5,233 research outputs found

    Graduate Catalog of Studies, 2023-2024

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    Applications of Deep Learning Models in Financial Forecasting

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    In financial markets, deep learning techniques sparked a revolution, reshaping conventional approaches and amplifying predictive capabilities. This thesis explored the applications of deep learning models to unravel insights and methodologies aimed at advancing financial forecasting. The crux of the research problem lies in the applications of predictive models within financial domains, characterised by high volatility and uncertainty. This thesis investigated the application of advanced deep-learning methodologies in the context of financial forecasting, addressing the challenges posed by the dynamic nature of financial markets. These challenges were tackled by exploring a range of techniques, including convolutional neural networks (CNNs), long short-term memory networks (LSTMs), autoencoders (AEs), and variational autoencoders (VAEs), along with approaches such as encoding financial time series into images. Through analysis, methodologies such as transfer learning, convolutional neural networks, long short-term memory networks, generative modelling, and image encoding of time series data were examined. These methodologies collectively offered a comprehensive toolkit for extracting meaningful insights from financial data. The present work investigated the practicality of a deep learning CNN-LSTM model within the Directional Change framework to predict significant DC events—a task crucial for timely decisionmaking in financial markets. Furthermore, the potential of autoencoders and variational autoencoders to enhance financial forecasting accuracy and remove noise from financial time series data was explored. Leveraging their capacity within financial time series, these models offered promising avenues for improved data representation and subsequent forecasting. To further contribute to financial prediction capabilities, a deep multi-model was developed that harnessed the power of pre-trained computer vision models. This innovative approach aimed to predict the VVIX, utilising the cross-disciplinary synergy between computer vision and financial forecasting. By integrating knowledge from these domains, novel insights into the prediction of market volatility were provided

    Self-supervised learning for transferable representations

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    Machine learning has undeniably achieved remarkable advances thanks to large labelled datasets and supervised learning. However, this progress is constrained by the labour-intensive annotation process. It is not feasible to generate extensive labelled datasets for every problem we aim to address. Consequently, there has been a notable shift in recent times toward approaches that solely leverage raw data. Among these, self-supervised learning has emerged as a particularly powerful approach, offering scalability to massive datasets and showcasing considerable potential for effective knowledge transfer. This thesis investigates self-supervised representation learning with a strong focus on computer vision applications. We provide a comprehensive survey of self-supervised methods across various modalities, introducing a taxonomy that categorises them into four distinct families while also highlighting practical considerations for real-world implementation. Our focus thenceforth is on the computer vision modality, where we perform a comprehensive benchmark evaluation of state-of-the-art self supervised models against many diverse downstream transfer tasks. Our findings reveal that self-supervised models often outperform supervised learning across a spectrum of tasks, albeit with correlations weakening as tasks transition beyond classification, particularly for datasets with distribution shifts. Digging deeper, we investigate the influence of data augmentation on the transferability of contrastive learners, uncovering a trade-off between spatial and appearance-based invariances that generalise to real-world transformations. This begins to explain the differing empirical performances achieved by self-supervised learners on different downstream tasks, and it showcases the advantages of specialised representations produced with tailored augmentation. Finally, we introduce a novel self-supervised pre-training algorithm for object detection, aligning pre-training with downstream architecture and objectives, leading to reduced localisation errors and improved label efficiency. In conclusion, this thesis contributes a comprehensive understanding of self-supervised representation learning and its role in enabling effective transfer across computer vision tasks

    UMSL Bulletin 2023-2024

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    The 2023-2024 Bulletin and Course Catalog for the University of Missouri St. Louis.https://irl.umsl.edu/bulletin/1088/thumbnail.jp

    Graduate Catalog of Studies, 2023-2024

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    Backpropagation Beyond the Gradient

