new

Get trending papers in your email inbox!

Subscribe

Daily Papers

byAK and the research community

Dec 12

Forecasting S&P 500 Using LSTM Models

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear dependencies. Machine learning and deep learning models, particularly Long Short-Term Memory (LSTM) networks, address these challenges by capturing intricate patterns and long-term dependencies. This report compares ARIMA and LSTM models in predicting the S&P 500 index, a major financial benchmark. Using historical price data and technical indicators, we evaluated these models using Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). The ARIMA model showed reasonable performance with an MAE of 462.1, RMSE of 614, and 89.8 percent accuracy, effectively capturing short-term trends but limited by its linear assumptions. The LSTM model, leveraging sequential processing capabilities, outperformed ARIMA with an MAE of 369.32, RMSE of 412.84, and 92.46 percent accuracy, capturing both short- and long-term dependencies. Notably, the LSTM model without additional features performed best, achieving an MAE of 175.9, RMSE of 207.34, and 96.41 percent accuracy, showcasing its ability to handle market data efficiently. Accurately predicting stock movements is crucial for investment strategies, risk assessments, and market stability. Our findings confirm the potential of deep learning models in handling volatile financial data compared to traditional ones. The results highlight the effectiveness of LSTM and suggest avenues for further improvements. This study provides insights into financial forecasting, offering a comparative analysis of ARIMA and LSTM while outlining their strengths and limitations.

  • 2 authors
·
Jan 28

QKAN-LSTM: Quantum-inspired Kolmogorov-Arnold Long Short-term Memory

Long short-term memory (LSTM) models are a particular type of recurrent neural networks (RNNs) that are central to sequential modeling tasks in domains such as urban telecommunication forecasting, where temporal correlations and nonlinear dependencies dominate. However, conventional LSTMs suffer from high parameter redundancy and limited nonlinear expressivity. In this work, we propose the Quantum-inspired Kolmogorov-Arnold Long Short-Term Memory (QKAN-LSTM), which integrates Data Re-Uploading Activation (DARUAN) modules into the gating structure of LSTMs. Each DARUAN acts as a quantum variational activation function (QVAF), enhancing frequency adaptability and enabling an exponentially enriched spectral representation without multi-qubit entanglement. The resulting architecture preserves quantum-level expressivity while remaining fully executable on classical hardware. Empirical evaluations on three datasets, Damped Simple Harmonic Motion, Bessel Function, and Urban Telecommunication, demonstrate that QKAN-LSTM achieves superior predictive accuracy and generalization with a 79% reduction in trainable parameters compared to classical LSTMs. We extend the framework to the Jiang-Huang-Chen-Goan Network (JHCG Net), which generalizes KAN to encoder-decoder structures, and then further use QKAN to realize the latent KAN, thereby creating a Hybrid QKAN (HQKAN) for hierarchical representation learning. The proposed HQKAN-LSTM thus provides a scalable and interpretable pathway toward quantum-inspired sequential modeling in real-world data environments.

  • 8 authors
·
Dec 4 2

Dynamic and Static Context-aware LSTM for Multi-agent Motion Prediction

Multi-agent motion prediction is challenging because it aims to foresee the future trajectories of multiple agents (e.g. pedestrians) simultaneously in a complicated scene. Existing work addressed this challenge by either learning social spatial interactions represented by the positions of a group of pedestrians, while ignoring their temporal coherence (i.e. dependencies between different long trajectories), or by understanding the complicated scene layout (e.g. scene segmentation) to ensure safe navigation. However, unlike previous work that isolated the spatial interaction, temporal coherence, and scene layout, this paper designs a new mechanism, i.e., Dynamic and Static Context-aware Motion Predictor (DSCMP), to integrates these rich information into the long-short-term-memory (LSTM). It has three appealing benefits. (1) DSCMP models the dynamic interactions between agents by learning both their spatial positions and temporal coherence, as well as understanding the contextual scene layout.(2) Different from previous LSTM models that predict motions by propagating hidden features frame by frame, limiting the capacity to learn correlations between long trajectories, we carefully design a differentiable queue mechanism in DSCMP, which is able to explicitly memorize and learn the correlations between long trajectories. (3) DSCMP captures the context of scene by inferring latent variable, which enables multimodal predictions with meaningful semantic scene layout. Extensive experiments show that DSCMP outperforms state-of-the-art methods by large margins, such as 9.05\% and 7.62\% relative improvements on the ETH-UCY and SDD datasets respectively.

  • 4 authors
·
Aug 3, 2020

Deep Learning Models for Arrhythmia Classification Using Stacked Time-frequency Scalogram Images from ECG Signals

Electrocardiograms (ECGs), a medical monitoring technology recording cardiac activity, are widely used for diagnosing cardiac arrhythmia. The diagnosis is based on the analysis of the deformation of the signal shapes due to irregular heart rates associated with heart diseases. Due to the infeasibility of manual examination of large volumes of ECG data, this paper aims to propose an automated AI based system for ECG-based arrhythmia classification. To this front, a deep learning based solution has been proposed for ECG-based arrhythmia classification. Twelve lead electrocardiograms (ECG) of length 10 sec from 45, 152 individuals from Shaoxing People's Hospital (SPH) dataset from PhysioNet with four different types of arrhythmias were used. The sampling frequency utilized was 500 Hz. Median filtering was used to preprocess the ECG signals. For every 1 sec of ECG signal, the time-frequency (TF) scalogram was estimated and stacked row wise to obtain a single image from 12 channels, resulting in 10 stacked TF scalograms for each ECG signal. These stacked TF scalograms are fed to the pretrained convolutional neural network (CNN), 1D CNN, and 1D CNN-LSTM (Long short-term memory) models, for arrhythmia classification. The fine-tuned CNN models obtained the best test accuracy of about 98% followed by 95% test accuracy by basic CNN-LSTM in arrhythmia classification.

