Predictive Ensemble Learning (PEL)
Deep learning based approaches have achieved significant progresses in different tasks like classification, detection, segmentation, and so on. Ensemble learning is widely known to further improve performance by combining multiple complementary models. It is easy to apply ensemble learning for classification tasks, for example, based on averaging, voting, or other methods. However, for other tasks (like object detection) where the outputs are varying in quantity and unable to be simply compared, the ensemble of multiple models become difficult. In this paper, we propose a new method called Predictive Ensemble Learning (PEL), based on powerful predictive ability of deep neural networks, to directly predict the best performing model among a pool of base models for each test example, thus transforming ensemble learning to a traditional classification task. Taking scene text detection as the application, where no suitable ensemble learning strategy exists, PEL can significantly improve the performance, compared to either individual state-of-the-art models, or the fusion of multiple models by non-maximum suppression. Experimental results show the possibility and potential of PEL in predicting different models’ performance based only on a query example, which can be extended for ensemble learning in many other complex tasks. …

Adversarial Oversampling
Cardiovascular diseases are one of the most common causes of death in the world. Prevention, knowledge of previous cases in the family, and early detection is the best strategy to reduce this fact. Different machine learning approaches to automatic diagnostic are being proposed to this task. As in most health problems, the imbalance between examples and classes is predominant in this problem and affects the performance of the automated solution. In this paper, we address the classification of heartbeats images in different cardiovascular diseases. We propose a two-dimensional Convolutional Neural Network for classification after using a InfoGAN architecture for generating synthetic images to unbalanced classes. We call this proposal Adversarial Oversampling and compare it with the classical oversampling methods as SMOTE, ADASYN, and RandomOversampling. The results show that the proposed approach improves the classifier performance for the minority classes without harming the performance in the balanced classes. …

Agent-Based Interactive Discrete Event Simulation (ABIDES)
We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. While simulations are certainly available within trading firms for their own internal use, there are no broadly available high-fidelity market simulation environments. We hope that the availability of such a platform will facilitate AI research in this important area. ABIDES currently enables the simulation of tens of thousands of trading agents interacting with an exchange agent to facilitate transactions. It supports configurable pairwise network latencies between each individual agent as well as the exchange. Our simulator’s message-based design is modeled after NASDAQ’s published equity trading protocols ITCH and OUCH. We introduce the design of the simulator and illustrate its use and configuration with sample code, validating the environment with example trading scenarios. The utility of ABIDES is illustrated through experiments to develop a market impact model. We close with discussion of future experimental problems it can be used to explore, such as the development of ML-based trading algorithms. …

Sorting Deep net (SoDeep)
Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning framework. Surrogate and relaxation methods exist but tend to be specific to a given metric. In the present work, we introduce a new method to learn approximations of such non-differentiable objective functions. Our approach is based on a deep architecture that approximates the sorting of arbitrary sets of scores. It is trained virtually for free using synthetic data. This sorting deep (SoDeep) net can then be combined in a plug-and-play manner with existing deep architectures. We demonstrate the interest of our approach in three different tasks that require ranking: Cross-modal text-image retrieval, multi-label image classification and visual memorability ranking. Our approach yields very competitive results on these three tasks, which validates the merit and the flexibility of SoDeep as a proxy for sorting operation in ranking-based losses. …