide some open challenges and opportunities. This survey intends to provide a high-level summarization for human-in-the-loop and motivates interested readers to consider approaches for designing effective human-in-the-loop solutions.