  • 2 authors
·
Nov 30, 2023

AIMI: Leveraging Future Knowledge and Personalization in Sparse Event Forecasting for Treatment Adherence

Adherence to prescribed treatments is crucial for individuals with chronic conditions to avoid costly or adverse health outcomes. For certain patient groups, intensive lifestyle interventions are vital for enhancing medication adherence. Accurate forecasting of treatment adherence can open pathways to developing an on-demand intervention tool, enabling timely and personalized support. With the increasing popularity of smartphones and wearables, it is now easier than ever to develop and deploy smart activity monitoring systems. However, effective forecasting systems for treatment adherence based on wearable sensors are still not widely available. We close this gap by proposing Adherence Forecasting and Intervention with Machine Intelligence (AIMI). AIMI is a knowledge-guided adherence forecasting system that leverages smartphone sensors and previous medication history to estimate the likelihood of forgetting to take a prescribed medication. A user study was conducted with 27 participants who took daily medications to manage their cardiovascular diseases. We designed and developed CNN and LSTM-based forecasting models with various combinations of input features and found that LSTM models can forecast medication adherence with an accuracy of 0.932 and an F-1 score of 0.936. Moreover, through a series of ablation studies involving convolutional and recurrent neural network architectures, we demonstrate that leveraging known knowledge about future and personalized training enhances the accuracy of medication adherence forecasting. Code available: https://github.com/ab9mamun/AIMI.

  • 3 authors
·
Mar 20 2

To prune, or not to prune: exploring the efficacy of pruning for model compression

Model pruning seeks to induce sparsity in a deep neural network's various connection matrices, thereby reducing the number of nonzero-valued parameters in the model. Recent reports (Han et al., 2015; Narang et al., 2017) prune deep networks at the cost of only a marginal loss in accuracy and achieve a sizable reduction in model size. This hints at the possibility that the baseline models in these experiments are perhaps severely over-parameterized at the outset and a viable alternative for model compression might be to simply reduce the number of hidden units while maintaining the model's dense connection structure, exposing a similar trade-off in model size and accuracy. We investigate these two distinct paths for model compression within the context of energy-efficient inference in resource-constrained environments and propose a new gradual pruning technique that is simple and straightforward to apply across a variety of models/datasets with minimal tuning and can be seamlessly incorporated within the training process. We compare the accuracy of large, but pruned models (large-sparse) and their smaller, but dense (small-dense) counterparts with identical memory footprint. Across a broad range of neural network architectures (deep CNNs, stacked LSTM, and seq2seq LSTM models), we find large-sparse models to consistently outperform small-dense models and achieve up to 10x reduction in number of non-zero parameters with minimal loss in accuracy.

  • 2 authors
·
Oct 5, 2017

Language Modeling on a SpiNNaker 2 Neuromorphic Chip

As large language models continue to scale in size rapidly, so too does the computational power required to run them. Event-based networks on neuromorphic devices offer a potential way to reduce energy consumption for inference significantly. However, to date, most event-based networks that can run on neuromorphic hardware, including spiking neural networks (SNNs), have not achieved task performance even on par with LSTM models for language modeling. As a result, language modeling on neuromorphic devices has seemed a distant prospect. In this work, we demonstrate the first-ever implementation of a language model on a neuromorphic device - specifically the SpiNNaker 2 chip - based on a recently published event-based architecture called the EGRU. SpiNNaker 2 is a many-core neuromorphic chip designed for large-scale asynchronous processing, while the EGRU is architected to leverage such hardware efficiently while maintaining competitive task performance. This implementation marks the first time a neuromorphic language model matches LSTMs, setting the stage for taking task performance to the level of large language models. We also demonstrate results on a gesture recognition task based on inputs from a DVS camera. Overall, our results showcase the feasibility of this neuro-inspired neural network in hardware, highlighting significant gains versus conventional hardware in energy efficiency for the common use case of single batch inference.

  • 7 authors
·
Dec 14, 2023

A Novel Temporal Multi-Gate Mixture-of-Experts Approach for Vehicle Trajectory and Driving Intention Prediction

Accurate Vehicle Trajectory Prediction is critical for automated vehicles and advanced driver assistance systems. Vehicle trajectory prediction consists of two essential tasks, i.e., longitudinal position prediction and lateral position prediction. There is a significant correlation between driving intentions and vehicle motion. In existing work, the three tasks are often conducted separately without considering the relationships between the longitudinal position, lateral position, and driving intention. In this paper, we propose a novel Temporal Multi-Gate Mixture-of-Experts (TMMOE) model for simultaneously predicting the vehicle trajectory and driving intention. The proposed model consists of three layers: a shared layer, an expert layer, and a fully connected layer. In the model, the shared layer utilizes Temporal Convolutional Networks (TCN) to extract temporal features. Then the expert layer is built to identify different information according to the three tasks. Moreover, the fully connected layer is used to integrate and export prediction results. To achieve better performance, uncertainty algorithm is used to construct the multi-task loss function. Finally, the publicly available CitySim dataset validates the TMMOE model, demonstrating superior performance compared to the LSTM model, achieving the highest classification and regression results. Keywords: Vehicle trajectory prediction, driving intentions Classification, Multi-task

  • 5 authors
·
Aug 1, 2023

Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast stock prices accurately, many researchers believe otherwise. There exist propositions in the literature that have demonstrated that if properly designed and optimized, predictive models can very accurately and reliably predict future values of stock prices. This paper presents a suite of deep learning based models for stock price prediction. We use the historical records of the NIFTY 50 index listed in the National Stock Exchange of India, during the period from December 29, 2008 to July 31, 2020, for training and testing the models. Our proposition includes two regression models built on convolutional neural networks and three long and short term memory network based predictive models. To forecast the open values of the NIFTY 50 index records, we adopted a multi step prediction technique with walk forward validation. In this approach, the open values of the NIFTY 50 index are predicted on a time horizon of one week, and once a week is over, the actual index values are included in the training set before the model is trained again, and the forecasts for the next week are made. We present detailed results on the forecasting accuracies for all our proposed models. The results show that while all the models are very accurate in forecasting the NIFTY 50 open values, the univariate encoder decoder convolutional LSTM with the previous two weeks data as the input is the most accurate model. On the other hand, a univariate CNN model with previous one week data as the input is found to be the fastest model in terms of its execution speed.

