0000000000305583
AUTHOR
Christian W. Omlin
The Convolutional Tsetlin Machine
Convolutional neural networks (CNNs) have obtained astounding successes for important pattern recognition tasks, but they suffer from high computational complexity and the lack of interpretability. The recent Tsetlin Machine (TM) attempts to address this lack by using easy-to-interpret conjunctive clauses in propositional logic to solve complex pattern recognition problems. The TM provides competitive accuracy in several benchmarks, while keeping the important property of interpretability. It further facilitates hardware-near implementation since inputs, patterns, and outputs are expressed as bits, while recognition and learning rely on straightforward bit manipulation. In this paper, we ex…
Automatic Sleep Stage Identification with Time Distributed Convolutional Neural Network
Polysomnography (PSG), the gold standard for sleep stage classification, requires a sleep expert for scoring and is both resource-intensive and expensive. Many researchers currently focus on the real-time classification of the sleep stages based on biomedical signals, such as Electroencephalograph (EEG) and electrooculography (EOG). However, most of the research work is based on machine learning models with multiple signal inputs or hand-engineered features requiring prior knowledge of the sleep domain. We propose a novel encoded Time-Distributed Convolutional Neural Network (TDConvNet) to automatically classify sleep stages based on a single raw PSG signal. The TDConvNet can infer sleep st…
Reinforcement Learning with Intrinsic Affinity for Personalized Prosperity Management
AbstractThe purpose of applying reinforcement learning (RL) to portfolio management is commonly the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any other preferences or constraints. We have developed a regularization method that ensures that strategies have global intrinsic affinities, i.e., different personalities may have preferences for certain asset classes which may change over time. We capitalize on these intrinsic policy affinities to make our RL model inherently interpretable. We demonstrate how RL agents can be trained to orchestrate such individual policies for particular personality profiles and stil…
Can Interpretable Reinforcement Learning Manage Prosperity Your Way?
Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers’ needs and preferences. Whereas traditional solutions to financial decision problems frequently rely on model assumptions, reinforcement learning is able to exploit large amounts of data to improve customer modelling and decision-making in complex financial environments with fewer assumptions. Model explainability and interpretability present challenges from a regulatory perspective which demands transparency for acceptance; they also offer the opportunity for improved insight into and unde…
SleepXAI: An explainable deep learning approach for multi-class sleep stage identification
AbstractExtensive research has been conducted on the automatic classification of sleep stages utilizing deep neural networks and other neurophysiological markers. However, for sleep specialists to employ models as an assistive solution, it is necessary to comprehend how the models arrive at a particular outcome, necessitating the explainability of these models. This work proposes an explainable unified CNN-CRF approach (SleepXAI) for multi-class sleep stage classification designed explicitly for univariate time-series signals using modified gradient-weighted class activation mapping (Grad-CAM). The proposed approach significantly increases the overall accuracy of sleep stage classification …
Road Detection for Reinforcement Learning Based Autonomous Car
Human mistakes in traffic often have terrible consequences. The long-awaited introduction of self-driving vehicles may solve many of the problems with traffic, but much research is still needed before cars are fully autonomous.In this paper, we propose a new Road Detection algorithm using online supervised learning based on a Neural Network architecture. This algorithm is designed to support a Reinforcement Learning algorithm (for example, the standard Proximal Policy Optimization or PPO) by detecting when the car is in an adverse condition. Specifically, the PPO gets a penalty whenever the virtual automobile gets stuck or drives off the road with any of its four wheels.Initial experiments …
Clustering in Recurrent Neural Networks for Micro-Segmentation using Spending Personality
Author's accepted manuscript. © 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. Customer segmentation has long been a productive field in banking. However, with new approaches to traditional problems come new opportunities. Fine-grained customer segments are notoriously elusive and one method of obtaining them is through feature extraction. It is possible to assi…
Towards Responsible AI for Financial Transactions
Author's accepted manuscript. © 2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. The application of AI in finance is increasingly dependent on the principles of responsible AI. These principles-explainability, fairness, privacy, accountability, transparency and soundness form the basis for trust in future AI systems. In this empirical study, we address the first p…
LONG HORIZON ANOMALY PREDICTION IN MULTIVARIATE TIME SERIES WITH CAUSAL AUTOENCODERS
Predictive maintenance is essential for complex industrial systems to foresee anomalies before major system faults or ultimate breakdown. However, the existing efforts on Industry 4.0 predictive monitoring are directed at semi-supervised anomaly detection with limited robustness for large systems, which are often accompanied by uncleaned and unlabeled data. We address the challenge of predicting anomalies through data-driven end-to-end deep learning models using early warning symptoms on multivariate time series sensor data. We introduce AnoP, a long multi-timestep anomaly prediction system based on unsupervised attention-based causal residual networks, to raise alerts for anomaly preventio…