Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of generative adversarial networks (GANs). Quant GANs consist of a generator and discriminator function, which utilize temporal convolutional networks (TCNs) and thereby achieve to capture long-range dependencies such as the presence of volatility clusters. The generator function is explicitly constructed such that the induced stochastic process allows a transition to its risk-neutral distribution. Our numerical results highlight that distributional properties for small and large lags are in an excellent agreement and dependence properties such as volatility clusters, leverage effects, and serial autocorrelations can be generated by the generator function of Quant GANs, demonstrably in high fidelity.

Establishing correspondences from image to 3D has been a key task of 6DoF object pose estimation for a long time. To predict pose more accurately, deeply learned dense maps replaced sparse templates. Dense methods also improved pose estimation in the presence of occlusion. More recently researchers have shown improvements by learning object fragments as segmentation. In this work, we present a discrete descriptor, which can represent the object surface densely. By incorporating a hierarchical binary grouping, we can encode the object surface very efficiently. Moreover, we propose a coarse to fine training strategy, which enables fine-grained correspondence prediction. Finally, by matching predicted codes with object surface and using a PnP solver, we estimate the 6DoF pose. Results on the public LM-O and YCB-V datasets show major improvement over the state of the art w.r.t. ADD(-S) metric, even surpassing RGB-D based methods in some cases.

The development of digitization methods for line drawings (especially in the area of electrical engineering) relies on the availability of publicly available training and evaluation data. This paper presents such an image set along with annotations. The dataset consists of 1152 images of 144 circuits by 12 drafters and 48 563 annotations. Each of these images depicts an electrical circuit diagram, taken by consumer grade cameras under varying lighting conditions and perspectives. A variety of different pencil types and surface materials has been used. For each image, all individual electrical components are annotated with bounding boxes and one out of 45 class labels. In order to simplify a graph extraction process, different helper symbols like junction points and crossovers are introduced, while texts are annotated as well. The geometric and taxonomic problems arising from this task as well as the classes themselves and statistics of their appearances are stated. The performance of a standard Faster RCNN on the dataset is provided as an object detection baseline.

Anomaly detection (AD) plays a crucial role in many safety-critical application domains. The challenge of adapting an anomaly detector to drift in the normal data distribution, especially when no training data is available for the "new normal," has led to the development of zero-shot AD techniques. In this paper, we propose a simple yet effective method called Adaptive Centered Representations (ACR) for zero-shot batch-level AD. Our approach trains off-the-shelf deep anomaly detectors (such as deep SVDD) to adapt to a set of inter-related training data distributions in combination with batch normalization, enabling automatic zero-shot generalization for unseen AD tasks. This simple recipe, batch normalization plus meta-training, is a highly effective and versatile tool. Our theoretical results guarantee the zero-shot generalization for unseen AD tasks; our empirical results demonstrate the first zero-shot AD results for tabular data and outperform existing methods in zero-shot anomaly detection and segmentation on image data from specialized domains. Code is at this https URL

To advance the transparency of learning machines such as Deep Neural Networks (DNNs), the field of Explainable AI (XAI) was established to provide interpretations of DNNs' predictions. While different explanation techniques exist, a popular approach is given in the form of attribution maps, which illustrate, given a particular data point, the relevant patterns the model has used for making its prediction. Although Bayesian models such as Bayesian Neural Networks (BNNs) have a limited form of transparency built-in through their prior weight distribution, they lack explanations of their predictions for given instances. In this work, we take a step toward combining these two perspectives by examining how local attributions can be extended to BNNs. Within the Bayesian framework, network weights follow a probability distribution; hence, the standard point explanation extends naturally to an explanation distribution. Viewing explanations probabilistically, we aggregate and analyze multiple local attributions drawn from an approximate posterior to explore variability in explanation patterns. The diversity of explanations offers a way to further explore how predictive rationales may vary across posterior samples. Quantitative and qualitative experiments on toy and benchmark data, as well as on a real-world pathology dataset, illustrate that our framework enriches standard explanations with uncertainty information and may support the visualization of explanation stability.