  • 2 authors
·
Oct 21, 2020

Applying Dimensionality Reduction as Precursor to LSTM-CNN Models for Classifying Imagery and Motor Signals in ECoG-Based BCIs

Motor impairments, frequently caused by neurological incidents like strokes or traumatic brain injuries, present substantial obstacles in rehabilitation therapy. This research aims to elevate the field by optimizing motor imagery classification algorithms within Brain-Computer Interfaces (BCIs). By improving the efficiency of BCIs, we offer a novel approach that holds significant promise for enhancing motor rehabilitation outcomes. Utilizing unsupervised techniques for dimensionality reduction, namely Uniform Manifold Approximation and Projection (UMAP) coupled with K-Nearest Neighbors (KNN), we evaluate the necessity of employing supervised methods such as Long Short-Term Memory (LSTM) and Convolutional Neural Networks (CNNs) for classification tasks. Importantly, participants who exhibited high KNN scores following UMAP dimensionality reduction also achieved high accuracy in supervised deep learning (DL) models. Due to individualized model requirements and massive neural training data, dimensionality reduction becomes an effective preprocessing step that minimizes the need for extensive data labeling and supervised deep learning techniques. This approach has significant implications not only for targeted therapies in motor dysfunction but also for addressing regulatory, safety, and reliability concerns in the rapidly evolving BCI field.

  • 1 authors
·
Nov 22, 2023

Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. In this work, we propose an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models. For the purpose of our study, we have used NIFTY 50 index values of the National Stock Exchange (NSE) of India, during the period December 29, 2014 till July 31, 2020. We have built eight regression models using the training data that consisted of NIFTY 50 index records during December 29, 2014 till December 28, 2018. Using these regression models, we predicted the open values of NIFTY 50 for the period December 31, 2018 till July 31, 2020. We, then, augment the predictive power of our forecasting framework by building four deep learning-based regression models using long-and short-term memory (LSTM) networks with a novel approach of walk-forward validation. We exploit the power of LSTM regression models in forecasting the future NIFTY 50 open values using four different models that differ in their architecture and in the structure of their input data. Extensive results are presented on various metrics for the all the regression models. The results clearly indicate that the LSTM-based univariate model that uses one-week prior data as input for predicting the next week open value of the NIFTY 50 time series is the most accurate model.

  • 3 authors
·
Sep 20, 2020

Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

This paper proposes a novel approach to hedging portfolios of risky assets when financial markets are affected by financial turmoils. We introduce a completely novel approach to diversification activity not on the level of single assets but on the level of ensemble algorithmic investment strategies (AIS) built based on the prices of these assets. We employ four types of diverse theoretical models (LSTM - Long Short-Term Memory, ARIMA-GARCH - Autoregressive Integrated Moving Average - Generalized Autoregressive Conditional Heteroskedasticity, momentum, and contrarian) to generate price forecasts, which are then used to produce investment signals in single and complex AIS. In such a way, we are able to verify the diversification potential of different types of investment strategies consisting of various assets (energy commodities, precious metals, cryptocurrencies, or soft commodities) in hedging ensemble AIS built for equity indices (S&P 500 index). Empirical data used in this study cover the period between 2004 and 2022. Our main conclusion is that LSTM-based strategies outperform the other models and that the best diversifier for the AIS built for the S&P 500 index is the AIS built for Bitcoin. Finally, we test the LSTM model for a higher frequency of data (1 hour). We conclude that it outperforms the results obtained using daily data.

  • 3 authors
·
Sep 27, 2023

A Song of (Dis)agreement: Evaluating the Evaluation of Explainable Artificial Intelligence in Natural Language Processing

There has been significant debate in the NLP community about whether or not attention weights can be used as an explanation - a mechanism for interpreting how important each input token is for a particular prediction. The validity of "attention as explanation" has so far been evaluated by computing the rank correlation between attention-based explanations and existing feature attribution explanations using LSTM-based models. In our work, we (i) compare the rank correlation between five more recent feature attribution methods and two attention-based methods, on two types of NLP tasks, and (ii) extend this analysis to also include transformer-based models. We find that attention-based explanations do not correlate strongly with any recent feature attribution methods, regardless of the model or task. Furthermore, we find that none of the tested explanations correlate strongly with one another for the transformer-based model, leading us to question the underlying assumption that we should measure the validity of attention-based explanations based on how well they correlate with existing feature attribution explanation methods. After conducting experiments on five datasets using two different models, we argue that the community should stop using rank correlation as an evaluation metric for attention-based explanations. We suggest that researchers and practitioners should instead test various explanation methods and employ a human-in-the-loop process to determine if the explanations align with human intuition for the particular use case at hand.

  • 4 authors
·
May 9, 2022

1DCNNTrans: BISINDO Sign Language Interpreters in Improving the Inclusiveness of Public Services

Indonesia ranks fourth globally in the number of deaf cases. Individuals with hearing impairments often find communication challenging, necessitating the use of sign language. However, there are limited public services that offer such inclusivity. On the other hand, advancements in artificial intelligence (AI) present promising solutions to overcome communication barriers faced by the deaf. This study aims to explore the application of AI in developing models for a simplified sign language translation app and dictionary, designed for integration into public service facilities, to facilitate communication for individuals with hearing impairments, thereby enhancing inclusivity in public services. The researchers compared the performance of LSTM and 1D CNN + Transformer (1DCNNTrans) models for sign language recognition. Through rigorous testing and validation, it was found that the LSTM model achieved an accuracy of 94.67%, while the 1DCNNTrans model achieved an accuracy of 96.12%. Model performance evaluation indicated that although the LSTM exhibited lower inference latency, it showed weaknesses in classifying classes with similar keypoints. In contrast, the 1DCNNTrans model demonstrated greater stability and higher F1 scores for classes with varying levels of complexity compared to the LSTM model. Both models showed excellent performance, exceeding 90% validation accuracy and demonstrating rapid classification of 50 sign language gestures.

