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Identifying unexpected domain-shifted instances in natural language processing is crucial in real-world applications. Previous works identify the OOD instance by leveraging a single global feature embedding to represent the sentence, which cannot characterize subtle OOD patterns well. Another major challenge current OOD methods face is learning effective low-dimensional sentence representations to identify the hard OOD instances that are semantically similar to the ID data. In this paper, we propose a new unsupervised OOD detection method, namely Semantic Role Labeling Guided Out-of-distribution Detection (SRLOOD), that separates, extracts, and learns the semantic role labeling (SRL) guided fine-grained local feature representations from different arguments of a sentence and the global feature representations of the full sentence using a margin-based contrastive loss. A novel self-supervised approach is also introduced to enhance such global-local feature learning by predicting the SRL extracted role. The resulting model achieves SOTA performance on four OOD benchmarks, indicating the effectiveness of our approach. Codes will be available upon acceptance.

Most existing unsupervised person re-identification (Re-ID) methods use clustering to generate pseudo labels for model training. Unfortunately, clustering sometimes mixes different true identities together or splits the same identity into two or more sub clusters. Training on these noisy clusters substantially hampers the Re-ID accuracy. Due to the limited samples in each identity, we suppose there may lack some underlying information to well reveal the accurate clusters. To discover these information, we propose an Implicit Sample Extension (\OurWholeMethod) method to generate what we call support samples around the cluster boundaries. Specifically, we generate support samples from actual samples and their neighbouring clusters in the embedding space through a progressive linear interpolation (PLI) strategy. PLI controls the generation with two critical factors, i.e., 1) the direction from the actual sample towards its K-nearest clusters and 2) the degree for mixing up the context information from the K-nearest clusters. Meanwhile, given the support samples, ISE further uses a label-preserving loss to pull them towards their corresponding actual samples, so as to compact each cluster. Consequently, ISE reduces the "sub and mixed" clustering errors, thus improving the Re-ID performance. Extensive experiments demonstrate that the proposed method is effective and achieves state-of-the-art performance for unsupervised person Re-ID. Code is available at: \url{https://github.com/PaddlePaddle/PaddleClas}., Comment: CVPR2022

The task of causal representation learning aims to uncover latent higher-level causal representations that affect lower-level observations. Identifying true latent causal representations from observed data, while allowing instantaneous causal relations among latent variables, remains a challenge, however. To this end, we start from the analysis of three intrinsic properties in identifying latent space from observations: transitivity, permutation indeterminacy, and scaling indeterminacy. We find that transitivity acts as a key role in impeding the identifiability of latent causal representations. To address the unidentifiable issue due to transitivity, we introduce a novel identifiability condition where the underlying latent causal model satisfies a linear-Gaussian model, in which the causal coefficients and the distribution of Gaussian noise are modulated by an additional observed variable. Under some mild assumptions, we can show that the latent causal representations can be identified up to trivial permutation and scaling. Furthermore, based on this theoretical result, we propose a novel method, termed Structural caUsAl Variational autoEncoder, which directly learns latent causal representations and causal relationships among them, together with the mapping from the latent causal variables to the observed ones. We show that the proposed method learns the true parameters asymptotically. Experimental results on synthetic and real data demonstrate the identifiability and consistency results and the efficacy of the proposed method in learning latent causal representations.

Natural Language Processing(NLP) demonstrates a great potential to support financial decision-making by analyzing the text from social media or news outlets. In this work, we build a platform to study the NLP-aided stock auto-trading algorithms systematically. In contrast to the previous work, our platform is characterized by three features: (1) We provide financial news for each specific stock. (2) We provide various stock factors for each stock. (3) We evaluate performance from more financial-relevant metrics. Such a design allows us to develop and evaluate NLP-aided stock auto-trading algorithms in a more realistic setting. In addition to designing an evaluation platform and dataset collection, we also made a technical contribution by proposing a system to automatically learn a good feature representation from various input information. The key to our algorithm is a method called semantic role labeling Pooling (SRLP), which leverages Semantic Role Labeling (SRL) to create a compact representation of each news paragraph. Based on SRLP, we further incorporate other stock factors to make the final prediction. In addition, we propose a self-supervised learning strategy based on SRLP to enhance the out-of-distribution generalization performance of our system. Through our experimental study, we show that the proposed method achieves better performance and outperforms all the baselines' annualized rate of return as well as the maximum drawdown of the CSI300 index and XIN9 index on real trading. Our Astock dataset and code are available at https://github.com/JinanZou/Astock.

Existing surveys on stock market prediction often focus on traditional machine learning methods instead of deep learning methods. This motivates us to provide a structured and comprehensive overview of the research on stock market prediction. We present four elaborated subtasks of stock market prediction and propose a novel taxonomy to summarize the state-of-the-art models based on deep neural networks. In addition, we also provide detailed statistics on the datasets and evaluation metrics commonly used in the stock market. Finally, we point out several future directions by sharing some new perspectives on stock market prediction.

We present a new algorithm to learn a deep neural network model robust against adversarial attacks. Previous algorithms demonstrate an adversarially trained Bayesian Neural Network (BNN) provides improved robustness. We recognize the adversarial learning approach for approximating the multi-modal posterior distribution of a Bayesian model can lead to mode collapse; consequently, the model's achievements in robustness and performance are sub-optimal. Instead, we first propose preventing mode collapse to better approximate the multi-modal posterior distribution. Second, based on the intuition that a robust model should ignore perturbations and only consider the informative content of the input, we conceptualize and formulate an information gain objective to measure and force the information learned from both benign and adversarial training instances to be similar. Importantly. we prove and demonstrate that minimizing the information gain objective allows the adversarial risk to approach the conventional empirical risk. We believe our efforts provide a step toward a basis for a principled method of adversarially training BNNs. Our model demonstrate significantly improved robustness--up to 20%--compared with adversarial training and Adv-BNN under PGD attacks with 0.035 distortion on both CIFAR-10 and STL-10 datasets., Comment: Published at ICML 2022

The promise of active learning (AL) is to reduce labelling costs by selecting the most valuable examples to annotate from a pool of unlabelled data. Identifying these examples is especially challenging with high-dimensional data (e.g. images, videos) and in low-data regimes. In this paper, we propose a novel method for batch AL called ALFA-Mix. We identify unlabelled instances with sufficiently-distinct features by seeking inconsistencies in predictions resulting from interventions on their representations. We construct interpolations between representations of labelled and unlabelled instances then examine the predicted labels. We show that inconsistencies in these predictions help discovering features that the model is unable to recognise in the unlabelled instances. We derive an efficient implementation based on a closed-form solution to the optimal interpolation causing changes in predictions. Our method outperforms all recent AL approaches in 30 different settings on 12 benchmarks of images, videos, and non-visual data. The improvements are especially significant in low-data regimes and on self-trained vision transformers, where ALFA-Mix outperforms the state-of-the-art in 59% and 43% of the experiments respectively., Comment: CVPR 2022