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This paper studies the problem of forecasting general stochastic processes using a path-dependent extension of the Neural Jump ODE (NJ-ODE) framework \citep{herrera2021neural}. While NJ-ODE was the first framework to establish convergence guarantees for the prediction of irregularly observed time series, these results were limited to data stemming from It\^o-diffusions with complete observations, in particular Markov processes, where all coordinates are observed simultaneously. In this work, we generalise these results to generic, possibly non-Markovian or discontinuous, stochastic processes with incomplete observations, by utilising the reconstruction properties of the signature transform. These theoretical results are supported by empirical studies, where it is shown that the path-dependent NJ-ODE outperforms the original NJ-ODE framework in the case of non-Markovian data. Moreover, we show that PD-NJ-ODE can be applied successfully to classical stochastic filtering problems and to limit order book (LOB) data.

We investigate two efficient time discretizations for the post-processing technique of discontinuous Galerkin (DG) methods to solve hyperbolic conservation laws. The post-processing technique, which is applied at the final time of the DG method, can enhance the accuracy of the original DG solution (spatial superconvergence). One main difficulty of the post-processing technique is that the spatial superconvergence after post-processing needs to be matched with proper temporary accuracy. If the semi-discretized system (ODE system after spatial discretization) is under-resolved in time, then the space superconvergence will be concealed. In this paper, we focus our investigation on the recently designed SDG method and derive its explicit scheme from a correction process based on the DG weak formulation. We also introduce another similar technique, namely the spectral deferred correction (SDC) method. A comparison is made among both proposed time discretization techniques with the standard third-order Runge-Kutta method through several numerical examples, to conclude that both the SDG and SDC methods are efficient time discretization techniques for exploiting the spatial superconvergence of the DG methods.

This paper presents a motion planning algorithm for quadruped locomotion based on density functions. We decompose the locomotion problem into a high-level density planner and a model predictive controller (MPC). Due to density functions having a physical interpretation through the notion of occupancy, it is intuitive to represent the environment with safety constraints. Hence, there is an ease of use to constructing the planning problem with density. The proposed method uses a simplified model of the robot into an integrator system, where the high-level plan is in a feedback form formulated through an analytically constructed density function. We then use the MPC to optimize the reference trajectory, in which a low-level PID controller is used to obtain the torque level control. The overall framework is implemented in simulation, demonstrating our feedback density planner for legged locomotion. The implementation of work is available at \url{//github.com/AndrewZheng-1011/legged_planner}

In this paper, a Robust Multi-branch Deep learning-based system for remaining useful life (RUL) prediction and condition operations (CO) identification of rotating machines is proposed. In particular, the proposed system comprises main components: (1) an LSTM-Autoencoder to denoise the vibration data; (2) a feature extraction to generate time-domain, frequency-domain, and time-frequency based features from the denoised data; (3) a novel and robust multi-branch deep learning network architecture to exploit the multiple features. The performance of our proposed system was evaluated and compared to the state-of-the-art systems on two benchmark datasets of XJTU-SY and PRONOSTIA. The experimental results prove that our proposed system outperforms the state-of-the-art systems and presents potential for real-life applications on bearing machines.

Automatic recognition of disordered speech remains a highly challenging task to date due to data scarcity. This paper presents a reinforcement learning (RL) based on-the-fly data augmentation approach for training state-of-the-art PyChain TDNN and end-to-end Conformer ASR systems on such data. The handcrafted temporal and spectral mask operations in the standard SpecAugment method that are task and system dependent, together with additionally introduced minimum and maximum cut-offs of these time-frequency masks, are now automatically learned using an RNN-based policy controller and tightly integrated with ASR system training. Experiments on the UASpeech corpus suggest the proposed RL-based data augmentation approach consistently produced performance superior or comparable that obtained using expert or handcrafted SpecAugment policies. Our RL auto-augmented PyChain TDNN system produced an overall WER of 28.79% on the UASpeech test set of 16 dysarthric speakers.

