Data-driven multinomial random forest

In this article, we strengthen the proof methods of some previously weakly consistent variants of random forests into strongly consistent proof methods, and improve the data utilization of these variants, in order to obtain better theoretical properties and experimental performance. In addition, based on the multinomial random forest (MRF) and Bernoulli random forest (BRF), we propose a data-driven multinomial random forest (DMRF) algorithm, which has lower complexity than MRF and higher complexity than BRF while satisfying strong consistency. It has better performance in classification and regression problems than previous RF variants that only satisfy weak consistency, and in most cases even surpasses standard random forest. To the best of our knowledge, DMRF is currently the most excellent strongly consistent RF variant with low algorithm complexityComment: arXiv admin note: substantial text overlap with arXiv:2211.1515

Dynamic Portfolio Management with Reinforcement Learning

Dynamic Portfolio Management is a domain that concerns the continuous redistribution of assets within a portfolio to maximize the total return in a given period of time. With the recent advancement in machine learning and artificial intelligence, many efforts have been put in designing and discovering efficient algorithmic ways to manage the portfolio. This paper presents two different reinforcement learning agents, policy gradient actor-critic and evolution strategy. The performance of the two agents is compared during backtesting. We also discuss the problem set up from state space design, to state value function approximator and policy control design. We include the short position to give the agent more flexibility during assets redistribution and a constant trading cost of 0.25%. The agent is able to achieve 5% return in 10 days daily trading despite 0.25% trading cost

Preserving Specificity in Federated Graph Learning for fMRI-based Neurological Disorder Identification

Resting-state functional magnetic resonance imaging (rs-fMRI) offers a non-invasive approach to examining abnormal brain connectivity associated with brain disorders. Graph neural network (GNN) gains popularity in fMRI representation learning and brain disorder analysis with powerful graph representation capabilities. Training a general GNN often necessitates a large-scale dataset from multiple imaging centers/sites, but centralizing multi-site data generally faces inherent challenges related to data privacy, security, and storage burden. Federated Learning (FL) enables collaborative model training without centralized multi-site fMRI data. Unfortunately, previous FL approaches for fMRI analysis often ignore site-specificity, including demographic factors such as age, gender, and education level. To this end, we propose a specificity-aware federated graph learning (SFGL) framework for rs-fMRI analysis and automated brain disorder identification, with a server and multiple clients/sites for federated model aggregation and prediction. At each client, our model consists of a shared and a personalized branch, where parameters of the shared branch are sent to the server while those of the personalized branch remain local. This can facilitate knowledge sharing among sites and also helps preserve site specificity. In the shared branch, we employ a spatio-temporal attention graph isomorphism network to learn dynamic fMRI representations. In the personalized branch, we integrate vectorized demographic information (i.e., age, gender, and education years) and functional connectivity networks to preserve site-specific characteristics. Representations generated by the two branches are then fused for classification. Experimental results on two fMRI datasets with a total of 1,218 subjects suggest that SFGL outperforms several state-of-the-art approaches