Algorithms that involve both forecasting and optimization are at the core of solutions to many difficult real-world problems, such as in supply chains (inventory optimization), traffic, and in the transition towards carbon-free energy generation in battery/load/production scheduling in sustainable energy systems. Typically, in these scenarios we want to solve an optimization problem that depends on unknown future values, which therefore need to be forecast. As both forecasting and optimization are difficult problems in their own right, relatively few research has been done in this area. This paper presents the findings of the ``IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling," held in 2021. We present a comparison and evaluation of the seven highest-ranked solutions in the competition, to provide researchers with a benchmark problem and to establish the state of the art for this benchmark, with the aim to foster and facilitate research in this area. The competition used data from the Monash Microgrid, as well as weather data and energy market data. It then focused on two main challenges: forecasting renewable energy production and demand, and obtaining an optimal schedule for the activities (lectures) and on-site batteries that lead to the lowest cost of energy. The most accurate forecasts were obtained by gradient-boosted tree and random forest models, and optimization was mostly performed using mixed integer linear and quadratic programming. The winning method predicted different scenarios and optimized over all scenarios jointly using a sample average approximation method.
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销售预测是许多管理决策的先决条件,如生产规划,物资资源规划和供应链中的预算。促销是最重要的商业策略之一,通常用于提高销售。虽然促销对于产生需求具有吸引力,但通常难以预测其存在需求。在过去的几十年中,已经开发了几种量化模型来预测销售,包括统计和机器学习模型。但是,这些方法可能不足以解释可能影响销售的所有内部和外部因素。因此,由于咨询专家已被证明通过提供上下文信息,因此已采用定量模型以及定量方法。这些模型正在广泛使用,以考虑可能导致销售快速变化的因素,例如在促销期间。在本文中,我们的目标是利用贝叶斯网络预测促销销售,其中包括价格,促销类型和产品位置的因素和产品位置影响销售。我们选择开发BN模型,因为BN模型基本上具有与因果形式相结合的各种定性和定量因素的能力,使其成为促销期间销售预测的有吸引力的工具。这可用于在本案例研究的背景下调整公司的促销策略。我们收集来自销售澳大利亚产品的零售商的特定产品的销售数据。我们为此产品开发贝叶斯网络,并通过实证分析验证我们的结果。本文证实,BNS可以有效地用于预测销售,特别是在促销期间。最终,我们提供一些研究途径,用于使用BNS预测销售。
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在本文中,我们描述了我们提出的方法来接近IEEE CIS第3技术挑战中引入的预测+优化挑战。预测模型采用了LightGBM模型的集合,并且规定性分析采用数学优化来有效地规定最小化多种情况下的平均成本的解决方案。我们的解决方案在竞争的预测挑战中排名第一。
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Differentiable Architecture Search (DARTS) has attracted considerable attention as a gradient-based Neural Architecture Search (NAS) method. Since the introduction of DARTS, there has been little work done on adapting the action space based on state-of-art architecture design principles for CNNs. In this work, we aim to address this gap by incrementally augmenting the DARTS search space with micro-design changes inspired by ConvNeXt and studying the trade-off between accuracy, evaluation layer count, and computational cost. To this end, we introduce the Pseudo-Inverted Bottleneck conv block intending to reduce the computational footprint of the inverted bottleneck block proposed in ConvNeXt. Our proposed architecture is much less sensitive to evaluation layer count and outperforms a DARTS network with similar size significantly, at layer counts as small as 2. Furthermore, with less layers, not only does it achieve higher accuracy with lower GMACs and parameter count, GradCAM comparisons show that our network is able to better detect distinctive features of target objects compared to DARTS.
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Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement learning framework. Although experts signals have been used in previous works in the field of finance, as far as we know, it is the first time this method, in tandem with deep RL, is used to solve the financial portfolio management problem. Our proposed framework consists of a convolutional network for aggregating signals, another convolutional network for historical price data, and a vanilla network. We used the Proximal Policy Optimization algorithm as the agent to process the reward and take action in the environment. The results suggested that, on average, our framework could gain 90 percent of the profit earned by the best expert.