Diabetic Retinopathy (DR) is a prevalent illness associated with Diabetes which, if left untreated, can result in irreversible blindness. Deep Learning based systems are gradually being introduced as automated support for clinical diagnosis. Since healthcare has always been an extremely important domain demanding error-free performance, any adversaries could pose a big threat to the applicability of such systems. In this work, we use Universal Adversarial Perturbations (UAPs) to quantify the vulnerability of Medical Deep Neural Networks (DNNs) for detecting DR. To the best of our knowledge, this is the very first attempt that works on attacking complete fine-grained classification of DR images using various UAPs. Also, as a part of this work, we use UAPs to fine-tune the trained models to defend against adversarial samples. We experiment on several models and observe that the performance of such models towards unseen adversarial attacks gets boosted on average by $3.41$ Cohen-kappa value and maximum by $31.92$ Cohen-kappa value. The performance degradation on normal data upon ensembling the fine-tuned models was found to be statistically insignificant using t-test, highlighting the benefits of UAP-based adversarial fine-tuning.

This study proposes a novel method for developing discretization-consistent closure schemes for implicitly filtered Large Eddy Simulation (LES). Here, the induced filter kernel, and thus the closure terms, are determined by the properties of the grid and the discretization operator, leading to additional computational subgrid terms that are generally unknown in a priori analysis. In this work, the task of adapting the coefficients of LES closure models is thus framed as a Markov decision process and solved in an a posteriori manner with Reinforcement Learning (RL). This optimization framework is applied to both explicit and implicit closure models. The explicit model is based on an element-local eddy viscosity model. The optimized model is found to adapt its induced viscosity within discontinuous Galerkin (DG) methods to homogenize the dissipation within an element by adding more viscosity near its center. For the implicit modeling, RL is applied to identify an optimal blending strategy for a hybrid DG and Finite Volume (FV) scheme. The resulting optimized discretization yields more accurate results in LES than either the pure DG or FV method and renders itself as a viable modeling ansatz that could initiate a novel class of high-order schemes for compressible turbulence by combining turbulence modeling with shock capturing in a single framework. All newly derived models achieve accurate results that either match or outperform traditional models for different discretizations and resolutions. Overall, the results demonstrate that the proposed RL optimization can provide discretization-consistent closures that could reduce the uncertainty in implicitly filtered LES.

Emotion recognition in conversation (ERC) aims to detect the emotion label for each utterance. Motivated by recent studies which have proven that feeding training examples in a meaningful order rather than considering them randomly can boost the performance of models, we propose an ERC-oriented hybrid curriculum learning framework. Our framework consists of two curricula: (1) conversation-level curriculum (CC); and (2) utterance-level curriculum (UC). In CC, we construct a difficulty measurer based on "emotion shift" frequency within a conversation, then the conversations are scheduled in an "easy to hard" schema according to the difficulty score returned by the difficulty measurer. For UC, it is implemented from an emotion-similarity perspective, which progressively strengthens the model's ability in identifying the confusing emotions. With the proposed model-agnostic hybrid curriculum learning strategy, we observe significant performance boosts over a wide range of existing ERC models and we are able to achieve new state-of-the-art results on four public ERC datasets.

In this paper, we propose a novel Feature Decomposition and Reconstruction Learning (FDRL) method for effective facial expression recognition. We view the expression information as the combination of the shared information (expression similarities) across different expressions and the unique information (expression-specific variations) for each expression. More specifically, FDRL mainly consists of two crucial networks: a Feature Decomposition Network (FDN) and a Feature Reconstruction Network (FRN). In particular, FDN first decomposes the basic features extracted from a backbone network into a set of facial action-aware latent features to model expression similarities. Then, FRN captures the intra-feature and inter-feature relationships for latent features to characterize expression-specific variations, and reconstructs the expression feature. To this end, two modules including an intra-feature relation modeling module and an inter-feature relation modeling module are developed in FRN. Experimental results on both the in-the-lab databases (including CK+, MMI, and Oulu-CASIA) and the in-the-wild databases (including RAF-DB and SFEW) show that the proposed FDRL method consistently achieves higher recognition accuracy than several state-of-the-art methods. This clearly highlights the benefit of feature decomposition and reconstruction for classifying expressions.

Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.