  • 3 authors
·
Sep 3, 2024

Machine Learning for UAV Propeller Fault Detection based on a Hybrid Data Generation Model

This paper describes the development of an on-board data-driven system that can monitor and localize the fault in a quadrotor unmanned aerial vehicle (UAV) and at the same time, evaluate the degree of damage of the fault under real scenarios. To achieve offline training data generation, a hybrid approach is proposed for the development of a virtual data-generative model using a combination of data-driven models as well as well-established dynamic models that describe the kinematics of the UAV. To effectively represent the drop in performance of a faulty propeller, a variation of the deep neural network, a LSTM network is proposed. With the RPM of the propeller as input and based on the fault condition of the propeller, the proposed propeller model estimates the resultant torque and thrust. Then, flight datasets of the UAV under various fault scenarios are generated via simulation using the developed data-generative model. Lastly, a fault classifier using a CNN model is proposed to identify as well as evaluate the degree of damage to the damaged propeller. The scope of this paper focuses on the identification of faulty propellers and classification of the fault level for quadrotor UAVs using RPM as well as flight data. Doing so allows for early minor fault detection to prevent serious faults from occurring if the fault is left unrepaired. To further validate the workability of this approach outside of simulation, a real-flight test is conducted indoors. The real flight data is collected and a simulation to real sim-real test is conducted. Due to the imperfections in the build of our experimental UAV, a slight calibration approach to our simulation model is further proposed and the experimental results obtained show that our trained model can identify the location of propeller fault as well as the degree/type of damage. Currently, the diagnosis accuracy on the testing set is over 80%.

  • 5 authors
·
Feb 3, 2023

RP-DNN: A Tweet level propagation context based deep neural networks for early rumor detection in Social Media

Early rumor detection (ERD) on social media platform is very challenging when limited, incomplete and noisy information is available. Most of the existing methods have largely worked on event-level detection that requires the collection of posts relevant to a specific event and relied only on user-generated content. They are not appropriate to detect rumor sources in the very early stages, before an event unfolds and becomes widespread. In this paper, we address the task of ERD at the message level. We present a novel hybrid neural network architecture, which combines a task-specific character-based bidirectional language model and stacked Long Short-Term Memory (LSTM) networks to represent textual contents and social-temporal contexts of input source tweets, for modelling propagation patterns of rumors in the early stages of their development. We apply multi-layered attention models to jointly learn attentive context embeddings over multiple context inputs. Our experiments employ a stringent leave-one-out cross-validation (LOO-CV) evaluation setup on seven publicly available real-life rumor event data sets. Our models achieve state-of-the-art(SoA) performance for detecting unseen rumors on large augmented data which covers more than 12 events and 2,967 rumors. An ablation study is conducted to understand the relative contribution of each component of our proposed model.

  • 4 authors
·
Feb 28, 2020 1

HaT5: Hate Language Identification using Text-to-Text Transfer Transformer

We investigate the performance of a state-of-the art (SoTA) architecture T5 (available on the SuperGLUE) and compare with it 3 other previous SoTA architectures across 5 different tasks from 2 relatively diverse datasets. The datasets are diverse in terms of the number and types of tasks they have. To improve performance, we augment the training data by using an autoregressive model. We achieve near-SoTA results on a couple of the tasks - macro F1 scores of 81.66% for task A of the OLID 2019 dataset and 82.54% for task A of the hate speech and offensive content (HASOC) 2021 dataset, where SoTA are 82.9% and 83.05%, respectively. We perform error analysis and explain why one of the models (Bi-LSTM) makes the predictions it does by using a publicly available algorithm: Integrated Gradient (IG). This is because explainable artificial intelligence (XAI) is essential for earning the trust of users. The main contributions of this work are the implementation method of T5, which is discussed; the data augmentation using a new conversational AI model checkpoint, which brought performance improvements; and the revelation on the shortcomings of HASOC 2021 dataset. It reveals the difficulties of poor data annotation by using a small set of examples where the T5 model made the correct predictions, even when the ground truth of the test set were incorrect (in our opinion). We also provide our model checkpoints on the HuggingFace hub1 to foster transparency.

  • 6 authors
·
Feb 11, 2022

MambAttention: Mamba with Multi-Head Attention for Generalizable Single-Channel Speech Enhancement

With the advent of new sequence models like Mamba and xLSTM, several studies have shown that these models match or outperform state-of-the-art models in single-channel speech enhancement, automatic speech recognition, and self-supervised audio representation learning. However, prior research has demonstrated that sequence models like LSTM and Mamba tend to overfit to the training set. To address this issue, previous works have shown that adding self-attention to LSTMs substantially improves generalization performance for single-channel speech enhancement. Nevertheless, neither the concept of hybrid Mamba and time-frequency attention models nor their generalization performance have been explored for speech enhancement. In this paper, we propose a novel hybrid architecture, MambAttention, which combines Mamba and shared time- and frequency-multi-head attention modules for generalizable single-channel speech enhancement. To train our model, we introduce VoiceBank+Demand Extended (VB-DemandEx), a dataset inspired by VoiceBank+Demand but with more challenging noise types and lower signal-to-noise ratios. Trained on VB-DemandEx, our proposed MambAttention model significantly outperforms existing state-of-the-art LSTM-, xLSTM-, Mamba-, and Conformer-based systems of similar complexity across all reported metrics on two out-of-domain datasets: DNS 2020 and EARS-WHAM_v2, while matching their performance on the in-domain dataset VB-DemandEx. Ablation studies highlight the role of weight sharing between the time- and frequency-multi-head attention modules for generalization performance. Finally, we explore integrating the shared time- and frequency-multi-head attention modules with LSTM and xLSTM, which yields a notable performance improvement on the out-of-domain datasets. However, our MambAttention model remains superior on both out-of-domain datasets across all reported evaluation metrics.

