United States

Quantitative trading and investment decision making are intricate financial tasks that rely on accurate stock selection.
Despite advances in deep learning that have made significant progress in the complex and highly stochastic stock prediction problem, modern solutions face two significant limitations. 
They do not directly optimize the target of investment in terms of profit, and treat each stock as independent from the others, ignoring the rich signals between related stocks&#39; temporal price movements.
Building on these limitations, we reformulate stock prediction as a learning to rank problem and propose STHAN-SR, a neural hypergraph architecture for stock selection.
The key novelty of our work is the proposal of modeling the complex relations between stocks through a hypergraph and a temporal Hawkes attention mechanism to tailor a new spatiotemporal attention hypergraph network architecture to rank stocks based on profit by jointly modeling stock interdependence and the temporal evolution of their prices.
Through experiments on three markets spanning over six years of data, we show that STHAN-SR significantly outperforms state-of-the-art neural stock forecasting methods.
We validate our design choices through ablative and exploratory analyses over STHAN-SR&#39;s spatial and temporal components and demonstrate its practical applicability.

AAAI 2021

Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach

We are pleased to announce the Thirty-Eighth AAAI Conference on Artificial Intelligence (AAAI-24), which will be held in Vancouver, British Columbia at the Vancouver Convention Centre – West Building from 20-27 February, 2024.

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. AAAI-24 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and a range of other activities to be announced.

We expect for AAAI-24 to be an in-person conference – one author of all accepted papers will be expected to present work in person unless there are exceptional circumstances that prevent this.<br><br><br><br>

In order to access the AAAI-24 event page you need to register [here](https://aaai.org/aaai-conference/registration/)

AAAI 2024

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. 

Quantitative trading and investment decision making are intricate financial tasks that rely on accurate stock selection.
Despite advances in deep learning that have made significant progress in the complex and highly stochastic stock prediction problem, modern solutions face two significant limitations. 
They do not directly optimize the target of investment in terms of profit, and treat each stock as independent from the others, ignoring the rich signals between related stocks' temporal price movements.
Building on these limitations, we reformulate stock prediction as a learning to rank problem and propose STHAN-SR, a neural hypergraph architecture for stock selection.
The key novelty of our work is the proposal of modeling the complex relations between stocks through a hypergraph and a temporal Hawkes attention mechanism to tailor a new spatiotemporal attention hypergraph network architecture to rank stocks based on profit by jointly modeling stock interdependence and the temporal evolution of their prices.
Through experiments on three markets spanning over six years of data, we show that STHAN-SR significantly outperforms state-of-the-art neural stock forecasting methods.
We validate our design choices through ablative and exploratory analyses over STHAN-SR's spatial and temporal components and demonstrate its practical applicability.

technical paper

The purpose of the AAAI conference is to promote research in artificial intelligence (AI) and scientific exchange among AI researchers, practitioners, scientists, and engineers in affiliated disciplines. 

Accurate reconstruction of static environments from LiDAR scans of scenes containing dynamic objects, which we refer to as Dynamic to Static Translation (DST), is an important area of research in Autonomous Navigation. This problem has been recently explored for visual SLAM, but to the best of our knowledge no work has been attempted to address DST for LiDAR scans. The problem is of critical importance due to wide-spread adoption of LiDAR in Autonomous Vehicles. We show that state-of the art methods developed for the visual domain when adapted for LiDAR scans perform poorly. We develop DSLR, a deep generative model which learns a mapping between dynamic scan to its static counterpart through an adversarially trained autoencoder. Our model yields the first solution for DST on LiDAR that generates static scans without using explicit segmentation labels. DSLR cannot always be applied to real world data due to lack of paired dynamic-static scans. Using Unsupervised Domain Adaptation, we propose DSLR-UDA for transfer to real world data and experimentally show that this performs well in real world settings. Additionally, if segmentation information is available, we extend DSLR to DSLR-Seg to further improve the reconstruction quality. DSLR gives the state of the art performance on simulated and real-world datasets and also shows at least 4Ã— improvement. We show that DSLR, unlike the existing baselines, is a practically viable model with its reconstruction quality within the tolerable limits for tasks pertaining to autonomous navigation like SLAM in dynamic environments.

