This paper addresses the difficulty of forecasting multiple financial time series (TS) conjointly using deep neural networks (DNN). We investigate whether DNN-based models could forecast these TS more efficiently by learning their representation directly. To this end, we make use of the dynamic factor graph (DFG) from that we enhance by proposing a novel variable-length attention-based mechanism to render it memory-augmented. Using this mechanism, we propose an unsupervised DNN architecture for multivariate TS forecasting that allows to learn and take advantage of the relationships between these TS. We test our model on two datasets covering 19 years of investment funds activities. Our experimental results show that our proposed approach outperforms significantly typical DNN-based and statistical models at forecasting their 21-day price trajectory.

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表示学习是通过利用训练数据来学习得到向量表示,这可以克服人工方法的局限性。 表示学习通常可分为两大类,无监督和有监督表示学习。大多数无监督表示学习方法利用自动编码器(如去噪自动编码器和稀疏自动编码器等)中的隐变量作为表示。 目前出现的变分自动编码器能够更好的容忍噪声和异常值。 然而,推断给定数据的潜在结构几乎是不可能的。 目前有一些近似推断的策略。 此外,一些无监督表示学习方法旨在近似某种特定的相似性度量。提出了一种无监督的相似性保持表示学习框架,该框架使用矩阵分解来保持成对的DTW相似性。 通过学习保持DTW的shaplets,即在转换后的空间中的欧式距离近似原始数据的真实DTW距离。有监督表示学习方法可以利用数据的标签信息,更好地捕获数据的语义结构。 孪生网络和三元组网络是目前两种比较流行的模型,它们的目标是最大化类别之间的距离并最小化了类别内部的距离。

Zero-shot learning (ZSL) aims to discriminate images from unseen classes by exploiting relations to seen classes via their semantic descriptions. Some recent papers have shown the importance of localized features together with fine-tuning the feature extractor to obtain discriminative and transferable features. However, these methods require complex attention or part detection modules to perform explicit localization in the visual space. In contrast, in this paper we propose localizing representations in the semantic/attribute space, with a simple but effective pipeline where localization is implicit. Focusing on attribute representations, we show that our method obtains state-of-the-art performance on CUB and SUN datasets, and also achieves competitive results on AWA2 dataset, outperforming generally more complex methods with explicit localization in the visual space. Our method can be implemented easily, which can be used as a new baseline for zero shot learning.

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With the explosion of online news, personalized news recommendation becomes increasingly important for online news platforms to help their users find interesting information. Existing news recommendation methods achieve personalization by building accurate news representations from news content and user representations from their direct interactions with news (e.g., click), while ignoring the high-order relatedness between users and news. Here we propose a news recommendation method which can enhance the representation learning of users and news by modeling their relatedness in a graph setting. In our method, users and news are both viewed as nodes in a bipartite graph constructed from historical user click behaviors. For news representations, a transformer architecture is first exploited to build news semantic representations. Then we combine it with the information from neighbor news in the graph via a graph attention network. For user representations, we not only represent users from their historically clicked news, but also attentively incorporate the representations of their neighbor users in the graph. Improved performances on a large-scale real-world dataset validate the effectiveness of our proposed method.

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Representation learning on a knowledge graph (KG) is to embed entities and relations of a KG into low-dimensional continuous vector spaces. Early KG embedding methods only pay attention to structured information encoded in triples, which would cause limited performance due to the structure sparseness of KGs. Some recent attempts consider paths information to expand the structure of KGs but lack explainability in the process of obtaining the path representations. In this paper, we propose a novel Rule and Path-based Joint Embedding (RPJE) scheme, which takes full advantage of the explainability and accuracy of logic rules, the generalization of KG embedding as well as the supplementary semantic structure of paths. Specifically, logic rules of different lengths (the number of relations in rule body) in the form of Horn clauses are first mined from the KG and elaborately encoded for representation learning. Then, the rules of length 2 are applied to compose paths accurately while the rules of length 1 are explicitly employed to create semantic associations among relations and constrain relation embeddings. Besides, the confidence level of each rule is also considered in optimization to guarantee the availability of applying the rule to representation learning. Extensive experimental results illustrate that RPJE outperforms other state-of-the-art baselines on KG completion task, which also demonstrate the superiority of utilizing logic rules as well as paths for improving the accuracy and explainability of representation learning.

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To solve complex real-world problems with reinforcement learning, we cannot rely on manually specified reward functions. Instead, we can have humans communicate an objective to the agent directly. In this work, we combine two approaches to learning from human feedback: expert demonstrations and trajectory preferences. We train a deep neural network to model the reward function and use its predicted reward to train an DQN-based deep reinforcement learning agent on 9 Atari games. Our approach beats the imitation learning baseline in 7 games and achieves strictly superhuman performance on 2 games without using game rewards. Additionally, we investigate the goodness of fit of the reward model, present some reward hacking problems, and study the effects of noise in the human labels.

