Extracting finite structure from infinite language

This paper presents a novel connectionist memory-rule based model capable of learning the finite-state properties of an input language from a set of positive examples. The model is based upon an unsupervised recurrent self-organizing map [T. McQueen, A. Hopgood, J. Tepper, T. Allen, A recurrent self-organizing map for temporal sequence processing, in: Proceedings of Fourth International Conference in Recent Advances in Soft Computing (RASC2002), Nottingham, 2002] with laterally interconnected neurons. A derivation of functionalequivalence theory [J. Hopcroft, J. Ullman, Introduction to Automata Theory, Languages and Computation, vol. 1, Addison-Wesley, Reading, MA, 1979] is used that allows the model to exploit similarities between the future context of previously memorized sequences and the future context of the current input sequence. This bottom-up learning algorithm binds functionally related neurons together to form states. Results show that the model is able to learn the Reber grammar [A. Cleeremans, D. Schreiber, J. McClelland, Finite state automata and simple recurrent networks, Neural Computation, 1 (1989) 372–381] perfectly from a randomly generated training set and to generalize to sequences beyond the length of those found in the training set

Studying Networks Geographically: World Political Regionalization in the United Nations General Assembly (1985–2010)

SPIRIT Checklist. (DOCX 51 kb

Strategic Alignment in Cybersecurity Information Sharing: A Multidimensional Approach to Company Similarity Analysis

In the prevailing digital era, heightened by an increasing incidence of cyberattacks, cybersecurity stands out as a critical concern for organizations of all sizes. While the necessity to bolster cybersecurity measures is universally acknowledged, determining an optimal strategy presents a complex challenge. This master thesis introduces a novel approach leveraging inter-company cybersecurity data sharing to assist organizations in honing their defensive measures. A tool was developed to discern the relevance of information-sharing entities by classifying companies across three dimensions: business, economic, and technical. Each dimension is defined by distinct factors, allowing for a precise comparison. An accompanying application was devised to represent the similarities among companies using the Euclidean distance and Pearson correlation. Through extensive evaluation, the Euclidean distance proved superior in the business and economic realms. However, for the technical dimension, dominated by integer values, the efficacy of both measures was comparable, suggesting their combined use for holistic insights. This master thesis offers a strategic pathway for organizations aiming to refine their cybersecurity strategies by leveraging shared data insights

Reinforcement Learning with Intrinsic Affinity for Personalized Asset Management

The common purpose of applying reinforcement learning (RL) to asset management is the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any other preferences or constraints. We have developed a regularization method that ensures that strategies have global intrinsic affinities, i.e., different personalities may have preferences for certain assets which may change over time. We capitalize on these intrinsic policy affinities to make our RL model inherently interpretable. We demonstrate how RL agents can be trained to orchestrate such individual policies for particular personality profiles and still achieve high returns

Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation

Author's accepted manuscript. © 2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.Micro-segmentation of customers in the finance sector is a nontrivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features such as demographics, micro-segmentation depicts more nuanced differences between individuals, bringing forth several advantages including the potential for improved personalization in financial services. AI and representation learning offer a unique opportunity to solve the problem of micro-segmentation. Although ubiquitous in many industries, the proliferation of AI in sensitive industries such as finance has become contingent on the explainability of deep models. We had previously solved the micro-segmentation problem by extracting temporal features from the state space of a recurrent neural network (RNN). However, due to the inherent opacity of RNNs, our solution lacked an explanation. In this study, we address this issue by extracting a symbolic explanation for our model and providing an interpretation of our temporal features. For the explanation, we use a linear regression model to reconstruct the features in the state space with high fidelity. We show that our linear regression coefficients have not only learned the rules used to recreate the features, but have also learned the relationships that were not directly evident in the raw data. Finally, we propose a novel method to interpret the dynamics of the state space by using the principles of inverse regression and dynamical systems to locate and label a set of attractors.acceptedVersio

Clustering in Recurrent Neural Networks for Micro-Segmentation using Spending Personality

Author's accepted manuscript.© 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.Customer segmentation has long been a productive field in banking. However, with new approaches to traditional problems come new opportunities. Fine-grained customer segments are notoriously elusive and one method of obtaining them is through feature extraction. It is possible to assign coefficients of standard personality traits to financial transaction classes aggregated over time. However, we have found that the clusters formed are not sufficiently discriminatory for micro-segmentation. In a novel approach, we extract temporal features with continuous values from the hidden states of neural networks predicting customers' spending personality from their financial transactions. We consider both temporal and non-sequential models, using long short-term memory (LSTM) and feed-forward neural networks, respectively. We found that recurrent neural networks produce micro-segments where feed-forward networks produce only coarse segments. Finally, we show that classification using these extracted features performs at least as well as bespoke models on two common metrics, namely loan default rate and customer liquidity index.acceptedVersio

Reinforcement Learning Your Way : Agent Characterization through Policy Regularization

The increased complexity of state-of-the-art reinforcement learning (RL) algorithms has resulted in an opacity that inhibits explainability and understanding. This has led to the development of several post hoc explainability methods that aim to extract information from learned policies, thus aiding explainability. These methods rely on empirical observations of the policy, and thus aim to generalize a characterization of agents’ behaviour. In this study, we have instead developed a method to imbue agents’ policies with a characteristic behaviour through regularization of their objective functions. Our method guides the agents’ behaviour during learning, which results in an intrinsic characterization; it connects the learning process with model explanation. We provide a formal argument and empirical evidence for the viability of our method. In future work, we intend to employ it to develop agents that optimize individual financial customers’ investment portfolios based on their spending personalities.publishedVersio