DSLR : Dynamic to Static Lidar Scan Reconstruction Using Adversarially Trained Auto Encoder

Recently, the vulnerability of deep neural network (DNN)-based audio systems to adversarial attacks has obtained increasing attention. However, the existing audio adversarial attacks allow the adversary to possess the entire user's audio input as well as granting sufficient time budget to generate the adversarial perturbations. These idealized assumptions, however, make the existing audio adversarial attacks mostly impossible to be launched in a timely fashion in practice (e.g., playing unnoticeable adversarial perturbations along with user's streaming input). To overcome these limitations, in this paper we propose fast audio adversarial perturbation generator (FAPG), which uses generative model to generate adversarial perturbations for the audio input in a single forward pass, thereby drastically improving the perturbation generation speed. Built on the top of FAPG, we further propose universal audio adversarial perturbation generator (UAPG), a scheme to craft universal adversarial perturbation that can be imposed on arbitrary benign audio input to cause misclassification. Extensive experiments on DNN-based audio systems show that our proposed FAPG can achieve high success rate with up to 214X speedup over the existing audio adversarial attack methods. Also our proposed UAPG generates universal adversarial perturbations that can achieve much better attack performance than the state-of-the-art solutions.

Enabling Fast and Universal Audio Adversarial Attack Using Generative Model

Multi-agent consensus problems can often be seen as a sequence of autonomous and independent local choices between a finite set of decision options, with each local choice undertaken simultaneously, and with a shared  goal of  achieving  a global consensus state. Being able to estimate probabilities for the different outcomes and to predict how long it takes for a consensus to be formed, if ever, are core issues for such protocols.

Little attention has been given to protocols in which agents can remember past or outdated states.  In this paper, we propose a framework to study what we call `memory consensus protocol'. We show that the employment of memory allows such processes to always converge, as well as, in some scenarios, such as cycles, converge faster. We provide a theoretical analysis of the probability of each option eventually winning such processes based on the initial opinions expressed by agents. Further, we perform experiments to investigate network topologies in which agents benefit from memory on the expected time needed for consensus.

The Influence of Memory in Multi-Agent Consensus

Autoregressive models using Transformers have emerged as the  dominant  approach  for  music  generation  with  the  goal of synthesizing minute-long compositions that exhibit large-scale musical structure. These models are commonly trained by minimizing the negative log-likelihood (NLL) of the observed sequence in an autoregressive manner. Unfortunately, the  quality  of  samples  from  these  models  tends  to  degrade significantly for long sequences, a phenomenon attributed to exposure bias. Fortunately, we are able to detect these failures with classifiers trained to distinguish between real and sampled sequences, an observation that motivates our exploration of adversarial losses to complement the NLL objective. We use a pre-trained Span-BERT model for the discriminator of the GAN, which in our experiments helped with training stability. We use the Gumbel-Softmax trick to obtain a differentiable approximation of the sampling process. This makes discrete sequences amenable to optimization in GANs. In addition, we break the sequences into smaller chunks to ensure that we stay within a given memory budget. We demonstrate via human evaluations and a new discriminative metric that the music generated by our approach outperforms a baseline trained with likelihood maximization, the state-of-the-art Music Transformer, and other GANs used for sequence generation. 57% of people prefer music generated via our approach while 43% prefer Music Transformer.

Symbolic Music Generation with Transformer-GANs

Reinforcement learning and planning have been revolutionized in recent years, due in part to the mass adoption of deep convolutional neural networks and the resurgence of powerful methods to refine decision-making policies. However, the problem of sparse reward signals and their representation
remains pervasive in many domains. While various rewardshaping mechanisms and imitation learning approaches have been proposed to mitigate this problem, the use of humanaided artificial rewards introduces human error, sub-optimal behavior, and a greater propensity for reward hacking. In this
paper, we mitigate this by representing objectives as automata in order to define novel reward shaping functions over this structured representation. In doing so, we address the sparse rewards problem within a novel implementation of Monte Carlo Tree Search (MCTS) by proposing a reward shaping function which is updated dynamically to capture statistics on the utility of each automaton transition as it pertains to satisfying the goal of the agent. We further demonstrate that such automaton-guided reward shaping can be utilized to facilitate transfer learning between different environments when the objective is the same.

Dynamic Automaton-Guided Reward Shaping for Monte Carlo Tree Search

Generalized planning is concerned with the computation of general policies that solve multiple instances of a planning domain all at once. It has been recently shown that these policies can be computed in two steps: first, a suitable abstraction in the form of a qualitative numerical planning problem (QNP) is learned from sample plans, then the general policies are obtained from the learned QNP using a planner. In this work, we introduce an alternative approach for computing more expressive general policies which does not require sample plans or a QNP planner. The new formulation is very simple and can be cast in terms that are more standard in machine learning: a large but finite pool of features is defined from the predicates in the planning examples using a general grammar, and a small subset of features is sought for separating â€œgoodâ€ from â€œbadâ€ state transitions, and goals from non-goals. The problems of finding such a â€œseparating surfaceâ€ while labeling the transitions as â€œgoodâ€ or â€œbadâ€ are jointly addressed as a single combinatorial optimization problem expressed as a Weighted Max-SAT problem. The advantage of looking for the simplest policy in the given feature space that solves the given examples, possibly non-optimally, is that many domains have no general, compact policies that are optimal. The approach yields general policies for a number of benchmark domains.

