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In the field of quantitative trading, it is common practice to transform raw historical stock data into indicative signals for the market trend. Such signals are called alpha factors. Alphas in formula forms are more interpretable and thus favored by practitioners concerned with risk. In practice, a set of formulaic alphas is often used together for better modeling precision, so we need to find synergistic formulaic alpha sets that work well together. However, most traditional alpha generators mine alphas one by one separately, overlooking the fact that the alphas would be combined later. In this paper, we propose a new alpha-mining framework that prioritizes mining a synergistic set of alphas, i.e., it directly uses the performance of the downstream combination model to optimize the alpha generator. Our framework also leverages the strong exploratory capabilities of reinforcement learning~(RL) to better explore the vast search space of formulaic alphas. The contribution to the combination models' performance is assigned to be the return used in the RL process, driving the alpha generator to find better alphas that improve upon the current set. Experimental evaluations on real-world stock market data demonstrate both the effectiveness and the efficiency of our framework for stock trend forecasting. The investment simulation results show that our framework is able to achieve higher returns compared to previous approaches., Accepted by KDD '23, ADS track

In high-dimensional time-series analysis, it is essential to have a set of key factors (namely, the style factors) that explain the change of the observed variable. For example, volatility modeling in finance relies on a set of risk factors, and climate change studies in climatology rely on a set of causal factors. The ideal low-dimensional style factors should balance significance (with high explanatory power) and stability (consistent, no significant fluctuations). However, previous supervised and unsupervised feature extraction methods can hardly address the tradeoff. In this paper, we propose Style Miner, a reinforcement learning method to generate style factors. We first formulate the problem as a Constrained Markov Decision Process with explanatory power as the return and stability as the constraint. Then, we design fine-grained immediate rewards and costs and use a Lagrangian heuristic to balance them adaptively. Experiments on real-world financial data sets show that Style Miner outperforms existing learning-based methods by a large margin and achieves a relatively 10% gain in R-squared explanatory power compared to the industry-renowned factors proposed by human experts., Comment: 9 pages, 6 figures

Few-shot image generation aims to generate data of an unseen category based on only a few samples. Apart from basic content generation, a bunch of downstream applications hopefully benefit from this task, such as low-data detection and few-shot classification. To achieve this goal, the generated images should guarantee category retention for classification beyond the visual quality and diversity. In our preliminary work, we present an ``editing-based'' framework Attribute Group Editing (AGE) for reliable few-shot image generation, which largely improves the generation performance. Nevertheless, AGE's performance on downstream classification is not as satisfactory as expected. This paper investigates the class inconsistency problem and proposes Stable Attribute Group Editing (SAGE) for more stable class-relevant image generation. SAGE takes use of all given few-shot images and estimates a class center embedding based on the category-relevant attribute dictionary. Meanwhile, according to the projection weights on the category-relevant attribute dictionary, we can select category-irrelevant attributes from the similar seen categories. Consequently, SAGE injects the whole distribution of the novel class into StyleGAN's latent space, thus largely remains the category retention and stability of the generated images. Going one step further, we find that class inconsistency is a common problem in GAN-generated images for downstream classification. Even though the generated images look photo-realistic and requires no category-relevant editing, they are usually of limited help for downstream classification. We systematically discuss this issue from both the generative model and classification model perspectives, and propose to boost the downstream classification performance of SAGE by enhancing the pixel and frequency components.

Few-shot image generation is a challenging task even using the state-of-the-art Generative Adversarial Networks (GANs). Due to the unstable GAN training process and the limited training data, the generated images are often of low quality and low diversity. In this work, we propose a new editing-based method, i.e., Attribute Group Editing (AGE), for few-shot image generation. The basic assumption is that any image is a collection of attributes and the editing direction for a specific attribute is shared across all categories. AGE examines the internal representation learned in GANs and identifies semantically meaningful directions. Specifically, the class embedding, i.e., the mean vector of the latent codes from a specific category, is used to represent the category-relevant attributes, and the category-irrelevant attributes are learned globally by Sparse Dictionary Learning on the difference between the sample embedding and the class embedding. Given a GAN well trained on seen categories, diverse images of unseen categories can be synthesized through editing category-irrelevant attributes while keeping category-relevant attributes unchanged. Without re-training the GAN, AGE is capable of not only producing more realistic and diverse images for downstream visual applications with limited data but achieving controllable image editing with interpretable category-irrelevant directions., CVPR2022

Machine learning based medical image analysis highly depends on datasets. Biases in the dataset can be learned by the model and degrade the generalizability of the applications. There are studies on debiased models. However, scientists and practitioners are difficult to identify implicit biases in the datasets, which causes lack of reliable unbias test datasets to valid models. To tackle this issue, we first define the data intrinsic bias attribute, and then propose a novel bias identification framework for medical image datasets. The framework contains two major components, KlotskiNet and Bias Discriminant Direction Analysis(bdda), where KlostkiNet is to build the mapping which makes backgrounds to distinguish positive and negative samples and bdda provides a theoretical solution on determining bias attributes. Experimental results on three datasets show the effectiveness of the bias attributes discovered by the framework., Comment: 19pages, 12 figures

Additional file 1: Appendix S1. Description of the cloud-based AI system. Appendix S2-Model development. Table S1. Visual and quantitative criteria for FEV1 and FVC acceptability and usability according to ATS/ERS 2019 standardization. Table S2. Quality rating for FEV1 and FVC according to ATS/ERS 2019 standardization. Table S3. Warning trigger and guidance for patient according to ATS/ERS 2019 standardization. Table S4. Types of abnormalities and their respective prevalence.