We show generalisation error bounds for deep learning with two main improvements over the state of the art. (1) Our bounds have no explicit dependence on the number of classes except for logarithmic factors. This holds even when formulating the bounds in terms of the $L^2$-norm of the weight matrices, where previous bounds exhibit at least a square-root dependence on the number of classes. (2) We adapt the classic Rademacher analysis of DNNs to incorporate weight sharing -- a task of fundamental theoretical importance which was previously attempted only under very restrictive assumptions. In our results, each convolutional filter contributes only once to the bound, regardless of how many times it is applied. Further improvements exploiting pooling and sparse connections are provided. The presented bounds scale as the norms of the parameter matrices, rather than the number of parameters. In particular, contrary to bounds based on parameter counting, they are asymptotically tight (up to log factors) when the weights approach initialisation, making them suitable as a basic ingredient in bounds sensitive to the optimisation procedure. We also show how to adapt the recent technique of loss function augmentation to our situation to replace spectral norms by empirical analogues whilst maintaining the advantages of our approach.

The 1$^{\text{st}}$ Workshop on Maritime Computer Vision (MaCVi) 2023 focused on maritime computer vision for Unmanned Aerial Vehicles (UAV) and Unmanned Surface Vehicle (USV), and organized several subchallenges in this domain: (i) UAV-based Maritime Object Detection, (ii) UAV-based Maritime Object Tracking, (iii) USV-based Maritime Obstacle Segmentation and (iv) USV-based Maritime Obstacle Detection. The subchallenges were based on the SeaDronesSee and MODS benchmarks. This report summarizes the main findings of the individual subchallenges and introduces a new benchmark, called SeaDronesSee Object Detection v2, which extends the previous benchmark by including more classes and footage. We provide statistical and qualitative analyses, and assess trends in the best-performing methodologies of over 130 submissions. The methods are summarized in the appendix. The datasets, evaluation code and the leaderboard are publicly available at this https URL.

In this paper, we introduce the Vehicle Claims dataset, consisting of fraudulent insurance claims for automotive repairs. The data belongs to the more broad category of Auditing data, which includes also Journals and Network Intrusion data. Insurance claim data are distinctively different from other auditing data (such as network intrusion data) in their high number of categorical attributes. We tackle the common problem of missing benchmark datasets for anomaly detection: datasets are mostly confidential, and the public tabular datasets do not contain relevant and sufficient categorical attributes. Therefore, a large-sized dataset is created for this purpose and referred to as Vehicle Claims (VC) dataset. The dataset is evaluated on shallow and deep learning methods. Due to the introduction of categorical attributes, we encounter the challenge of encoding them for the large dataset. As One Hot encoding of high cardinal dataset invokes the "curse of dimensionality", we experiment with GEL encoding and embedding layer for representing categorical attributes. Our work compares competitive learning, reconstruction-error, density estimation and contrastive learning approaches for Label, One Hot, GEL encoding and embedding layer to handle categorical values.

We define a search problem on trees that closely captures the backtracking behavior of all current practical graph isomorphism algorithms. Given two trees with colored leaves, the goal is to find two leaves of matching color, one in each of the trees. The trees are subject to an invariance property which promises that for every pair of leaves of equal color there must be a symmetry (or an isomorphism) that maps one leaf to the other. We describe a randomized algorithm with errors for which the number of visited leaves is quasilinear in the square root of the size of the smaller of the two trees. For inputs of bounded degree, we develop a Las Vegas algorithm with a similar running time. We prove that these results are optimal up to logarithmic factors. We show a lower bound for randomized algorithms on inputs of bounded degree that is the square root of the tree sizes. For inputs of unbounded degree, we show a linear lower bound for Las Vegas algorithms. For deterministic algorithms we can prove a linear bound even for inputs of bounded degree. This shows why randomized algorithms outperform deterministic ones. Our results explain why the randomized "breadth-first with intermixed experimental path" search strategy of the isomorphism tool Traces (Piperno 2008) is often superior to the depth-first search strategy of other tools such as nauty (McKay 1977) or bliss (Junttila, Kaski 2007). However, our algorithm also provides a new traversal strategy, which is theoretically near optimal with better worst case behavior than traversal strategies that have previously been used.

