Evolutionary estimation of a Coupled Markov Chain credit risk model

There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a Coupled Markov Chain approach to model rating transitions and thereby default probabilities of companies. As the likelihood of the model turns out to be a non-convex function of the parameters to be estimated, we apply heuristics to find the ML estimators. To this extent, we outline the model and its likelihood function, and present both a Particle Swarm Optimization algorithm, as well as an Evolutionary Optimization algorithm to maximize the likelihood function. Numerical results are shown which suggest a further application of evolutionary optimization techniques for credit risk management

Neural Networks Compression for Language Modeling

In this paper, we consider several compression techniques for the language modeling problem based on recurrent neural networks (RNNs). It is known that conventional RNNs, e.g, LSTM-based networks in language modeling, are characterized with either high space complexity or substantial inference time. This problem is especially crucial for mobile applications, in which the constant interaction with the remote server is inappropriate. By using the Penn Treebank (PTB) dataset we compare pruning, quantization, low-rank factorization, tensor train decomposition for LSTM networks in terms of model size and suitability for fast inference.Comment: Keywords: LSTM, RNN, language modeling, low-rank factorization, pruning, quantization. Published by Springer in the LNCS series, 7th International Conference on Pattern Recognition and Machine Intelligence, 201

Learning Temporal Transformations From Time-Lapse Videos

Based on life-long observations of physical, chemical, and biologic phenomena in the natural world, humans can often easily picture in their minds what an object will look like in the future. But, what about computers? In this paper, we learn computational models of object transformations from time-lapse videos. In particular, we explore the use of generative models to create depictions of objects at future times. These models explore several different prediction tasks: generating a future state given a single depiction of an object, generating a future state given two depictions of an object at different times, and generating future states recursively in a recurrent framework. We provide both qualitative and quantitative evaluations of the generated results, and also conduct a human evaluation to compare variations of our models.Comment: ECCV201

A Neural Attention Model for Categorizing Patient Safety Events

Medical errors are leading causes of death in the US and as such, prevention of these errors is paramount to promoting health care. Patient Safety Event reports are narratives describing potential adverse events to the patients and are important in identifying and preventing medical errors. We present a neural network architecture for identifying the type of safety events which is the first step in understanding these narratives. Our proposed model is based on a soft neural attention model to improve the effectiveness of encoding long sequences. Empirical results on two large-scale real-world datasets of patient safety reports demonstrate the effectiveness of our method with significant improvements over existing methods.Comment: ECIR 201

Evolutionary multi-stage financial scenario tree generation

Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various approaches towards an optimal generation of discrete-time, discrete-state approximations (represented as scenario trees) have been suggested in the literature. In this paper, a new evolutionary algorithm to create scenario trees for multi-stage financial optimization models will be presented. Numerical results and implementation details conclude the paper

SECaps: A Sequence Enhanced Capsule Model for Charge Prediction

Automatic charge prediction aims to predict appropriate final charges according to the fact descriptions for a given criminal case. Automatic charge prediction plays a critical role in assisting judges and lawyers to improve the efficiency of legal decisions, and thus has received much attention. Nevertheless, most existing works on automatic charge prediction perform adequately on high-frequency charges but are not yet capable of predicting few-shot charges with limited cases. In this paper, we propose a Sequence Enhanced Capsule model, dubbed as SECaps model, to relieve this problem. Specifically, following the work of capsule networks, we propose the seq-caps layer, which considers sequence information and spatial information of legal texts simultaneously. Then we design a attention residual unit, which provides auxiliary information for charge prediction. In addition, our SECaps model introduces focal loss, which relieves the problem of imbalanced charges. Comparing the state-of-the-art methods, our SECaps model obtains 4.5% and 6.4% absolutely considerable improvements under Macro F1 in Criminal-S and Criminal-L respectively. The experimental results consistently demonstrate the superiorities and competitiveness of our proposed model.Comment: 13 pages, 3figures, 5 table

Label-Dependencies Aware Recurrent Neural Networks

In the last few years, Recurrent Neural Networks (RNNs) have proved effective on several NLP tasks. Despite such great success, their ability to model \emph{sequence labeling} is still limited. This lead research toward solutions where RNNs are combined with models which already proved effective in this domain, such as CRFs. In this work we propose a solution far simpler but very effective: an evolution of the simple Jordan RNN, where labels are re-injected as input into the network, and converted into embeddings, in the same way as words. We compare this RNN variant to all the other RNN models, Elman and Jordan RNN, LSTM and GRU, on two well-known tasks of Spoken Language Understanding (SLU). Thanks to label embeddings and their combination at the hidden layer, the proposed variant, which uses more parameters than Elman and Jordan RNNs, but far fewer than LSTM and GRU, is more effective than other RNNs, but also outperforms sophisticated CRF models.Comment: 22 pages, 3 figures. Accepted at CICling 2017 conference. Best Verifiability, Reproducibility, and Working Description awar

Scene Coordinate Regression with Angle-Based Reprojection Loss for Camera Relocalization

Image-based camera relocalization is an important problem in computer vision and robotics. Recent works utilize convolutional neural networks (CNNs) to regress for pixels in a query image their corresponding 3D world coordinates in the scene. The final pose is then solved via a RANSAC-based optimization scheme using the predicted coordinates. Usually, the CNN is trained with ground truth scene coordinates, but it has also been shown that the network can discover 3D scene geometry automatically by minimizing single-view reprojection loss. However, due to the deficiencies of the reprojection loss, the network needs to be carefully initialized. In this paper, we present a new angle-based reprojection loss, which resolves the issues of the original reprojection loss. With this new loss function, the network can be trained without careful initialization, and the system achieves more accurate results. The new loss also enables us to utilize available multi-view constraints, which further improve performance.Comment: ECCV 2018 Workshop (Geometry Meets Deep Learning

A convolution BiLSTM neural network model for Chinese event extraction

Chinese event extraction is a challenging task in information extraction. Previous approaches highly depend on sophisticated feature engineering and complicated natural language processing (NLP) tools. In this paper, we first come up with the language specific issue in Chinese event extraction, and then propose a convolution bidirectional LSTM neural network that combines LSTM and CNN to capture both sentence-level and lexical information without any hand-craft features. Experiments on ACE 2005 dataset show that our approaches can achieve competitive performances in both trigger labeling and argument role labeling

A Diagram Is Worth A Dozen Images

Diagrams are common tools for representing complex concepts, relationships and events, often when it would be difficult to portray the same information with natural images. Understanding natural images has been extensively studied in computer vision, while diagram understanding has received little attention. In this paper, we study the problem of diagram interpretation and reasoning, the challenging task of identifying the structure of a diagram and the semantics of its constituents and their relationships. We introduce Diagram Parse Graphs (DPG) as our representation to model the structure of diagrams. We define syntactic parsing of diagrams as learning to infer DPGs for diagrams and study semantic interpretation and reasoning of diagrams in the context of diagram question answering. We devise an LSTM-based method for syntactic parsing of diagrams and introduce a DPG-based attention model for diagram question answering. We compile a new dataset of diagrams with exhaustive annotations of constituents and relationships for over 5,000 diagrams and 15,000 questions and answers. Our results show the significance of our models for syntactic parsing and question answering in diagrams using DPGs