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To date, no "information-theoretic" frameworks for reasoning about generalization error have been shown to establish minimax rates for gradient descent in the setting of stochastic convex optimization. In this work, we consider the prospect of establishing such rates via several existing information-theoretic frameworks: input-output mutual information bounds, conditional mutual information bounds and variants, PAC-Bayes bounds, and recent conditional variants thereof. We prove that none of these bounds are able to establish minimax rates. We then consider a common tactic employed in studying gradient methods, whereby the final iterate is corrupted by Gaussian noise, producing a noisy "surrogate" algorithm. We prove that minimax rates cannot be established via the analysis of such surrogates. Our results suggest that new ideas are required to analyze gradient descent using information-theoretic techniques.
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Prostate cancer is the most common cancer in men worldwide and the second leading cause of cancer death in the United States. One of the prognostic features in prostate cancer is the Gleason grading of histopathology images. The Gleason grade is assigned based on tumor architecture on Hematoxylin and Eosin (H&E) stained whole slide images (WSI) by the pathologists. This process is time-consuming and has known interobserver variability. In the past few years, deep learning algorithms have been used to analyze histopathology images, delivering promising results for grading prostate cancer. However, most of the algorithms rely on the fully annotated datasets which are expensive to generate. In this work, we proposed a novel weakly-supervised algorithm to classify prostate cancer grades. The proposed algorithm consists of three steps: (1) extracting discriminative areas in a histopathology image by employing the Multiple Instance Learning (MIL) algorithm based on Transformers, (2) representing the image by constructing a graph using the discriminative patches, and (3) classifying the image into its Gleason grades by developing a Graph Convolutional Neural Network (GCN) based on the gated attention mechanism. We evaluated our algorithm using publicly available datasets, including TCGAPRAD, PANDA, and Gleason 2019 challenge datasets. We also cross validated the algorithm on an independent dataset. Results show that the proposed model achieved state-of-the-art performance in the Gleason grading task in terms of accuracy, F1 score, and cohen-kappa. The code is available at https://github.com/NabaviLab/Prostate-Cancer.
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Vehicle-to-Everything (V2X) communication has been proposed as a potential solution to improve the robustness and safety of autonomous vehicles by improving coordination and removing the barrier of non-line-of-sight sensing. Cooperative Vehicle Safety (CVS) applications are tightly dependent on the reliability of the underneath data system, which can suffer from loss of information due to the inherent issues of their different components, such as sensors failures or the poor performance of V2X technologies under dense communication channel load. Particularly, information loss affects the target classification module and, subsequently, the safety application performance. To enable reliable and robust CVS systems that mitigate the effect of information loss, we proposed a Context-Aware Target Classification (CA-TC) module coupled with a hybrid learning-based predictive modeling technique for CVS systems. The CA-TC consists of two modules: A Context-Aware Map (CAM), and a Hybrid Gaussian Process (HGP) prediction system. Consequently, the vehicle safety applications use the information from the CA-TC, making them more robust and reliable. The CAM leverages vehicles path history, road geometry, tracking, and prediction; and the HGP is utilized to provide accurate vehicles' trajectory predictions to compensate for data loss (due to communication congestion) or sensor measurements' inaccuracies. Based on offline real-world data, we learn a finite bank of driver models that represent the joint dynamics of the vehicle and the drivers' behavior. We combine offline training and online model updates with on-the-fly forecasting to account for new possible driver behaviors. Finally, our framework is validated using simulation and realistic driving scenarios to confirm its potential in enhancing the robustness and reliability of CVS systems.
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Aiming at highly accurate object detection for connected and automated vehicles (CAVs), this paper presents a Deep Neural Network based 3D object detection model that leverages a three-stage feature extractor by developing a novel LIDAR-Camera fusion scheme. The proposed feature extractor extracts high-level features from two input sensory modalities and recovers the important features discarded during the convolutional process. The novel fusion scheme effectively fuses features across sensory modalities and convolutional layers to find the best representative global features. The fused features are shared by a two-stage network: the region proposal network (RPN) and the detection head (DH). The RPN generates high-recall proposals, and the DH produces final detection results. The experimental results show the proposed model outperforms more recent research on the KITTI 2D and 3D detection benchmark, particularly for distant and highly occluded instances.
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Text-based personality computing (TPC) has gained many research interests in NLP. In this paper, we describe 15 challenges that we consider deserving the attention of the research community. These challenges are organized by the following topics: personality taxonomies, measurement quality, datasets, performance evaluation, modelling choices, as well as ethics and fairness. When addressing each challenge, not only do we combine perspectives from both NLP and social sciences, but also offer concrete suggestions towards more valid and reliable TPC research.
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