  • 4 authors
·
Jul 1

Characterizing Verbatim Short-Term Memory in Neural Language Models

When a language model is trained to predict natural language sequences, its prediction at each moment depends on a representation of prior context. What kind of information about the prior context can language models retrieve? We tested whether language models could retrieve the exact words that occurred previously in a text. In our paradigm, language models (transformers and an LSTM) processed English text in which a list of nouns occurred twice. We operationalized retrieval as the reduction in surprisal from the first to the second list. We found that the transformers retrieved both the identity and ordering of nouns from the first list. Further, the transformers' retrieval was markedly enhanced when they were trained on a larger corpus and with greater model depth. Lastly, their ability to index prior tokens was dependent on learned attention patterns. In contrast, the LSTM exhibited less precise retrieval, which was limited to list-initial tokens and to short intervening texts. The LSTM's retrieval was not sensitive to the order of nouns and it improved when the list was semantically coherent. We conclude that transformers implemented something akin to a working memory system that could flexibly retrieve individual token representations across arbitrary delays; conversely, the LSTM maintained a coarser and more rapidly-decaying semantic gist of prior tokens, weighted toward the earliest items.

  • 3 authors
·
Oct 24, 2022

textTOvec: Deep Contextualized Neural Autoregressive Topic Models of Language with Distributed Compositional Prior

We address two challenges of probabilistic topic modelling in order to better estimate the probability of a word in a given context, i.e., P(word|context): (1) No Language Structure in Context: Probabilistic topic models ignore word order by summarizing a given context as a "bag-of-word" and consequently the semantics of words in the context is lost. The LSTM-LM learns a vector-space representation of each word by accounting for word order in local collocation patterns and models complex characteristics of language (e.g., syntax and semantics), while the TM simultaneously learns a latent representation from the entire document and discovers the underlying thematic structure. We unite two complementary paradigms of learning the meaning of word occurrences by combining a TM (e.g., DocNADE) and a LM in a unified probabilistic framework, named as ctx-DocNADE. (2) Limited Context and/or Smaller training corpus of documents: In settings with a small number of word occurrences (i.e., lack of context) in short text or data sparsity in a corpus of few documents, the application of TMs is challenging. We address this challenge by incorporating external knowledge into neural autoregressive topic models via a language modelling approach: we use word embeddings as input of a LSTM-LM with the aim to improve the word-topic mapping on a smaller and/or short-text corpus. The proposed DocNADE extension is named as ctx-DocNADEe. We present novel neural autoregressive topic model variants coupled with neural LMs and embeddings priors that consistently outperform state-of-the-art generative TMs in terms of generalization (perplexity), interpretability (topic coherence) and applicability (retrieval and classification) over 6 long-text and 8 short-text datasets from diverse domains.

  • 4 authors
·
Oct 9, 2018

Review of deep learning models for crypto price prediction: implementation and evaluation

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for finance and economics. Although various deep learning models have been explored for cryptocurrency price forecasting, it is not clear which models are suitable due to high market volatility. In this study, we review the literature about deep learning for cryptocurrency price forecasting and evaluate novel deep learning models for cryptocurrency stock price prediction. Our deep learning models include variants of long short-term memory (LSTM) recurrent neural networks, variants of convolutional neural networks (CNNs), and the Transformer model. We evaluate univariate and multivariate approaches for multi-step ahead predicting of cryptocurrencies close-price. We also carry out volatility analysis on the four cryptocurrencies which reveals significant fluctuations in their prices throughout the COVID-19 pandemic. Additionally, we investigate the prediction accuracy of two scenarios identified by different training sets for the models. First, we use the pre-COVID-19 datasets to model cryptocurrency close-price forecasting during the early period of COVID-19. Secondly, we utilise data from the COVID-19 period to predict prices for 2023 to 2024. Our results show that the convolutional LSTM with a multivariate approach provides the best prediction accuracy in two major experimental settings. Our results also indicate that the multivariate deep learning models exhibit better performance in forecasting four different cryptocurrencies when compared to the univariate models.

  • 5 authors
·
May 18, 2024

Classification Benchmarks for Under-resourced Bengali Language based on Multichannel Convolutional-LSTM Network

Exponential growths of social media and micro-blogging sites not only provide platforms for empowering freedom of expressions and individual voices but also enables people to express anti-social behaviour like online harassment, cyberbullying, and hate speech. Numerous works have been proposed to utilize these data for social and anti-social behaviours analysis, document characterization, and sentiment analysis by predicting the contexts mostly for highly resourced languages such as English. However, there are languages that are under-resources, e.g., South Asian languages like Bengali, Tamil, Assamese, Telugu that lack of computational resources for the NLP tasks. In this paper, we provide several classification benchmarks for Bengali, an under-resourced language. We prepared three datasets of expressing hate, commonly used topics, and opinions for hate speech detection, document classification, and sentiment analysis, respectively. We built the largest Bengali word embedding models to date based on 250 million articles, which we call BengFastText. We perform three different experiments, covering document classification, sentiment analysis, and hate speech detection. We incorporate word embeddings into a Multichannel Convolutional-LSTM (MConv-LSTM) network for predicting different types of hate speech, document classification, and sentiment analysis. Experiments demonstrate that BengFastText can capture the semantics of words from respective contexts correctly. Evaluations against several baseline embedding models, e.g., Word2Vec and GloVe yield up to 92.30%, 82.25%, and 90.45% F1-scores in case of document classification, sentiment analysis, and hate speech detection, respectively during 5-fold cross-validation tests.

