Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online.Comment: Accepted by SIGIR 201

Investigating the latency cost of statistical learning of a Gaussian mixture simulating on a convolutional density network with adaptive batch size technique for background modeling

Background modeling is a promising field of study in video analysis, with a wide range of applications in video surveillance. Deep neural networks have proliferated in recent years as a result of effective learning-based approaches to motion analysis. However, these strategies only provide a partial description of the observed scenes' insufficient properties since they use a single-valued mapping to estimate the target background's temporal conditional averages. On the other hand, statistical learning in the imagery domain has become one of the most widely used approaches due to its high adaptability to dynamic context transformation, especially Gaussian Mixture Models. Specifically, these probabilistic models aim to adjust latent parameters to gain high expectation of realistically observed data; however, this approach only concentrates on contextual dynamics in short-term analysis. In a prolonged investigation, it is challenging so that statistical methods cannot reserve the generalization of long-term variation of image data. Balancing the trade-off between traditional machine learning models and deep neural networks requires an integrated approach to ensure accuracy in conception while maintaining a high speed of execution. In this research, we present a novel two-stage approach for detecting changes using two convolutional neural networks in this work. The first architecture is based on unsupervised Gaussian mixtures statistical learning, which is used to classify the salient features of scenes. The second one implements a light-weighted pipeline of foreground detection. Our two-stage system has a total of approximately 3.5K parameters but still converges quickly to complex motion patterns. Our experiments on publicly accessible datasets demonstrate that our proposed networks are not only capable of generalizing regions of moving objects with promising results in unseen scenarios, but also competitive in terms of performance quality and effectiveness foreground segmentation. Apart from modeling the data's underlying generator as a non-convex optimization problem, we briefly examine the communication cost associated with the network training by using a distributed scheme of data-parallelism to simulate a stochastic gradient descent algorithm with communication avoidance for parallel machine learnin

Lifelong Sequential Modeling with Personalized Memorization for User Response Prediction

User response prediction, which models the user preference w.r.t. the presented items, plays a key role in online services. With two-decade rapid development, nowadays the cumulated user behavior sequences on mature Internet service platforms have become extremely long since the user's first registration. Each user not only has intrinsic tastes, but also keeps changing her personal interests during lifetime. Hence, it is challenging to handle such lifelong sequential modeling for each individual user. Existing methodologies for sequential modeling are only capable of dealing with relatively recent user behaviors, which leaves huge space for modeling long-term especially lifelong sequential patterns to facilitate user modeling. Moreover, one user's behavior may be accounted for various previous behaviors within her whole online activity history, i.e., long-term dependency with multi-scale sequential patterns. In order to tackle these challenges, in this paper, we propose a Hierarchical Periodic Memory Network for lifelong sequential modeling with personalized memorization of sequential patterns for each user. The model also adopts a hierarchical and periodical updating mechanism to capture multi-scale sequential patterns of user interests while supporting the evolving user behavior logs. The experimental results over three large-scale real-world datasets have demonstrated the advantages of our proposed model with significant improvement in user response prediction performance against the state-of-the-arts.Comment: SIGIR 2019. Reproducible codes and datasets: https://github.com/alimamarankgroup/HPM