Learning General Planning Policies from Small Examples without Supervision

Many practical applications require the solution of numerically challenging linear programs (LPs) and mixed integer programs (MIPs).
Scaling is a widely used preconditioning technique that aims at reducing the error propagation of the involved linear systems,
thereby improving the numerical behavior of the dual simplex algorithm and, consequently, LP-based branch-and-bound.
A reliable scaling method often makes the difference whether these problems can be solved correctly or not.
In this paper, we investigate the use of machine learning to choose at the beginning of the solution process
between two common scaling methods: Standard scaling and Curtis-Reid scaling.
The latter often, but not always, leads to a more robust solution process, but may suffer from longer solution times.

Rather than training for overall solution time, we propose to use the attention level of a MIP solution process as a learning label.
We evaluate the predictive power of a random forest approach and a linear regressor that learns the (square-root of the) difference in attention level.
It turns out that the resulting classification not only reduces various types of numerical errors by large margins, but it also improves the performance of the dual simplex algorithm.

The learned model has been implemented within the FICO Xpress MIP solver and it is used by default since release 8.9, May 2020, to determine the scaling algorithm Xpress applies before solving an LP or a MIP.

Learning to Scale Mixed-Integer Programs

Although static networks have been extensively studied in machine learning, data mining, and AI communities for many decades, the study of dynamic networks has recently taken center stage due to the prominence of social media and its effects on the dynamics of social networks. In this paper, we propose a statistical model for dynamically evolving networks, together with a variational inference approach. Our model, Neural Latent Space Model with Variational Inference, encodes edge dependencies across different time snapshots. It represents nodes via latent vectors and uses interaction matrices to model the presence of edges. These matrices can be used to incorporate multiple relations in heterogeneous networks by having a separate matrix for each of the relations. To capture the temporal dynamics, both node vectors and interaction matrices are allowed to evolve with time. Existing network analysis methods use representation learning techniques for modelling networks. These techniques are different for homogeneous and heterogeneous networks because heterogeneous networks can have multiple types of edges and nodes as opposed to a homogeneous network. Unlike these, we propose a unified model for homogeneous and heterogeneous networks in a variational inference framework. Moreover, the learned node latent vectors and interaction matrices may be interpretable and therefore provide insights on the mechanisms behind network evolution. We experimented with a single step and multi-step link forecasting on real-world networks of homogeneous, bipartite, and heterogeneous nature, and demonstrated that our model significantly outperforms existing models.

Neural Latent Space Model for Dynamic Networks and Temporal Knowledge Graphs

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works have either required exact gradients or state-action visitation measure based mini-batch stochastic gradients with a diverging batch size, which limit their applicability in practical scenarios. In this paper, we consider classical policy gradient methods that compute an approximate gradient with a single trajectory or a fixed size mini-batch of trajectories under soft-max parametrization and log-barrier regularization, along with the widely-used REINFORCE gradient estimation procedure. By controlling the number of "bad" episodes and resorting to the classical doubling trick, we establish an anytime sub-linear high probability regret bound as well as almost sure global convergence of the average regret with an asymptotically sub-linear rate. These provide the first set of global convergence and sample efficiency results for the well-known REINFORCE algorithm and contribute to a better understanding of its performance in practice.

Sample Efficient Reinforcement Learning with REINFORCE

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population.
When the amounts of training data for the subgroups are not controlled carefully, under-representation bias arises.
We introduce two natural notions of subgroup fairness and instantaneous fairness to address such under-representation bias in time-series forecasting problems.
In particular, we consider the subgroup-fair and instant-fair learning of a linear dynamical system (LDS) from multiple trajectories of varying lengths and the associated forecasting problems.
We provide globally convergent methods for the learning problems using hierarchies of convexifications of non-commutative polynomial optimisation problems. 
Our empirical results on a biased data set motivated by insurance applications and the well-known COMPAS data set demonstrate both the beneficial impact of fairness considerations on statistical performance and the encouraging effects of exploiting sparsity on run time.

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