  • 4 authors
·
Apr 11, 2020

On the Road to Clarity: Exploring Explainable AI for World Models in a Driver Assistance System

In Autonomous Driving (AD) transparency and safety are paramount, as mistakes are costly. However, neural networks used in AD systems are generally considered black boxes. As a countermeasure, we have methods of explainable AI (XAI), such as feature relevance estimation and dimensionality reduction. Coarse graining techniques can also help reduce dimensionality and find interpretable global patterns. A specific coarse graining method is Renormalization Groups from statistical physics. It has previously been applied to Restricted Boltzmann Machines (RBMs) to interpret unsupervised learning. We refine this technique by building a transparent backbone model for convolutional variational autoencoders (VAE) that allows mapping latent values to input features and has performance comparable to trained black box VAEs. Moreover, we propose a custom feature map visualization technique to analyze the internal convolutional layers in the VAE to explain internal causes of poor reconstruction that may lead to dangerous traffic scenarios in AD applications. In a second key contribution, we propose explanation and evaluation techniques for the internal dynamics and feature relevance of prediction networks. We test a long short-term memory (LSTM) network in the computer vision domain to evaluate the predictability and in future applications potentially safety of prediction models. We showcase our methods by analyzing a VAE-LSTM world model that predicts pedestrian perception in an urban traffic situation.

  • 6 authors
·
Apr 26, 2024

Multimodal Deep Models for Predicting Affective Responses Evoked by Movies

The goal of this study is to develop and analyze multimodal models for predicting experienced affective responses of viewers watching movie clips. We develop hybrid multimodal prediction models based on both the video and audio of the clips. For the video content, we hypothesize that both image content and motion are crucial features for evoked emotion prediction. To capture such information, we extract features from RGB frames and optical flow using pre-trained neural networks. For the audio model, we compute an enhanced set of low-level descriptors including intensity, loudness, cepstrum, linear predictor coefficients, pitch and voice quality. Both visual and audio features are then concatenated to create audio-visual features, which are used to predict the evoked emotion. To classify the movie clips into the corresponding affective response categories, we propose two approaches based on deep neural network models. The first one is based on fully connected layers without memory on the time component, the second incorporates the sequential dependency with a long short-term memory recurrent neural network (LSTM). We perform a thorough analysis of the importance of each feature set. Our experiments reveal that in our set-up, predicting emotions at each time step independently gives slightly better accuracy performance than with the LSTM. Interestingly, we also observe that the optical flow is more informative than the RGB in videos, and overall, models using audio features are more accurate than those based on video features when making the final prediction of evoked emotions.

  • 3 authors
·
Sep 15, 2019

Predicting Stock Market Time-Series Data using CNN-LSTM Neural Network Model

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time the prices of a company stock keeps changing and not constant. So, its complex to determine the stock data. But if the previous performance of a company in stock market is known, then we can track the data and provide predictions to stockholders in order to wisely take decisions on handling the stocks to a company. To handle this, many machine learning models have been invented but they didn't succeed due to many reasons like absence of advanced libraries, inaccuracy of model when made to train with real time data and much more. So, to track the patterns and the features of data, a CNN-LSTM Neural Network can be made. Recently, CNN is now used in Natural Language Processing (NLP) based applications, so by identifying the features from stock data and converting them into tensors, we can obtain the features and then send it to LSTM neural network to find the patterns and thereby predicting the stock market for given period of time. The accuracy of the CNN-LSTM NN model is found to be high even when allowed to train on real-time stock market data. This paper describes about the features of the custom CNN-LSTM model, experiments we made with the model (like training with stock market datasets, performance comparison with other models) and the end product we obtained at final stage.

  • 4 authors
·
May 21, 2023 1

xLSTM-UNet can be an Effective 2D \& 3D Medical Image Segmentation Backbone with Vision-LSTM (ViL) better than its Mamba Counterpart

Convolutional Neural Networks (CNNs) and Vision Transformers (ViT) have been pivotal in biomedical image segmentation, yet their ability to manage long-range dependencies remains constrained by inherent locality and computational overhead. To overcome these challenges, in this technical report, we first propose xLSTM-UNet, a UNet structured deep learning neural network that leverages Vision-LSTM (xLSTM) as its backbone for medical image segmentation. xLSTM is a recently proposed as the successor of Long Short-Term Memory (LSTM) networks and have demonstrated superior performance compared to Transformers and State Space Models (SSMs) like Mamba in Neural Language Processing (NLP) and image classification (as demonstrated in Vision-LSTM, or ViL implementation). Here, xLSTM-UNet we designed extend the success in biomedical image segmentation domain. By integrating the local feature extraction strengths of convolutional layers with the long-range dependency capturing abilities of xLSTM, xLSTM-UNet offers a robust solution for comprehensive image analysis. We validate the efficacy of xLSTM-UNet through experiments. Our findings demonstrate that xLSTM-UNet consistently surpasses the performance of leading CNN-based, Transformer-based, and Mamba-based segmentation networks in multiple datasets in biomedical segmentation including organs in abdomen MRI, instruments in endoscopic images, and cells in microscopic images. With comprehensive experiments performed, this technical report highlights the potential of xLSTM-based architectures in advancing biomedical image analysis in both 2D and 3D. The code, models, and datasets are publicly available at http://tianrun-chen.github.io/xLSTM-UNet/{http://tianrun-chen.github.io/xLSTM-Unet/}

  • 7 authors
·
Jul 1, 2024

A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models

Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it is impossible to design any predictive framework that can accurately predict the movement of stock prices, there are seminal work in the literature that have clearly demonstrated that the seemingly random movement patterns in the time series of a stock price can be predicted with a high level of accuracy. Design of such predictive models requires choice of appropriate variables, right transformation methods of the variables, and tuning of the parameters of the models. In this work, we present a very robust and accurate framework of stock price prediction that consists of an agglomeration of statistical, machine learning and deep learning models. We use the daily stock price data, collected at five minutes interval of time, of a very well known company that is listed in the National Stock Exchange (NSE) of India. The granular data is aggregated into three slots in a day, and the aggregated data is used for building and training the forecasting models. We contend that the agglomerative approach of model building that uses a combination of statistical, machine learning, and deep learning approaches, can very effectively learn from the volatile and random movement patterns in a stock price data. We build eight classification and eight regression models based on statistical and machine learning approaches. In addition to these models, a deep learning regression model using a long-and-short-term memory (LSTM) network is also built. Extensive results have been presented on the performance of these models, and the results are critically analyzed.