Machine learning based medical image analysis highly depends on datasets. Biases in the dataset can be learned by the model and degrade the generalizability of the applications. There are studies on debiased models. However, scientists and practitioners are difficult to identify implicit biases in the datasets, which causes lack of reliable unbias test datasets to valid models. To tackle this issue, we first define the data intrinsic bias attribute, and then propose a novel bias identification framework for medical image datasets. The framework contains two major components, KlotskiNet and Bias Discriminant Direction Analysis(bdda), where KlostkiNet is to build the mapping which makes backgrounds to distinguish positive and negative samples and bdda provides a theoretical solution on determining bias attributes. Experimental results on three datasets show the effectiveness of the bias attributes discovered by the framework., 19pages, 12 figures

Early detection of the coronavirus disease 2019 (COVID-19) helps to treat patients timely and increase the cure rate, thus further suppressing the spread of the disease. In this study, we propose a novel deep learning based detection and similar case recommendation network to help control the epidemic. Our proposed network contains two stages: the first one is a lung region segmentation step and is used to exclude irrelevant factors, and the second is a detection and recommendation stage. Under this framework, in the second stage, we develop a dual-children network (DuCN) based on a pre-trained ResNet-18 to simultaneously realize the disease diagnosis and similar case recommendation. Besides, we employ triplet loss and intrapulmonary distance maps to assist the detection, which helps incorporate tiny differences between two images and is conducive to improving the diagnostic accuracy. For each confirmed COVID-19 case, we give similar cases to provide radiologists with diagnosis and treatment references. We conduct experiments on a large publicly available dataset (CC-CCII) and compare the proposed model with state-of-the-art COVID-19 detection methods. The results show that our proposed model achieves a promising clinical performance.

Background: The coronavirus disease 2019 (COVID-19) has become a worldwide pandemic since mid-December 2019, which greatly challenge public medical systems. With limited medical resources, it is a natural strategy, while adopted, to access the severity of patients then determine the treatment priority. However, our work observes the fact that the condition of many mild outpatients quickly worsens in a short time, i.e. deteriorate into severe/critical cases. Hence, it has been crucial to early identify those cases and give timely treatment for optimizing treatment strategy and reducing mortality. This study aims to establish an AI model to predict mild patients with potential malignant progression. Methods: A total of 133 consecutively mild COVID-19 patients at admission who was hospitalized in Wuhan Pulmonary Hospital from January 3 to February 13, 2020, were selected in this retrospective IRB-approved study. All mild patients at admission were categorized into groups with or without malignant progression. The clinical and laboratory data at admission, the first CT, and the follow-up CT at severe/critical stage of the two groups were compared with Chi-square test, Fishers exact test, and t test. Both traditional logistic regression and deep learning-based methods were used to build the prediction models. The area under ROC curve (AUC) was used to evaluate the models. Results: The deep learning-based method significantly outperformed logistic regression (AUC 0.954 vs. 0.893). The deep learning-based method achieved a prediction AUC of 0.938 by combining the clinical data and the CT data, significantly outperforming its counterpart trained with clinical data only by 0.141. By further considering the temporal information of the CT sequence, our model achieved the best AUC of 0.954. The proposed model can be effectively used for finding out the mild patients who are easy to deteriorate into severe/critical cases, so that such patients get timely treatments while alleviating the limitations of medical resources.

It is a popular belief that model-based Reinforcement Learning (RL) is more sample efficient than model-free RL, but in practice, it is not always true due to overweighed model errors. In complex and noisy settings, model-based RL tends to have trouble using the model if it does not know when to trust the model. In this work, we find that better model usage can make a huge difference. We show theoretically that if the use of model-generated data is restricted to state-action pairs where the model error is small, the performance gap between model and real rollouts can be reduced. It motivates us to use model rollouts only when the model is confident about its predictions. We propose Masked Model-based Actor-Critic (M2AC), a novel policy optimization algorithm that maximizes a model-based lower-bound of the true value function. M2AC implements a masking mechanism based on the model's uncertainty to decide whether its prediction should be used or not. Consequently, the new algorithm tends to give robust policy improvements. Experiments on continuous control benchmarks demonstrate that M2AC has strong performance even when using long model rollouts in very noisy environments, and it significantly outperforms previous state-of-the-art methods., Comment: NeurIPS 2020

Faster RCNN has achieved great success for generic object detection including PASCAL object detection and MS COCO object detection. In this report, we propose a detailed designed Faster RCNN method named FDNet1.0 for face detection. Several techniques were employed including multi-scale training, multi-scale testing, light-designed RCNN, some tricks for inference and a vote-based ensemble method. Our method achieves two 1th places and one 2nd place in three tasks over WIDER FACE validation dataset (easy set, medium set, hard set).