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Image manipulation detection is different from traditional semantic object detection because it pays more attention to tampering artifacts than to image content, which suggests that richer features need to be learned. We propose a two-stream Faster R-CNN network and train it endto- end to detect the tampered regions given a manipulated image. One of the two streams is an RGB stream whose purpose is to extract features from the RGB image input to find tampering artifacts like strong contrast difference, unnatural tampered boundaries, and so on. The other is a noise stream that leverages the noise features extracted from a steganalysis rich model filter layer to discover the noise inconsistency between authentic and tampered regions. We then fuse features from the two streams through a bilinear pooling layer to further incorporate spatial co-occurrence of these two modalities. Experiments on four standard image manipulation datasets demonstrate that our two-stream framework outperforms each individual stream, and also achieves state-of-the-art performance compared to alternative methods with robustness to resizing and compression.

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Learning compact representation is vital and challenging for large scale multimedia data. Cross-view/cross-modal hashing for effective binary representation learning has received significant attention with exponentially growing availability of multimedia content. Most existing cross-view hashing algorithms emphasize the similarities in individual views, which are then connected via cross-view similarities. In this work, we focus on the exploitation of the discriminative information from different views, and propose an end-to-end method to learn semantic-preserving and discriminative binary representation, dubbed Discriminative Cross-View Hashing (DCVH), in light of learning multitasking binary representation for various tasks including cross-view retrieval, image-to-image retrieval, and image annotation/tagging. The proposed DCVH has the following key components. First, it uses convolutional neural network (CNN) based nonlinear hashing functions and multilabel classification for both images and texts simultaneously. Such hashing functions achieve effective continuous relaxation during training without explicit quantization loss by using Direct Binary Embedding (DBE) layers. Second, we propose an effective view alignment via Hamming distance minimization, which is efficiently accomplished by bit-wise XOR operation. Extensive experiments on two image-text benchmark datasets demonstrate that DCVH outperforms state-of-the-art cross-view hashing algorithms as well as single-view image hashing algorithms. In addition, DCVH can provide competitive performance for image annotation/tagging.

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A visual-relational knowledge graph (KG) is a multi-relational graph whose entities are associated with images. We introduce ImageGraph, a KG with 1,330 relation types, 14,870 entities, and 829,931 images. Visual-relational KGs lead to novel probabilistic query types where images are treated as first-class citizens. Both the prediction of relations between unseen images and multi-relational image retrieval can be formulated as query types in a visual-relational KG. We approach the problem of answering such queries with a novel combination of deep convolutional networks and models for learning knowledge graph embeddings. The resulting models can answer queries such as "How are these two unseen images related to each other?" We also explore a zero-shot learning scenario where an image of an entirely new entity is linked with multiple relations to entities of an existing KG. The multi-relational grounding of unseen entity images into a knowledge graph serves as the description of such an entity. We conduct experiments to demonstrate that the proposed deep architectures in combination with KG embedding objectives can answer the visual-relational queries efficiently and accurately.

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Unsupervised learning permits the development of algorithms that are able to adapt to a variety of different data sets using the same underlying rules thanks to the autonomous discovery of discriminating features during training. Recently, a new class of Hebbian-like and local unsupervised learning rules for neural networks have been developed that minimise a similarity matching cost-function. These have been shown to perform sparse representation learning. This study tests the effectiveness of one such learning rule for learning features from images. The rule implemented is derived from a nonnegative classical multidimensional scaling cost-function, and is applied to both single and multi-layer architectures. The features learned by the algorithm are then used as input to an SVM to test their effectiveness in classification on the established CIFAR-10 image dataset. The algorithm performs well in comparison to other unsupervised learning algorithms and multi-layer networks, thus suggesting its validity in the design of a new class of compact, online learning networks.

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We address the problem of learning vector representations for entities and relations in Knowledge Graphs (KGs) for Knowledge Base Completion (KBC). This problem has received significant attention in the past few years and multiple methods have been proposed. Most of the existing methods in the literature use a predefined characteristic scoring function for evaluating the correctness of KG triples. These scoring functions distinguish correct triples (high score) from incorrect ones (low score). However, their performance vary across different datasets. In this work, we demonstrate that a simple neural network based score function can consistently achieve near start-of-the-art performance on multiple datasets. We also quantitatively demonstrate biases in standard benchmark datasets, and highlight the need to perform evaluation spanning various datasets.

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We present DeepWalk, a novel approach for learning latent representations of vertices in a network. These latent representations encode social relations in a continuous vector space, which is easily exploited by statistical models. DeepWalk generalizes recent advancements in language modeling and unsupervised feature learning (or deep learning) from sequences of words to graphs. DeepWalk uses local information obtained from truncated random walks to learn latent representations by treating walks as the equivalent of sentences. We demonstrate DeepWalk's latent representations on several multi-label network classification tasks for social networks such as BlogCatalog, Flickr, and YouTube. Our results show that DeepWalk outperforms challenging baselines which are allowed a global view of the network, especially in the presence of missing information. DeepWalk's representations can provide $F_1$ scores up to 10% higher than competing methods when labeled data is sparse. In some experiments, DeepWalk's representations are able to outperform all baseline methods while using 60% less training data. DeepWalk is also scalable. It is an online learning algorithm which builds useful incremental results, and is trivially parallelizable. These qualities make it suitable for a broad class of real world applications such as network classification, and anomaly detection.

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