  • 2 authors
·
Apr 17, 2020

ParaRNN: Unlocking Parallel Training of Nonlinear RNNs for Large Language Models

Recurrent Neural Networks (RNNs) laid the foundation for sequence modeling, but their intrinsic sequential nature restricts parallel computation, creating a fundamental barrier to scaling. This has led to the dominance of parallelizable architectures like Transformers and, more recently, State Space Models (SSMs). While SSMs achieve efficient parallelization through structured linear recurrences, this linearity constraint limits their expressive power and precludes modeling complex, nonlinear sequence-wise dependencies. To address this, we present ParaRNN, a framework that breaks the sequence-parallelization barrier for nonlinear RNNs. Building on prior work, we cast the sequence of nonlinear recurrence relationships as a single system of equations, which we solve in parallel using Newton's iterations combined with custom parallel reductions. Our implementation achieves speedups of up to 665x over naive sequential application, allowing training nonlinear RNNs at unprecedented scales. To showcase this, we apply ParaRNN to adaptations of LSTM and GRU architectures, successfully training models of 7B parameters that attain perplexity comparable to similarly-sized Transformers and Mamba2 architectures. To accelerate research in efficient sequence modeling, we release the ParaRNN codebase as an open-source framework for automatic training-parallelization of nonlinear RNNs, enabling researchers and practitioners to explore new nonlinear RNN models at scale.

  • 5 authors
·
Oct 24

In the Search for Optimal Multi-view Learning Models for Crop Classification with Global Remote Sensing Data

Studying and analyzing cropland is a difficult task due to its dynamic and heterogeneous growth behavior. Usually, diverse data sources can be collected for its estimation. Although deep learning models have proven to excel in the crop classification task, they face substantial challenges when dealing with multiple inputs, named Multi-View Learning (MVL). The methods used in the MVL scenario can be structured based on the encoder architecture, the fusion strategy, and the optimization technique. The literature has primarily focused on using specific encoder architectures for local regions, lacking a deeper exploration of other components in the MVL methodology. In contrast, we investigate the simultaneous selection of the fusion strategy and encoder architecture, assessing global-scale cropland and crop-type classifications. We use a range of five fusion strategies (Input, Feature, Decision, Ensemble, Hybrid) and five temporal encoders (LSTM, GRU, TempCNN, TAE, L-TAE) as possible configurations in the MVL method. We use the CropHarvest dataset for validation, which provides optical, radar, weather time series, and topographic information as input data. We found that in scenarios with a limited number of labeled samples, a unique configuration is insufficient for all the cases. Instead, a specialized combination should be meticulously sought, including an encoder and fusion strategy. To streamline this search process, we suggest identifying the optimal encoder architecture tailored for a particular fusion strategy, and then determining the most suitable fusion strategy for the classification task. We provide a methodological framework for researchers exploring crop classification through an MVL methodology.

  • 3 authors
·
Mar 25, 2024 1

Risk forecasting using Long Short-Term Memory Mixture Density Networks

This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting procedure. The focus was on the neural network's ability to capture volatility clustering and its real-world applicability. Three architectures were tested: a 2-component mixture density network, a regularized 2-component model (Arimond et al., 2020), and a 3-component mixture model, the latter being tested for the first time in Value-at-Risk forecasting. Backtesting was performed on three stock indices (FTSE 100, S&P 500, EURO STOXX 50) over two distinct two-year periods (2017-2018 as a calm period, 2021-2022 as turbulent). Model performance was assessed through unconditional coverage and independence assumption tests. The neural network's ability to handle volatility clustering was validated via correlation analysis and graphical evaluation. Results show limited success for the neural network approach. LSTM-MDNs performed poorly for 2017/2018 but outperformed benchmark models in 2021/2022. The LSTM mechanism allowed the neural network to capture volatility clustering similarly to GARCH models. However, several issues were identified: the need for proper model initialization and reliance on large datasets for effective learning. The findings suggest that while LSTM-MDNs provide adequate risk forecasts, further research and adjustments are necessary for stable performance.

  • 1 authors
·
Jan 2

A Daily Tourism Demand Prediction Framework Based on Multi-head Attention CNN: The Case of The Foreign Entrant in South Korea

Developing an accurate tourism forecasting model is essential for making desirable policy decisions for tourism management. Early studies on tourism management focus on discovering external factors related to tourism demand. Recent studies utilize deep learning in demand forecasting along with these external factors. They mainly use recursive neural network models such as LSTM and RNN for their frameworks. However, these models are not suitable for use in forecasting tourism demand. This is because tourism demand is strongly affected by changes in various external factors, and recursive neural network models have limitations in handling these multivariate inputs. We propose a multi-head attention CNN model (MHAC) for addressing these limitations. The MHAC uses 1D-convolutional neural network to analyze temporal patterns and the attention mechanism to reflect correlations between input variables. This model makes it possible to extract spatiotemporal characteristics from time-series data of various variables. We apply our forecasting framework to predict inbound tourist changes in South Korea by considering external factors such as politics, disease, season, and attraction of Korean culture. The performance results of extensive experiments show that our method outperforms other deep-learning-based prediction frameworks in South Korea tourism forecasting.

