A Scalable Deep Neural Network Architecture for Multi-Building and Multi-Floor Indoor Localization Based on Wi-Fi Fingerprinting

One of the key technologies for future large-scale location-aware services covering a complex of multi-story buildings --- e.g., a big shopping mall and a university campus --- is a scalable indoor localization technique. In this paper, we report the current status of our investigation on the use of deep neural networks (DNNs) for scalable building/floor classification and floor-level position estimation based on Wi-Fi fingerprinting. Exploiting the hierarchical nature of the building/floor estimation and floor-level coordinates estimation of a location, we propose a new DNN architecture consisting of a stacked autoencoder for the reduction of feature space dimension and a feed-forward classifier for multi-label classification of building/floor/location, on which the multi-building and multi-floor indoor localization system based on Wi-Fi fingerprinting is built. Experimental results for the performance of building/floor estimation and floor-level coordinates estimation of a given location demonstrate the feasibility of the proposed DNN-based indoor localization system, which can provide near state-of-the-art performance using a single DNN, for the implementation with lower complexity and energy consumption at mobile devices.Comment: 9 pages, 6 figure

Exploring Numerical Priors for Low-Rank Tensor Completion with Generalized CP Decomposition

Tensor completion is important to many areas such as computer vision, data analysis, and signal processing. Enforcing low-rank structures on completed tensors, a category of methods known as low-rank tensor completion has recently been studied extensively. While such methods attained great success, none considered exploiting numerical priors of tensor elements. Ignoring numerical priors causes loss of important information regarding the data, and therefore prevents the algorithms from reaching optimal accuracy. This work attempts to construct a new methodological framework called GCDTC (Generalized CP Decomposition Tensor Completion) for leveraging numerical priors and achieving higher accuracy in tensor completion. In this newly introduced framework, a generalized form of CP Decomposition is applied to low-rank tensor completion. This paper also proposes an algorithm known as SPTC (Smooth Poisson Tensor Completion) for nonnegative integer tensor completion as an instantiation of the GCDTC framework. A series of experiments on real-world data indicated that SPTC could produce results superior in completion accuracy to current state-of-the-arts.Comment: 11 pages, 4 figures, 3 pseudocode algorithms, and 1 tabl

Sparse metric learning via smooth optimization

Copyright © 2009 NIPS Foundation23rd Annual Conference on Advances in Neural Information Processing Systems (NIPS 2009), Vancouver, Canada, 7-10 December 2009In this paper we study the problem of learning a low-rank (sparse) distance matrix. We propose a novel metric learning model which can simultaneously conduct dimension reduction and learn a distance matrix. The sparse representation involves a mixed-norm regularization which is non-convex. We then show that it can be equivalently formulated as a convex saddle (min-max) problem. From this saddle representation, we develop an efficient smooth optimization approach [15] for sparse metric learning, although the learning model is based on a non-differentiable loss function. This smooth optimization approach has an optimal convergence rate of O(1=t2) for smooth problems where t is the iteration number. Finally, we run experiments to validate the effectiveness and efficiency of our sparse metric learning model on various datasets

Can Perturbations Help Reduce Investment Risks? Risk-Aware Stock Recommendation via Split Variational Adversarial Training

In the stock market, a successful investment requires a good balance between profits and risks. Recently, stock recommendation has been widely studied in quantitative investment to select stocks with higher return ratios for investors. Despite the success in making profits, most existing recommendation approaches are still weak in risk control, which may lead to intolerable paper losses in practical stock investing. To effectively reduce risks, we draw inspiration from adversarial perturbations and propose a novel Split Variational Adversarial Training (SVAT) framework for risk-aware stock recommendation. Essentially, SVAT encourages the model to be sensitive to adversarial perturbations of risky stock examples and enhances the model's risk awareness by learning from perturbations. To generate representative adversarial examples as risk indicators, we devise a variational perturbation generator to model diverse risk factors. Particularly, the variational architecture enables our method to provide a rough risk quantification for investors, showing an additional advantage of interpretability. Experiments on three real-world stock market datasets show that SVAT effectively reduces the volatility of the stock recommendation model and outperforms state-of-the-art baseline methods by more than 30% in terms of risk-adjusted profits