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    Automatic differentiation is a key enabler of deep learning: previously, practitioners were limited to models for which they could manually compute derivatives. Now, they can create sophisticated models with almost no restrictions and train them using first-order, i. e. gradient, information. Popular libraries like PyTorch and TensorFlow compute this gradient efficiently, automatically, and conveniently with a single line of code. Under the hood, reverse-mode automatic differentiation, or gradient backpropagation, powers the gradient computation in these libraries. Their entire design centers around gradient backpropagation. These frameworks are specialized around one specific task—computing the average gradient in a mini-batch. This specialization often complicates the extraction of other information like higher-order statistical moments of the gradient, or higher-order derivatives like the Hessian. It limits practitioners and researchers to methods that rely on the gradient. Arguably, this hampers the field from exploring the potential of higher-order information and there is evidence that focusing solely on the gradient has not lead to significant recent advances in deep learning optimization. To advance algorithmic research and inspire novel ideas, information beyond the batch-averaged gradient must be made available at the same level of computational efficiency, automation, and convenience. This thesis presents approaches to simplify experimentation with rich information beyond the gradient by making it more readily accessible. We present an implementation of these ideas as an extension to the backpropagation procedure in PyTorch. Using this newly accessible information, we demonstrate possible use cases by (i) showing how it can inform our understanding of neural network training by building a diagnostic tool, and (ii) enabling novel methods to efficiently compute and approximate curvature information. First, we extend gradient backpropagation for sequential feedforward models to Hessian backpropagation which enables computing approximate per-layer curvature. This perspective unifies recently proposed block- diagonal curvature approximations. Like gradient backpropagation, the computation of these second-order derivatives is modular, and therefore simple to automate and extend to new operations. Based on the insight that rich information beyond the gradient can be computed efficiently and at the same time, we extend the backpropagation in PyTorch with the BackPACK library. It provides efficient and convenient access to statistical moments of the gradient and approximate curvature information, often at a small overhead compared to computing just the gradient. Next, we showcase the utility of such information to better understand neural network training. We build the Cockpit library that visualizes what is happening inside the model during training through various instruments that rely on BackPACK’s statistics. We show how Cockpit provides a meaningful statistical summary report to the deep learning engineer to identify bugs in their machine learning pipeline, guide hyperparameter tuning, and study deep learning phenomena. Finally, we use BackPACK’s extended automatic differentiation functionality to develop ViViT, an approach to efficiently compute curvature information, in particular curvature noise. It uses the low-rank structure of the generalized Gauss-Newton approximation to the Hessian and addresses shortcomings in existing curvature approximations. Through monitoring curvature noise, we demonstrate how ViViT’s information helps in understanding challenges to make second-order optimization methods work in practice. This work develops new tools to experiment more easily with higher-order information in complex deep learning models. These tools have impacted works on Bayesian applications with Laplace approximations, out-of-distribution generalization, differential privacy, and the design of automatic differentia- tion systems. They constitute one important step towards developing and establishing more efficient deep learning algorithms

    Inverse Design of Metamaterials for Tailored Linear and Nonlinear Optical Responses Using Deep Learning

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    The conventional process for developing an optimal design for nonlinear optical responses is based on a trial-and-error approach that is largely inefficient and does not necessarily lead to an ideal result. Deep learning can automate this process and widen the realm of nonlinear geometries and devices. This research illustrates a deep learning framework used to create an optimal plasmonic design for metamaterials with specific desired optical responses, both linear and nonlinear. The algorithm can produce plasmonic patterns that can maximize second-harmonic nonlinear effects of a nonlinear metamaterial. A nanolaminate metamaterial is used as a nonlinear material, and a plasmonic patterns are fabricated on the prepared nanolaminate to demonstrate the validity and efficacy of the deep learning algorithm for second-harmonic generation. Photonic upconversion from the infrared regime to the visible spectrum can occur through sum-frequency generation. The deep learning algorithm was improved to optimize a nonlinear plasmonic metamaterial for sum-frequency generation. The framework was then further expanded using transfer learning to lessen computation resources required to optimize metamaterials for new design parameters. The deep learning architecture applied in this research can be expanded to other optical responses and drive the innovation of novel optical applications.Ph.D

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    UMSL Bulletin 2022-2023

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    The 2022-2023 Bulletin and Course Catalog for the University of Missouri St. Louis.https://irl.umsl.edu/bulletin/1087/thumbnail.jp
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