  • 5 authors
·
Dec 1, 2021

The Languini Kitchen: Enabling Language Modelling Research at Different Scales of Compute

The Languini Kitchen serves as both a research collective and codebase designed to empower researchers with limited computational resources to contribute meaningfully to the field of language modelling. We introduce an experimental protocol that enables model comparisons based on equivalent compute, measured in accelerator hours. The number of tokens on which a model is trained is defined by the model's throughput and the chosen compute class. Notably, this approach avoids constraints on critical hyperparameters which affect total parameters or floating-point operations. For evaluation, we pre-process an existing large, diverse, and high-quality dataset of books that surpasses existing academic benchmarks in quality, diversity, and document length. On it, we compare methods based on their empirical scaling trends which are estimated through experiments at various levels of compute. This work also provides two baseline models: a feed-forward model derived from the GPT-2 architecture and a recurrent model in the form of a novel LSTM with ten-fold throughput. While the GPT baseline achieves better perplexity throughout all our levels of compute, our LSTM baseline exhibits a predictable and more favourable scaling law. This is due to the improved throughput and the need for fewer training tokens to achieve the same decrease in test perplexity. Extrapolating the scaling laws leads of both models results in an intersection at roughly 50,000 accelerator hours. We hope this work can serve as the foundation for meaningful and reproducible language modelling research.

  • 8 authors
·
Sep 20, 2023 1

Enhancing End Stage Renal Disease Outcome Prediction: A Multi-Sourced Data-Driven Approach

Objective: To improve prediction of Chronic Kidney Disease (CKD) progression to End Stage Renal Disease (ESRD) using machine learning (ML) and deep learning (DL) models applied to an integrated clinical and claims dataset of varying observation windows, supported by explainable AI (XAI) to enhance interpretability and reduce bias. Materials and Methods: We utilized data about 10,326 CKD patients, combining their clinical and claims information from 2009 to 2018. Following data preprocessing, cohort identification, and feature engineering, we evaluated multiple statistical, ML and DL models using data extracted from five distinct observation windows. Feature importance and Shapley value analysis were employed to understand key predictors. Models were tested for robustness, clinical relevance, misclassification errors and bias issues. Results: Integrated data models outperformed those using single data sources, with the Long Short-Term Memory (LSTM) model achieving the highest AUC (0.93) and F1 score (0.65). A 24-month observation window was identified as optimal for balancing early detection and prediction accuracy. The 2021 eGFR equation improved prediction accuracy and reduced racial bias, notably for African American patients. Discussion: Improved ESRD prediction accuracy, results interpretability and bias mitigation strategies presented in this study have the potential to significantly enhance CKD and ESRD management, support targeted early interventions and reduce healthcare disparities. Conclusion: This study presents a robust framework for predicting ESRD outcomes in CKD patients, improving clinical decision-making and patient care through multi-sourced, integrated data and AI/ML methods. Future research will expand data integration and explore the application of this framework to other chronic diseases.

  • 2 authors
·
Oct 1, 2024

Machine Learning Parameterization of the Multi-scale Kain-Fritsch (MSKF) Convection Scheme

Warm-sector heavy rainfall often occurs along the coast of South China, and it is usually localized and long-lasting, making it challenging to predict. High-resolution numerical weather prediction (NWP) models are increasingly used to better resolve topographic features and forecast such high-impact weather events. However, when the grid spacing becomes comparable to the length scales of convection, known as the gray zone, the turbulent eddies in the atmospheric boundary layer are only partially resolved and parameterized to some extent. Whether using a convection parameterization (CP) scheme in the gray zone remains controversial. Scale-aware CP schemes are developed to enhance the representation of convective transport within the gray zone. The multi-scale Kain-Fritsch (MSKF) scheme includes modifications that allow for its effective implementation at a grid resolution as high as 2 km. In recent years, there has been an increasing application of machine learning (ML) models to various domains of atmospheric sciences, including the replacement of physical parameterizations with ML models. This work proposes a multi-output bidirectional long short-term memory (Bi-LSTM) model as a replace the scale-aware MSKF CP scheme. The Weather Research and Forecast (WRF) model is used to generate training and testing data over South China at a horizontal resolution of 5 km. Furthermore, the WRF model is coupled with the ML based CP scheme and compared with WRF simulations with original MSKF scheme. The results demonstrate that the Bi-LSTM model can achieve high accuracy, indicating the potential use of ML models to substitute the MSKF scheme in the gray zone.

  • 3 authors
·
Nov 6, 2023

Writer adaptation for offline text recognition: An exploration of neural network-based methods

Handwriting recognition has seen significant success with the use of deep learning. However, a persistent shortcoming of neural networks is that they are not well-equipped to deal with shifting data distributions. In the field of handwritten text recognition (HTR), this shows itself in poor recognition accuracy for writers that are not similar to those seen during training. An ideal HTR model should be adaptive to new writing styles in order to handle the vast amount of possible writing styles. In this paper, we explore how HTR models can be made writer adaptive by using only a handful of examples from a new writer (e.g., 16 examples) for adaptation. Two HTR architectures are used as base models, using a ResNet backbone along with either an LSTM or Transformer sequence decoder. Using these base models, two methods are considered to make them writer adaptive: 1) model-agnostic meta-learning (MAML), an algorithm commonly used for tasks such as few-shot classification, and 2) writer codes, an idea originating from automatic speech recognition. Results show that an HTR-specific version of MAML known as MetaHTR improves performance compared to the baseline with a 1.4 to 2.0 improvement in word error rate (WER). The improvement due to writer adaptation is between 0.2 and 0.7 WER, where a deeper model seems to lend itself better to adaptation using MetaHTR than a shallower model. However, applying MetaHTR to larger HTR models or sentence-level HTR may become prohibitive due to its high computational and memory requirements. Lastly, writer codes based on learned features or Hinge statistical features did not lead to improved recognition performance.

  • 3 authors
·
Jul 11, 2023