Data transformations (e.g. rotations, reflections, and cropping) play an important role in self-supervised learning. Typically, images are transformed into different views, and neural networks trained on tasks involving these views produce useful feature representations for downstream tasks, including anomaly detection. However, for anomaly detection beyond image data, it is often unclear which transformations to use. Here we present a simple end-to-end procedure for anomaly detection with learnable transformations. The key idea is to embed the transformed data into a semantic space such that the transformed data still resemble their untransformed form, while different transformations are easily distinguishable. Extensive experiments on time series demonstrate that our proposed method outperforms existing approaches in the one-vs.-rest setting and is competitive in the more challenging n-vs.-rest anomaly detection task. On tabular datasets from the medical and cyber-security domains, our method learns domain-specific transformations and detects anomalies more accurately than previous work.

Deep generative networks such as GANs and normalizing flows flourish in the context of high-dimensional tasks such as image generation. However, so far exact modeling or extrapolation of distributional properties such as the tail asymptotics generated by a generative network is not available. In this paper, we address this issue for the first time in the deep learning literature by making two novel contributions. First, we derive upper bounds for the tails that can be expressed by a generative network and demonstrate Lp-space related properties. There we show specifically that in various situations an optimal generative network does not exist. Second, we introduce and propose copula and marginal generative flows (CM flows) which allow for an exact modeling of the tail and any prior assumption on the CDF up to an approximation of the uniform distribution. Our numerical results support the use of CM flows.

Compositional zero-shot learning aims to recognize unseen compositions of seen visual primitives of object classes and their states. While all primitives (states and objects) are observable during training in some combination, their complex interaction makes this task especially hard. For example, wet changes the visual appearance of a dog very differently from a bicycle. Furthermore, we argue that relationships between compositions go beyond shared states or objects. A cluttered office can contain a busy table; even though these compositions don't share a state or object, the presence of a busy table can guide the presence of a cluttered office. We propose a novel method called Compositional Attention Propagated Embedding (CAPE) as a solution. The key intuition to our method is that a rich dependency structure exists between compositions arising from complex interactions of primitives in addition to other dependencies between compositions. CAPE learns to identify this structure and propagates knowledge between them to learn class embedding for all seen and unseen compositions. In the challenging generalized compositional zero-shot setting, we show that our method outperforms previous baselines to set a new state-of-the-art on three publicly available benchmarks.

The adversarial vulnerability of deep networks has spurred the interest of researchers worldwide. Unsurprisingly, like images, adversarial examples also translate to time-series data as they are an inherent weakness of the model itself rather than the modality. Several attempts have been made to defend against these adversarial attacks, particularly for the visual modality. In this paper, we perform detailed benchmarking of well-proven adversarial defense methodologies on time-series data. We restrict ourselves to the $L_{\infty}$ threat model. We also explore the trade-off between smoothness and clean accuracy for regularization-based defenses to better understand the trade-offs that they offer. Our analysis shows that the explored adversarial defenses offer robustness against both strong white-box as well as black-box attacks. This paves the way for future research in the direction of adversarial attacks and defenses, particularly for time-series data.

This paper presents a novel framework for demystification of convolutional deep learning models for time-series analysis. This is a step towards making informed/explainable decisions in the domain of time-series, powered by deep learning. There have been numerous efforts to increase the interpretability of image-centric deep neural network models, where the learned features are more intuitive to visualize. Visualization in time-series domain is much more complicated as there is no direct interpretation of the filters and inputs as compared to the image modality. In addition, little or no concentration has been devoted for the development of such tools in the domain of time-series in the past. TSViz provides possibilities to explore and analyze a network from different dimensions at different levels of abstraction which includes identification of parts of the input that were responsible for a prediction (including per filter saliency), importance of different filters present in the network for a particular prediction, notion of diversity present in the network through filter clustering, understanding of the main sources of variation learnt by the network through inverse optimization, and analysis of the network's robustness against adversarial noise. As a sanity check for the computed influence values, we demonstrate results regarding pruning of neural networks based on the computed influence information. These representations allow to understand the network features so that the acceptability of deep networks for time-series data can be enhanced. This is extremely important in domains like finance, industry 4.0, self-driving cars, health-care, counter-terrorism etc., where reasons for reaching a particular prediction are equally important as the prediction itself. We assess the proposed framework for interpretability with a set of desirable properties essential for any method.

Current training methods for deep neural networks boil down to very high dimensional and non-convex optimization problems which are usually solved by a wide range of stochastic gradient descent methods. While these approaches tend to work in practice, there are still many gaps in the theoretical understanding of key aspects like convergence and generalization guarantees, which are induced by the properties of the optimization surface (loss landscape). In order to gain deeper insights, a number of recent publications proposed methods to visualize and analyze the optimization surfaces. However, the computational cost of these methods are very high, making it hardly possible to use them on larger networks. In this paper, we present the GradVis Toolbox, an open source library for efficient and scalable visualization and analysis of deep neural network loss landscapes in Tensorflow and PyTorch. Introducing more efficient mathematical formulations and a novel parallelization scheme, GradVis allows to plot 2d and 3d projections of optimization surfaces and trajectories, as well as high resolution second order gradient information for large networks.

In the current age, use of natural communication in human computer interaction is a known and well installed thought. Hand gesture recognition and gesture based applications has gained a significant amount of popularity amongst people all over the world. It has a number of applications ranging from security to entertainment. These applications generally are real time applications and need fast, accurate communication with machines. On the other end, gesture based communications have few limitations also like bent finger information is not provided in vision based techniques. In this paper, a novel method for fingertip detection and for angle calculation of both hands bent fingers is discussed. Angle calculation has been done before with sensor based gloves/devices. This study has been conducted in the context of natural computing for calculating angles without using any wired equipment, colors, marker or any device. The pre-processing and segmentation of the region of interest is performed in a HSV color space and a binary format respectively. Fingertips are detected using level-set method and angles were calculated using geometrical analysis. This technique requires no training for system to perform the task.

We propose a novel approach for rapid segmentation of flooded buildings by fusing multiresolution, multisensor, and multitemporal satellite imagery in a convolutional neural network. Our model significantly expedites the generation of satellite imagery-based flood maps, crucial for first responders and local authorities in the early stages of flood events. By incorporating multitemporal satellite imagery, our model allows for rapid and accurate post-disaster damage assessment and can be used by governments to better coordinate medium- and long-term financial assistance programs for affected areas. The network consists of multiple streams of encoder-decoder architectures that extract spatiotemporal information from medium-resolution images and spatial information from high-resolution images before fusing the resulting representations into a single medium-resolution segmentation map of flooded buildings. We compare our model to state-of-the-art methods for building footprint segmentation as well as to alternative fusion approaches for the segmentation of flooded buildings and find that our model performs best on both tasks. We also demonstrate that our model produces highly accurate segmentation maps of flooded buildings using only publicly available medium-resolution data instead of significantly more detailed but sparsely available very high-resolution data. We release the first open-source dataset of fully preprocessed and labeled multiresolution, multispectral, and multitemporal satellite images of disaster sites along with our source code.

Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated in practice. We propose a strategy for training an anomaly detector in the presence of unlabeled anomalies that is compatible with a broad class of models. The idea is to jointly infer binary labels to each datum (normal vs. anomalous) while updating the model parameters. Inspired by outlier exposure (Hendrycks et al., 2018) that considers synthetically created, labeled anomalies, we thereby use a combination of two losses that share parameters: one for the normal and one for the anomalous data. We then iteratively proceed with block coordinate updates on the parameters and the most likely (latent) labels. Our experiments with several backbone models on three image datasets, 30 tabular data sets, and a video anomaly detection benchmark showed consistent and significant improvements over the baselines.